Continuous Distribution. 1. Continuous Uniform Distribution f(x) 1/(b-a) abx Mean :  MIDPOINT Variance :  square length I(a,b) A continuous rV X with.

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Presentation transcript:

Continuous Distribution

1. Continuous Uniform Distribution f(x) 1/(b-a) abx Mean :  MIDPOINT Variance :  square length I(a,b) A continuous rV X with pdf Is a continuous uniform rV or X~UNIF(a,b)

example Let X Continuous rV denote the current measured in a thin cooper wire in mA. Assume that the range of X is [0,20mA] and assume that the pdf of X is What is the probability that a measurement of current is between 5 and 10 mA?

2. Gamma Distr

PDF GAMMA FUNCTION

3. Normal Distribution (Gaussian) The most used model for the distribution of a rV ? why? Whenever a random experiment is replicated, the rV that equal the average (total) result over the replicates tends to have a normal distribution as the number of replicates become large  De Moivre  The CLT

Normal curve shape μ σ

A Rv X with pdf :

Standar Normal PDF

properties  (z) has unique maximum at z=0  Inflection points at z=1

example

Other ex

Th If then

example

Other ex

Normal Approximation to the Binomial Distribution

ex

Normal approximation to the Poisson Distribution

ex solution

4. Exponential Distribution Let the rV N denote the number of flaws in x mm of wire. If the mean number of flaws is per-mm, N has a Poisson distribution with mean x. Now

exsolution

Other distribution Possibility new thema about other distribution excluded in MATHSTAT :  Erlang distribution  Log normal  Chi Kuadrat  Gumbell  Tweedie  Rayleight  Beta  Pearson  Cauchy  Benford