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IM M2-Week 9-Probability 4

The document discusses the two main types of random variables: discrete and continuous. Discrete random variables can only take on countable values and are described using a probability mass function (PMF), while continuous random variables can take any value within a range and are described using a probability density function (PDF). The PDF gives the probability density within an interval, and the total area under the curve is 1. Some common continuous probability distributions are presented, along with examples and exercises to illustrate continuous random variables and their PDFs.

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21 views5 pages

IM M2-Week 9-Probability 4

The document discusses the two main types of random variables: discrete and continuous. Discrete random variables can only take on countable values and are described using a probability mass function (PMF), while continuous random variables can take any value within a range and are described using a probability density function (PDF). The PDF gives the probability density within an interval, and the total area under the curve is 1. Some common continuous probability distributions are presented, along with examples and exercises to illustrate continuous random variables and their PDFs.

Uploaded by

Shauntea Moore
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Prepared by: Henry Brandon (08/01/2024)

PRESIDENT’S COLLEGE
DEAPRTMENT OF MATHEMATICS
Integrated Mathematics
Module 2 – Statistics
Handout 9: Probability Theory 4 – Random Variables: Continuous Random Variable (PDF)
Week 9
There are two main types of random variables:
1. Discrete Random Variable:
 A random variable is discrete if it can only take on a countable number of distinct values.
 The probability distribution is often described using a probability mass function (PMF), denoted by
P(X= x ), which gives the probability of X taking on a specific value x .
 The sum of the probabilities for all possible values of X is equal to 1.
2. Continuous Random Variable:
 A random variable is continuous if it can take on any value within a specified range.
 The probability distribution is described using a probability density function (PDF), denoted by
f(x), which gives the probability density at each point in the range.
 Instead of probabilities at specific points, the likelihood of X falling within a certain interval is given
by the area under the PDF curve over that interval.
 The total area under the PDF curve is equal to 1.

NOTE:
1. Probability Mass Function (PMF):
o Definition: This is associated with a discrete random variable. It gives the probability of a discrete
random variable taking a specific value.
o Simple Explanation: Imagine you have a six-sided die. The PMF would tell you the probability of
rolling each number (1, 2, 3, 4, 5, 6).
2. Probability Density Function (PDF):
o Definition: This is associated with a continuous random variable. It provides the probability of the
variable falling within a certain range.
o Simple Explanation: Think of a dart thrown at a number line. The PDF gives the likelihood of the
dart landing in a specific interval.
3. Probability Distribution Function (CDF):
o Definition: This can be for both discrete and continuous random variables. It gives the probability
that a random variable takes a value less than or equal to a specific point.
o Simple Explanation: If you roll a die and want to know the probability of getting a number less than
or equal to 3, the CDF would give you that cumulative probability.
To sum up:
 PMF is for Discrete Random Variables.
 PDF is for Continuous Random Variables.
 CDF can be used for both Discrete and Continuous Random Variables.
In essence, PMF deals with specific values, PDF deals with ranges of values, and CDF provides cumulative
probabilities for both.

CONTINUOUS RANDOM VARIABLE


Prepared by: Henry Brandon (08/01/2024)

Some Continuous Probability Distribution Functions:

Continuous Probability Functions


Prepared by: Henry Brandon (08/01/2024)

Example 1:
Prepared by: Henry Brandon (08/01/2024)
Prepared by: Henry Brandon (08/01/2024)

Exercise 1:

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