Stat400Lec9(Ch3.3)_ans

# Stat400Lec9(Ch3.3_a - Stet 400 teture I Review(2.6 o Poisson Processes Poisson distribution o Mean variance and m.g.f of Poisson distribution o

This preview shows pages 1–2. Sign up to view the full content.

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

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Stet 400 teture I Review (2.6) o Poisson Processes, Poisson distribution. o Mean, variance and m.g.f. of Poisson distribution. o Poisson Approximation to Binomial distribution. Today's Lecture (3.3) o Continuous random variable and its c.d.f. o Probability density function (p.d.f.), its properties. r Mean, variance, moment generating function o Percentiles for p.d.f. o Comparison between discrete and continuous random variables Stat ,100 Leturc I SDrins 2012 Continuous-type random variable and its c.d.f. The random variable X is a continuous random variable if X takes all values in an interval of numbers. r Wheel of fortune: the angle of the pointer is within [0,,360o). o The length of time it takes to check out at Walmart in the weekend. r The time we wait to see the next volcano eruption in the wodd. Note: o When X is continuous, P(X - r) : 0 for all s. The probability mass function is meaningless. o Although we cannot assign a probability to any value of X, we are able to assign probabilities to intervals: e.g. P(X - 1) : 0, but P(0.999 < X < 1.001) can be > 0. 2oI12 Stat 4m tahrre I Spring 2012 Probability density function Definition: The probability density function (p.d.f.) of a continuous random variable X is f"(z) : Iim ,+0 Fy(r+t)-Fa(r) = Fk@) t Example 1 La X he r curiuuous mudmr uriable p.irh thc erlmdath: disuitnLtim 6mtio t<0, 0 5r 5.1, rt.tt = r-4. r>1....
View Full Document

## This note was uploaded on 03/14/2012 for the course STAT 400 taught by Professor Kim during the Spring '08 term at University of Illinois, Urbana Champaign.

### Page1 / 3

Stat400Lec9(Ch3.3_a - Stet 400 teture I Review(2.6 o Poisson Processes Poisson distribution o Mean variance and m.g.f of Poisson distribution o

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online