Continuous Random Variables and Probability Distributions

  • Jay L. Devore
  • Kenneth N. Berk
Part of the Springer Texts in Statistics book series (STS)


As mentioned at the beginning of Chapter 3, the two important types of random variables are discrete and continuous. In this chapter, we study the second general type of random variable that arises in many applied problems. Sections 4.1 and 4.2 present the basic definitions and properties of continuous random variables, their probability distributions, and their moment generating functions. In Section 4.3, we study in detail the normal random variable and distribution, unquestionably the most important and useful in probability and statistics. Sections 4.4 and 4.5 discuss some other continuous distributions that are often used in applied work. In Section 4.6, we introduce a method for assessing whether given sample data is consistent with a specified distribution. Section 4.7 discusses methods for finding the distribution of a transformed random variable.


  1. Bury, Karl, Statistical Distributions in Engineering, Cambridge University Press, Cambridge, England, 1999. A readable and informative survey of distributions and their properties.Google Scholar
  2. Johnson, Norman, Samuel Kotz, and N. Balakrishnan, Continuous Univariate Distributions, vols. 1–2, Wiley, New York, 1994. These two volumes together present an exhaustive survey of various continuous distributions.Google Scholar
  3. Nelson, Wayne, Applied Life Data Analysis, Wiley, New York, 1982. Gives a comprehensive discussion of distributions and methods that are used in the analysis of lifetime data.CrossRefGoogle Scholar
  4. Olkin, Ingram, Cyrus Derman, and Leon Gleser, Probability Models and Applications (2nd ed.), Macmillan, New York, 1994. Good coverage of general properties and specific distributions.Google Scholar

Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.Statistics DepartmentCalifornia Polytechnic State UniversitySan Luis ObispoUSA
  2. 2.Department of MathematicsIllinois State UniversityNormalUSA

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