Continuous Random Variables

A continuous random variable is one which takes an infinite number of possible values.
Continuous random variables are usually measurements.

EXPLANATION=

A continuous random variable is not defined at specific values. Instead, it is defined over
an interval of values, and is represented by the area under a curve (in advanced
mathematics, this is known as an integral). The probability of observing any single value
is equal to 0, since the number of values which may be assumed by the random variable
is infinite.

Suppose a random variable X may take all values over an interval of real numbers. Then
the probability that X is in the set of outcomes A, P(A), is defined to be the area
above A and under a curve. The curve, which represents a function p(x), must satisfy the
following:

1: The curve has no negative values (p(x) > 0 for all x)

2: The total area under the curve is equal to 1.
A continuous random variable is a function XX on the outcomes of some
probabilistic experiment which takes values in a continuous set VV.

That is, the possible outcomes lie in a set which is formally (by real-analysis)
continuous, which can be understood in the intuitive sense of having no gaps. The fact
that XX is technically a function can usually be ignored for practical purposes outside of
the formal field of measure theory. In applications, XX is treated as some quantity
which can fluctuate e.g. in repeated experiments, which has statistical properties
like mean and variance ..

For example, a random variable measuring the time taken for something to be
done is continuous since there are an infinite number of possible times that can be
taken.

For any continuous random variable with probability density function f(x), we have that:
This is a useful fact.
Example
X is a continuous random variable with probability density function given by f(x) = cx for
0 ≤ x ≤ 1, where c is a constant. Find c.
If we integrate f(x) between 0 and 1 we get c/2. Hence c/2 = 1 (from the useful fact
above!), giving c = 2.

Examples of Continuous Random Variables

Uniform Random Variables

A uniform random variable is one where every value is drawn with equal probability. For
instance, a random variable that is uniform on the interval [0,1][0,1] is:

f(x) = \begin{cases} 1 \quad & x \in [0,1] \\ 0 \quad & \text{ otherwise} \
end{cases}.f(x)={10x∈[0,1] otherwise.

GRAPH=
Continuous Probability
Distribution
If a random variable is a continuous variable , its probability distribution is called a continuous
probability distribution .

A continuous probability distribution differs from a discrete probability distribution in several

ways.

 The probability that a continuous random variable will assume a particular value is zero.
 As a result, a continuous probability distribution cannot be expressed in tabular form.
 Instead, an equation or formula is used to describe a continuous probability distribution.

The equation used to describe a continuous probability distribution is called a probability

density function . All probability density functions satisfy the following conditions:

 The random variable Y is a function of X; that is, y = f(x).

 The value of y is greater than or equal to zero for all values of x.
 The total area under the curve of the function is equal to one.

The charts below show two continuous probability distributions. The first chart shows a
probability density function described by the equation y = 1 over the range of 0 to 1 and y = 0
elsewhere.

y=1
The next chart shows a probability density function described by the equation y = 1 - 0.5x over
the range of 0 to 2 and y = 0 elsewhere. The area under the curve is equal to 1 for both charts.

y = 1 - 0.5x

The probability that a continuous random variable falls in the interval between a and b is equal
to the area under the pdf curve between a and b. For example, in the first chart above, the
shaded area shows the probability that the random variable X will fall between 0.6 and 1.0. That
probability is 0.40. And in the second chart, the shaded area shows the probability of falling
between 1.0 and 2.0. That probability is 0.25

EXPLANATION=

Continuous probability distribution is a type of distribution that

deals with continuous types of data or random variables.
The continuous
random variables deal with different kinds of distributions.
There are different types of continuous probability distributions.
A normal distribution is one with parameters µ ( called the mean)
and s2 (called the variance) that have a range of -8 to +8. Its
continuous probability distribution is given by the following:
f(x;µ, s)= (1/ s p) exp(-0.5 (x-µ)2/ s2).
This type plays a crucial role in statistical theory for several
reasons. Most of the distributions, like binomial, poisson and
hyper geometric distributions are approximated with the help of
this distribution.
This continuous probability distribution finds a large number of
applications in Statistical Quality Control.
This type is used widely in the study of large sample theory
where normality is involved. Sample statistics can be best
studied with the help of the curves of this type of continuous
probability distribution.
The overall theory of significance tests (like t test, F test, etc.)
are entirely based upon the fundamental assumption that the
parent population belongs.
Even if the variable is not following, then it can be transformed
into this type of continuous probability distribution.
A gamma distribution is one with the parameter ‘d>0’that has a
range of 0 to 8. Its continuous probability distribution is given
by the following:
f(x)= exp(-x) xd-1/
This type has a property called the additive property. This
property states that the sum of the independent variates of this
continuous probability distribution is equal to the variate of it.
A beta distribution of the first kind is a distribution with the
parameters µ>0 and v>0 that has the range of 0 to 1. Its
continuous probability distribution is given by the following:
f(x)= (1/B(µ,v)) xµ-1 (1-x)v-1
A beta distribution of the second kind is a distribution with the
parameters µ>0 and v>0 that has the range of 0 to 8. Its
continuous probability distribution is given by the following:
f(x)= (1/B(µ,v)) xµ-1 (1+x)v+µ
An exponential distribution is a distribution with the parameter
‘c’ >0 that has the range of 0 to 8. Its continuous probability
distribution is given by the following:
f(x,c)= c exp(-cx)
NORMAL RANDOM VARIABLE=
The random variable X in the normal equation is called the normal random
variable. The normal equation is the probability density function for
the normal distribution.

The random variable X in the normal equation is called the normal random variable. The normal
equation is the probability density function for the normal distribution.

The Normal Curve

The graph of the normal distribution depends on two factors - the mean and the standard deviation. The
mean of the distribution determines the location of the center of the graph, and the standard deviation
determines the height and width of the graph. All normal distributions look like a symmetric, bell-shaped
curve, as shown below.

Smaller standard deviation

 Bigger standard deviation

When the standard deviation is small, the curve is tall and narrow; and when the standard deviation is big,
the curve is short and wide (see above)

Probability and the Normal Curve

The normal distribution is a continuous probability distribution. This has several implications for
probability.

 The total area under the normal curve is equal to 1.

 The probability that a normal random variable X equals any particular value is 0.
 The probability that X is greater than a equals the area under the normal curve bounded by a and
plus infinity (as indicated by the non-shaded area in the figure below).
 The probability that X is less than a equals the area under the normal curve bounded by a and
minus infinity (as indicated by the shaded area in the figure below).
 Additionally, every normal curve (regardless of its mean or standard deviation) conforms to the following
"rule".

 About 68% of the area under the curve falls within 1 standard deviation of the mean.
 About 95% of the area under the curve falls within 2 standard deviations of the mean.
 About 99.7% of the area under the curve falls within 3 standard deviations of the mean.

Collectively, these points are known as the empirical rule or the 68-95-99.7 rule. Clearly, given a normal
distribution, most outcomes will be within 3 standard deviations of the mean.

The Standard Deviation Rule for Normal

Random Variables
We began to get a feel for normal distributions in the Exploratory Data Analysis (EDA) section, when
we introduced the Standard Deviation Rule (or the 68-95-99.7 rule) for how values in a normally-
shaped sample data set behave relative to their sample mean (x-bar) and sample standard
deviation (s).
This is the same rule that dictates how the distribution of a normal random variable behaves
relative to its mean (mu, μ) and standard deviation (sigma, σ). Now we use probability language and
notation to describe the random variable’s behavior.
For example, in the EDA section, we would have said “68% of pregnancies in our data set fall within
1 standard deviation (s) of their mean (x-bar).” The analogous statement now would be “If X, the
length of a randomly chosen pregnancy, is normal with mean (mu, μ) and standard deviation (sigma,

σ), then

In general, if X is a normal random variable, then the probability is

 68% that X falls within 1 standard deviation (sigma, σ) of the mean (mu, μ)
 95% that X falls within 2 standard deviations (sigma, σ) of the mean (mu, μ)
 99.7% that X falls within 3 standard deviation (sigma, σ) of the mean (mu, μ).

Using probability notation, we may write

 standard normal random variable

A standard normal random variable is a normally distributed random variable with

mean μ=0μ=0 and standard deviation σ=1σ=1. It will always be denoted by the
letter ZZ.

The standard normal distribution is a special case of the normal distribution . It is the distribution that
occurs when a normal random variable has a mean of zero and a standard deviation of one.

The normal random variable of a standard normal distribution is called a standard score or a z score. Every
normal random variable X can be transformed into a z score via the following equation:

z = (X - μ) / σ

where X is a normal random variable, μ is the mean, and σ is the standard deviation.
The density function for a standard normal random variable is shown in This graph.

Density Curve for a Standard Normal Random Variable

To compute probabilities for ZZ we will not work with its density function directly but
instead read probabilities out in this graph. The tables are tables
of cumulative probabilities; their entries are probabilities of the form P(Z<z)P(Z<z).