Random Variables and Distributions

Uniform Distributions on Integers

Continuous Distributions
We focus on random variables that can assume every value in an interval (bounded or
unbounded). If a random variable X has associated with it a function f such that the
integral of f over each interval gives the probability that X is in the interval, then we call f
the probability density function (p.d.f.) of X and we say that X has a continuous
distribution.

The Probability Density Function

Uniform Distributions on Intervals

The Cumulative Distribution Function

Although a discrete distribution is characterized by its p.f. and a continuous distribution
is characterized by its p.d.f., every distribution has a common characterization through its
(cumulative) distribution function (c.d.f.). The inverse of the c.d.f. is called the quantile
function, and it is useful for indicating where the probability is located in a distribution.

 De nition and Basic Properties

fi
Determining Probabilities from the
Distribution Function
 The c.d.f. of a Discrete Distribution

Suppose that X has a discrete distribution with the p.f. f (x). Together, the properties of a
c.d.f. imply that F (x ) must have the following form: F (x ) will have a jump of magnitude
f(xi) at each possible value xi of X, and F(x) will be constant between every pair of
successive jumps. The distribution of a discrete random variable X can be represented equally
well by either the p.f. or the c.d.f. of X.

The c.d.f. of a Continuous Distribution

Independent Random Variables

Functions of a Random Variable