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Continuous Random Var

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17 views15 pages

Continuous Random Var

Uploaded by

alexandrakm7
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CONTINUOUS RANDOM VARIABLE IB-2 Math SL ILS Let X be a variable which takes on values in the interval [0.4] Suppose also that the probability for the value of X is not “uniformly” distributed throughout this interval but it is more likely that X obtains values near 4. In such a case we have a continuous function which describes the behavior of the probability. Assume that this function is -* 0 R)=g. osxs4 That is, the probability increases as we move towards 4. The function is not accidental! Notice that () x20 (il) the area of the triangle under the graph is 1 The probability that X is between O and 2 is given by the corresponding area under the curve, that is 0.25 (25% of the total area). We write P(OSXs2) = 0.25 Similarly P(2sXs4) = 0.75 Then we say that X is a continuous random variable. The function f(x) is called probability density function (pdf). For a continuous random variable we measure only the probability of an interval, not of a fixed value; we agree that the probability that X takes on a particular value a is 0, that is P(X=a) = 0 In general, for a continuous random variable X with probability density function (or pdf) x) it holds @ Kx20, ie. the function is non-negative (i) feedx-2, ie the total area under the eurve is 2 while the probability that x takes values between a and b is Plasxeb) = [f(xdx Notice that Plasxsb) and P(a *¢ MODE It is the value of x where f(x) has its maximum. For our example, MODE = 4 @ MEDIAN It is the value of m where P(Xsm)=0.5 In practice, we find m by solving Jed =0.5 For our example, [xde= 0.5 |X| =05 e205 om*=8 om=i8 te 26, 16 @ QUARTILES The lower quartile Q1 and the upper quartile Qs are defined by P(X£ Q1)=0.25 P(XS Qs)=0.75 Namely, ftedx =0.25 and fread =0.75 For our example, Qi = 2 and Qs= 2V3 (why?) EXAMPLE 1 Let X be a continuous random variable in [0,4] with pdf © Let us confirm that f(x) is a pdf: * oe ‘ x — 424 Jfoddx = fader |2-pae Fane SHS [in fact, it would be easier to find the area from the graph]. © The expected value is w=E(X) = fxftelde = [der fox ae 2.22 [in fact, it is obvious by the symmetry of the graph that p=2] For the variance, we find first 2) = 2 = [x 2_X = = a4 _14 E(x?) qx fixdx [a aer[e Bek on BARE = 14 _42_2 Then Var(X) = 7 2 =5 2 Since [Fax = 0.5, the median is 2. ° Fi(x), asx 0.5, the median is between a and b, we solve JfiQdx-0.5 IF A < 0.5, the median is between b and c, we solve Ji@dx-0s vedian

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