WST02 · Module
Continuous random variables
Probability density functions
For a continuous variable, probability lives in area. A probability density function is a curve whose total area is ; the probability of landing between and is the area under the curve between them, found by integration.
≈ 35 minMean and variance
Swap the sum for an integral: and , then exactly as before. For a symmetric pdf, the mean is simply the centre.
≈ 35 minMedian and percentiles
The median cuts the area under the pdf in half: integrate from the lower limit up to and set the answer equal to . Quartiles and percentiles work the same way with , or any other fraction.
≈ 30 min