Chapter Three

Random Variable
L2- Continuous random variable
Jan 2009
2
I have set up an online Quiz 1 for the Chemical and !roup
usin! MOODLE ( E- LEARNING)
"uration of #uiz$ 1% minutes
Topics covered$ chapter 1 & probabilit' onl'(
TI) of access$ )onda' 22*2*10 from +pm until Tuesda' 2,*2*10
+ pm-
.o of attempt$ Once only
for students$ //212,
Jan 2009
3
At the end of the lecture, you will be able to :
- describe continuous random variables
- calculate their probability distribution and their
cumulative distribution
0earnin! 1b2ectives$
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CONTINUOUS RANDOM VARIABLE

A CONTINUOUS random variable is a random variable

with an interval of real numbers for its range.

The probability density funtion f!x" of a ontinuous r.v.

is used to determine probabilities from areas as follows#
= < <
b
a
dx x f b X a P ) ( ) (
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CONTINUOUS RANDOM VARIABLE

The properties of the probability density funtion f!x"

are#

$ " ! "
% " ! "
x f ii
x f i
If X is ontinuous r.v.& for any x
$
and x
'
&
" ! " ! " ! " !
' $ ' $ ' $ ' $
x X x P x X x P x X x P x X x P < < = < = < =
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CUMULATIVE DISTRIBUTION FUNCTION
The umulative distribution (!x" of a disrete random
variable ) with probability mass funtion f!x" is
< < =

x for dt t f
x
* " ! +" ,!) - (!+"
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MEAN AND VARIANCE :- Continuou R!V
.ean or e+peted value is
/ariane of X is given as
' ' ' '
" ! " ! " ! " ! = = =

dx x f x dx x f x X V
Standard deviation of ) is .
+

= = = dx x f x X E
X
) ( ) (