Continuous Random Variable In this chapter, you will • understand the concept of a continuous random variable and recall

and use properties of a probability density function [restricted to functions defined over a single interval] • learn how to find probabilities by calculating areas under curves • learn how to use a probability density function to calculate mean and variance of a distribution [explicit knowledge of the cumulative distribution function is not included but location of the median for example in simple cases by direct consideration of an area may be required] The following are examples of continuous random variables: • the height, in cm, of a particular species of plant • the mass, in kg, of a newborn baby • the time taken, in seconds, to run a 100-meter race A continuous random variable X is specified by its probability density function which is written f(x) where f(x) ≥ 0 throughout the range of values for which x is valid. The probability density function (p.d.f) can be represented by a curve, and the probabilities are given by the area under the curve.

P ( x1 ≤ x 2 )

=

x2

x1

f ( x)dx .

The total probability is 1, so

∫ f(x) dx = 1
all x

The expected value of X is given by

μ = E(X) = ∫ x f(x) dx
all x

The variance of X is given by

Var(X) = ∫ x f(x) dx - μ
all x

2

2

1. The random variable X has probability density function f ( x) = a ( x − x 3 ); 0 ≤ x ≤ 1. a) Find a b) Find E(X) and Var(X) c) Find the modal value of X 2. The amount of time, X, that a flight from London to Teesside is late is a random variable with probability density function f ( x ) = c (36 − x 2 ); − 6 ≤ x ≤ 6. a) Find c b) Find the probability that a flight will be at least one minute early. 3. The continuous random variable X has probability density function 1+ x f ( x) = ; 1 ≤ x ≤ 3. 6 a) Sketch the probability density function of X b) Calculate the mean of X c) Find m such that P(X ≤ m) = ½ .

4. The time, T hours, taken for Mark to go to school can be adequately modeled by f(t) = 30 t 4 (1 − t); 0 ≤ t < 1 a) b) c) Find the mean time, in minutes, taken for the journey. Verify that the median time is approximately 44 minutes. Show that the modal time is 48 minutes.

5. The continuous random variable X has probability density function f(x) given by f ( x) = k ( x + 3); − 3 ≤ x ≤ 3, where k is a constant. a) Show that k = 1/18 b) Find E(X) and Var(X) c) Find the lower quartile of X d) Let Y = aX + b, where a and b are constants with a > 0. Find the values of a and b for which E(Y) = 0 and Var (Y) = 1. Textbook: Exercise 6a page 319 – 320 Exercise 6b page 323 - 324 Exercise 6c page 333 – 334 Exercise 6d page 339 – 341 Exercise 6f page 349 – 350 Miscellaneous Exercise 6g page 355 – 358 Mixed Test 6A page 358 Mixed Test 6B page 359 Answer 1a. a = 4 c. x = 1 3
−1

b. E(X) =

8 11 ; Var(X) = 15 225

Hint : f ' ( x ) = 4 − x 2 =0 12

1 2a. c = b. 0.376 ( Hint : ∫ f ( x)dx ) 288 −6 19 3b. E(X) = c. m = 10 −1 9 5 4a. hrs 7 5b. E(X) = 1; Var(X) = 2 c. Lower quartile = Q1 = 0 d. a =
1 2 ;b = − 1 2

Past Year Questions 1. X is a continuous random variable, taking values in the interval 0 < x ≤ 1, whose probability density function is given by f(x) = 2(1 – x). Calculate E(X), E(2X + 1) and E(X 3). 2. A continuous random variable X takes values between 0 and 2 only, and its probability density function is given f(x) = kx(2 – x) for 0 ≤ x ≤ 2. Evaluate k, show the form of the density function in a sketch and state the mean of X. 3. The continuous random variable X takes values between – 1 and + 1 only, and its probability density function over this interval is given by f(x) = k(1 – x2), where k is constant. i) Make a sketch of the graph of y = f(x), and prove that k = ¾. ii) Calculate P (X > ½ ) iii) Prove that E(X2) = 1/5 iv) Find P (Y > ½ ), where Y is a normal variable having the same mean and standard deviation as X.

4. A continuous random variable X takes values between 0 and 1 only and its probability density function f is given by f(x) = kx 2(1 – x). a) Prove that k = 12. b) Find E(X) c) Verify that the median of X lies between 0.60 and 0.62 5. The continuous random variable X has probability density function given by f(x) = k(1 + x2) for – 1 ≤ x ≤ 1, where k is a constant. Find, a) the value of k b) E(X) c) Var(X) A is the event X > ½, B is the event X > ¾ . Find d) P(B) e) P(B/A) 6. A continuous random variable X takes values in the interval 1 ≤ x ≤ 3. The probability density function of X is given by f(x) = k/x2. a) Determine the value of k. b) Find E(X) and Var(X) c) Find P(X ≥ 5/3) d) Calculate the lower and upper quartile values of X. 7. The life-time, X hours, of a large batch of electric bulbs have probability density functions given by f(x) = k(a – x), for 0 ≤ x ≤ a, where k is a positive constant. Find a) k in terms of a b) the mean, µ, and the variance, σ2, of X, in terms of a. c) P(X > µ + 2σ), giving your answer to 3 decimal places d) the value of a if the median life-time is 1000 hours. 8. The continuous random variable X has probability density function given by f(x) = ax + b, 0 ≤ x ≤ 2, where a and b are positive constants. It is given that P(X ≤ 1) = 1/3. a) Find the values of a and b. b) Show that E(X) = 11/9 and find E(X2) Six independent observations of X are taken and the random variable R is the number of observations such that X ≤ 1. c) Find R d) Find P(R ≤ 2) 9. The continuous random variable X is the distance, measured in hundreds ofkilometers, that a particular car will travel on a full tank of petrol. It is given that f(x) = - 2x + 8 for 3 ≤ x ≤ 4. a) Find P(X ≤ 3.5) b) Find E(X) c) Three independent observations of X are taken. Find the probability that two of the observations are less than 3.5 and one is greater than 3.5. d) One hundred independent observations of X are taken and M is the arithmetic mean of the observations. Given that Var(X) = 1 , state the approximate distribution of M. 18 Answer

1. E(X) =

1 5 1 , E(2X + 1) = , E(X3) = . 3 3 10 5 32 2 5

2. k = ¾ , E(X) = 1 3. ii) P (X > ½ ) = iv) 0.132 4. b) E(X) = 0.6 3 5. a) b) 8 85 d) e) 512 3 6. a) b) 2 c) P(X ≥ 5/3) =

E(X) = 0 85 152

c) Var(X) =

E(X) = 1.6479; Var(X) = 0.2843 2 5 6 ; Upper quartile = Q3 = 2 5

d) Lower quartile = Q1 = 7. a) k = 2 a2

a a2 , Variance = σ2 = 3 18 c) P(X > µ + 2σ) = 0.0381 d) a = 3414 1 1 8. a) a = , b = 3 6 16 b) E(X2) = 9 c) R = 2 d) P(R ≤ 2) = 0.680 9. a) P(X ≤ 3.5) = ¾ 10 b) E(X) = 3 27 c) 64 10 1 d) M ∼ N( , ) 3 1800 b) Mean = µ =

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