Continuous Probability Distributions

Let 𝑋 be a continuous random variable and x a specific value of the random

variable 𝑋. The cumulative distribution function, 𝐹 (𝑥), for a continuous random
variable 𝑋 expresses the probability that 𝑋 doesn’t exceed the value of 𝑥, as a function
of 𝑥. That is, 𝐹 (𝑥) = 𝑃{𝑋 ≤ 𝑥} = 𝑃 {𝑋 < 𝑥}

Note: For continuous random variables it doesn’t matter whether we write “less than”
or “less than or equal to” because the probability that 𝑋 is precisely equal to 𝑥 is 0.

Definition:
Continuous probability distribution is a type of distribution that deals
with continuous types of data or random variables. The continuous random
variables deal with different kinds of distributions.

The function 𝑓(𝑥) is a probability density function (pdf) for the continuous
random variable 𝑋, defined over the set of real numbers, if
1. 𝑓(𝑥) ≥ 0, for all 𝑥 ∈ 𝑅.
∞
2. ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1.
𝑏
3. 𝑃(𝑎 < 𝑋 < 𝑏) = ∫𝑎 𝑓(𝑥)𝑑𝑥.

Example 1:
Suppose that the error in the reaction temperature, in ℃, for a controlled
laboratory experiment is a continuous random variable 𝑋 having the probability
density function

𝑥2
−1 < 𝑥 < 2,
𝑓(𝑥) = { 3 ,
0 elsewhere.

(a) Verify that 𝑓(𝑥) is a density function.

(b) Find 𝑃(0 < 𝑋 ≤ 1)

Solution:
We use the definition of pdf above.
(a) Obviously, 𝑓(𝑥) ≥ 0. To verify condition 2 in the definition of pdf above,
we have
 ∞ 2
𝑥2 𝑥3 2 8 1
∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑑𝑥 = | = + = 1.
−∞ −1 3 9 −1 9 9
(b) Using formula 3 in definition of pdf above, we obtain
1 2
𝑥 𝑥3 1 1
𝑃(0 < 𝑋 ≤ 1 = ∫ 𝑑𝑥 = | =
2 3 9 0 9

Exercises:

1. A continuous random variable say Y is following uniform distribution such

that the probability between 4 and 9 is “r”, find the value of “r”.

2. For a given probability function 𝑓 (𝑥) = 𝑥 2 − 2, if 𝑥 ≥ 1. Find 𝑃 (𝑥 ≤ 2).