4. Probability Distributions: Probability Models

Theory Continuous Probability Models

Continuous Probability Model

If the sample space #\Omega# of a random experiment consists of an uncountable set of outcomes, we must use a continuous probability model to assign probabilities to events.

Intervals are examples of uncountable sets. For example the interval #(0, \infty)# or the interval #[1,5]#.

Density Curve

The graph of a continuous probability model is called a density curve, and has the following properties:

  • A density curve is always on or above the horizontal axis.
  • The total area under the whole density curve always equals #1#.

Continuous Model: Calculating the Probability of an Event

For a continuous probability model, the probability of an event is the area under the density curve above all outcomes in that event.

Density_Curve.svg

Let #X# denote a number randomly generated from the interval #[0, 5]#.

Calculate the probabilities of the following events:

  • #A = \{"\text{number}\gt 3"\}#
  • #B = \{"\text{number between } 1 \text{ and }4"\}#

Since all numbers in the interval #[0,5]# have an equal chance of selection, the density curve is flat:

Density_Curve_3.svg

It is a rectangle with a width of #5#. This means that its height must be #\frac{1}{5}#, since the total area under the density curve has to equal #1#:
\[5\cdot x = 1 \Rightarrow x = \cfrac{1}{5}\]
The probability of event #A# is:

\[\mathbb{P}(A)=(5-3)\cdot \cfrac{1}{5}=\cfrac{2}{5}\]
Density_Curve_5.svg


The probability of event #B# is:

\[\mathbb{P}(B)=(4-1)\cdot \cfrac{1}{5}=\cfrac{3}{5}\]
Density_Curve_6.svg

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