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Continuous probability distributions
The probability distribution for a continuous random variable, X, is 
characterized by a function f(x) known as the probability density function (pdf).  
The pdf has the following properties:  f(x) > 0, for all x, and 
Probabilities are calculated using the cumulative distribution function (cdf), F(x), 
defined by 
, where P[X<x] stands for “the 
probability that the random variable X is less than the value x”.
In this section we describe several continuous probability distributions including 
the gamma, exponential, beta, and Weibull distributions.   These distributions 
are described in any statistics textbook.  Some of these distributions make use of 
a the Gamma function defined earlier, which is calculated in the calculator by 
using the factorial function as 
Γ(x) = (x-1)!, for any real number x. 
The gamma distribution
The probability distribution function (pdf) for the gamma distribution is given by
The corresponding (cumulative) distribution function (cdf) would be given by an 
integral that has no closed-form solution.
The exponential distribution
The exponential distribution is the gamma distribution with a = 1.  Its pdf is 
given by
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