Mathematical Foundations for Artificial Intelligence
and Data Science
(25B11MA213)
Lecture-6
Department of Mathematics
Jaypee Institute of Information Technology
Noida, India 1
Continuous Random Variable
If X is an RV which can take all possible values (i.e.,
infinite number of values ) in an interval, then X is
called a continuous RV.
e.g. Lifetime of a random light bulb
weight of a random watermelon grown in a
certain field
Probability Density Function
If X is a continuous RV such that
then f(x) is called the probability
density function (pdf) of RV X.
The curve y=f(x) is called the probability (density)
curve of the RV X.
The expression f(x)dx is c/a probability
differential.
Probability Density Function satisfies the
following conditions:
Remarks:
1) When X is a continuous RV
This means the probability that a continuous
RV assumes a specific value is zero. (unlike discrete
RV). Hence, we have
2) Prob. of X does not depend on end points of
the interval.
3) Value of pdf f(x) at no point represents a
probability. The probabilistic significance of
f(x) is that its integral over any subset I of real
numbers gives the probability that X lies in I.
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Example
• The diameter of an electric cable (X) is
assumed to be a continuous random variable
with probability function
f(x)= 6x(1-x), 0<x<1
(i) Check that above is a valid PDF.
(ii) Determine a number b such that
P(X<b)= P(X>b)
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Exercise
• Experience has shown that while walking in a certain
park, the time X in minutes, between seeing two
people smoking has a density function of the form
• (a) Calculate the value of λ
• (b) What is the probability that Jeff who has just seen a
person smoking, will see another person smoking in
next 2 to 5 minutes?
• (c) in at least 7 minutes?
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Cumulative Distribution Function
(cdf)
If X is an RV, discrete or continuous , then
P(X<=x)
is called the cumulative distribution function
of X
or distribution function of X and denoted as
F(x).
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Properties of Cumulative Distribution
Function (cdf)
5.
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Example
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Example
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Example Suppose that the error in the reaction temperature, in °C, for a
controlled laboratory experiment is a continuous random variable X
having the probability density function
(a) Verify that f(x) is a density function.
(b) Find
Solution (a) (i) f(x)≥0 for all x.
(ii)
(b)
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Example If a continuous random variable X having the probability density
function
(a) Find CDF of X.
(b) Find by using the CDF.
Solution (a)
So
(b)
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Example
Formula used
Solution
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Thank You
