10/6/22

Continuous RV
&
Properties
function ( pdf )
✗ ~ flx ) →
probability density
f G) =

P(X;×+s sx→o

P(× c- ( ×
,
✗ tax )) = f G) sx

basic event

P( ✗ c- Ca b) )
,
=

f
a
ful dx

f- fcxldx I
=

f (X) =
fxtlxdx
C- ( h ( X) ) =) half Mdx
Interpretations
(1) discretization

✗
Ñ#
✗ ✗ + DX

discrete : P( ✗ =
×
) =

pcx )

continuous :
p( ✗ ( ,x+s×))=flx)sx
c- x

discrete
PCH
(a. D)
{ Era
. .
.

P( ✗ c- =
,
> >

{ flirts
Carb )
→

f .
. .

↳
continuous
sum over

small bins

discrete

{
]
⇐ ✗
pcx
. .
.

C- ( x)
-
-

{ xflxlsx
→

f. . _ continuous
 (2) region
fcx )

- É€¥%ikr
' ,

A
/

=p ( we a) =

¥, = "" "

P( Xlw ) c- Ca ,
b))=P(
we B) =

t- { = fix )dx

)
points (Kita
in
next # of
(3) repetition n
points ;

/ sample proportion
tall frequency
ⁿ P(✗ c- (x,×tsx))=flxPx

fix =

nc¥# as n→•, ☐✗
→ 0

mÑpnts f( LA) =
#
pespkinLA-t.to#
denser # people not in LA
points
.

scatter plot of n
 f. (x)

± :& " =
:{
bins
× .n

¥
"

⇐
=
×
.

fans ×
=
{ ×

→
fxifcxdx
t £ h( Xi ) →

fhliflxdx
I
i. =

F( hlx)

(4) population of N people

w
- unit (r)

)
of
Xcw )= height w

N → 0

N¥N_
-É

f(× ) =
☐ ✗→ ◦

population scattershot

NCX) = # people in ( x, ✗ tax )

✗ ~ far)

E ( X) =
population average
 Models
flu )

4) U ~
Unit [ 0,1 ]

""
=L ! u
c-
[ On]

Flu ) =P /
)
,; u
=

U
=
≤ u

cumulative density function

"
"

/ ¥/ ±
=

flu )
EFU) du =
=
u
◦

¥ /I
0
§
I

four
=

C- ( U2 ) =
flu )du=

(E) 2=1-2
'

C- ( U2 ) C- ( ) §
-
-
U
( U)
-

var
=

fcu )
U
~ Unit [ a.
b ]

Cue card
'
flu ) =

Fa
 continuous version
(2) T -

Exponential (d) of geometric

ex ) time until particle decay follows
exp .
distribution

atom

/ rotors neutrons /electrons

p
Cop ] )
" "

{
de t ≥0 a c-

flt ) =

1- < 0
0

t÷ mil
ex ) suppose there are
1
particles

more particles
here
decay
↳ denser
 ( proportion )
Flt ) P (T ≤ t )
how many particles decay
= =

time t ?
by
"

÷¥¥¥
"
1- 1-

f ᵗdt
" "

f
-

=
fltldt =
de
O O

/ to
it "
'

e-
-

fi )
= =
-
e _ -

it

iii.
=
I -
e-

"t
f) e-
Flt ) =p ( T
=
>

survival probability
as
as

(T) tfltdt
f t.de#-dt
C- =

f =

,
A

Idt
,

1-15-11
"
integration "ᵗ
)
" e-

[
-

te
-

tall e- ±

Parts
-
-

" At

[
•

f. C- ± )=k
'
e-
-

it =

ey
o
-
-
= =

0 when b-
→ as
 lnkgralbyparts
slope Crate of change
)
a' ( )
_
= =
x
"

¥ n' 1×1 =

¥ ulx )

( x ) dx
duck )
'
= u

d ( uu ) =
adv + vdu

U' lx ) van u( ×)
'
(x) PIYE
UH)v( xD
(
✓

day
= +

( ) rcx ) )
uklvyxldx.tv/x)u4x1dx--ulx7dvlx)+vCx7duCx
=
d ulx
)

¥÷"i#¥
TIE '

fubucxldx =
Area
Gg
ex )
.
make a movie

É%%IHᵗ
it like discrete time ,
treating
calculation , let it 0
→

but @ end of

bank account
ex )
.

1-
!t' ¥
it talking
about

)Htta¥
✗
It ,

years
) (I rat ) ✗ It )
✗( st +
1- + =

↓
interest rate
✗
lᵗᵗˢ¥ =
r ✗ It)

d% =
rxlt )

DX It ) = r Xltldt
 ex = I + × +
¥ + . _ .

e'
✗
= I +
☐ × to Csx) " "
\ small O

'

It sx =
☐¥t ◦ ( sx )
=

✗ It )=XH( I + rat )¥
)erˢᵗ It ert
'

=
✗ ( o = ✗ ( o)

✗ ( t) ✗ (O)
# ( I trust )
=

xcot-ert.tl
at
=

=
✗ ( o) es ""ˢᵗ→ ✗ (g)
efrlttdt

¥!
 poiss.sn#ress
In each small period flip a
coin independently
)
,
ex

( each particle

dst
PC head ) =

↓ ↓
rate of
decay
decay
proportion
of particles
in It , t + st )
decay

F- Geometric ( p
-
dat )

T =
Fat

ex )
◦t+t
head →
earthquake
If you flip
a

# of earthquakes in [ 0, t]
✗ =

Binomial (n=¥ p dat )

✗
-
~
,

Ef Poisson ( dt )