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Continuous random variables

Lecture



Integral function (distribution function)

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

Properties:

one)   Continuous random variables   Continuous random variables   Continuous random variables ;

2)   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables ;

3)   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables ;

four)   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables .


Differential distribution function (probability density)

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

where F ( x ) is an integral function.

Properties:

one)   Continuous random variables   Continuous random variables ;

2)   Continuous random variables   Continuous random variables   Continuous random variables ;

3)   Continuous random variables   Continuous random variables   Continuous random variables ;

four)   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables .


Numerical characteristics of a continuous random variable

Expected value

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables


Dispersion

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

Some laws of the distribution of continuous random variables

Uniform distribution

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables


Normal distribution (Gaussian distribution)

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

Where   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables - Laplace function;

  Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables   Continuous random variables

created: 2014-10-25
updated: 2021-03-13
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Probability theory. Mathematical Statistics and Stochastic Analysis

Terms: Probability theory. Mathematical Statistics and Stochastic Analysis