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ch4 - Chapter 4 Continous Random Variables and Probability...

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Chapter 4: Continous Random Variables and Probability Distributions Bin Wang [email protected] Department of Mathematics and Statistics University of South Alabama Montgomery&Runger E4; first created on 08/15/08 Compiled on January 22, 2009by Dr. Bin WANG 1/27
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4.1 Continuous Random Variables Definition (Continuous Random Variable) A random variable that can assume any value in one or more intervals. Montgomery&Runger E4; first created on 08/15/08 Compiled on January 22, 2009by Dr. Bin WANG 2/27
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4.2 Probability Distributions and Probability Density Functions Definition (Probability density function (pdf)) For a continuous random variable X , a probability density function is a function such that f ( x i ) 0; R -∞ f ( x ) dx = 1; P ( a X b ) = R b a f ( x ) dx = area under f ( x ) from a to b for any a b . Montgomery&Runger E4; first created on 08/15/08 Compiled on January 22, 2009by Dr. Bin WANG 3/27
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4.2 Probability Distributions and Probability Density Functions Definition (Probability density function (pdf)) For a continuous random variable X
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  • Fall '11
  • Staff
  • Probability distribution, Probability theory, probability density function, Cumulative distribution function, Dr. Bin WANG

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