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Original Title: Continuous Probability Distribution

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Continuous Probability Distribution

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4.4.1 Definitions

Probability distributions of continuous random variables are described by probability

density functions (pdf). A random variable X is continuous if it can take an infinite

number of values and if there is a function, f(x) called the probability function, such that;

1)

f(x)

f(x) dx 1

2)

P(a x b) f ( x )dx

3)

Example 1:

1

16 x

1

1

f ( x)

x

2 16

0

Determine:

0 x4

a)

b)

4 x8

P(3 x 4.8)

P(X > 6)

elsewhere

Solution:

a) P(3 x 4.8)

4

4.8

1

x dx

16

4.8

x2

x

x2

1 1

(

x ) dx

2 16

2(16) 3 2 2(16) 4

4

4 2 3 2 4.8 4.8 2 4 4 2

32 2 32

32 32 2

b)

P(X > 6)

8

1 1

(

x ) dx

2 16

x

x2

(

2 2(16 ) 6

OR

= 1 P(X

4

6)

1

x dx

=1

16

0

1

1

(

)dx

2 16 x

4

8 8 2 6 6 2

2 32 2 32

x2

x

x2

1

(

2(16 ) 0 2 2(16) 4

= 2 1.875 = 0.125

4 2 0 2 6 6 2 4 4 2

1

32 32 2 32 2 32

Example 2:

X is continuous random variable with p.d.f as shown below:

c(2x 3) , 1 x 4

f ( x)

0

, elsew here

b) Calculate P(X 2) and P(1< X < 3)

Solution:

a)

f(x) dx 1

b)

1 2x 2

3x

24 2

2x 2

c

3x 1

2

1

c 4 2 3(4) 12 3(1) 1

c16 12 1 3 1

c[24] 1

1

c

24

c(2x 3)dx 1

24 (2x 3)dx

4

4 2 3( 4) 2 2 3(2)

24

1

28 10 1 18 0.75

24

24

3

c)

1

(2x 3)dx

24

1 2x 2

3x

24 2

3 2 3(3) 12 3(1)

24

1

18 4 1 14 0.583

24

24

Quick check:

The probability density function of random variable X is:

k( x 2 4 x ) , 1 x 3

f (x)

0

, elsew here

b) Determine P(X>2)

If X is a continuous random variable with probability density function f(x), then the

cumulative distribution function (distribution function), F(X) is given by

t

F( t )

f(x) dx

Note that:

1) F(x) = f(x)

2) P(a X b) = P(a < X b)

= P(a X < b)

= P(a < X < b)

= F(b) F(a)

Example 1:

Let Y have the probability density function below:

0.2

f ( y ) 0.2 cy

0

a)

b)

Find c

Find F(y)

1 y 0

0 y 1

elsewhere

Solution:

a)

1

cy 2

0.2 y 1 0.2 y 1

2 0

0.2 (0.2 ) 0 1

2

c

0.4 1

2

c 1.2

0

b) Consider range 1 y 0

t

F(t) =

0.2dy

1

t

0

= 0.2y t1

= 0.2t + 0.2

1.2y 2

= 0.2 0.2y

= 0.2

2

Thus, the cumulative distribution function;

F(y)

0.2y 0.2

2

0.6 y 0.2y 0.2

1

y 1

1 y 0

0 y 1

y 1

Example 2:

The cumulative distribution function of a continuous random variable X is given by

x 1

0

1

x1

1 x 2

4

4

F(x) =

1 ( x 2 x) 1 2 x 3

8

2

1

x3

Find

a)

b)

P(1.5 < X < 2.5)

Solution:

a)

for x < 1

f(x)

d

(0) 0

dx

for 1 x 2

f(x)

d 1

1

1

( x )=

4

dx 4

4

for 2 x 3

f(x)

d

dx

1 2

8 ( x x)

1

1

1

= x

2

4

8

for x 3

f(x)

d

(1) 0

dx

f(x)

1

4

1

1

x

8

4

0

1 x 2

2 x3

elsewhere

b)

= F(2.5) F(1.5)

1

8

1

2

1

4

1

4

OR

2

2.5

1

1

1

dx ( x ) dx

4

4

8

1.5

2.5

= x x 2 x

8 2

4 1.5 8

1

1.5

=

( (2.5 2 ) (2.5)) ( (22 ) (2)) = 0.469

4 8

8

8

8

2

Quick check:

3 x

2

f(x) =

0

1 x 3

otherw ise

b) Find P(X 2).

The expected value of a continuous random variable X is given by:

E( X)

x f(x) dx

E( X )

2

f ( x ) dx

x f ( x ) dx

= x f ( x ) dx

Example 1:

f(y)

3 y 2

0

0 y 1

elsew here

Solution:

V(Y), Variance = E( Y 2 ) E( Y)2

E(Y)

y 3y

dy

1

0

1

E(Y )

3 y 3 dy

3 y 2 dy

0

1

3y 4

=

4 0

3y

dy

3y 5

3

=

5 0 5

3

4

=

3 3

5 4

3

80

Example 2:

X is a continuous random variable with the following probability density function:

f(x)

1

21 (2x 4) 0 x 3

0

elsew here

EXERCISES

1.

ax

1

f ( x ) a(3 x )

2

0

a)

b)

c)

d)

2.

0 x 1

1 x 3

elsew here

Calculate the expected value and standard deviation of X.

Determine the cumulative distribution function, F(t).

Calculate the probability of x between 0.5 and 1.5 using part (c).

The time taken to perform a particular task, t hours, has the probability density function

125 2

0 t 0.6

18 t

25

f (t ) (1 t )

0.6 t 1.0

4

elsewhere

0

a) Determine the probability that the time will be between 24 minutes and 48 minutes.

b) Find the expected time and the standard deviation.

3.

The temperature at which a certain chemical reaction takes place is a continuous random

variable with probability density function

k( 4 x 2 )

f ( x)

0

a)

b)

c)

d)

4.

1 x 2

otherw ise

What is the probability that the temperature at which the reaction takes place at

most 1.5?

What is the expected temperature at which the chemical reaction takes place?

Compute the standard deviation at which the chemical reaction takes place.

0

1 x 1

4

4

F( x )

1 (x 2 x) 1

8

2

1

Find

a)

b)

x 1

1 x 2

2x3

x3

P(1.5 < X < 2.5)

c)

d)

The variance of X

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