What are probability, random variables, and probability distributions (Easy to Understand)

Renda Zhang
9 min readDec 11, 2023

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On a bright and sunny afternoon, the townsfolk gathered, buzzing with discussions about a recent mysterious event — the sudden disappearance of a famous artwork from the local museum. While some believed in supernatural explanations, others were convinced it was a clever heist. Amidst the growing debate, Detective Arthur stepped in. With a smile, he addressed the crowd, “Whether we can solve this puzzle depends on our understanding of a key concept — probability.”

Arthur explained that probability theory is not just a branch of mathematics; it’s a powerful tool for deciphering and predicting the outcomes of random phenomena. Whether it’s cracking complex cases or making everyday decisions, probability plays a pivotal role.

“In this case, we will explore three fundamental concepts: probability, random variables, and probability distributions. These concepts will help us peel back the layers of this mystery,” Arthur continued.

The crowd gathered closer around Arthur, ready to dive into the mysterious world of probability theory. Arthur began his tale, explaining these complex concepts in simple language, allowing everyone to understand and appreciate the subject.

The Enigma of Probability

As Arthur began his narration, the curiosity of the townsfolk was piqued. They listened intently, eager to unravel the mysteries of probability.

Exploring the Concept of Probability: Arthur started his explanation by posing a question with a coin in his hand, “If I flip this coin, what do you think the probability is of it landing heads up?” The crowd murmured various guesses, but Arthur nodded and explained that this very uncertainty is what probability measures. In the action of flipping a coin, there exists an unpredictability, and probability quantifies this uncertainty. For a fair coin, the probability of landing on either side is 50%, representing an equal likelihood for both outcomes.

The Diverse Faces of Probability: Arthur further delved into the different types of probability. He spoke about classical probability, based on the assumption that all outcomes are equally likely, as in the case of a coin toss. Then, he touched on frequency probability, derived from the frequency of occurrences observed over repeated trials. Lastly, he introduced subjective probability, based on personal belief or experience, illustrating how someone might believe a coin to be lucky, thus affecting their perception of its outcomes.

An Everyday Example: To make it more understandable, Arthur used a real-life example. He asked them to imagine a bag filled with red and blue balls, where the number of each color was unknown. “If you were to draw a ball at random with your eyes closed, what’s the probability of picking a red one? That’s the question probability theory aims to answer,” he explained. Even without knowing the exact outcome, probability allows quantifying the likelihood of different possibilities.

Through these explanations, the townsfolk began to grasp the concept of probability. They were amazed to see how probability, far from being just a dry mathematical concept, is a practical tool to understand and predict the myriad uncertainties of everyday life and even to solve mysteries like the one they were facing.

The Language of Random Variables

With the concept of probability established, Arthur shifted the focus to another fundamental element in the mystery: random variables. He introduced this concept through a captivating example involving a mysterious box filled with different colored balls.

Understanding Random Variables: “Imagine we randomly draw a ball from this box,” Arthur said, gesturing towards a box filled with an assortment of colored balls. “The color of the ball represents what we call a ‘random variable’. It symbolizes the outcome of a random process, which in this case, is the drawing of a ball.”

The townspeople gathered around the box, intrigued by the assortment of colors inside. Arthur explained that random variables could be of two types: discrete and continuous. Discrete random variables, like the outcome of a dice roll, have distinct or countable values. In contrast, continuous random variables, such as measuring someone’s height, can take any value within an interval.

Exploring Discrete Random Variables: To illustrate discrete random variables further, Arthur brought up the concept of binomial distribution, using the town’s archery contest as an example. This distribution, he explained, is used to model the number of successes in a fixed number of trials. For instance, if an archer has a 30% chance of hitting the bullseye in each attempt, the binomial distribution can calculate the probability of that archer hitting the bullseye a certain number of times in several attempts.

The townspeople were captivated by these concepts, beginning to see random variables not just as abstract mathematical constructs, but as useful tools for describing and understanding the randomness that surrounded them in everyday life and in mysteries like the one they were trying to solve.

The Map of Probability Distributions

Arthur’s narrative now took an intriguing turn towards probability distributions, further captivating the townsfolk with his insightful explanations.

The Essence of Probability Distributions: “Think of probability distributions as a map that charts the likelihood of various outcomes,” Arthur began. He explained that these distributions show how probabilities are assigned to different possible values of a random variable, painting a picture of where the future might lead us in terms of probability.

To bring this concept to life, Arthur used the example of the town’s traditional archery contest, where archers aimed to hit the bullseye. He pointed out that the number of times each archer hit the target could be seen as a random variable, and the pattern of these hits across all archers formed a probability distribution.

The Normal Distribution Revealed: “What’s fascinating,” Arthur continued, pointing to a bell-shaped curve on a chart, “is that when we combine the performance of all archers, a particular distribution emerges more often than not — the Normal Distribution, also known as the ‘Bell Curve’.”

He explained that the normal distribution is ubiquitous in nature and human activities. From the heights and weights of people to scores in exams and measurement errors, many things tend to follow a normal distribution.

“This distribution is characterized by most data points clustering around the middle, the mean, and fewer as we move away from the center,” Arthur elucidated. The shape of the normal distribution is determined by two parameters: the mean, indicating the center of the distribution, and the standard deviation, indicating how spread out the data is.

The townspeople began to appreciate the beauty and practicality of probability distributions. They realized that these were not just abstract mathematical concepts but tools that could help them understand and predict the patterns and uncertainties of the world around them.

Arthur’s exploration of probability distributions continued, revealing more layers to this fascinating topic.

Venturing into Binomial Distribution: Arthur then shifted the focus to another distribution type, the binomial distribution. He drew upon the example of the town’s flower show competitions. Here, each gardener had a certain probability of winning an award in each event. The binomial distribution, he explained, modeled the number of successes in a set number of trials. For instance, if a gardener competes in 10 contests and has a 30% chance of winning each, the binomial distribution can calculate the probability of that gardener winning a certain number of awards out of those 10 contests.

The Mystery of Poisson Distribution: Next, Arthur turned to the Poisson distribution. This distribution, he explained, is often used to describe the number of times a random event occurs within a fixed interval or space, such as the number of phone calls received by the town’s switchboard in an hour. It’s particularly useful for modeling events that are rare but have a discernible pattern over time.

The townsfolk were amazed by these applications of probability distributions. They started to see that whether it was predicting the outcome of a flower show or estimating the busyness of a telephone exchange, probability distributions provided a powerful way to quantify and understand randomness.

Exploring More Distributions: Arthur briefly touched upon other distributions like the geometric and hypergeometric distributions. He used examples such as lottery drawings to illustrate geometric distributions — the probability of achieving the first success after a certain number of trials. For hypergeometric distributions, he cited an example related to voting outcomes in the town council elections.

With each explanation, the townsfolk grew more intrigued, beginning to understand that probability distributions were not just theoretical concepts but practical tools that could be applied to various aspects of their daily lives, from solving mysteries to making everyday decisions.

Unraveling the Art Mystery

As the evening approached and the townspeople’s curiosity reached its peak, Arthur decided it was time to apply the lessons of probability to unravel the art mystery that had captivated the town.

Analyzing the Case: Arthur began dissecting the case with the tools of probability theory. He considered various scenarios: the timing of the theft, potential suspects, and their motives. Each aspect was treated as a random variable with its own probability distribution. “Although we cannot predict the exact outcome of these variables,” Arthur explained, “we can estimate their likelihoods and, therefore, piece together the most probable scenario.”

The Power of Data: Arthur had gathered extensive data regarding the case — surveillance footage, witness statements, and historical patterns of similar incidents. Each piece of data contributed a clue, a piece of the puzzle that, when combined, could lead to a solution.

Building a Probability Model: Through the analysis of this data, Arthur constructed a multi-layered probability model. This model integrated various distributions — the binomial distribution to analyze patterns in the behavior of the museum staff, and the Poisson distribution to estimate the likelihood of the theft occurring at a particular time.

The townsfolk were captivated by this analytical approach. They began to appreciate how abstract mathematical concepts like probability distributions could have powerful real-world applications.

Tracing the Clues: As Arthur delved deeper into the analysis, he began to connect the dots. The museum’s security system had a brief malfunction on the night of the theft — a detail that, combined with the behavior patterns of the museum staff, suggested a new angle to the case. Using the binomial distribution, Arthur analyzed the probability of each staff member’s involvement, narrowing down the list of suspects.

The Key to the Puzzle: Arthur realized that understanding the probabilistic logic behind the events was crucial to solving the mystery. He employed the normal distribution to analyze the frequency of similar incidents in the past, discovering an unusually high probability of such events under specific conditions. This insight led him to contemplate the possibility that the theft was a staged act.

Revealing the Truth: By integrating different probability distributions and data analysis, Arthur finally unraveled the truth. The theft was a meticulously planned hoax by the museum’s management to boost its popularity and attract tourists. The artwork had never actually left the museum but was secretly moved to a hidden exhibition room.

A Profound Revelation: This resolution not only showcased the application of probability theory in real-life situations but also demonstrated the importance of scientific thinking. The townsfolk were impressed by Arthur’s analytical skills and began to realize that science and mathematics are powerful tools for uncovering truths and making informed decisions, even in the face of life’s mysteries and uncertainties.

Conclusion

With the mystery solved, the town returned to its peaceful routine. The townspeople were left with a deep impression of Arthur’s problem-solving approach and a newfound respect for probability theory. They recognized that probability was not just a chapter in a mathematics textbook; it was a key to understanding the complex world around them.

Arthur’s story is a testament to the power of probability theory — a tool for interpreting randomness and uncertainty. In a world filled with unknowns, probability theory helps us decipher the past, comprehend the present, and anticipate the future.

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Renda Zhang
Renda Zhang

Written by Renda Zhang

A Software Developer with a passion for Mathematics and Artificial Intelligence.

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