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Continuous Probability Distribution

A continuous random variable XX takes on infinitely many values in a given interval of numbers.
Examples
  • The midterm grade of a random student
  • The time it takes a random student to finish an assignment
  • A randomly selected patient's blood pressure
  • A randomly selected company's advertising budget

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Probability Distribution/Density Function

A probability distribution function (a.k.a. probability density function or PDF) of a continuous random variable shows the probability associated with the continuous random variable XX.

A PDF has the following properties:
  • The probability that a continuous random variable will take any particular value is zero.
  • i.e. P(X=x)=0P(X=x)=0 for any value xx.
  • The PDF of a continuous random variable cannot be expressed as a table with discrete values.
  • The PDF of a continuous random variable is expressed as a function f(x)f(x)
  • The probability P(a<X<b)P(a<X<b) is calculated by finding the area under the probability density curve between the points x=ax=a and x=bx=b
  • Every point on the density curve has a vertical height between 0 and 1 since the probability must be a value between 0 and 1
  • The total area under the density curve equals 1 since the total probability of all possible outcomes must equal 1