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Continuous - Normal Distribution PDF
Continuous - Normal Distribution PDF
CONTINUOUS DISTRIBUTIONS
Outline
• Continuous Distributions
• Uniform Distribution
Continuous Distributions
• What is 𝑃 𝑋 = 500 ?
∞
• 𝐸𝑋 = −∞ 𝑥𝑓 𝑥 𝑑𝑥
∞ 2𝑓
• 𝑉𝑎𝑟 𝑋 = −∞ 𝑥−𝐸 𝑋 𝑥 𝑑𝑥
Uniform Distribution
• The simplest continuous distribution is the uniform
distribution
• The uniform distribution is
1, 𝑖𝑓 0 ≤ 𝑥 ≤ 1
–𝑓 𝑥 =ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
• A uniform random variable only takes values in [0,1]
• All values in that range are equally likely
• What is F 𝑥 ?
Uniform Distribution
• What is the expectation of a uniform RV?
∞ 1
– 𝐸 𝑋 = −∞ 𝑥𝑓 𝑥 𝑑𝑥 = 2
1
, 𝑖𝑓 𝑎≤𝑥≤𝑏
–𝑓 𝑥 = ቐ𝑏−𝑎
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
0 ,𝑥 < 𝑎
𝑥−𝑎
• 𝐹 𝑥 = ൞𝑏−𝑎 , 𝑎 ≤ 𝑥 ≤ 𝑏
1 ,𝑥 > 𝑏
𝑎+𝑏
• 𝐸𝑋 =
2
1 2
• 𝑉𝑎𝑟 𝑋 = 𝑏−𝑎
12
Uniform Distribution
NORMAL DISTRIBUTIONS
Outline
• Normal Distribution
– Definition
– Properties
• 𝑉𝑎𝑟 𝑎𝑋 + 𝑏 = 𝑎2 𝜎 2
Normal Distribution
• Suppose 𝑋~𝑁(𝜇, 𝜎)
– 𝑃 𝜇 − 𝜎 ≤ 𝑋 ≤ 𝜇 + 𝜎 = 68%
– 𝑃 𝜇 − 2𝜎 ≤ 𝑋 ≤ 𝜇 + 2𝜎 = 95%
– 𝑃 𝜇 − 3𝜎 ≤ 𝑋 ≤ 𝜇 + 3𝜎 = 99.7%
Normal Distribution