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Continuous Ran Var
Continuous Ran Var
x
x
f(x) f(x)
x x
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3
interval, it is always possible to extend the interval to include the entire set
of real numbers by defining f(x) to be zero at all points in the extended
portions of the interval. The probability that X assumes a value between a
and b is given by
Pa X b f ( x)dx .
b
f(x)
P( a < X < b )
3. Pa X b a f ( x)dx .
b
x2
1 x 2
3
f ( x)
0 elsewhere
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F ( x) Pt x
x
f (t )dt for x .
Example 3.7: For the density function of Example 3.11 find F(x).
2. f x, y 1,
x y
3. P (x = a, y = b) = f (a,b).
For any region A in the xy plane, P[(x,y) A] = A f x, y .
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Example 3.14 (p.92) : Two refills for a ballpoint pen are selected at random
from a box that contains 3 blue refills, 2 red refills, and 3 green refills. If X is
the number of blue refills and Y is the number of red refills selected, find
the (a) the joint probability function f(x,y), and (b) P [(X,Y) A] , where A is
the region {(x,y) | x + y < 1}. ANS 9/14
Definition 3.9 (p.93): The function f(x,y) is a joint density function of the
continuous random variables x and y if
𝑓(𝑥,𝑦)
𝑓(𝑥 |𝑦) = , ℎ(𝑦) > 0.
ℎ(𝑦)
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𝑏
𝑃(𝑎 < 𝑦 < 𝑏|𝑥 = 𝑐) = ∫ 𝑓(𝑦|𝑥)𝑑𝑦
𝑎
2
𝑓(𝑥, 𝑦) = { (𝑥 + 2𝑦) , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1,
3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Ans: b) 1/6
c) g(x)= 2/3 (x+1)
d) f(ylx)=(x+2y)/(x+1)
f(ylx=1/4) = (1+8y)/5
𝑃(0 ≤ 𝑦 ≤ 0.5|𝑥 = 0.25)=3/10
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f(x,y) x=
1 2 3
1 0.05 0.05 0.1
y= 2 0.05 0.1 0.35
3 0 0.2 0.1
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SW
#1: The total number of hrs, measured in units of 100 hrs, that a family runs
a vacuum cleaner over a period of one year is a continuous random
variable X that has the density function
𝑥, 0<𝑥<1
𝑓(𝑥) = {2 − 𝑥, 1 ≤ 𝑥 ≤ 2.
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the probability that over a period of one year, a family runs their
vacuum cleaner
a) less than 120 hrs; ANS. 17/25
b) between 50 and 100 hrs. ANS 3/8
#2: Determine the value c so that each of the following the given function
can serve as a probability distribution of the discrete random variable X:
(a) f(x) = c(x2 + 4), for x = 0, 1, 2, 3; ANS 1/30
(b) Find f(2). ANS 4/15
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SEATWORK
3.43 p102, Walpole: Let X denote the reaction time, in seconds, to a certain
stimulus and Y denote the temperature (oF) at which a certain reaction
starts to take place. Suppose that two random variables X and Y have the
joint density
4𝑥𝑦, 0 < 𝑥 < 1, 0 < 𝑦 < 1,
𝑓(𝑥, 𝑦) = { .
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1 1 1
Find: 𝑃 (0 ≤ 𝑋 ≤ 𝑎𝑛𝑑 ≤ 𝑌 ≤ ) and P(x>0.5, y>0.5)
2 4 2
#2: Let X denote the number of times a certain numerical control machine
will malfunction: 1, 2, or 3 times a given day. Let Y denote the number of
times a technician is called an emergency call. Their joint probability
function is given as follows.
f(x,y) x=
1 2 3
1 0.05 0.05 0.1
y= 2 0.05 0.1 0.35
3 0 0.2 0.1
Find: P(x<y) and P(x+y>1).
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c) .
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Seatwork:
3.7 p88, Walpole: The total number of hrs, measured in
units of 100 hrs, that a family runs a vacuum cleaner
over a period of one year is a continuous random
variable X that has the density function
𝑥, 0<𝑥<1
𝑓 (𝑥 ) = {2 − 𝑥, 1 ≤ 𝑥 ≤ 2.
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the probability that over a period of one year, a family
runs their vacuum cleaner
a) less than 120 hrs; b) bet. 50 and 100 hrs
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