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1 Engineering Computation Part 6. 2 Probability density function.

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Presentation on theme: "1 Engineering Computation Part 6. 2 Probability density function."— Presentation transcript:

1 1 Engineering Computation Part 6

2 2 Probability density function

3 3 Cumulative distribution function

4 4 Probability density and cumulative distribution functions Probability density functionCumulative distribution function

5 5 Moments of continuous random variables

6 6 Uniform random variable Uniform U(0,1) random variable

7 7 Uniform random variable

8 8 Exponential random variable

9 9 Mean and variance

10 10 Exponential random variable

11 11 Gamma random variable

12 12 Gamma random variable

13 13 Gamma random variable

14 14 Beta random variable

15 15 Beta random variable

16 16 Normal random variable

17 17 Normal random variable

18 18 Normal random variable

19 19 Normal random variable

20 20 Normal random variable

21 21 Log-normal random variable

22 22 Rayleigh random variable

23 23 Weibull random variable

24 24 Gumbel random variable

25 25 Frechet random variable

26 26 Generalized Pareto random variable

27 27 Some continuous random variables appearing in Engineering

28 28 Some continuous random variables appearing in Engineering

29 29 Multivariate continuous random variables Joint probability mass function

30 30 Cumulative distribution function

31 31 Cumulative distribution function

32 32 Marginal density and distribution functions

33 33 Conditional probability density function

34 34 Independence of random variables

35 35 Multinormal distribution

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