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Continuous Random Variables: Probability Distribution Function PDF

This document discusses key concepts about continuous random variables: 1. A probability distribution function (PDF) represents a continuous data distribution as a function f(x) where the total area under the curve is 1. 2. The probability of a continuous random variable X having a single value like P(X=a) is 0, but the probability of X falling within a range like P(a<X<b) can be calculated by integrating the PDF from a to b. 3. The median and percentiles of a continuous distribution can be found by setting the integral of the PDF from negative infinity to the value in question equal to 0.5 for the median or the corresponding percentile value.

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81 views2 pages

Continuous Random Variables: Probability Distribution Function PDF

This document discusses key concepts about continuous random variables: 1. A probability distribution function (PDF) represents a continuous data distribution as a function f(x) where the total area under the curve is 1. 2. The probability of a continuous random variable X having a single value like P(X=a) is 0, but the probability of X falling within a range like P(a<X<b) can be calculated by integrating the PDF from a to b. 3. The median and percentiles of a continuous distribution can be found by setting the integral of the PDF from negative infinity to the value in question equal to 0.5 for the median or the corresponding percentile value.

Uploaded by

Strix
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Continuous random variables

Syllabus A2 Statistic

Probability distribution function (PDF):


Represented by histogram but with probability density axis

Probability density= frequency density ÷ total frequency

Continuous data has infinitely small class width

⟹ It can be modeled as a function f(x), PDF


∞
Total area = ∫−∞ f(x)dx = 1, also the condition for a function to be a PDF
As f(x) ≥ 0 for all x, probability of values which outside of interval = 0
Data is continuous, so:

P (X = a) = 0, X 's value must be between a range


P (a < x < b) = P (a < x < b) = P (a < x < b) = P (a < x < b)

⭐ P (a < X < b) = ∫ f(x).dx


a
b

Median and percentiles:

⭐
Median value,
m
m:
P (X < m) = ∫ f(x).dx =
−∞
−∞
1
∫ f(x).dx =
m 2

Continuous random variables 1


Similarly, nth percentile has has value c which P (X ≷ c) = n%
Quadratic might gives 2 values, choose the one which lies within the domain

Expectation and variance:

⭐
Every terms of f(x) × x
∞
fmin < E(X) < fmax E(X) = ∫ x.f(x).dx
−∞

⭐
Every terms of f(x) × x2
∞
Var(X) = ∫
2
First term acts as E(X ), x2 .f(x).dx −
distance2 from mean −∞
E 2 (X)

Continuous random variables 2

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