Continuous Random Variables Flashcards

1
Q

what is the usual symbol / format for the probability density function (pdf)

A

f(x)

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
2
Q

what is the usual symbol / format for the cumilative distribution function (cdf)

A

F(x)

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
3
Q

what is F(x) to X

A

F(x) is the cumilative probability function (cpf) of X

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
4
Q

what is the formula for getting the cumilative distribution function of f(x)

A
  • the integration of f(x) = F(x)
How well did you know this?
1
Not at all
2
3
4
5
Perfectly
5
Q

what do you need to remember when doing this integration

A
  • you need to use dummy variables for the x in f(x) and F(x)

- because your limits are already x and infinity

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
6
Q

how do you get the probability density function from F(x)

A

the differentiation of F(x) = f(x)

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
7
Q

what is the formula for the probability of F(a) which is the cumilative probability function of X

A

F(a) = P(X <= a)

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
8
Q

what is P(c <= X <= d) in its cdf form

A

F(d) - F(c)

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
9
Q

what is the equation for working out the median of a pdf

A
  • the integration of f(x) = 1/2

- then solve for x

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
10
Q

what is the formula for E(X) regarding pdf

A

E(X) = integration of [x * f(x)] with limits

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
11
Q

what is the formula of Var(X) regarding pdf

A

Var(X) = integration of {[x^2 * f(x)] - E(X)^2} with limits

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
12
Q

what is the usually forgotten step when working out F(x) from the integration of f(x), other than actually setting the curly brackets up for F(x) too

A
  • working out c after you have integrated for F(x)
  • you do this by picking the lowest value of x for when the area should = 0 and solving for c
  • or picking the highest of x for when the area should be 1
How well did you know this?
1
Not at all
2
3
4
5
Perfectly