Continuous Distributions
Uniform distribution.
Exponential distribution.
By one convention, a random variable X is
called continuous if its cumulative distribution
function is continuous.
Ex.
Shashwat Shriparv
dwivedishashwat@gmail.com
InfinitySoft
Uniform distribution …..
 A random variable X is uniformly
distributed on the interval interval (a,b) if
its pdf is given by
 The cdf is
pdf and cdf of Uniform distribution
Probability density function Cumulative distribution function
 E(X)=(a+b)/2
 V(X)=(b-a)2/12
Example
 A bus arrives every 20 miutes at a
specified stop beginning at 6:40 AM
and continuing until 8:40 am. A
certain passenger does not know
the schedule, but arrives randomly
(uniformly distributed) between
7:00 am and 7:30 am every
morning. What is the probability
that the passenger waits more than
minutes for a bus?
Exponential distribution
 A random variable X is said to be
exponentially distributed with parameter
λ > 0 if its pdf is given by
Probability density function
Cumulative distribution function
Exponential distribution ….
Example
 suppose that the life of an industrial
lamp, in thousands of hours , it
exponentially distributed with failure
rate λ=1/3 (one of failure every 3000 hours,
on average).. The probability that the lamp
will last longer than its mean life of giving
3000 hours is given by P(X>3)=1-P(X<=3) =
1-F(3)
 P(X>3)=1-(1-e-3/3)=e-1 =0.368
Shashwat Shriparv
dwivedishashwat@gmail.com
InfinitySoft

Continuous distributions

  • 1.
    Continuous Distributions Uniform distribution. Exponentialdistribution. By one convention, a random variable X is called continuous if its cumulative distribution function is continuous. Ex. Shashwat Shriparv dwivedishashwat@gmail.com InfinitySoft
  • 2.
    Uniform distribution ….. A random variable X is uniformly distributed on the interval interval (a,b) if its pdf is given by  The cdf is
  • 3.
    pdf and cdfof Uniform distribution Probability density function Cumulative distribution function
  • 4.
  • 5.
    Example  A busarrives every 20 miutes at a specified stop beginning at 6:40 AM and continuing until 8:40 am. A certain passenger does not know the schedule, but arrives randomly (uniformly distributed) between 7:00 am and 7:30 am every morning. What is the probability that the passenger waits more than minutes for a bus?
  • 6.
    Exponential distribution  Arandom variable X is said to be exponentially distributed with parameter λ > 0 if its pdf is given by
  • 7.
  • 8.
  • 9.
  • 10.
    Example  suppose thatthe life of an industrial lamp, in thousands of hours , it exponentially distributed with failure rate λ=1/3 (one of failure every 3000 hours, on average).. The probability that the lamp will last longer than its mean life of giving 3000 hours is given by P(X>3)=1-P(X<=3) = 1-F(3)  P(X>3)=1-(1-e-3/3)=e-1 =0.368 Shashwat Shriparv dwivedishashwat@gmail.com InfinitySoft