Civil Engineering Department: Engineering Statistics (ECIV 2005)

Chapter 2: Random Variables (Cont’d)

Section 2.2: Continuous Random Variables

Problem (1):
A random variable X takes values between 4 and 6 with a probability
density function:
1
𝑓(𝑥) = 𝑓𝑜𝑟 4 ≤ 𝑥 ≤ 6
𝑥 𝑙𝑛(1.5)
𝑓(𝑥) = 0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(a) Make a sketch of the probability density function.
(b) Check that the total area under the probability density function is
equal to 1.
(c) What is P(4.5 ≤ X ≤ 5.5)?
(d) Construct and sketch the cumulative distribution function.

(problem 2.2.2 in textbook)

Solution:

𝒙
𝒇(𝒙)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

6 6 6
1 ln(𝑥)
𝐴𝑟𝑒𝑎 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 𝑃𝐷𝐹 = ∫ 𝑓(𝑥) = ∫ =[ ]
4 4 𝑥 𝑙𝑛(1.5) 𝑙𝑛(1.5) 4

ln(6) ln(4)
=[ − ] = 1.0 (𝑂𝑘)
𝑙𝑛(1.5) 𝑙𝑛(1.5)

≤ ≤ =
5.5 5.5 5.5
1 𝑙𝑛(𝑥)
𝑃(4.5 ≤ 𝑋 ≤ 5.5) = ∫ 𝑓(𝑥) = ∫ =[ ]
4.5 4.5 𝑥 𝑙𝑛(1.5) 𝑙𝑛(1.5) 4.5

ln(5.5) ln(4.5)
=[ − ] = 0.4949
𝑙𝑛(1.5) 𝑙𝑛(1.5)

𝑥 𝑥 𝑋
1 ln(𝑦)
𝐹(𝑥) = ∫ 𝑓(𝑥) = ∫ 𝑑𝑦 = [ ]
4 4 𝑦 𝑙𝑛(1.5) 𝑙𝑛(1.5) 4
ln(𝑋) ln(4)
=[ − ]
𝑙𝑛(1.5) 𝑙𝑛(1.5)
ln(𝑥) − ln(4)
𝐹(𝑥) = 𝑓𝑜𝑟 4 ≤ 𝑥 ≤ 6
ln(1.5)
𝒙
𝑭(𝒙)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (2):
A random variable X takes values between –2 and 3 with a probability
density function:
15 𝑥
+ −2≤𝑥 ≤0
64 64
3
𝑓(𝑥) = + 𝑐𝑥 0≤𝑥≤3
8
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(a) Find the value of c and sketch the probability density function.
(b) What is P(−1 ≤ X ≤ 1)?
(c) Construct and sketch the cumulative distribution function.

(problem 2.2.3 in textbook)

Solution:

0 3
𝐴𝑟𝑒𝑎 𝑢𝑛𝑑𝑒𝑟 𝑡ℎ𝑒 𝑃𝐷𝐹 = ∫ 𝑓(𝑥) + ∫ 𝑓(𝑥)
−2 0
0 3
15 𝑥 3
1.0 = ∫ ( + ) + ∫ ( + 𝑐𝑥)
−2 64 64 0 8
0 3
15 𝑥2 3 𝑐𝑥 2
1.0 = [ 𝑥 + ] +[ 𝑥+ ]
64 128 −2 8 2 0

15 (0)2 15 (−2)2
1.0 = [( (0) + )−( (−2) + )]
64 128 64 128
3 𝑐 × (3)2 3 𝑐 × (0)2
+ [( (3) + ) − ( (0) + )]
8 2 8 2
1
𝑐=−
8
15 𝑥
+ −2≤𝑥 ≤0
64 64
3 𝑥
𝑓(𝑥) = − 0≤𝑥≤3
8 8
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

𝒙
𝒇(𝒙)

− ≤ ≤
0 1
15 𝑥 3 𝑥 69
𝑃(−1 ≤ 𝑋 ≤ 1) = ∫ ( + ) + ∫ ( − ) =
−1 64 64 0 8 8 128

𝑥
15 𝑦 15 𝑥2 7
∫ ( + )= 𝑥+ + −2≤𝑥 ≤0
−2 64 64 64 128 16
𝑥
7 3 𝑦 7 3 𝑥2
𝐹(𝑥) = +∫ ( − )= + 𝑥− 0≤𝑥≤3
16 0 8 8 16 8 16
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝒙
𝑭(𝒙)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (3):
A random variable X takes values between 0 and 4 with a cumulative
distribution function:
𝑥2
𝐹(𝑥) = 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 4
16
(a) Sketch the cumulative distribution function.
(b) What is P(X ≤ 2)?
(c) What is P(1 ≤ X ≤ 3)?
(d) Construct and sketch the probability density function.

(problem 2.2.4 in textbook)

Solution:

𝒙
𝑭(𝒙)

≤ = ≤
22
𝐹(𝑋 = 2) = = 0.25
16

≤ ≤ = = ≤ ≤
32 12
𝑃(1 ≤ 𝑋 ≤ 3) = 𝐹(𝑋 = 3) − 𝐹(𝑋 = 1) = − = 0.50
16 16

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

𝑑𝐹(𝑥) 𝑑(𝑥 2 /16) 2𝑥 𝑥

𝑓(𝑥) = = = = 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 4
𝑑𝑥 𝑑𝑥 16 8
𝒙
𝒇(𝒙)

Problem (4):
A random variable X takes values between 0 and ∞ with a cumulative
distribution function:
𝐹(𝑥) = 𝐴 + 𝐵𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
(a) Find the values of A and B and sketch the cumulative distribution
function.
(b) What is P(2 ≤ X ≤ 3)?
(c) Construct and sketch the probability density function.

(problem 2.2.5 in textbook)

Solution:

𝐹(∞) = 1.0
𝐴 + 𝐵 𝑒 −𝑥 = 1.0
𝐴 = 1.0
𝐹(0) = 0.0
𝐴 + 𝐵 𝑒 −𝑥 = 0.0

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

1 + 𝐵 = 0.0
𝐵 = −1.0

𝐹(𝑥) = 1 − 𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
𝒙
𝑭(𝒙)

≤ ≤ = = ≤ ≤
𝑃(2 ≤ 𝑋 ≤ 3) = 𝐹(𝑋 = 3) − 𝐹(𝑋 = 2)
= (1 − 𝑒 −3 ) − (1 − 𝑒 −2 )
= 0.9502 − 0.8647 = 0.0855

𝑑𝐹(𝑥) 𝑑(1 − 𝑒 −𝑥 )
𝑓(𝑥) = = = 𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
𝑑𝑥 𝑑𝑥

𝑓(𝑥) = 𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
𝒙
𝒇(𝒙)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (5):
A random variable X takes values between 0 and ∞ with a cumulative
distribution function:

𝐹(𝑥) = 𝐴 + 𝐵𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
(a) Find the value of both A and B.
(b) What is the probability that the random variable X takes a value
between 1 and 7.
(c) Find the probability density function.

(Question 4 (7 points): in Midterm Exam 2010)

Solution:

𝐹(∞) = 1.0
𝐴 + 𝐵 𝑒 −𝑥 = 1.0
𝐴 = 1.0
𝐹(0) = 0.0
𝐴 + 𝐵𝑒 −𝑥 = 0.0
1 + 𝐵 = 0.0
𝐵 = −1.0

𝐹(𝑥) = 1 − 𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

𝒙
𝑭(𝒙)

≤ ≤ = = ≤ ≤
𝑃(1 ≤ 𝑋 ≤ 7) = 𝐹(𝑋 = 7) − 𝐹(𝑋 = 1)
= (1 − 𝑒 −7 ) − (1 − 𝑒 −1 )
= 0.9991 − 0.6321 = 0.3670

𝑑𝐹(𝑥) 𝑑(1 − 𝑒 −𝑥 )
𝑓(𝑥) = = = 𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
𝑑𝑥 𝑑𝑥

𝑓(𝑥) = 𝑒 −𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ ∞
𝒙
𝒇(𝒙)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (6):
Suppose that the random variable X is the time taken by a garage to
service a car. These times are distributed between 0 and 10 hours with a
cumulative distribution function:
𝐹(𝑥) = 𝐴 + 𝐵 𝑙𝑛(3𝑥 + 2) 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 10.
(a) Find the values of A and B and sketch the cumulative distribution
function.
(b) What is the probability that a repair job takes longer than two
hours?
(c) Construct and sketch the probability density function.

(problem 2.2.7 in textbook)

Solution:

𝐹(10) = 1.0
𝐴 + 𝐵 𝑙𝑛(3 × 10 + 2) = 1.0
𝐴 + 𝐵 ln(32) = 1.0
𝐹(0) = 0.0
𝐴 + 𝐵 𝑙𝑛(3 × 0 + 2) = 0.0
𝐴 + 𝐵 ln(2) = 0.0

𝐴 = −0.25

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 Civil Engineering Department: Engineering Statistics (ECIV 2005)

𝐵 = 0.3607

𝐹(𝑥) = −0.25 + 0.3607 𝑙𝑛(3𝑥 + 2) 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 10

𝒙
𝑭(𝒙)

≤
𝑃(𝑋 > 2) = 1 − 𝐹(𝑋 = 2)
= 1 − [−0.25 + 0.3607 𝑙𝑛(3 × 2 + 2)]
= 1 − 0.5007 = 0.4993

𝑑𝐹(𝑥) 𝑑(−0.25 + 0.3607 𝑙𝑛(3𝑥 + 2)) 0.3607 × 3

𝑓(𝑥) = = =
𝑑𝑥 𝑑𝑥 3𝑥 + 2
1.0821
𝑓(𝑥) = 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 10
3𝑥 + 2
𝒙
𝒇(𝒙)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (7):
The resistance X of an electrical component has a probability density
function:
𝑓 (𝑥) = 𝐴𝑥(130 − 𝑥 2 )
for resistance values in the range 10 ≤ x ≤ 11.
(a) Calculate the value of the constant A.
(b) Calculate the cumulative distribution function.
(c) What is the probability that the electrical component has a
resistance between 10.25 and 10.5?

(problem 2.2.11 in textbook)

Solution:

11 11
𝐴𝑟𝑒𝑎 𝑢𝑛𝑑𝑒𝑟 𝑃𝐷𝐹 = ∫ 𝑓 (𝑥) = ∫ 𝐴𝑥(130 − 𝑥 2 ) = 1.0
10 10
11
∫ (130𝐴𝑥 − 𝑥 2 𝐴𝑥) = 1.0
10
11
130𝐴𝑥 2 𝐴𝑥 4
[ − ] = 1.0
2 4 10

130𝐴(11)2 𝐴(11)4 130𝐴(10)2 𝐴(10)4

[ − ]−[ − ] = 1.0
2 4 2 4

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

4
𝐴=
819

4𝑥
𝑓(𝑥) = (130 − 𝑥 2 ) 𝑓𝑜𝑟 10 ≤ 𝑥 ≤ 11
819

𝑥 𝑥
4𝑦
𝐹(𝑥) = ∫ 𝑓(𝑥) = ∫ (130 − 𝑦 2 )
10 10 819
𝑥
4 2 4 4
130 ( 𝑦 𝑦
𝐹(𝑥) = [ 819) − (819) ]
2 4
10

4 4
130 ( ) 𝑥2 ( ) 𝑥 4 16000
𝐹(𝑥) = 819 − 819 − 𝑓𝑜𝑟 10 ≤ 𝑥 ≤ 11
2 4 819

≤ ≤ ≤ ≤
𝑃(10.25 ≤ 𝑋 ≤ 10.5) = 𝐹(𝑋 = 10.5) − 𝐹(𝑋 = 10.25)
= 𝑓(𝑋 ≤ 10.5) − 𝑓(𝑋 ≤ 10.25)
4 4
130 ( ) 10.52 ( ) 10.54 16000
=( 819 − 819 − )
2 4 819
4 4
130 ( ) 10.252 ( ) 10.254 16000
−( 819 − 819 − )
2 4 819

= 0.6226 − 0.3396
= 0.2830

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (8):
The resistance X of an electrical component has a probability density
function:
𝑓 (𝑥) = 𝐴(2𝑥 + 1) 𝑓𝑜𝑟 1 ≤ 𝑥 ≤ 2
(a) Find the value of A?
(b) Find the cumulative ditribution function?

(Question 1: in Midterm Exam 2005)

Solution:

2 2
∫ 𝑓 (𝑥) = ∫ 𝐴(2𝑥 + 1) = 1.0
1 1

[𝐴(𝑥 2 + 𝑥)]12 = 1.0

[𝐴(22 + 2) − 𝐴(12 + 1)] = 1.0
1
𝐴=
4
1
𝑓(𝑥) = (2𝑥 + 1) 𝑓𝑜𝑟 1 ≤ 𝑥 ≤ 2
4

𝑥
1 1 1
𝐹(𝑥) = ∫ (2𝑦 + 1) = (𝑥 2 + 𝑥) −
1 4 4 2
𝒙
𝑭(𝒙)

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