Essentials of Mathematical Statistics

CHAPTER 3

Continuous Random Variables

Chapter Objectives

• Define continuous random variables and the probability density function

• Discuss similarities between discrete and continuous random variables

• Introduce the uniform, exponential, normal, and other common continuous distributions

• Introduce joint distributions

• Present the central limit theorem

• Discuss approximation techniques

3.1   Introduction

Chapter 2 dealt with discrete random variables, which have a finite or countable range. This chapter deals with continuous random variables, which do not have a countable range. Discrete and continuous random variables share many of the same concepts. Both are functions that associate a real number with each outcome of a random experiment. ...