21.7 Continuous distributions 613
21.7 Continuous distributions
The distributions considered so far have been discrete, involving the discrete variable
x(or a variable that is treated as discrete for practical purposes). Each value of such
a variable has an observed relative frequency and a corresponding theoretical
probability. Such distributions describe processes that involve the counting of discrete
events, and one example is the binomial distribution described in Section 21.5.
Processes that involve the measurement of a continuous quantity are described by
continuous distributions, for which the variable xcan have any value in a continuous
range,a 1 ≤ 1 x 1 ≤ 1 bsay. The number of possible outcomes is then infinite, and the
probability of a particularoutcome is not defined (it is effectively zero). We define,
instead, the probability that the value of xlies in a specified intervalx
1
1 ≤ 1 x 1 ≤ 1 x
2
:
(21.33)
whereρ(x)is called the probability density distribution(or probability density
function, or just probability density). Whenx
2
1 − 1 x
1
1 = 1 ∆xis small enough, the probability
in the interval xtox 1 + 1 ∆xis
P(x 1 → 1 x 1 + 1 ∆x) 1 ≈ 1 ρ(x)∆x (21.34)
with equal sign for an infinitesimal intervaldx. The total probability (the normalization
ofρ(x))is
(21.35)
Figure 21.5 illustrates the graphical interpretation. The total area under the curve
between aand bis equal to 1 and represents the total probability (equation (21.35)).
The shaded region has area equal to the probability given by (21.33).
The properties of a continuous distribution are obtained by replacing the sums
for the discrete distribution by integrals over the range of possible values, and the
expectation values are then (see equations (21.11) to (21.23) for the discrete case)
(21.36)
〈〉=ffxxdx
a
b
Z ()()ρ
Pa x b x dx
a
b
()()≤≤ =Z ρ = 1
Px x x x dx
x
x
()()
12
1
2
≤≤ =Z ρ
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x
ρ(x)
x
1
x
2
0 a
b
P(x
1
≤x≤x
2
)
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Figure 21.5