Continuous Distributions 2 (AQA A-Level Further Maths): Flashcards

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Continuous Distributions 2
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Method to find probabilities for continuous random variables

Integration

Formula for E(X)E(X) with PDF f(x)f(x)

E(X)=∫−∞∞xf(x) dxE(X) = \int_{-\infty}^{\infty} xf(x)\,dx

Formula for Var(X)\text{Var}(X) using E[X2]E[X^2] and μ2\mu^2

Var(X)=E[X2]−μ2\text{Var}(X) = E[X^2] - \mu^2

Definition of F(x)F(x) for continuous XX

F(x)=P(X≤x)F(x) = P(X \leq x)

Relationship between PDF f(x)f(x) and CDF F(x)F(x)

f(x)=ddxF(x)f(x) = \frac{d}{dx}F(x)

Total probability condition for any PDF f(x)f(x)

∫−∞∞f(x) dx=1\int_{-\infty}^{\infty} f(x)\,dx = 1

Value of F(M)F(M) when MM is the median

F(M)=0.5F(M) = 0.5

Mean of rectangular distribution on (a,b)(a,b)

E(R)=a+b2E(R) = \frac{a+b}{2}

Variance of rectangular distribution on (a,b)(a,b)

Var(R)=(b−a)212\text{Var}(R) = \frac{(b-a)^2}{12}

PDF of rectangular distribution on (a,b)(a,b)

f(r)=1b−af(r) = \frac{1}{b-a} for a<r<ba < r < b

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