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Draswa Chapter4randomvariableandprobabilitydistribution 28week5 29

The document outlines key concepts related to probability distributions including discrete and continuous random variables, probability density functions, expected value and variance, and cumulative distribution functions. It provides examples of how to calculate probabilities, expected values, variances, and cumulative distribution functions for both discrete and continuous random variables given their probability distributions. Formulas and step-by-step solutions are given for each example calculation.

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Alvin Hawkins
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25 views

Draswa Chapter4randomvariableandprobabilitydistribution 28week5 29

The document outlines key concepts related to probability distributions including discrete and continuous random variables, probability density functions, expected value and variance, and cumulative distribution functions. It provides examples of how to calculate probabilities, expected values, variances, and cumulative distribution functions for both discrete and continuous random variables given their probability distributions. Formulas and step-by-step solutions are given for each example calculation.

Uploaded by

Alvin Hawkins
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Chapter 3

Random Variable and


Probability Distribution
(week 5)
Chapter Outline

2.1 Discrete and Continuous Random Variable


2.2 Using probability distribution function to calculate
probability.
2.3 Expected value and variance
2.4 Cumulative distribution function, F. Using F to
calculate probability.
Probability Density Function
(Continuous RV)
Probability Density Function
• Suppose that we wanted to look at the age of a
person, the height of a person, the amount of time
spent waiting in line, or maybe the lifetime of a
battery. (all the values cannot be negative)
• Each of these quantities have values that will range
over an interval of integers. Because of these, they
are called continuous random variables.
• Continuous random variables are often represented
by X.
Probability Density Function
Every continuous random variable, X, has a probability density
function,

Probability density functions satisfy the following conditions:

1) f(x) ≥ 0 for all x.


2) The total area under the curve is 1.0.

Probability density functions can be used to determine the


probability that a continuous random variable lies between two
values, say a and b :
Probability Density Function
Probability Density Function
Example :
The continuous random variable, X has the probability
distribution function

a) Find P( 1<Y<2), P(Y>1) and P(Y<0.5).


Mean and Expected Value
6

Mean of a Continuous Random Variable


If X is a continuous random variable with probability distribution f(x)
then the mean or expected value of X is found by:

μ  E( X )   xf (x)dx


Example: Suppose we have a continuous random variable X with


probability density function given by:

Calculate E(X).
Solution:
Variance and Standard Deviation
9Variance of a Continuous Random Variable
If X is a continuous random variable with probability distribution f(x)
then the variance of X is given by :
2

Var( X )    ( X   x ) f (x)dx
  E ( X 
2 2 2
)  [ E ( X )]
Example: Calculate the variance and standard deviation for a continuous
random variable X with probability density function :

Solution:
Cumulative Distribution Function
Discrete RV

Continuous RV

which satisfies :
* is an increase function
which the max value is 1.
which the min value is 0.
Cumulative Distribution Function
Discrete RV
Example:
Consider tossing a fair coin 3 times. Define X = the number of heads
obtained. Find the cumulative distribution function of X.
Value, x 0 1 2 3
Probability, P(X=x) 1/8 3/8 3/8 1/8
Solution :
Cumulative Distribution Function
• The cumulative distribution function :
Cumulative Distribution Function
Continuous RV
Example 1:
The continuous random variable, X has the probability distribution
function

(a) Find the CDF of X.


Solution :
Find the CDF.
();
Hence, the CDF,
Cumulative Distribution Function
Example 1 : Continue …
The continuous random variable, X has the probability distribution
function:

By using CDF:
(b) Compute answer : 0.1406
(c) Compute answer : 0.7243
(d) Compute answer :0.875

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