Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Distribution Functions
Presentation by:
YATIN VASAVA(150073110025)
1
Probability Distribution of
Continuous Random
Variables
For continuous random variable, we
use the following two concepts to
describe the probability distribution
f(x)
a b x
f(x)
0.5
0 2 x
Probability Density Function
Example
The probability that your client
f(x) visits your office between 12:30
and 1:00 is given by the shaded
area.
0.5
0 0.5 1
2 x
Probability Density Function
Example
Note that area between 0 and 2 should be
equal to 1 since the probability that your
f(x)
clients arrives between noon and 2pm is 1
(assuming that he will keep his promise that
he will visit between noon and 2pm)
0.5
0 2 x
Some Properties of probability
density function
f(x)
F(x)=P(Xx)
x x
Cumulative Distribution Function
-Example-
f(x) F(x)
Cumulative
Density Distribution
Function Function
0.5
0 x 2 0 2
A property of cumulative
distribution functions
P ( a X b) P ( X b) P ( X a )
F (b) F (a )
Probability Density Function and Cumulative
Distribution Function
-Exercise-
The daily revenue of a certain shop is a continuous
random variable. Let X be the random variable for
the daily revenue (in thousand dollars). Suppose
that X has the following probability density
function.
f ( x) 0.25 for 0 x 4
0 otherwise
P (a X b) F (b) F (a )
b
f (u )du
a
Expectation for continuous
random variable
Expectation for a continuous random variable is
defined in a similar way as the expectation for a
discrete random variable.
x
E[g(X)] g ( x) f ( x)dx
x
x
Var ( X ) ( x X ) f ( x)d x
2
X
2
x
SD( X ) X Var ( X )
Expected value
for Continuous Random variable
-Exercise-
Continue using the daily revenue example.
The probability density function for X is
given by
f ( x) 0.25 for 0 x 4
0 otherwise
W=4+0.5X
X X
Z
X
which has a mean 0 and variance 1.
Normal Distribution
A random variable X is said to be a normal
random variable with mean and variance 2 if X
has the following probability density function.
1 ( x ) 2 / 2 2
f ( x) e for - x
2 2
0.4
0.3
0.2
0.1
0.0
x
A note about the normal
distribution
Normal distributions approximate many
types of distributions.
Normal distributions have been applied to
many areas of studies, such as economics,
finance, operations management etc.
Normal Distribution
approximates many types of
distributions.
The shape of the normal
distribution
The shape of the normal density
function changes with the mean and the
standard deviation
The shape of normal
distribution. Exercise
Open Normal Density Function Exercise.
E[( X )
ii. The variance of the random
X
2
] 2
variable is 2,
f(x)
x0 x
Range Probabilities for Normal
Random Variables
f(x)
a b x
TH A N K
YOU