6/11/2015

Chapter 3 (Week 4)
Continuous Random
Variable
Dr.Rajalingam
L2- Continuous random variable
Remark – Refer to chapter 3

CONTINUOUS RANDOM
VARIABLES
Learning Objectives:

At the end of the lecture, you will be able to :

- describe continuous random variables

- calculate their probability distribution and their

cumulative distribution

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CONTINUOUS RANDOM VARIABLE

•A CONTINUOUS random variable is a random variable
with an interval of real numbers for its range.

The probability density function f(x) of a continuous

r.v. is used to determine probabilities from areas as
follows:

b
P ( a  X  b )   f ( x ) dx
a

CONTINUOUS RANDOM VARIABLE

 The properties of the probability density function f(x)
are:
i ) f ( x)  0

ii )  f ( x)  1


 If X is continuous r.v., for any x1 and x2,

P( x1  X  x 2 )  P( x1  X  x2 )  P( x1  X  x2 )  P( x1  X  x2 )

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CUMULATIVE DISTRIBUTION FUNCTION

The cumulative distribution F(x) of a continuous random

variable X with probability density function f(x) is

x
F(x) = P(X  x)   f ( x)dx for -  x  


MEAN AND VARIANCE - Continuous R.V

Mean or expected value is

E( X )   X    

x f ( x ) dx

Variance of X is given as
 
  V ( X )   ( x   ) f ( x)dx   x 2 f ( x)dx   2
2 2

 

Standard deviation of X is  .
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Example 1

Suppose that X is a continuous random variable having the

probability density function

kx 2 for 1  x  1
f (x)  
0, elsewhere
Question

 (i) Find the value of constant k,

 (ii) Find P(-0.5<X<0.5)
 (iii) Determine x such that P( X > x) = 0.5
 (iv) Determine the mean and the variance of X
 (v) Determine the CDF of X.

kx 2 for 1  x  1
f (x)  
0, elsewhere

(i) Find the value of constant k,

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(ii) Find P(-0.5<X<0.5)

(iii) Determine x such that P( X > x) = 0.5

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(iv) Determine the mean and the variance of X

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(v) Determine the CDF of X.

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Exercise
Find the cumulative probability distribution of X given that the
density function is
k (1  x 4 ), for 0  x 1
f ( x)  
0, elsewhere

Find
• the value of constant k;
• the cdf, F(x); DYS
• P(0.25 < X < 0.5)
• the mean of X; and
• the variance of X.

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END

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