86 Chapter3 Probability Distributions and Probability Densities
‘TuroreM 3.5. A function can serve as a probability density of a continuous
random variable X if its values, f(x), satisfy the conditionst
1. FQ) 20 for—co 0
Aa {c elsewhere
find k and POS SX $1).
Solution To’satisfy the second condition of Theorem 3.5, we must have
Hae
ce ee
[i sear=f kee M drake: jim SS =f
and it follows that k = 3. For the probability we get
1
possxsp= f 3e7# dx = —e" =-eF 4 e715 50.173 7
5 :
Although the random variable of the preceding example cannot take on negative
values, we artificially extended the domain of its probability density to include all
the real numbers. This is a practice we shall follow throughout this text.
As in the discrete case, there are many problems in which it is of interest to
know the probability that the value of a continuous random variable X is less than or
equal to some real number x. Thus, let us make the following definition analogous
to Definition 3.3.
Dermrtion 3.5. If X is a continuous random variable and the value of its
probability density at t is f (1), then the function given by
Fo) =P(X Sx)
cf f(@)dt — for—co