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Statistics and Probability with Applications for Engineers and Scientists by Irwin Guttman, Bhisham C. Gupta

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5

Continuous Random Variables and Some Important Continuous Probability Distributions

The focus of this chapter is a discussion of some important continuous probability distributions

Topics Covered

  • Continuous random variables and their probability distributions
  • Determination of cumulative distribution functions from probability density functions
  • Determination of cumulative probabilities for different probability distributions
  • Determination of the mean and variance of different continuous probability distributions, including the normal, exponential, gamma, and Weibull distributions
  • Determination of the cumulative probabilities for different probability distributions using the statistical packages MINITAB, Microsoft Excel, and JMP
  • Approximation of the binomial and Poisson distributions by the normal distribution
  • Determination of the mean and the variance of linear functions of independent normal random variables
  • Test of normality
  • Some reliability theory related probability models: lognormal, exponential, gamma, and Weibull distribution

Learning Outcomes

After studying this chapter, the reader will be able to

  • Understand the difference between discrete and continuous random variables.
  • Understand various important continuous distributions and apply them to determine probabilities in real-world problems.
  • Determine approximate probabilities of discrete random variables using the normal distribution.
  • Determine the mean and the variance of continuous random variables using ...

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