Lesson No.5.

Continuous Random Variable

1. A probability density function (PDF) such that


 cx2 0<x<3
fX (x) =
0 otherwise

(a) Find the constant c?

(b) Compute P (1 < X < 2)?

(c) Find the CDF for the random variable X?

(d) Use the result of (c) to find P (1 < X ≤ 2)?

2. Alice’s driving time to work is between 15 and 20 minutes if the day is sunny, and
between 20 and 25 minutes if the day is rainy, with all time being equally likely in
each case. Assume that a day is sunny with probability 2/3 and rainy with probability
1/3. What is the PDF of the driving time, viewed as a random variable X?
c
3. A random variable X has the PDF fX (x) = , where −∞ < x < ∞.
x2 + 1
(a) Find the value of the constant c?

(b) Find the probability that X 2 lies between 1/3 and 1?

(c) Find the CDF of X?

4. The CDF for a random variable X is


 1 − e−2x x≥0
FX (x) =
0 x<0

(a) Find the probability density function?

(b) Find the probability that X > 2?

(c) Find the probability that −3 < X ≤ 4?

5. The probability density function of X, the lifetime of a certain type of electronic device
(measured in hours), is given by


 10/x2 x > 10
fX (x) =
0 x ≤ 10

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 (a) Find P (X > 20)?

(b) What is the cumulative distribution function of X?

(c) What is the probability that of 6 such types of devices at least 3 will function for
at least 15 hours?

6. Let X have the PDF,

λ −λ|x|
fX (x) = e
2
where λ is a positive scalar. Verify that fX satisfes the normalization condition, and
evaluate the mean and variance of X?

7. A continuous random variable X has PDF given by


 2e−2x x>0
fX (x) =
0 x≤0

(a) Find E[X], E[X 2 ]?

(b) Find the variance and the standard deviation for the random variable of X?

8. The density function of X is given by


 a + bx2 0≤x≤1
fX (x) =
0 otherwise

If E[X] = 3/5, find a and b?

9. The lifetime in hours of an electronic tube is a random variable having a probability

density function given by fX (x) = xe−x with x ≥ 0. Compute the expected value
lifetime of such a tube?

10. The lifetime of an automobile battery is described by a random variable X having

negative exponential distribution with parameter λ = 1/3.

(a) Determine the expected lifetime of the battery, then find the variance and the
standard deviation of random variable X?

(b) Calculate the probability that the lifetime will be between 2 and 4 time units?

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11. The annual snowfall at a particular geographic location is modeled as a normal random
variable with a mean of µ = 60 inches and a standard deviation of σ = 20. What is
the probability that this year’s snowfall will be at least 80 inches?