4.9.8 · D1 · Maths › Probability Theory & Statistics › Common continuous distributions — Uniform, Normal, Exponenti
Ek continuous distribution ek tarika hai jisme exactly ek unit ki "probability mass" ko numbers ki ek range pe phailaaya jaata hai — jaise ek kilogram butter ko bread ke ek slice pe phailaao — jahan values likely hain wahan mota, jahan rare hain wahan patla. Parent topic mein jo kuch bhi hai woh bas yahi hai: smear ki shape chuno, phir uske neeche areas measure karo.
Parent note mein ek bhi formula padhne se pehle, tumhe us alphabet ka maalik banana hoga jisme woh bolta hai. Neeche har symbol aur idea hai jo woh use karta hai, is tarah order kiya gaya hai ki har ek sirf upar waale par depend kare. Koi cheez tab tak nahi aati jab tak kamaai na ho.
Definition Number line aur
[ a , b ]
Ek number line bas sabhi real numbers ka ruler hai jo left (negative) aur right (positive) ki taraf stretch karta hai. Ek interval [ a , b ] ruler ka woh hissa hai jo number a se number b tak jaata hai, dono ends ko include karte hue.
a = left edge (sabse chhoti allowed value).
b = right edge (sabse badi allowed value).
Square bracket [ ] = endpoint included; round bracket ( ) = endpoint excluded.
Ise picture karo: ek horizontal ruler jisme a aur b par do vertical fence-posts hain. Posts ke beech ka region woh jagah hai jahan hamari random quantity land kar sakti hai.
Topic ko yeh kyun chahiye: har distribution kisi na kisi line ke stretch par rehti hai — Uniform [ a , b ] par, Exponential [ 0 , ∞ ) par, Beta [ 0 , 1 ] par. Interval woh stage hai jis par probability phailaai jaati hai.
Definition Random variable
Ek random variable X ek aisi quantity hai jiska value chance se decide hota hai — agli milne wale insaan ki height, agली bus ka wait. Hum ise capital letter X se likhte hain; ek specific value jo yeh le sakta hai use hum small letter x se likhte hain.
Ise picture karo: ek pointer jo number line par kahin drop hoga, par tumhe abhi pata nahi kahan. Experiment ke alag-alag runs mein yeh alag-alag jagah drop hota hai.
Topic ko yeh kyun chahiye: poora subject is baare mein hai ki pointer kahan land karna chahta hai . X woh cheez hai; distribution X ki aadat ka description hai.
P ( kuch ) = 0 aur 1 ke beech ka ek number jo measure karta hai ki "kuch" kitna likely hai. 0 = impossible, 1 = certain, 0.5 = fifty-fifty.
P ( X ≤ x ) padha jaata hai "probability ki X value x par ya usse neeche land kare."
Symbol ≤ ka matlab hai "less than or equal to"; > ka matlab hai "greater than."
Intuition Continuous cheezon ke liye probability
area kyun ban jaati hai
Ek continuous X ke liye, exactly ek precise number (maan lo exactly 3.0000 … ) hit karne ki chance 0 hai — paas mein miss karne ke liye infinitely many numbers hain. Isliye hum kabhi "exactly x ki chance" nahi poochte; hum poochte hain "ek range mein land karne ki chance," aur woh chance ek curve ke neeche ek area hai.
Topic ko yeh kyun chahiye: yeh ek move — probability = area — poore chapter ka engine hai. Har formula secretly "yeh area compute karo" hi hai.
Definition Function notation
f ( x )
Ek function f ek machine hai: ise number x do, yeh number f ( x ) return karti hai. f ka graph woh curve hai jo har point x ke upar height f ( x ) plot karke milta hai.
Definition Probability density function (PDF)
Probability density function f ( x ) woh curve hai jiska height tumhe batata hai ki x ke paas probability kitni concentrated hai — zyada height = likely neighbourhood, kam height = rare neighbourhood. Ise legal banane ke do rules hain:
f ( x ) ≥ 0 ( height kabhi negative nahi ) , ∫ − ∞ ∞ f ( x ) d x = 1 ( total area = 1 ) .
f ( x ) ek probability hai."
Kyun sahi lagta hai: yeh probability aur humhare beech baithta hai. Fix: height density hai (probability per unit length ), probability nahi. Yeh 1 se bhi zyada ho sakta hai (jaise ek bahut narrow tall spike). Sirf area — height × width, jo jud ke aati hai — probability hai.
Topic ko yeh kyun chahiye: f ( x ) "butter smear ki shape" hai. f chunna hi distribution chunna hai.
∫ a b f ( x ) d x
∫ a b f ( x ) d x ek single instruction hai: "curve f ke neeche x = a se x = b tak ka area add karo." Pieces padho:
∫ = S um ke liye ek stretched "S".
d x = x -axis ke along infinitely thin width ka ek slice.
f ( x ) d x = ek skinny rectangle ka area: height f ( x ) times tiny width d x .
∫ a b un sab slivers ko a se b tak jod deta hai.
Intuition Yeh tool kyun aur plain multiplication kyun nahi?
Agar curve constant height c ki flat line hoti, toh area bas c × ( b − a ) hota — simple multiplication. Lekin probability curves bend karti hain: height chalte chalte change hoti hai. Multiplication ko constant height chahiye; integral hi ek aisa tool hai jo ek varying height ko sahi se total karta hai, region ko itne patle slivers mein kaatke ki har ek flat ho. Yahi sawal probability poochti hai: "ek curvy shape ke neeche kitna area?"
Topic ko yeh kyun chahiye: P ( a ≤ X ≤ b ) = ∫ a b f ( x ) d x . Mean, variance, aur har normalizing constant integrals hain.
Definition Cumulative distribution function (CDF)
F ( x ) = P ( X ≤ x ) = ∫ − ∞ x f ( t ) d t far left se x tak collect kiye gaye area ka running total hai. Yeh 0 (sab se left) se 1 (sab se right) tak chadhta hai aur kabhi neeche nahi jaata.
(Hum andar dummy letter t use karte hain kyunki x pehle se top edge ka naam rakh chuka hai.)
F ′ ( x )
Derivative F ′ ( x ) CDF curve ka x par slope (steepness) hai — running area wahan kitni tezi se badh raha hai. Tezi se growth matlab bahut density: isliye f ( x ) = F ′ ( x ) . PDF aur CDF ek hi object ke do views hain: density accumulated area ka slope hai; accumulated area density ka sum hai.
Topic ko yeh kyun chahiye: parent har distribution ko ya toh f ya F likh kar derive karta hai aur ∫ (upar jaate) aur ′ (neeche jaate) se unke beech flip karta hai.
E [ X ] aur mean μ
E [ X ] ("expected value") density ka balance point hai — jahan curve ek pivot par balance karti. Hum ise mean kehte hain aur μ (Greek letter "mu") naam dete hain:
μ = E [ X ] = ∫ − ∞ ∞ x f ( x ) d x .
Area f ( x ) d x ka har sliver apni position x se weighted hota hai; unhe add karne se centre of mass milta hai.
σ
Variance Var ( X ) = E [ X 2 ] − μ 2 average squared spread measure karta hai — values mean se average par kitni door, squared, baithi hain. Iska square root σ (Greek "sigma") standard deviation hai, jo X ke same units mein spread hai.
squared kyun karein?
Mean se plain distance average ho ke 0 ho jaati hai (overshoots undershoots ko cancel kar dete hain). Squaring har gap ko positive bana deti hai, isliye cancel nahi ho sakte — aur bade misses ko zyada punish karti hai. Yahi woh sawal hai jiska jawab variance deta hai: "smear kitni wide hai?"
Topic ko yeh kyun chahiye: har distribution apne ( μ , σ 2 ) se summarize hoti hai, aur parent dono ko sabhi paanch ke liye integrals se compute karta hai.
e aur e − λ t
e ≈ 2.718 natural growth constant hai. e − λ t ek curve hai jo 1 se shuru hota hai (jab t = 0 ) aur t badhne par smoothly 0 ki taraf decay karta hai. Jitna bada rate λ (Greek "lambda"), utni tezi se drop.
Intuition Waiting problems mein exponentials kyun aate hain
e − λ t hi ek aisi shape hai jisme "har unit time mein lost fraction hamesha same hota hai" wali property hai. Yahi constant-forgetting exactly woh hai jo ek memoryless wait ko chahiye — dekho Poisson Process . Isliye yeh tool choose kiya jaata hai kyunki yeh physics se match karta hai, accident se nahi.
Topic ko yeh kyun chahiye: Exponential, Gamma, aur Normal densities sabmein ek e factor hota hai; yeh control karta hai ki tails kitni tezi se thin hoti hain.
Definition Symbols jo tumhe milenge
α , β (alpha, beta) — shape parameters; yeh curve ka silhouette mod dete hain.
Γ ( α ) — Gamma Function , factorial ka ek smooth stand-in: Γ ( n ) = ( n − 1 )! .
B ( α , β ) — Beta Function , woh exact area jo ek Beta curve ko normalize karta hai.
Φ (capital phi) — standard bell N ( 0 , 1 ) ka CDF; ek table-lookup function.
π ≈ 3.14159 — circle constant, jo bell mein 2 π ke through aata hai.
Topic ko yeh kyun chahiye: yeh normalising constants hain — woh numbers jinse tum divide karte ho taaki total area exactly 1 ho. Inke bina ek "density" galat amount ka butter enclose karti.
Number line and interval a to b
CDF F and derivative F prime
Exponential decay e to minus lambda t
Greek and special functions
Right side cover karo aur dekho ki reveal karne se pehle answer de sakte ho ya nahi.
Ek density ki height f ( x ) kya represent karti hai (aur yeh kya nahi hai)? Density = probability per unit length; yeh probability nahi hai. Sirf f ke neeche ka area probability hai, isliye f ( x ) 1 se zyada ho sakta hai.
Continuous X ke liye hum P ( X = x ) ki jagah P ( a ≤ X ≤ b ) kyun poochte hain? Ek exact real number hit karne ki chance 0 hai; probability sirf ek range par area ke roop mein accumulate hoti hai.
∫ a b f ( x ) d x kaunsi single instruction encode karta hai?"Curve f ke neeche x = a se x = b tak ka area add karo," infinitely thin height-times-width slivers ko sum karke.
f ke neeche area ke liye integral kyun, multiplication kyun nahi?Height vary karti hai; multiplication ko constant height chahiye, isliye hum slivers mein kaatke jo itne patle hoon ki flat lagein aur unhe sum karte hain.
PDF f aur CDF F dono directions mein kaise related hain? F ( x ) = ∫ − ∞ x f ( t ) d t (integrate up) aur f ( x ) = F ′ ( x ) (differentiate down — density accumulated area ka slope hai).
Mean μ geometrically kya hai, aur uska integral form kya hai? Density ka balance point; μ = ∫ x f ( x ) d x .
Variance mein mean se distance ko square kyun karte hain? Taaki overshoots aur undershoots zero tak cancel na ho sakein, aur bade misses zyada count karein.
e − λ t t badhne par kya karta hai, aur λ kya control karta hai?1 se smoothly 0 ki taraf decay karta hai; bada rate λ matlab tezi se decay.
Γ , B , 2 π , aur Φ sab secretly kya kaam karte hain?Yeh normalising constants / area tools hain jo ensure karte hain ki total probability exactly 1 ho (aur Φ standard-normal areas read off karta hai).