18.44 Lecture Notes - Lecture 16: Random Variable, Public Radio Exchange

• School: MIT
• Department: Mathematics
• Course: 18.44
• Professor: Scott Sheffield

Document Summary

Say x is a continuous random variable if there exists a probability density function f = f on such that. We may assume f(x)dx = f(x)dx = 1 and f is non-negative. Probability of interval [a,b] is given by f(x)dx, the area under f between a and b. De ne cumulative distribution function: f(a) = f (a) := p{x