UCLA
EE131A (KY)
1
EE 131A
Probability
Professor Kung Yao
Electrical Engineering Department
University of California, Los Angeles
M.S. OnLine Engineering Program
Lecture 63
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UCLA
EE131A (KY)
2
Continuous random variable (1)
•
A
continuous random variable
X is defined as a
rv whose cdf F(x) is continuous everywhere and
can be expressed as an integral of a nonnegative
valued function f(x) such that
Then the derivative of the cdf F(x) with respect to
x defines the
probability density function
(pdf)
x

F(x)=
f(t)dt .
dF(x)
f(x) =
.
dx