CONTINUOUS DISTRIBUTIONS

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Probability Distribution of a Continuous Random Variable

Weights of new born babies is an example of continuous random variable. What is the probability of the weight of a new born baby being exactly 3.54689 kgs, given that the weights of all new born babies lie in the range 2.5-4 kgs? Answer is 0- probability of one event occurring out of an uncountably infinite number of possibilities Concept of pmf not valid- pmf is the probability of X assuming a particular value x But what if you are asked the probability of weight lying in the interval 3.5-4, which includes the number 3.54689? Concept of probability density function- based on finding the probability of a continuous random variable lying in a particular interval
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Probability Density Function

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

Is called the probability density function of x

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Revisiting the new born baby example

Now, f ( x)dx P(a x b) We are interested in finding P(axa)= P(X=a)= f ( x)dx 0 Hence the probability of a continuous variable taking a single value is 0 Thus, the probability of the weight of a new born baby being exactly 3.54689 kgs is 0
a a a b

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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

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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

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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

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Thank you

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