Salam Academy
WST02 · Module

Continuous distributions

2 subtopics≈ 70 min in total
  1. The continuous uniform distribution

    If XX is equally likely to be anywhere between aa and bb, then X∼U[a,b]X\sim U[a,b]. Its pdf is a flat rectangle of height 1b−a\dfrac1{b-a}, so any probability is just (width of the interval) ÷ (total width). Its mean is the midpoint and its variance is (b−a)212\dfrac{(b-a)^2}{12}.

    ≈ 30 min
  2. Normal approximations to the binomial and Poisson

    For large nn with pp near 0.50.5, B(n,p)B(n,p) is close to N(np, np(1−p))N(np,\,np(1-p)). For large λ\lambda, Po(λ)\text{Po}(\lambda) is close to N(λ,λ)N(\lambda,\lambda). Because you're replacing whole numbers with a continuous curve, widen each value to an interval of half a unit either side: the continuity correction.

    ≈ 40 min