Skip to Main Content
Introduction to Probability
book

Introduction to Probability

by Joseph K. Blitzstein, Jessica Hwang
September 2015
Beginner content levelBeginner
596 pages
18h 33m
English
CRC Press
Content preview from Introduction to Probability

Chapter 5

Continuous random variables

So far we have been working with discrete random variables, whose possible values can be written down as a list. In this chapter we will discuss continuous r.v.s, which can take on any real value in an interval (possibly of infinite length, such as (0, ∞) or the entire real line). First we’ll look at properties of continuous r.v.s in general. Then we’ll introduce three famous continuous distributions—the Uniform, Normal, and Exponential—which, in addition to having important stories in their own right, serve as building blocks for many other useful continuous distributions.

5.1 Probability density functions

Recall that for a discrete r.v., the CDF jumps at every point in the support, and is flat everywhere ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Introduction to Probability.

Introduction to Probability.

N. Balakrishnan, Markos V. Koutras, Konstadinos G. Politis

Publisher Resources

ISBN: 9781466575578