Probability density functions, mean and standard deviation of continuous random variables

What this note covers

1. Continuous probability is represented by area
2. Checking validity and finding a normalising constant
3. Calculating probabilities from the density
4. Linking histograms to density models
5. Expected value weights locations by density
6. Second moment, variance and standard deviation
7. Triangular densities and piecewise moments
8. A decreasing density analysed from start to finish

8 sections · 10 key terms & formulas · 6 common mistakes