Chapter 5

Continuous Random Variables and Some Important Continuous Probability Distributions

The focus of this chapter is a discussion of some important continuous probability distributions. The topics covered are:

• Continuous random variables and their probability distributions
• Determination of the cumulative distribution functions from probability density functions
• Determination of the cumulative probabilities for different probability distributions
• Determination of the mean and variance of different continuous probability distributions, including the normal, exponential, gamma, and Weibull distributions
• Determination of the cumulative probabilities for different probability distributions using the statistical packages MINITAB, Microsoft Excel, and JMP