Statistics for Data Science -1

Statistics for Data Science -1

Continuous Random Variables

Usha Mohan

Indian Institute of Technology Madras

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Statistics for Data Science -1

Learning objectives

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Statistics for Data Science -1

Learning objectives

1. Define what is a continuous random variable.

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Statistics for Data Science -1

Learning objectives

1. Define what is a continuous random variable.

2. Probability distribution function and examples

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Statistics for Data Science -1

Learning objectives

1. Define what is a continuous random variable.

2. Probability distribution function and examples
3. Cumulative distribution function, graphs, and examples.

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Statistics for Data Science -1

Learning objectives

1. Define what is a continuous random variable.

2. Probability distribution function and examples
3. Cumulative distribution function, graphs, and examples.
4. Expectation and variance of random variables.

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Probability density function, graph, and examples

Probability density function

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Discrete and Continuous random variables

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Discrete and Continuous random variables

Definition
A random variable that can take on at most a countable number of
possible values is said to be a discrete random variable.

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Discrete and Continuous random variables

Definition
A random variable that can take on at most a countable number of
possible values is said to be a discrete random variable.

Definition
When outcomes for random event are numerical, but cannot be
counted and are infinitely divisible, we have continuous random
variables.

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Discrete and continuous random variable

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Discrete and continuous random variable

I A discrete random variable is one that has possible values that

are discrete points along the real number line.

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Discrete and continuous random variable

I A discrete random variable is one that has possible values that

are discrete points along the real number line.
I A continuous random variable is one that has possible values
that form an interval along the real number line. In other
words, a continuous random variable can assume any value
over an interval or intervals.

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Probability density function, graph, and examples
Probability density function

Probability density function (pdf)

I Every continuous random variable X has a curve associated

with it.

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Probability density function, graph, and examples
Probability density function

Probability density function (pdf)

I Every continuous random variable X has a curve associated

with it.
I The probability distribution curve of a continuous random
variable is also called its probability density function. It is
denoted by f (x)

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Probability density function, graph, and examples
Probability density function

Area under a pdf

I Consider any two points a and b, where a is less than b.

I The probability that X assumes a value that lies between a
and b is equal to the area under the curve between a and b.
That is,

P(X ∈ [a, b]) = P(a ≤ X ≤ b) is area under curve between a and b

Z b
P(a ≤ X ≤ b) = f (x)dx
a

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Probability density function, graph, and examples
Probability density function

Properties of pdf

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Probability density function, graph, and examples
Probability density function

Properties of pdf

1. The area under the probability distribution curve of a

continuous random variable between any two points is
between 0 and 1.

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Probability density function, graph, and examples
Probability density function

Properties of pdf

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Probability density function, graph, and examples
Probability density function

Properties of pdf

2. Total area under the probability distribution curve of a

continuous random variable is always 1.

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Probability density function, graph, and examples
Probability density function

Properties of pdf

I The area under the graph of the probability density function

between points a and b is the same regardless of whether the
endpoints a and b are themselves included:

P(a ≤ X ≤ b) = P(a < X < b)

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Probability density function, graph, and examples
Probability density function

Properties of pdf

I The area under the graph of the probability density function

between points a and b is the same regardless of whether the
endpoints a and b are themselves included:

P(a ≤ X ≤ b) = P(a < X < b)

I The probability density curve of a random variable X is a

curve that never goes below the x− axis

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Statistics for Data Science -1
Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20

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Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29

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Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29
2. Less than 40

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Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29
2. Less than 40 =0.56

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Statistics for Data Science -1
Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29
2. Less than 40 =0.56
3. More than 50

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Statistics for Data Science -1
Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29
2. Less than 40 =0.56
3. More than 50 =0.33

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Statistics for Data Science -1
Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29
2. Less than 40 =0.56
3. More than 50 =0.33
4. Between 40 and 70 minutes to
complete a repair?

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Statistics for Data Science -1
Probability density function, graph, and examples
Probability density function

Example

Figure below is a probability density function for the random

variable that represents the time (in minutes) it takes a repairer to
service a television. The numbers in the regions represent the areas
of those regions.
What is the probability that the repairer
takes
1. Less than 20 =0.29
2. Less than 40 =0.56
3. More than 50 =0.33
4. Between 40 and 70 minutes to
complete a repair? =0.27

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Probability density function, graph, and examples
Probability density function

Cumulative distribution function

For a continuous random variable X

Z a
F (a) = P(X ≤ a) = f (x)dx
−∞

Since the probability that a continuous random variable X assumes

a single value is always zero, we have
Z a
P(X < a) = P(X ≤ a) = f (x)dx
−∞

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Probability density function, graph, and examples
Probability density function

Expectation and Variance

R
I Expected value: E (X ) = x f (x)dx.
I Variance: Var (X ) = (x − E (X ))2 f (x)dx
R

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Probability density function, graph, and examples
Probability density function

Section summary

I Probability density function and its properties.

I cdf, expectation, and variance of continuous random variables.

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Probability density function, graph, and examples
Probability density function

Introduction

I A random variable is said to be uniformly distributed over the

interval [0, 1] if its probability density function is given by

1 0≤x ≤1
f (x) =
0 otherwise

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