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Unformatted text preview: 1 Continuous Random Variables Reading: Chapter 3.1 3.8 Homework: 3.1.2, 3.2.1, 3.2.4, 3.3.2, 3.3.7, 3.4.4, 3.4.5, 3.4.9, 3.5.3., 3.5.6 G. Qu ENEE 324 Engineering Probability 2 Continuous E[X] = (a+b)/2 Var[X] = (ba) 2 /12 Uniform Random Variable Discrete E[X] = (a+b)/2 Var[X] = (ba)(ba+2)/12 + = + = otherwise b a a x a b x P X ,..., 1 , 1 1 ) ( > + + < = b x b x a a b a x a x x F X 1 1 1 ) (  = otherwise b x a a b x f X 1 ) ( >  < = b x b x a a b a x a x x F X 1 ) ( 2 G. Qu ENEE 324 Engineering Probability 3 Example: Quiz 3.4* X: uniform continuous r.v. E[X] = 3 Var[X] = 3 Find PDF. Solve for a and b with a<b E[X]=(a+b)/2 = 3 Var[X] = (ab) 2 /12 = 3 a=0, b=6 = otherwise x x f X 6 6 1 ) ( G. Qu ENEE 324 Engineering Probability 4 Continuous ( >0) E[X] = 1/ Var[X] = 1/ 2 Exponential Random Variable < = ) ( x x...
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This note was uploaded on 08/02/2011 for the course MACRO 1101 taught by Professor Gu during the Spring '11 term at University of Maryland Baltimore.
 Spring '11
 Gu

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