CS723 - Probability and Stochastic Processes

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Presentation transcript:

CS723 - Probability and Stochastic Processes

Lecture No. 14

In Previous Lectures • Started discussion of continuous random variable • Introduced PDF and CDF of continuous random variables • PDF of continuous RV is a distributed loading of a constant width bar • CDF of continuous random variable is a parameterized probability function integrate PDF  CDF differentiate CDF  PDF

CDF of a Continuous RV Orientation is equally likely to occur in [0,2π] CDF of height of nozzle is to be found

CDF of a Continuous RV

CDF of Nozzle Height

PDF of Nozzle Height

PDF of Nozzle Height

PDF of Nozzle Height

Uniformly Distributed RV

Pr (X>a+1 | X>a)

Exponential Random Variable