Scribd
Upload
41 views4 pages

Cal87 Distribution Functions

This document discusses probability and continuous random variables. It defines key terms like experiments, sample spaces, events, and probability. It then defines discrete and continuous random variables. The main focus is on continuous random variables, defining their cumulative distribution function (CDF) and probability density function (PDF). It provides properties of the CDF and PDF, and illustrates them with graphs and an example.

Uploaded by

marchelo_chelo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
41 views4 pages

Cal87 Distribution Functions

This document discusses probability and continuous random variables. It defines key terms like experiments, sample spaces, events, and probability. It then defines discrete and continuous random variables. The main focus is on continuous random variables, defining their cumulative distribution function (CDF) and probability density function (PDF). It provides properties of the CDF and PDF, and illustrates them with graphs and an example.

Uploaded by

marchelo_chelo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

Arkansas Tech University

MATH 2924: Calculus II


Dr. Marcel B. Finan
15 Continuous Random Variables: Distribu-
tion Function and Density Function
Statistics is one of the major topics of mathematics. However, the study of
statistics requires the study of probability theory.
What is probability? Before answering this question we start with some basic
denitions.
An experiment is any operation whose outcomes cannot be predicted with
certainty. The sample space S of an experiment is the set of all possible
outcomes for the experiment. For example, if you roll a die one time then
the experiment is the roll of the die. A sample space for this experiment
could be S = {1, 2, 3, 4, 5, 6} where each digit represents a face of the die.
An event is any subset of the sample space.
Probability is the measure of occurrence of an event. It is a number between
0 and 1. If the event is impossible to occur then its probability is 0. If the
occurrence is certain then the probability is 1. The closer to 1 the probability
is, the more likely the event is to occur.
If E is any event of a sample space S, then the probability of occurrence of
E is given by the formula
P(E) =
|E|
|S|
where |E| denotes the number of outcomes in the set E.
A random variable is a numerical valued function dened on a sample
space. For example, in rolling two dice might represent the sum of the
points on the two dice. Similarly, in taking samples of college students
might represent the number of hours per week a student studies, or a stu-
dents GPA.
Random variables may be divided into two types: discrete random vari-
ables and continuous random variables. A discrete random variable is one
that can assume only a countable number of values. It is usually the result
of counting. A continuous random variable can assume any value in one or
more intervals on a line. It is usually the result of a measurement.
1
Example 15.1
State whether the random variables are discrete or continuous:
(a) The height of a student in your class.
(b) The number of left-handed students in your class.
Solution.
(a) The randon variable in this case is a result of measurement and so it is a
continuous random variable.
(b) The random variable takes whole positive integers as values and so is a
discrete random variable.
In this section, we limit our discussion to continuous random variables.
Cumulative Distribution Function
Let S be a sample space and : S IR be a continuous random variable.
Then the cumulative distribution function (cdf) F(t) of the variable
is dened as follows
F(t) = P( t) = P({s S : (s) t})
i.e., F(t) is equal to the probability that the variable assumes values, which
are less than or equal to t.
Next, we discuss the properties of the cumulative distribution function F(t)
for a continuous random variable .
Theorem 15.1
The cumulative distribution function of a continuous random variable sat-
ises the following properties:
(a) 0 F(t) 1.
(b) P(a < b) = F(b) F(a).
(c) F(t) is a non-decreasing function, i.e. if a b then F(a) F(b).
(d) F(t) 0 as t and F(t) 1 as t .
In discussing continuous random variables we will restrict consideration to
the situation where F is continuous and dierentiable.
Since F is continuous, we can write
P( = a) = lim
ba

P(b < X a) = lim


ba

[F(a) F(b)] = 0.
2
It follows from this result that
P(a < b) = P(a b) = P(a < < b) = P(a b)
and
P( a) = P( < a) and P( a) = P( > a).
Figure 15.1 illustrates a representative cdf.
Figure 15.1
Probability Density Function
If F(t) is the cumulative distribution function for a continuous random vari-
able then the probability density function (pdf) f(t) for satises
f(t) = F

(t),
i.e., f(t) is the derivative of the cumulative distribution function F(t).
It follows from the denition of density function and the Fundamental The-
orem of Calculus that
F(t) =

f(x)dx,
i.e. for every real number t, F(t) is the area under the graph of f to the left
of t. Moreover,
P(a < X b) =F(b) F(a)
=

f(t)dt

f(t)dt
=

b
a
f(t)dt
3
Theorem 15.2 (More Properties of f(t))
(a) f(t) 0 for all t.
(b)

f(t)dt = 1.
(c) lim
t
f(t) = 0 = lim
t
f(t).
The density function for a continuous random variable , the model for some
real-life population of data, will usually be a smooth curve as shown in Fig-
ure 15.2.
Figure 15.2
Example 15.2
Suppose that the function f(t) dened below is the density function of some
random variable .
f(t) =

e
t
t 0,
0 t < 0.
Compute P(10 10).
Solution.
P(10 10) =

10
10
f(t)dt
=

0
10
f(t)dt +

10
0
f(t)dt
=

10
0
e
t
dt
= e
t

10
0
= 1 e
10
4

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy