CHAPTER 5 PROBABILITY DISTRIBTIONS FOR CONTINUOUS RANDOM 5章为连续型随机变量的概率分布.docVIP

CHAPTER: CONTINUOUS RANDOM VARIABLES Contents 0 Introduction 1 Probability Density Function, f(x) 2 Expectation, E(X), and Variance, Var(X) 3 Cumulative Distribution Function, F(X) 4 Mode and Median, Upper and Lower Quartiles 5 Obtaining the probability density function from the cumulative distribution, f(x) = F’(x) 6 Obtaining the probability density function or cumulative distribution function of Y = f(X) 7 The Rectangular or Uniform Distribution 8 Miscellaneous Examples ( 0 Introduction If a sample space contains an infinite and uncountable number of possibilities equal to the number of points on a line segment, it is called a continuous sample space. A random variable defined in this sample space is called a continuous random variable. ( 1 Probability Density Function, f(x) A continuous random variable is specified by its probability density function written as f(x). If X is a continuous random variable with probability density function f(x) valid over the range a ( x ( b, then (all x f(x) dx = 1 y i..e. = 1 since a ( x ( b y = f(x) or the area under the curve y = f(x) between a and b is 1. 0 a b x If a ( x1 ( x2 ( b then P(x1 ( X ( x2) = y P(x1 ( X ( x2) is given by the area under the curve y = f(x) y = f(x) between x1 and x2. 0 a x1 x2 b x Note: The area under the curve y = f(x) represents probability. f(x) ( 0 for all x ( ( P(a ( x ( b) = P(a ( x b) = P(a x ( b) = P(a x b) since P(X = x ) is very small and negligible. Example 1.1 A continuous random variable has probability density function f(x) where f(x) = kx, 0 ( x ( 4. Find the value of the constant k, Sketch y = f(x). Find P(1 ( X ( 2.5). [ , 0.328] Solution Example 1.2 The continuous random variable X has probability density function f(x) where f(x) = kx2, 0 ( x ( 2. Find the value of the constant k. Sketch y = f(x) Find P(X ( 1) Find P(0.5 ( X ( 1.5). [ , ] Solution Example 1.3 A contin