You are on page 1of 1
86 Chapter3 Probability Distributions and Probability Densities ‘TuroreM 3.5. A function can serve as a probability density of a continuous random variable X if its values, f(x), satisfy the conditionst 1. FQ) 20 for—co 0 Aa {c elsewhere find k and POS SX $1). Solution To’satisfy the second condition of Theorem 3.5, we must have Hae ce ee [i sear=f kee M drake: jim SS =f and it follows that k = 3. For the probability we get 1 possxsp= f 3e7# dx = —e" =-eF 4 e715 50.173 7 5 : Although the random variable of the preceding example cannot take on negative values, we artificially extended the domain of its probability density to include all the real numbers. This is a practice we shall follow throughout this text. As in the discrete case, there are many problems in which it is of interest to know the probability that the value of a continuous random variable X is less than or equal to some real number x. Thus, let us make the following definition analogous to Definition 3.3. Dermrtion 3.5. If X is a continuous random variable and the value of its probability density at t is f (1), then the function given by Fo) =P(X Sx) cf f(@)dt — for—co

You might also like