Probability

Why Is Expected Value an Integral?

Densities, uniform and exponential distributions, and the normal curve.

What to remember

  • Continuous probability lives on intervals: P(a ≤ X ≤ b) = ∫f; points have probability 0.
  • Exponential is memoryless with E = 1/λ. It is the continuous geometric and the Poisson interarrival time.
  • Normal: standardize with Z = (X−μ)/σ; know 68/95/99.7.
Read the lessonContinuous Distributions, with a checkpoint at the end.