Continuous Random Variables:
Unlike discrete random variables, continuous random variables can take any value
within a range. Probability density functions (PDFs) are used to describe the
likelihood of different outcomes.
Key Characteristics:
- **Range of Values:** Continuous random variables can assume any value within a
specified range.
- **Probability Density Function (PDF):** Describes the probability of the random
variable falling within a particular interval. The area under the PDF curve
represents probabilities.
- **No Direct Probability at Specific Points:** Unlike discrete variables with
probability mass functions, for continuous variables, the probability at any
specific point is infinitesimally small. Instead, probabilities are associated with
intervals.
Mathematical Notation:
- The probability of a continuous random variable X falling within the interval [a,
b] is given by ∫[a to b] f(x) dx, where f(x) is the probability density function.
Applications:
- Modeling measurements such as height, weight, or temperature.
- Analyzing data from sensor readings.
- Predicting time-to-failure in reliability engineering.
It's important to note that understanding the concept of integration is crucial
when working with continuous random variables.