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4 Variables and
Probability Distributions
Cumulative Distribution
4.2 Functions and Expected Values
The Cumulative Distribution
Function
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The Cumulative Distribution Function
The cumulative distribution function (cdf) F(x) for a discrete
rv X gives, for any specified number x, the probability
P(X x) .
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The Cumulative Distribution Function
Definition
The cumulative distribution function F(x) for a
continuous rv X is defined for every number x by
F(x) = P(X x) =
For each x, F(x) is the area under the density curve to the
left of x. This is illustrated in Figure 4.5, where F(x)
increases smoothly as x increases.
Figure 4.6
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Example 6 cont’d
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Example 6 cont’d
Figure 4.7
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Using F(x) to Compute
Probabilities
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Using F(x) to Compute Probabilities
The importance of the cdf here, just as for discrete rv’s, is
that probabilities of various intervals can be computed from
a formula for or table of F(x).
Proposition
Let X be a continuous rv with pdf f(x) and cdf F(x). Then for
any number a,
P(X > a) = 1 – F(a)
and for any two numbers a and b with a < b,
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Example 7 cont’d
Thus
= 1 – F(1) 14
Example 7 cont’d
=1–
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Obtaining f(x) from F(x)
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Obtaining f(x) from F(x)
For X discrete, the pmf is obtained from the cdf by taking
the difference between two F(x) values. The continuous
analog of a difference is a derivative.
Proposition
If X is a continuous rv with pdf f(x) and cdf F(x), then at
every x at which the derivative F(x) exists, F(x) = f(x).
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Example 8
When X has a uniform distribution, F(x) is differentiable
except at x = A and x = B, where the graph of F(x) has
sharp corners.
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Percentiles of a Continuous
Distribution
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Percentiles of a Continuous Distribution
When we say that an individual’s test score was at the 85th
percentile of the population, we mean that 85% of all
population scores were below that score and 15% were
above.
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Percentiles of a Continuous Distribution
Proposition
Let p be a number between 0 and 1. The (100p)th
percentile of the distribution of a continuous rv X, denoted
by (p), is defined by
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Percentiles of a Continuous Distribution
Thus (.75), the 75th percentile, is such that the area under
the graph of f(x) to the left of (.75) is .75.
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Example 9
The distribution of the amount of gravel (in tons) sold by a
particular construction supply company in a given week is a
continuous rv X with pdf
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Example 9 cont’d
Figure 4.11
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Example 9 cont’d
that is,
((p))3 – 3(p) + 2p = 0
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Percentiles of a Continuous Distribution
Figure 4.12 gives several examples. The error in a
measurement of a physical quantity is often assumed to
have a symmetric distribution.
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Expected Values
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Expected Values
For a discrete random variable X, E(X) was obtained by
summing x p(x)over possible X values.
Definition
The expected or mean value of a continuous rvX with
pdf f(x) is
x = E(X) = x f(x) dy
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Example 10
The pdf of weekly gravel sales X was
(1 – x2) 0 x 1
f(x) =
0 otherwise
So
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Expected Values
When the pdf f(x) specifies a model for the distribution of
values in a numerical population, then is the population
mean, which is the most frequently used measure of
population location or center.
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Expected Values
Fortunately, as in the discrete case, there is an easier way
to compute E[h(X)].
Proposition
If X is a continuous rv with pdf f(x) and h(X) is any function
of X, then
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Example 11
Two species are competing in a region for control of a
limited amount of a certain resource.
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Example 11 cont’d
= max(x, 1 – x) 1 dx
= max(x, 1 – x) 1 dx + x 1 dx
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Expected Values
For h(X), a linear function, E[h(X)] = E(aX + b) = aE(X) + b.
Definition
The variance of a continuous random variable X with pdf
f(x) and mean value is
Proposition
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Example 12
For weekly gravel sales, we computed E(X) = . Since
E(X2) = x2 f(x) dx
= x2 (1 – x2) dx
= (x2 – x4) dx =
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Example 12 cont’d
and X = .244