continuous-variables

continuous-variables - Continuous Random Variables Chap 12...

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Continuous Random Variables Chap. 12
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COMP 5340/6340 Continuous Random Variables 2 Preamble Continuous probability distribution are not related to specific “experiments” There are multiple “shapes” (with parameters) that fulfill the probability distribution condition (area under shape equal to one. In general, you plot your sample data and try to find a shape that fits sample data.
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COMP 5340/6340 Continuous Random Variables 3 Uniform Distribution a b otherwise b x a for a b b a x f 0 1 ) , , ( = - =
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COMP 5340/6340 Continuous Random Variables 4 Standard Normal Distribution (One of most important. .) dx e b x a P x b a 2 2 2 ) ( 2 1 ) ( σ μ π - - = - μ is the mean - σ is the standard deviation m σ
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COMP 5340/6340 Continuous Random Variables 5 Standard Normal Deviation (How to use) Standard integration techniques cannot be used Tables exist for For any other random variable X with mean μ and standard deviation σ , we can use random variable Z such that 2 2 2 ) ( 2 1 ) , , ( σ μ π - - = x e x f 1 0 . . ) 1 , 0 , ( = = σ and e i x f - = X Z
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This note was uploaded on 11/15/2011 for the course COMP 5340 taught by Professor Hamilton,j during the Fall '08 term at Auburn University.

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continuous-variables - Continuous Random Variables Chap 12...

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