Lecturenotes10

Lecturenotes10 - STAT 430/510 Lecture 10 STAT 430/510...

Info iconThis preview shows pages 1–5. Sign up to view the full content.

View Full Document Right Arrow Icon
STAT 430/510 Lecture 10 STAT 430/510 Probability Hui Nie Lecture 10 June 15th, 2009
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
STAT 430/510 Lecture 10 Introduction The set of possible values for discrete random variable is either finite or countably infinite However, there also exist random variables whose set of possible values is uncountable.
Background image of page 2
STAT 430/510 Lecture 10 Definition of Continuous Random Variable X is a continuous random variable if there exists a nonnegative function f , defined for all real x ( -∞ , ) , having the property that, for any set B of real numbers P ( X B ) = Z B f ( x ) dx The function f is called the probability density function of random variable X . The cumulative probability function is given by F ( x ) = P ( X x ) = Z x -∞ f ( s ) ds
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
STAT 430/510 Lecture 10 Properties of Continuous Random Variable 1 = P ( X ( -∞ , )) = R f ( x ) dx P ( a X b ) = R b a f ( x ) dx P ( X = a ) = R a a f ( x ) dx = 0 P ( X < a ) = P ( X a ) = R a f ( x ) dx
Background image of page 4
Image of page 5
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 14

Lecturenotes10 - STAT 430/510 Lecture 10 STAT 430/510...

This preview shows document pages 1 - 5. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online