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For a continuous random variable, if there exists a function f(x), such that, for ab , ( This gives the probability that X lies in the interval a [a,b]) A function of this type satisfying the conditions a) f(x)0, for all x
f ( x)dx P(a x b)
b)
f ( x)dx 1
3
Cumulative Distribution function, Expectation, Variance of a Random Variable: The Continuous counterpart
All the concepts and definitions are the same as those for discrete random variable In all the definitions, the summation sign is simply replaced by its continuous counterpart- the integral sign Cumulative Distribution Function: F(x)= P(X x)=
(- )
f ( x)dx
Expectation: E(X)=
(- )
x
xf ( x)dx
Variance: v(X)=
(- )
( x E ( X ))2 f ( x)dx
Applications
A clock can stop at any time during the day. Let X be the time (hours plus fractions of hours) at which the clock stops. The pdf for X is f (x) =(1/24), 0x24 =0, otherwise What is the probability that the clock will stop between 2:00pm and 2:45pm? 14.75 1 1 P(14X14.75)=
14
24
dx
32
Let the pdf of a continuous random variable x be f(x) = (1/2)-(x/8), 0x4 =0, otherwise a) What is P(2x+3>5) b) What is E(X)? (Hint: a) P(2x+3>5) is equivalent to P(x>1).
1 x x ( b) E(X)= 2 8 )dx ) 0
4
Thank you