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CONTINUOUS RANDOM VARIABLE and its PROBABILITY DENSITY FUNCTION

Savida Renni
11/05/2020 0 0
  • VariableA variable is represented by a symbol (X, Y, A, B...) and it can take on any of a specified set of values.
  • Random Variable: When the value of a variable is the outcome of an experiment, the variable is called a random variable.
  • A continuous random variable is one where the outcomes can be any value on a continuous scale.
  • p.d.f  :  probability density function  f(x)  is a smooth version of a histogram.

   

  •   If X is a random variable with p.d.f f(x) then   
  1.     f(x)≥ 0 since we cannot have negative probabilities.
  2.     P(a<X<b) =a∫b f(x) dx  
  3.    -∞∞ f(x)dx = 1 since the area under the curve = 1
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