10/5/2012

Chapter 5

• Properties of F(t):
  • The probability of being in an interval (a, b] is obtained from the c.d.f. as a difference: F(b) - F(a).
  • Since F(t) is a probability, 0 <= F(t) <=1.
  • Look at limit values.
  • F(t) is nondecreasing.
  • If T is a continuous random variable, then F(t) is continuous for all t and F'(t) exists, except possibly for finitely many values of t.
  • Relationship between a p.d.f and a c.d.f.
  • Transformation of Variables (Technique #1 - Using the c.d.f.)
• Continuous Probability Distributions
  • Uniform
  • Normal

We will have a problem/review session on Monday.