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Q.What are the properties of continuous random variable ?

Tamil Nadu DgeTamil Nadu HSC (DGE) Commerce Board 2020Subjective· 2mImportance★★★★★
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A continuous random variable takes every value in an interval, so probabilities come from areas under a probability density function f(x)f(x), and the probability of any single exact value is zero.

A random variable is continuous when it can assume any value within a range (an interval of the real line) — for example the exact weight of bread sold or the exact life of a bulb. Its key properties are:

  1. Range is an interval (uncountable). XX can take infinitely many values in [a,b][a, b] (or over all of R\mathbb{R}).
  2. Point probability is zero. For any single value xx, P(X=x)=0P(X = x) = 0; consequently P(a≤X≤b)=P(a<X<b)P(a \le X \le b) = P(a < X < b).
  3. Described by a density f(x)f(x) (the probability density function) satisfying f(x)≥0and∫−∞∞f(x) dx=1.f(x) \ge 0 \quad\text{and}\quad \int_{-\infty}^{\infty} f(x)\,dx = 1.
  4. Probabilities are areas. P(a≤X≤b)=∫abf(x) dxP(a \le X \le b) = \int_a^b f(x)\,dx, the area under the curve y=f(x)y = f(x) between x=ax = a and x=bx = b. …

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