Why is it P(X=a) = 0 for all a belonging to ℝ for continuus rand.vars?

  • Context: Undergrad 
  • Thread starter Thread starter cdux
  • Start date Start date
Click For Summary
SUMMARY

The probability P(X=a) equals 0 for all a in ℝ due to the properties of continuous random variables. This is established through the probability density function (PDF), where P(X ∈ [a, b]) is calculated as the integral of f(x) from a to b. Specifically, P(X=a) is represented as P(X ∈ [a, a]), which simplifies to the integral from a to a, resulting in 0. This confirms that individual points in a continuous distribution have no probability mass.

PREREQUISITES
  • Understanding of continuous random variables
  • Familiarity with probability density functions (PDF)
  • Knowledge of integral calculus
  • Basic concepts of probability theory
NEXT STEPS
  • Study the properties of probability density functions (PDFs)
  • Learn about cumulative distribution functions (CDFs) and their relationship to PDFs
  • Explore the concept of measure theory in probability
  • Investigate applications of continuous random variables in statistical modeling
USEFUL FOR

Students of statistics, mathematicians, and data scientists seeking to deepen their understanding of continuous probability distributions and their implications in real-world scenarios.

cdux
Messages
187
Reaction score
0
I probably miss something basic, unless it's an abstract definition.
 
Physics news on Phys.org
[tex]P(X\in [a, b])= \int_a^b f(x)dx[/tex]
where f(x) is the "probability density function".

P(X= a) means [tex]P(X \in [a,a])= \int_a^a f(x)dx= 0[/tex]
 
Thank you. I guess it's like my initial assumption: "it represents an atomic elelement of the integral and that tends to 0".
 

Similar threads

  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 7 ·
Replies
7
Views
1K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 9 ·
Replies
9
Views
2K