Lecture 14
Lecture 14
Lecture 14
p
p
A1 1-p B1
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Random Variable Cumulative Distribution Function
The function that assigns values to each outcome is fixed The cumulative distribution function (cdf) FX(x) of a random
and deterministic; randomness is due to the argument of variable X is defined by as the probability of event {X x} .
the function. FX(x) = P(X x)
Random variable can be FX(a) = probability of the event {X a}
Discrete:
Colour of a ball selected from a jar containing balls with different
colours
The resulting number after rolling a dice
Continuous:
The weight of a sampled individual
The time before an electrical appliance fails
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Properties of pdf
fX(x) > 0
P[a < X b] = f X ( x ) dx
a
x
FX(x) = f X ( x )dx
f X ( x )dx 1
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