Continuous Probability Distribution 1
Continuous Probability Distribution 1
The probability that a continuous random variable will assume a particular value is zero.
As a result, a continuous probability distribution cannot be expressed in tabular form.
Instead, an equation or formula is used to describe a continuous probability distribution.
The charts below show two continuous probability distributions. The first chart shows a
probability density function described by the equation y = 1 over the range of 0 to 1 and y = 0
elsewhere.
y=1
The next chart shows a probability density function described by the equation y = 1 - 0.5x over
the range of 0 to 2 and y = 0 elsewhere. The area under the curve is equal to 1 for both charts.
y = 1 - 0.5x
The probability that a continuous random variable falls in the interval between a and b is equal
to the area under the pdf curve between a and b. For example, in the first chart above, the
shaded area shows the probability that the random variable X will fall between 0.6 and 1.0. That
probability is 0.40. And in the second chart, the shaded area shows the probability of falling
between 1.0 and 2.0. That probability is 0.25.
Continuous Probability
Distribution
Continuous probability distribution is a type of distribution that
deals with continuous types of data or random variables. The
continuous random variables deal with different kinds of
distributions.
There are different types of continuous probability distributions.
A normal distribution is one with parameters µ ( called the mean)
and s2 (called the variance) that have a range of -8 to +8. Its
continuous probability distribution is given by the following:
f(x;µ, s)= (1/ s p) exp(-0.5 (x-µ)2/ s2).
This type plays a crucial role in statistical theory for several
reasons. Most of the distributions, like binomial, poisson and
hyper geometric distributions are approximated with the help of
this distribution.
This continuous probability distribution finds a large number of
applications in Statistical Quality Control.
This type is used widely in the study of large sample theory
where normality is involved. Sample statistics can be best
studied with the help of the curves of this type of continuous
probability distribution.
The overall theory of significance tests (like t test, F test, etc.)
are entirely based upon the fundamental assumption that the
parent population belongs.
Even if the variable is not following, then it can be transformed
into this type of continuous probability distribution.
A gamma distribution is one with the parameter ‘d>0’that has a
range of 0 to 8. Its continuous probability distribution is given
by the following:
f(x)= exp(-x) xd-1/
This type has a property called the additive property. This
property states that the sum of the independent variates of this
continuous probability distribution is equal to the variate of it.
A beta distribution of the first kind is a distribution with the
parameters µ>0 and v>0 that has the range of 0 to 1. Its
continuous probability distribution is given by the following:
f(x)= (1/B(µ,v)) xµ-1 (1-x)v-1
A beta distribution of the second kind is a distribution with the
parameters µ>0 and v>0 that has the range of 0 to 8. Its
continuous probability distribution is given by the following:
f(x)= (1/B(µ,v)) xµ-1 (1+x)v+µ
An exponential distribution is a distribution with the parameter
‘c’ >0 that has the range of 0 to 8. Its continuous probability
distribution is given by the following:
f(x,c)= c exp(-cx)
A standard laplace or double exponential distribution is one with
no parameter. The reason that there is no parameter in this type
is because this continuous probability distribution is
standardized in nature. Thus, it does not have any parameters. Its
continuous probability distribution is given by the following:
f(x)= 0.5 exp (- )
A weibul distribution is a distribution with three parameters
c(>0), a(>0) and µ that has the range of µ to 8. Its continuous
probability distribution is given by the following:
f(x;c,a,µ) = (c (x-µ/a)c-1)/ a exp (-(x-µ/a)c)
A logistic distribution is a distribution with parameter a and ß.
This type is used widely as a growth function in population and
other demographic studies. It is considered to be the mixture of
the extreme values of the distributions.
A Cauchy distribution is a distribution with parameter ‘l’ > 0
and ‘µ.’ This type has the range of -8 to +8. The continuous
probability distribution is given by the following:
f(x)= l/p(l2+(x-µ)2)