Chebyshev's Inequality : P(



STAT 211

Handout 4 (Chapter 4): Continuous Random Variables

A r.v. X is said to be continuous if its set of possible values is an entire interval of numbers. Then a probability distribution of X is f(x) (pdf: probability density function) such that for any two numbers a and b, [pic]

Conditions to be a legitimate probability distribution:

i) f(x) ( 0, for all x

ii) [pic] (area under the entire graph of f(x)).

If X is a continuous r.v., then for any number c, P(X=c)=0.

Cumulative Distribution Function for X (cdf) : F(x)=[pic]

F(-()=0, F(()=1, [pic], P(X>a)=P(X(a)=1-F(a)

Example 1: A college professor never finishes his lecture before the bell rings to end the period and always finishes his lectures within 2 min after the bell rings. Let X=the time that elapses between the bell and the end of the lecture and suppose the pdf of X is [pic]. Find the value of k which makes f(x) a legitimate pdf. (Answer:3/8)

Example 2: The amount of bread (in hundreds of pounds) that a certain bakery is able to sell in a day is a random variable with probability function,

[pic]

a) Find the value of A which makes f(x) a legitimate pdf.

[pic]. Then A=1/25

b) What is the probability that the number of pounds of bread that will be sold tomorrow is

i) more than 500 pounds

P(X>5)= [pic]

ii) less than 500 pounds

P(X ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download