Summary: Chapter 5 lecture notes
Math 431, Spring 2011
Instructor: David F. Anderson
Chapter 5: Continuous Random Variables
Not all random variables are discrete. Think about
1. Waiting times for anything (train, arrival of customer, production of mRNA molecule
from gene, etc).
2. Distance a ball is thrown.
3. Size of an antennae on bug.
The general idea is that now the set of possible values is uncountable. Probability mass
functions and summation no longer works.
Example: train arrives between 2am and 4 am. Function of time in each small window
[ti, ti + ). Call function f. Then,
P{a X b}
n
i=1
f(ti)
b
a
f(t)dt.

Source: Anderson, David F. - Department of Mathematics, University of Wisconsin at Madison

Collections: Mathematics