Engineering statistic

The names of the students participating in the report (G-

5):
• Noor alhuda ali
• Hussain Mohammed abd alamir
• Haneen kazem aboudi
• Hassan Hattab

Department of chemical Engineering

The Second stage

The subject of the report: continues random variables

Under the supervision of dr: Ghazwan Nuri

Continues random variables:
A continuous random variable is a random variable
where the data can take infinitely many values. For
example, a random variable measuring the time taken
for something to be done is continuous since there are
an infinite number of possible times that can be taken.
For any continuous random variable with probability
density function f(x), we have that:

This is a useful fact.

For a discrete random variable X the probability that X
assumes one of its possible values on a single trial of the
experiment makes good sense. This is not the case for a
continuous random variable. With continuous random
variables one is concerned not with the event that the
variable assumes a single particular value, but with the
event that the random variable assumes a value in a
particular interval

Example:
X is a continuous random variable with probability
density function given by f(x) = cx for 0 ≤ x ≤ 1, where c is
a constant. Find c.
Sol/If we integrate f(x) between 0 and 1 we get c/2.
Hence c/2 = 1 (from the useful fact above!), giving c = 2.

Cumulative Distribution Function (c.d.f.)

If X is a continuous random variable with p.d.f. f(x)
defined on a ≤ x ≤ b, then the cumulative distribution
function (c.d.f.), written F(t) is given by:

So the c.d.f. is found by integrating the p.d.f. between

the minimum value of X and t.

Similarly, the probability density function of a continuous
random variable can be obtained by differentiating the
cumulative distribution.
The c.d.f. can be used to find out the probability of a
random variable being between two values:
P(s ≤ X ≤ t) = the probability that X is between s and t.
But this is equal to the probability that X ≤ t minus the
probability that X ≤ s
[We want the probability that X is in the red area:]

Hence:
• P(s ≤ X ≤ t) = P(X ≤ t) – P(X ≤ s) = F(t) – F(s)

Examples on continues random variables:

Ex1/The continuous random variable Y has cumulative
distribution function F(y) given by:
• Show that k=1/18

• Find P(Y > 1.5).

• Specify fully the probability density function f(y).
Sol/
)a) K (2^4 + 2^2 – 2)=1
K=1/18
(b)1 – F(1.5) =1 – 1/18 (1.5^4 + 1.5^2 – 2)
= 0.705 or 203/288
(c) f(x)= }1/9 (2y^3 + y). 1<y<2
0{

Ex2/Let X be a continuous random variable with

• Find P(X≤2/3|X>1/3).
Sol/ We have

Ex3/Let X be a continuous random variable with

Sol/ First, we note that RY=[0,∞). For y∈[0,∞), we have

References:
1. Bertsekas, Dimitri P" Introduction to
Probability" (2002) : ch-3 (pages 1-4)
2. Hossein Pishro-Nik "introduction to probability
statistics and random variables" (2014) : ch-4
3. https://www.mathsisfun.com/data/random-
variables-continuous.html
4. https://www.revisionmaths.com/advanced-
level-maths-revision/statistics/continuous-
random-variables