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9d38b76
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refine text on probability density functions and their properties.

Browse files
probability/16_continuous_distribution.py CHANGED
@@ -14,7 +14,7 @@
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  import marimo
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- __generated_with = "0.11.26"
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  app = marimo.App(width="medium")
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@@ -26,7 +26,9 @@ def _(mo):
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  _This notebook is a computational companion to ["Probability for Computer Scientists"](https://chrispiech.github.io/probabilityForComputerScientists/en/part2/continuous/), by Stanford professor Chris Piech._
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29
- So far, all the random variables we've explored have been discrete, taking on only specific values (usually integers). Now we'll move into the world of **continuous random variables**, which can take on any real number value. Continuous random variables are used to model measurements with arbitrary precision like height, weight, time, and many natural phenomena.
 
 
30
  """
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  )
32
  return
@@ -38,20 +40,17 @@ def _(mo):
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  r"""
39
  ## From Discrete to Continuous
40
 
41
- To make the transition from discrete to continuous random variables, let's start with a thought experiment:
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-
43
- > Imagine you're running to catch a bus. You know you'll arrive at 2:15pm, but you don't know exactly when the bus will arrive. You want to model the bus arrival time (in minutes past 2pm) as a random variable $T$ so you can calculate the probability that you'll wait more than five minutes: $P(15 < T < 20)$.
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- This immediately highlights a key difference from discrete distributions. For discrete distributions, we described the probability that a random variable takes on exact values. But this doesn't make sense for continuous values like time.
46
 
47
- For example:
48
 
 
49
  - What's the probability the bus arrives at exactly 2:17pm and 12.12333911102389234 seconds?
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- - What's the probability of a child being born weighing exactly 3.523112342234 kilograms?
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52
- These questions don't have meaningful answers because real-world measurements can have infinite precision. The probability of a continuous random variable taking on any specific exact value is actually zero!
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-
54
- ### Visualizing the Transition
55
 
56
  Let's visualize this transition from discrete to continuous:
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  """
@@ -150,44 +149,43 @@ def _(mo):
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  r"""
151
  ## Probability Density Functions
152
 
153
- In the world of discrete random variables, we used **Probability Mass Functions (PMFs)** to describe the probability of a random variable taking on specific values. In the continuous world, we need a different approach.
154
 
155
- For continuous random variables, we use a **Probability Density Function (PDF)** which defines the relative likelihood that a random variable takes on a particular value. We traditionally denote the PDF with the symbol $f$ and write it as:
156
 
157
  $$f(X=x) \quad \text{or simply} \quad f(x)$$
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159
- Where the lowercase $x$ implies that we're talking about the relative likelihood of a continuous random variable which is the uppercase $X$.
160
 
161
  ### Key Properties of PDFs
162
 
163
- A **Probability Density Function (PDF)** $f(x)$ for a continuous random variable $X$ has these key properties:
164
 
165
- 1. The probability that $X$ takes a value in the interval $[a, b]$ is:
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  $$P(a \leq X \leq b) = \int_a^b f(x) \, dx$$
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169
- 2. The PDF must be non-negative everywhere:
170
 
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  $$f(x) \geq 0 \text{ for all } x$$
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173
- 3. The total probability must sum to 1:
174
 
175
  $$\int_{-\infty}^{\infty} f(x) \, dx = 1$$
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177
- 4. The probability that $X$ takes any specific exact value is 0:
178
 
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  $$P(X = a) = \int_a^a f(x) \, dx = 0$$
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181
- This last property highlights a key difference from discrete distributions: the probability of a continuous random variable taking on an exact value is always 0. Probabilities only make sense when talking about ranges of values.
182
-
183
- ### Caution: Density ≠ Probability
184
 
185
- A common misconception is to think of $f(x)$ as a probability. It is instead a **probability density**, representing probability per unit of $x$. The values of $f(x)$ can actually exceed 1, as long as the total area under the curve equals 1.
186
 
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- The interpretation of $f(x)$ is only meaningful when:
188
 
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- 1. We integrate over a range to get a probability, or
190
- 2. We compare densities at different points to determine relative likelihoods.
 
191
  """
192
  )
193
  return
@@ -665,16 +663,18 @@ def _(fig_to_image, mo, np, plt, sympy):
665
  # Detailed calculations for our example
666
  _calculations = mo.md(
667
  f"""
668
- ### Calculating Expectation and Variance for Our Example
669
 
670
- Let's calculate the expectation and variance for the PDF:
 
 
671
 
672
  $$f(x) = \\begin{{cases}}
673
  \\frac{{3}}{{8}}(4x - 2x^2) & \\text{{when }} 0 < x < 2 \\\\
674
  0 & \\text{{otherwise}}
675
  \\end{{cases}}$$
676
 
677
- #### Expectation Calculation
678
 
679
  $$E[X] = \\int_{{-\\infty}}^{{\\infty}} x \\cdot f(x) \\, dx = \\int_0^2 x \\cdot \\frac{{3}}{{8}}(4x - 2x^2) \\, dx$$
680
 
@@ -684,9 +684,9 @@ def _(fig_to_image, mo, np, plt, sympy):
684
 
685
  $$E[X] = \\frac{{3}}{{8}} \\cdot \\frac{{32 - 12}}{{3}} = \\frac{{3}}{{8}} \\cdot \\frac{{20}}{{3}} = \\frac{{20}}{{8}} = {E_X}$$
686
 
687
- #### Variance Calculation
688
 
689
- First, we need $E[X^2]$:
690
 
691
  $$E[X^2] = \\int_{{-\\infty}}^{{\\infty}} x^2 \\cdot f(x) \\, dx = \\int_0^2 x^2 \\cdot \\frac{{3}}{{8}}(4x - 2x^2) \\, dx$$
692
 
@@ -696,11 +696,11 @@ def _(fig_to_image, mo, np, plt, sympy):
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697
  $$E[X^2] = \\frac{{3}}{{8}} \\cdot \\frac{{20 - 64/5}}{{1}} = {E_X2}$$
698
 
699
- Now we can calculate the variance:
700
 
701
  $$\\text{{Var}}(X) = E[X^2] - (E[X])^2 = {E_X2} - ({E_X})^2 = {Var_X}$$
702
 
703
- Therefore, the standard deviation is $\\sqrt{{\\text{{Var}}(X)}} = {Std_X}$.
704
  """
705
  )
706
  mo.vstack([_img, _calculations])
@@ -779,7 +779,7 @@ def _(mo):
779
  return
780
 
781
 
782
- @app.cell
783
  def _(mo):
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  mo.md(r"""Appendix code (helper functions, variables, etc.):""")
785
  return
@@ -971,7 +971,6 @@ def _(np, plt, sympy):
971
  1. Total probability: ∫₀² {C}(4x - 2x²) dx = {total_prob}
972
  2. P(X > 1): ∫₁² {C}(4x - 2x²) dx = {prob_gt_1}
973
  """
974
-
975
  return create_example_pdf_visualization, symbolic_calculation
976
 
977
 
 
14
 
15
  import marimo
16
 
17
+ __generated_with = "0.12.6"
18
  app = marimo.App(width="medium")
19
 
20
 
 
26
 
27
  _This notebook is a computational companion to ["Probability for Computer Scientists"](https://chrispiech.github.io/probabilityForComputerScientists/en/part2/continuous/), by Stanford professor Chris Piech._
28
 
29
+ Continuous distributions are what we need when dealing with random variables that can take any value in a range, rather than just discrete values.
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+
31
+ The key difference here is that we work with probability density functions (PDFs) instead of probability mass functions (PMFs). It took me a while to really get this - the PDF at a point isn't actually a probability, but rather a density.
32
  """
33
  )
34
  return
 
40
  r"""
41
  ## From Discrete to Continuous
42
 
43
+ Making the jump from discrete to continuous random variables requires a fundamental shift in thinking. Let me walk you through a thought experiment:
 
 
44
 
45
+ > You're rushing to catch a bus. You know you'll arrive at 2:15pm, but the bus arrival time is uncertain. If you model the bus arrival time (in minutes past 2pm) as a random variable $T$, how would you calculate the probability of waiting more than five minutes: $P(15 < T < 20)$?
46
 
47
+ This highlights a crucial difference from discrete distributions. With discrete distributions, we calculated probabilities for exact values, but this approach breaks down with continuous values like time.
48
 
49
+ Consider these questions:
50
  - What's the probability the bus arrives at exactly 2:17pm and 12.12333911102389234 seconds?
51
+ - What's the probability a newborn weighs exactly 3.523112342234 kilograms?
52
 
53
+ These questions have no meaningful answers because continuous measurements can have infinite precision. In the continuous world, the probability of a random variable taking any specific exact value is actually zero!
 
 
54
 
55
  Let's visualize this transition from discrete to continuous:
56
  """
 
149
  r"""
150
  ## Probability Density Functions
151
 
152
+ While discrete random variables use Probability Mass Functions (PMFs), continuous random variables require a different approach Probability Density Functions (PDFs).
153
 
154
+ A PDF defines the relative likelihood of a continuous random variable taking particular values. We typically denote this with $f$ and write it as:
155
 
156
  $$f(X=x) \quad \text{or simply} \quad f(x)$$
157
 
158
+ Where the lowercase $x$ represents a specific value our random variable $X$ might take.
159
 
160
  ### Key Properties of PDFs
161
 
162
+ For a PDF $f(x)$ to be valid, it must satisfy these properties:
163
 
164
+ 1. The probability that $X$ falls within interval $[a, b]$ is:
165
 
166
  $$P(a \leq X \leq b) = \int_a^b f(x) \, dx$$
167
 
168
+ 2. Non-negativity — the PDF can't be negative:
169
 
170
  $$f(x) \geq 0 \text{ for all } x$$
171
 
172
+ 3. Total probability equals 1:
173
 
174
  $$\int_{-\infty}^{\infty} f(x) \, dx = 1$$
175
 
176
+ 4. The probability of any exact value is zero:
177
 
178
  $$P(X = a) = \int_a^a f(x) \, dx = 0$$
179
 
180
+ This last property reveals a fundamental difference from discrete distributions with continuous random variables, probabilities only make sense for ranges, not specific points.
 
 
181
 
182
+ ### Important Distinction: Density Probability
183
 
184
+ One common mistake is interpreting $f(x)$ as a probability. It's actually a **density** — representing probability per unit of $x$. This is why $f(x)$ values can exceed 1, provided the total area under the curve equals 1.
185
 
186
+ The true meaning of $f(x)$ emerges only when:
187
+ 1. We integrate over a range to obtain an actual probability, or
188
+ 2. We compare densities at different points to understand relative likelihoods.
189
  """
190
  )
191
  return
 
663
  # Detailed calculations for our example
664
  _calculations = mo.md(
665
  f"""
666
+ ### Computing Expectation and Variance
667
 
668
+ > _Note:_ The following mathematical derivation is included as reference material. The credit for this approach belongs to ["Probability for Computer Scientists"](https://chrispiech.github.io/probabilityForComputerScientists/en/part2/continuous/) by Chris Piech.
669
+
670
+ Let's work through the calculations for our PDF:
671
 
672
  $$f(x) = \\begin{{cases}}
673
  \\frac{{3}}{{8}}(4x - 2x^2) & \\text{{when }} 0 < x < 2 \\\\
674
  0 & \\text{{otherwise}}
675
  \\end{{cases}}$$
676
 
677
+ #### Finding the Expectation
678
 
679
  $$E[X] = \\int_{{-\\infty}}^{{\\infty}} x \\cdot f(x) \\, dx = \\int_0^2 x \\cdot \\frac{{3}}{{8}}(4x - 2x^2) \\, dx$$
680
 
 
684
 
685
  $$E[X] = \\frac{{3}}{{8}} \\cdot \\frac{{32 - 12}}{{3}} = \\frac{{3}}{{8}} \\cdot \\frac{{20}}{{3}} = \\frac{{20}}{{8}} = {E_X}$$
686
 
687
+ #### Computing the Variance
688
 
689
+ We first need $E[X^2]$:
690
 
691
  $$E[X^2] = \\int_{{-\\infty}}^{{\\infty}} x^2 \\cdot f(x) \\, dx = \\int_0^2 x^2 \\cdot \\frac{{3}}{{8}}(4x - 2x^2) \\, dx$$
692
 
 
696
 
697
  $$E[X^2] = \\frac{{3}}{{8}} \\cdot \\frac{{20 - 64/5}}{{1}} = {E_X2}$$
698
 
699
+ Now we calculate variance using the formula $Var(X) = E[X^2] - (E[X])^2$:
700
 
701
  $$\\text{{Var}}(X) = E[X^2] - (E[X])^2 = {E_X2} - ({E_X})^2 = {Var_X}$$
702
 
703
+ This gives us a standard deviation of $\\sqrt{{\\text{{Var}}(X)}} = {Std_X}$.
704
  """
705
  )
706
  mo.vstack([_img, _calculations])
 
779
  return
780
 
781
 
782
+ @app.cell(hide_code=True)
783
  def _(mo):
784
  mo.md(r"""Appendix code (helper functions, variables, etc.):""")
785
  return
 
971
  1. Total probability: ∫₀² {C}(4x - 2x²) dx = {total_prob}
972
  2. P(X > 1): ∫₁² {C}(4x - 2x²) dx = {prob_gt_1}
973
  """
 
974
  return create_example_pdf_visualization, symbolic_calculation
975
 
976