3. Continuous distributions¶
This session is the second of two sessions covering basic probability. In this session, we extend the ideas from discrete distributions, from the previous session, to variables which have a continuous distribution.
By the end of this session you will be able to:
explain the concept of a continuous random variable
define several continuous probability distributions, and relationships between parameters, expectations and variance
understand the relationship between normally distributed data and standard scores
evaluate the appropriateness of assuming normality in data and other options
understand properties of joint distributions, such as the multivariate normal distribution
The five sub-sections describe properties of continuous random variables, explore a number of useful continuous distributions, consider direct applications for the standard Normal (Gaussian) distribution, consider how to assess whether a variable follows a normal distribution and, finally, describe joint distributions and correlations.