Continuous random variables

Syllabus A2 Statistic

Probability distribution function (PDF):

Represented by histogram but with probability density axis

Probability density= frequency density ÷ total frequency

Continuous data has infinitely small class width

⟹ It can be modeled as a function f(x), PDF

∞
Total area = ∫−∞ f(x)dx = 1, also the condition for a function to be a PDF
As f(x) ≥ 0 for all x, probability of values which outside of interval = 0
Data is continuous, so:

P (X = a) = 0, X 's value must be between a range

P (a < x < b) = P (a < x < b) = P (a < x < b) = P (a < x < b)

⭐ P (a < X < b) = ∫ f(x).dx

a
b

Median and percentiles:

⭐
Median value,
m
m:
P (X < m) = ∫ f(x).dx =
−∞
−∞
1
∫ f(x).dx =
m 2

Continuous random variables 1

 Similarly, nth percentile has has value c which P (X ≷ c) = n%
Quadratic might gives 2 values, choose the one which lies within the domain

Expectation and variance:

⭐
Every terms of f(x) × x
∞
fmin < E(X) < fmax E(X) = ∫ x.f(x).dx
−∞

⭐
Every terms of f(x) × x2
∞
Var(X) = ∫
2
First term acts as E(X ), x2 .f(x).dx −
distance2 from mean −∞
E 2 (X)

Continuous random variables 2