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CS723 - Probability and Stochastic Processes

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Presentation on theme: "CS723 - Probability and Stochastic Processes"— Presentation transcript:

1 CS723 - Probability and Stochastic Processes

2 Lecture No. 14

3 In Previous Lectures • Started discussion of continuous random variable • Introduced PDF and CDF of continuous random variables • PDF of continuous RV is a distributed loading of a constant width bar • CDF of continuous random variable is a parameterized probability function integrate PDF  CDF differentiate CDF  PDF

4 CDF of a Continuous RV Orientation is equally likely to occur in [0,2π] CDF of height of nozzle is to be found

5 CDF of a Continuous RV

6 CDF of Nozzle Height

7 PDF of Nozzle Height

8 PDF of Nozzle Height

9 PDF of Nozzle Height

10 Uniformly Distributed RV

11 Pr (X>a+1 | X>a)

12 Exponential Random Variable


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