Probability Density Function
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Continuous Random Variables
• A continuous random variable is a random
variable where the data can take infinitely
many values. For example, a random
variable measuring the time taken for
something to be done is continuous since
there are an infinite number of possible
times that can be taken.
Continuous Random Variables
Examples:
height of students in class
weight of students in class
time it takes to get to school
distance traveled between classes
Continuous random variable deals with
intervals and not with separate values we
can not represent it by table instead we use
the probability density function to represent
it , and symbolized by f(x).
• A continuous random variable X takes all values in a
given interval of numbers.
• The probability distribution of a continuous random
variable is shown by a density curve.
• The probability that X is between an interval of numbers
is the area under the density curve between the interval
endpoints
• The probability that a continuous random variable X is
exactly equal to a number is zero
Probability Density Function
• In probability theory, a probability density function
(PDF), or density of a continuous random variable,
is a function that describes the relative likelihood
for this random variable to take on a given value.
The probability of the random variable falling within
a particular range of values is given by the integral
of this variable’s density over that range—that is, it
is given by the area under the density function but
above the horizontal axis and between the lowest
and greatest values of the range. The probability
density function is nonnegative everywhere, and its
integral over the entire space is equal to one.
• Not every probability distribution has a
density function: the distributions of
discrete random variables do not.A
distribution has a density function if and
only if its cumulative distribution function
F(x) is absolutely continuous.
Example 1
Let f(x) = k(3x2 + 1).
Find the value of k that makes the given
function a PDF on the interval 0 ≤ x ≤ 2.
Example 2
The probability density function for gamma
and normal distribution :
