Questions

  1. What condition should a function f(x) satisfy to be considered the probability density of a continuous random variable?

  2. What is the relationship between the probability density and the distribution function?

  3. Given the distribution function F(x) of a random variable X, how can we calculate the probability p(a<X<b)?

  4. What formulas are used to compute the expectation and variance of a continuous random variable X with a probability density function f(x)?