chapterContinuousRandomvariable.ppt

4. Continuous Random Variables and Probability Distributions 4.1 Continuous random variables and probability density functions Continuous random variables DEFINTION:A random variable X is said to be continuous if its set of possible values is an entire interval of numbers--that is, if for some AB, any number X between A and B is possible. Example 4.1: If in the study of the ecology of a lake ,we make depth measurements at randomly chosen location, then X=the depth at such a location is a continuous rv. Here A is the minimum depth in the region being sampled, and B is the maximum depth. If the measurement scale of X can be subdivided to any extent desired, then variable is continuous ; if it cannot, the variable is discrete. Probability Distributions For Continuous Variables Suppose the variable X of interest is depth of a lake at a randomly chosen point on the surface, let M=the maximum depth, so that any number in the interval [0,M] is a possible value of X. If we “discretize” X by measuring depth to the nearest meter ,then possible value are nonnegative less than or equal to M. the resulting discrete distribution of depth can be pictured using a probability histogram , if we draw the histogram so that the area of the rectangle above any possible integer k is the proportion of lake whose depth is k, then the total area of all rectangles is 1. A possible histogram appears in Figure 4.1(a). If depth is measured to the nearest centimeter and the same measurement axis as in Figure 4.1(a) is used ,each rectangle in the resulting probability histogram is much narrower ,though the total area of all rectangles is still 1. A possible histogram is pictured in Figure 4.1(b); if we continue in this way to measure de3pth more and more finely ,the resulting sequence of histograms approaches a smooth curve, such as pictured in Figure 4.1(c). For f(x) to be a legitimate pdf, it must satisfy the following two conditions: Example 4.3 Suppose take a bus to work , an