Random variables.
From mass to density.
Five lessons from your GATE DA study guide, including worked numericals, practice answers, and revision sheets.
Oct 19, 2026 · @Rajat Goel
Roadmap
This guide covers Module 1 of an 8-module plan that follows the GATE DA Probability & Statistics syllabus, not the much broader GATE Statistics (ST) paper.
- Random variables — foundations (this guide): sample space, random variable, PMF, CDF, interval probabilities
- Expectation and variance: mean, median, mode, E[g(X)], variance, standard deviation
- Discrete distributions: discrete uniform, Bernoulli, binomial, Poisson
- Continuous distributions: continuous uniform, exponential, normal, standard normal
- t and chi-squared distributions: degrees of freedom, shapes, links to the normal
- Multiple random variables: joint, marginal, conditional distributions; independence; covariance, correlation
- Central Limit Theorem: sums and averages, normal approximation
- Statistical inference: confidence intervals, z-, t- and chi-squared tests
Counting, conditional probability and Bayes' theorem come in as prerequisites wherever needed.
Syllabus trap: the DA syllabus lists Poisson among the continuous distributions. Poisson is discrete — it counts events (0, 1, 2, …). Answer exam questions by the mathematics, not by where the syllabus lists it.
Study sections
Follow the order or choose a sectionLesson 1 — Random variables, PMF and CDF
A random variable is a function that assigns a real number to each outcome of a random experiment. It is not the experiment itself, and…
02Lesson 2 — Discrete vs Continuous Random Variables
Infinitely many possible values does not make a random variable continuous. What matters is whether the values can be listed in a seque…
03Lesson 3 — Probability Density Function (PDF)
A PDF does not give probabilities directly: it gives a density, and the probability of an interval is the area under the PDF over that…
04Lesson 4 — Solving PDFs Using Integration
When a PDF's height changes along the range, probability is still area, but the area must be found by integration: P(a ≤ X ≤ b) = ∫ₐᵇ f…
05Lesson 5 — The CDF of a Continuous Random Variable
The CDF F(x) = P(X ≤ x) records the area under the PDF from the far left up to x. Integrate f to get F; differentiate F to get f.
