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Chapter 4 Part 1

This document discusses continuous random variables, focusing on the cumulative distribution function (CDF) and its properties. It explains the uniform probability of a random variable and provides formulas for calculating the CDF. Additionally, it includes examples and discusses the expected value and variance of different distributions.

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rajakumaranith
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18 views34 pages

Chapter 4 Part 1

This document discusses continuous random variables, focusing on the cumulative distribution function (CDF) and its properties. It explains the uniform probability of a random variable and provides formulas for calculating the CDF. Additionally, it includes examples and discusses the expected value and variance of different distributions.

Uploaded by

rajakumaranith
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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4.0.

0 Continuous Random Variables

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


1
4.1.0 Cumulative Distribution Function (CDF)

1 1
𝐿𝑒𝑡 𝑓 𝑥 = = 𝑟𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡𝑠 𝑡ℎ𝑒 𝑢𝑛𝑖𝑓𝑜𝑟𝑚 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑥
𝑏 − 𝑎 𝐿𝑒𝑛𝑔𝑡ℎ 𝑜𝑓 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙 [𝑎, 𝑏]

𝑓𝑥)

𝑎 𝑏 𝑥

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


2
4.1.0 Cumulative Distribution Function (CDF)

1
𝐿𝑒𝑡 𝑓 𝑥 = 𝑟𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡𝑠 𝑡ℎ𝑒 𝑢𝑛𝑖𝑓𝑜𝑟𝑚 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑥
𝑏−𝑎
𝑇ℎ𝑒𝑛, 𝑡ℎ𝑒 𝐶𝐷𝐹 𝐹𝑋 𝑥 = 𝑃 𝑋 ≤ 𝑥 = 𝐴𝑟𝑒𝑎 𝑡𝑜 𝑡ℎ𝑒 𝑙𝑒𝑓𝑡 𝑜𝑓 𝑋 = 𝑥 𝑎𝑠 𝑠ℎ𝑜𝑤𝑛 𝑖𝑛 𝑡ℎ𝑒 𝑔𝑟𝑎𝑝ℎ
𝑓𝑥)
𝑥−𝑎
=
𝑏−𝑎

0 𝑖𝑓 𝑥 ≤ 𝑎
𝑥−𝑎
𝐻𝑒𝑛𝑐𝑒 𝑡ℎ𝑒 𝐶𝐷𝐹, 𝐹𝑋 𝑥 = 𝑃 𝑋 ≤ 𝑥 = 𝑎<𝑥≤𝑏 𝑥
𝑏−𝑎 𝑎 𝑏
1 𝑥>𝑏

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 10
Example

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Example

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Example

Chapter 3 14
Variance of Continuous RV

Chapter 3 15
Example

Chapter 3 16
Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Example

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Example

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Example

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Expected Value of the Exponential Distribution Function E(x)

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Variance of the Exponential Distribution Function Var(x)

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Mean and Variance of the Standard Normal Distribution Function

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.


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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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Chapter 3
Chapter 3 © 2020 UMass Amherst Global. All rights reserved.
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