Continuous Random Variables Flashcards
what is the usual symbol / format for the probability density function (pdf)
f(x)
what is the usual symbol / format for the cumilative distribution function (cdf)
F(x)
what is F(x) to X
F(x) is the cumilative probability function (cpf) of X
what is the formula for getting the cumilative distribution function of f(x)
- the integration of f(x) = F(x)
what do you need to remember when doing this integration
- you need to use dummy variables for the x in f(x) and F(x)
- because your limits are already x and infinity
how do you get the probability density function from F(x)
the differentiation of F(x) = f(x)
what is the formula for the probability of F(a) which is the cumilative probability function of X
F(a) = P(X <= a)
what is P(c <= X <= d) in its cdf form
F(d) - F(c)
what is the equation for working out the median of a pdf
- the integration of f(x) = 1/2
- then solve for x
what is the formula for E(X) regarding pdf
E(X) = integration of [x * f(x)] with limits
what is the formula of Var(X) regarding pdf
Var(X) = integration of {[x^2 * f(x)] - E(X)^2} with limits
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
- 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