MAT136H1 Lecture Notes - Random Variable

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MAT136H1 Full Course Notes
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Probability density function means for all the possible values that x can take, the integral ( ) with the interval that matches with the probability. Let ( ) ( ) for and ( ) for all other values of . To evaluate any given probability where ( ), plug into the integral: verify that ( ) is a probability density function, find ( Solution: probability density function means when it is integrated over all the possible values that the random variable can take, that it sums up to 1. Therefore, ( ) is a probability density function. While this will give the answer, also ( gives the same answer.

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