Chapter 3: Continuous Distributions

~25% of Exam P

Chapter Overview

This chapter transitions from discrete to continuous random variables. You'll learn how to work with probability density functions (PDFs), cumulative distribution functions (CDFs), and master important distributions like uniform, exponential, gamma, and normal.

4

Sections

4

Simulators

48

Practice Problems

~25%

Of Exam P

Key Formulas You'll Learn

PDF Properties

f(x) ≥ 0, ∫f(x)dx = 1

CDF Definition

F(x) = P(X ≤ x) = ∫f(t)dt

PDF from CDF

f(x) = F'(x)

Uniform U(a,b)

f(x) = 1/(b-a)

Uniform Mean

μ = (a+b)/2

Uniform Variance

σ² = (b-a)²/12

Mean (Continuous)

μ = ∫x·f(x)dx

Variance (Continuous)

σ² = ∫(x-μ)²f(x)dx

Percentile

F(πp) = p

Sections

3.1 Random Variables of the Continuous Type

Continuous random variables, PDFs, CDFs, and the uniform distribution

PDF PropertiesCDFUniform DistributionMean & VariancePercentiles
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3.2 Exponential, Gamma, and Chi-Square

Waiting times, the exponential distribution, and related distributions

Exponential DistributionMemoryless PropertyGamma DistributionChi-Square
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3.3 The Normal Distribution

The bell curve, standard normal, and normal approximations

Normal PDFStandard NormalZ-scoresNormal Approximation
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3.4 Additional Models

Beta, Weibull, and other continuous distributions

Beta DistributionWeibull DistributionPareto Distribution
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