Continuous Random Variable: Difference between revisions
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Revision as of 07:39, 1 March 2024
Continuous random variables have an inifinite number of values for any given interval. While similar, the approach to analysis is very different from discrete variables
- Summation becomes integration
- Probability becomes area under a curve
Probability Distribution Function
The probability density function (pdf) maps a continuous variable to a probability density.
As the name "density" suggests, the area under the pdf curve between a range is the probability of the variable being in that range.
Total area under the curve must be , as chances of
events happening is 100% if the range includes all possible events.
There is no area under a single point
Mean and Variance
The mean and variance calculations are pretty much the same as that of discrete random variables, except the summations are swapped out for integrals.
Uniform Distribution
is minimum, and