概率统计(英文) chapter 4 Continuous Random Variables and Probability Distributions.ppt

4. Continuous Random Variables and Probability Distributions 4.1 Continuous random variables and probability density functions 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 depth 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: Similarly , . The probability that I wait at least 4 minutes is Because whenever in Example 4.3 depends only on the length b-a of the interval , X is said to have a uniform distribution. PROPOSITION: If X is a continuous rv, then for any number c, .furthermore, for any two numbers a and b with ab, 4.2 Cumulative Distribution Functions and Expected Values 4.3 The Normal Distribution 4.4 The Gamma Distribution and Its Relatives DEFINITION : For , the gamma function is defined by The most important properties of the gamma function are the following : 1. For any 2. For any positive integer, n, 3. By Expression (4.5),if we let Then and , so satisfies the two basic properties of pdf The Family of Gamma Distributions DEFINITION: A continuous random variable X is said to have a gamma distribution if the pdf of X is when the parameters and satisfy . The standard gamma distribution has , so the pdf of a standard gamma rv is given by (4.6) PTOPOSITION: The mean and variance of a random variable X having the gamma distribution are Computing probabilities from the gamma Distribution When X is a standard gamm