Continuous Random Variables

A2-Level Maths:
Statistics 2
for Edexcel
S2.2 Continuous
random variables
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1 of 61 Boardworks Ltd 2006

Relative frequency histograms

Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

A histogram has the important property that the area of each

bar is in proportion to the corresponding frequency.
A histogram with unequal widths can be drawn by plotting the
frequency density on the vertical axis, where:
frequency
frequency density =
class width
A relative frequency histogram is one in which the area of

a bar corresponds to the proportion of the data falling into
the corresponding interval.
The relative frequency is defined as:
frequency density
relative frequency density =
total frequency
Example: The relative frequency histogram below

shows the distribution of ages of the UK population.
The area of each bar corresponds to the proportion of

the population with ages in that interval.
The total area of all the bars is 1.
The distribution of the ages can be modelled by a curve.

This curve is called a probability density function.


Contents
Mode
Expectation
Variance

A probability density function (or p.d.f.) is a curve that models

the shape of the distribution corresponding to a continuous
random variable.
A probability density function has several important properties.

If f(x) is the p.d.f corresponding to a continuous random

variable X and if f(x) is defined for a x b then the following
properties must hold:
1. b
f ( x)dx 1
a
i.e. the total area under a p.d.f. is 1.

If f(x) is the p.d.f. corresponding to a continuous random

2. f ( x) 0 for a x b
i.e. the graph of the p.d.f. never

dips below the x-axis.
If f(x) is the p.d.f. corresponding to a continuous random

x2
3. P ( x1 X x2 ) f ( x)dx
x1
i.e. probabilities correspond to

areas under the curve.
Example: Sketch the graph of each of the following functions.

Decide in each case whether it could be the equation of a
probability density function:
1.
1

f ( x) 32
24 x 3 x 2 36 2 x 6

0 otherwise
1
3 x 1
2. f ( x) x
0 x 1

x 2 4 x 3 0 x 4
3. f ( x)
0 otherwise

1

1. f ( x) 32
24 x 3 x 2 36 2 x 6

0 otherwise
The function is non-negative
everywhere.
If f represents a p.d.f., then f ( x)dx 1

all x
16 1 6
f ( x ) dx (24 x 3 x 36) dx
2
12 x 2 x 3 36 x
all x 32 2 32 2
1 (432 216 216) (48 8 72) 1

32
So f(x) could represent a probability density function.

1
x 1
2. f ( x) x3
0 x 1

The function is non-negative

everywhere.
For f to represent a p.d.f. we need to check that f ( x)dx 1
all x

1
3 1 2 0 1 1
But: 3 dx x dx x
1 x 1 2 1 2 2
So f(x) could not represent a probability density function.

x 2 4 x 3 0 x 4
3. f ( x)
0 otherwise
The function is clearly negative for some values of x.

Consequently f(x) cannot represent a probability density
function.


Question 1
Question 1: A continuous random variable X is defined by the

probability density function
k (5 x) 0 x 5
f ( x)
0 otherwise
a) Sketch the probability density function.
b) Find the value of the constant k.
c) Find P(1 X 3).

Question 1
k (5 x) 0 x 5
a) f ( x)
0 otherwise
The diagram shows the

probability density function.
b) To find k, we can use the property that f ( x)dx 1

all x
5
5 1
k (25 12.5) 0 12.5 k
0 k (5 x)dx k 5 x x 2
2 0
2
Therefore, 12.5k = 1 k
25
Question 1
c) P(1 X 3)
2 3
3 2 2 x
1 25
(5 x)dx
25
5x
2
1
2
(15 4.5) (5 0.5)
25
= 0.48

Examination-style question 1
Examination-style question 1: A continuous random

variable X is defined by the probability density function
k ( x 1) 1 x 3

f ( x) k (5 x)( x 2) 3 x 5
0 otherwise

c) Find P(X > 2).

a) k ( x 1) 1 x 3

f ( x) k (5 x)( x 2) 3 x 5
0 otherwise


b) To find k, we can use the property that f ( x)dx 1

all x
Note that (5 x)(x 2) = 7x 10 x 2
3
3 5
So, 1 k ( x 1)dx k 7 x 10 x 2 dx 1
3 5
1 2 7 2 1 3
k x x k x 10 x x 1
2 1 2 3 3

1 1 1 1
k 1 k 4 7 1
2 2 6 2
1 3
Therefore 5 k 1 i.e. k
3 16

5
c) P(X > 2) = f ( x)dx
2
3
33 5 3

2 16
( x 1)dx
16
7 x 10 x 2 dx
3 5
3 1 2 3 7 2 1 3
x x x 10 x x
16 2 2 16 2 3 3
3 1 3 1 1
1 0 4 7
16 2 16 6 2
29

32 An alternative method would be
to utilise P(X > 2) = 1 P(X 2)
Examination-style question 2: The life, T hours, of an

electrical component is modelled by the probability density
function
ke 0.001t t 1000
f (t )
0 otherwise

c) Find P(1500 T 2000).

Solution:
a)

ke 0.001t t 1000
f (t )
0 otherwise
b) To find k, we use the fact that

f (t )dt 1
all t
So: ke0.001t dt 1
1000
0.001t
k 1000e 1
1000

k 0 (1000e 1 ) 1
1 e
Therefore k 0.00272
1000e1 1000
ke 0.001t t 1000
f (t )
0 otherwise
2000 2000
c) P(1500 T 2000) = f (t )dt k e 0.001t dt

1500 1500
0.001t 2000
k 1000e
1500

e
1000

1000e 2 1000e 1.5
= 0.239 (3 s.f.)

Mode

Contents
Mode
Expectation
Variance

Mode
Suppose that a random variable X is defined by the

probability density function f(x) for a x b.
The mode of X is the value of x that produces the largest
value for f(x) in the interval a x b.
A sketch of the probability density function can be very
helpful when determining the mode. Differentiation
could be used
to find the
mode here.

Mode
Example: A random variable X has p.d.f. f(x), where

x 2 (2 x ) 0 x 2
f ( x)
0 otherwise
Find the mode.
Sketch of f(x):

Mode
The mode can be found using differentiation:

f ( x) 2 x 2 x3 f ( x) 4 x 3 x 2
To find a turning point, we solve f ( x) 0 4 x 3 x 2 0
Factorize: x(4 3 x) 0 x 0 or x 4 3
Check that x 4 3 gives the maximum value:

f ( x) 4 6 x f ( 4 3) 4 8 4 0
So the mode is x 4 3 .


Contents
Mode
Expectation
Variance

The cumulative distribution function (c.d.f.) F(x) for a

continuous random variable X is defined as
F(x) = P(X x).
Therefore, the c.d.f. is found by integrating the p.d.f..


1 3

f ( x) 6
x 1 0 x2
0 otherwise
Find the c.d.f. and find P(X < 1).

Solution: The c.d.f., F(x) is given by:

1 3 1

F( x) f ( x)dx x dx
6 6
1 4 1
x xc
24 6
To find the constant c we can use the fact that P(X 0) = 0
(because the random

variable X is only non-
zero between 0 and 2)
Therefore F(0) = 0, i.e. c = 0.

0 x0
1 x4 1 x 0 x 2
So the c.d.f. is F( x) 24 6
1 x2

1 1 5
P(X < 1) = F(1) =
24 6 24


Contents
Mode
Expectation
Variance

The median, m, of a random variable X is defined to be the

value such that
F(m) = P(X m) = 0.5
where F is the cumulative distribution function of X.
Likewise the lower quartile is the solution to the equation

F(x) = 0.25
and the upper quartile is the solution to

F(x) = 0.75.


Example: A random variable X is defined by the cumulative

distribution function:
0 x2
F( x)

1
24 x2 x 6 2 x5
1 x5
a) Calculate and sketch the probability density function.

b) Find the median value.
c) Work out P(3 X 4).

a) We can get the p.d.f. by differentiating the c.d.f.
f ( x) F( x) 12
1 x 1
24
So the p.d.f. is
1 1
x 24 2 x5
f ( x) 12
0 otherwise
Sketch of f(x):

b) The median, m, satisfies F(m) = 0.5.

Therefore 1
24
m 2 m 6 0 .5
m2 m 6 12
m2 m 18 0
1 1 4 1 (18)
m
2
m 4.77 or m 3.77
The median must be 3.77 (as the p.d.f. is only

non-zero for values in the interval [2, 5]).

c) P(3 X 4) = F(4) F(3)

1 42 4 6 1 32 3 6
24 24
7 1
12 4
1
3

3 x 2 32 x 34 1 x 2
4
f ( x) 33x 2 x4
2 8
0 otherwise
a) Calculate the cumulative distribution function

and verify that the lower quartile is at x = 2.
b) Work out the median value of X.

a) For f ( x) 34 x 2 32 x 34 , F( x) 41 x 3 34 x 2 34 x c
We know that P(X 1) = 0, i.e., that F(1) = 0.
So, 1
4 34 34 c 0 c 41
Therefore F( x) 41 x 3 34 x 2 34 x 41
For f ( x) 32 38 x, F( x) 32 x 16
3 x2 c
We know that P(X 4) = 1, i.e. that F(4) = 1.

3 42 c 1 c 2
So 32 4 16
3 x2 2
Therefore F( x) 32 x 16

So 0 x 1
1 x3 3 x2 3 x 1 1 x 2
4 4 4 4
F( x)

3
2 x 16 x 2
3 2
2 x4
1 x4
To verify that the lower quartile is 2, we simply need to

check that F(2) = 0.25:
1 3 3 2 3 1
F(2) 2 2 2 0.25
4 4 4 4
Therefore the lower quartile is 2.

b) The median, m, must lie in the interval [2, 4] because

F(2) = 0.25.
To find the median we must solve F(m) = 0.5:

3 3 2 1
i.e. F(m) m m 2
2 16 2
This can be rearranged to give the quadratic equation:
3m2 24m 40 0
24 576 4 3 40
Using the quadratic formula, m
6
m = 5.63 or m = 2.37
As 5.63 does not lie in the interval [2, 4],

the median must be 2.37.
Expectation

Contents
Mode
Expectation
Variance

Expectation
If X is a continuous random variable defined by the probability

density function f(x) over the domain a x b, then the mean or
expectation of X is given by
b
E[ X ] xf ( x) dx
a
E[X] is the value you would expect to get, on average.

This mean value of X is also sometimes denoted .
[Note: if the p.d.f. is symmetrical, then the expected value of
X will be the value corresponding to the line of symmetry].
We can also find the expected value of g(X), i.e. any function
of X: b
E[g( X )] g( x)f ( x) dx
a
Expectation
Example: A random variable X is defined by the probability

density function
2
3 x 1
f ( x) x
0 otherwise
Calculate the value of E[X] and E[1/X].

2 2
E[ X ] xf ( x)dx x. 3 dx 2 dx
all x 1
x 1
x

1
2x dx 2 x
2
1
(0) (2) 2
1

Expectation

1 1 2
E 1 f ( x)dx . 3 dx
X x x x
all x 1

2x 4 dx
1

2 3
x
3 1
2
(0 )
3
2

3
1 2
So, E[ X ]
3
Variance

Contents
Mode
Expectation
Variance

Variance
If X is a continuous random variable defined by the probability

density function f(x) over the domain a x b, then the
variance of X is given by
Var[ X ] E X 2 E[ X ]
2
or Var[ X ] x 2 f ( x)dx 2
The standard deviation of X is the square root of the variance.

The standard deviation is sometimes denoted by the symbol .

Variance
Example: A continuous random variable Y has a

probability density function f(y) where
3
y (4 y) 0 y 4
f ( y) 32
0 otherwise
Calculate the value of Var[Y].
Sketch of f(y):
The p.d.f. is symmetrical. Therefore E[Y] = 2.

Variance
4 4
3
E[Y ] y f ( y )dy y .
2 2 2
y ( 4 y )dy
0 0
32
4
3

3 4
( 4 y y )dy
32 0
4
3 4 1 5
y y
32 5 0
3 4 1 5
( 4 4 ) 0
32 5
4
4
5
4 4
Therefore Var[Y] = 4 22
5 5
Variance
Example: A continuous random variable x has a

probability density function f(x) where
1
4 0 x2

f ( x) 3
8 16
x 2 x6

0 otherwise
Calculate
a) the mean value, .
b) the standard deviation, .

Variance
1
4 0 x2
3
f ( x) 8 16
x 2 x6
0 otherwise

2 6
1 3 x
2
x
6
3 x x 2
a) E[ X ] x. dx x. dx dx dx
0
4 2 8 16 0
4 2
8 16
2 6
x2
3x x 2 3
16 48

8 0 2
4 1 7
0 2
8 4 12

1
2
6
Variance
1
4 0 x2
3
f ( x) 8 16
x 2 x6
0 otherwise

1
2 6
3 x
2 2
x
6
3 x 2
x 3

b) E[ X ] x . dx x . dx dx dx
2 2 2
0
4 2 8 16 0
4 2
8 16
2 6
x 3
x x 3 4
8 64

12 0 2
2 3 3
0 6 2
3 4 4 2 1 35
So, Var[ X ] 6 2 1
2 3 6 36
6
3 71
Therefore = 36 = 1.40 (3 s.f.)
Examination-style question
Examination-style question: The mass, X kg, of luggage

taken on board an aircraft by a passenger can be modelled by
the probability density function
kx 3 (30 x ) 0 x 30
f ( x)
0 otherwise
a) Sketch the probability density function and find the value

of k.
b) Verify that the median weight of luggage is about 20.586 kg.
c) Find the mean and the variance of X.

a)
kx 3 (30 x) 0 x 30
f ( x)
0 otherwise
30
(30 x)dx 1
3
To find k we use kx
0
30
k (30 x 3 x 4 )dx 1
0
30
30 4 1 5
k x x 1
4 5 0
1
k 1215000 0 1 k
1215000
b) kx3 (30 x) 0 x 30
f ( x)
0 otherwise
To verify that the median is about 20.586, we need to check

that P(X 20.586) = 0.5
20.586
P(X 20.586) =
0
kx 3 (30 x)dx
20.586
1 30 4 1 5
x x
1215000 4 5 0
1
607525 0
1215000
0.500
c) kx 3 (30 x) 0 x 30
f ( x)
0 otherwise
30 30
E[ X ]
0
x.kx 3 (30 x)dx k (30 x 4 x 5 )dx
0
30
1 1 6
6x x
5
1215000 6 0
1
24300000 0
1215000
20

c) kx 3 (30 x) 0 x 30
f ( x)
0 otherwise
30 30
E[ X 2 ]
2 3 5 6
x .kx ( 30 x ) dx k ( 30 x x ) dx
0 0
30
1 1 7
5x x
6
1215000 7 0
428.5714
Therefore, Var[ X ] 428.5714 20 28.57 (to 4 s.f.) .

2

Continuous Random Variables

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A2-Level Maths:

1 of 61 Boardworks Ltd 2006

Relative frequency histograms

2 of 61 Boardworks Ltd 2006

A histogram has the important property that the area of each

A relative frequency histogram is one in which the area of

Example: The relative frequency histogram below

The area of each bar corresponds to the proportion of

The distribution of the ages can be modelled by a curve.

5 of 61 Boardworks Ltd 2006

Relative frequency histograms

6 of 61 Boardworks Ltd 2006

A probability density function (or p.d.f.) is a curve that models

A probability density function has several important properties.

7 of 61 Boardworks Ltd 2006

If f(x) is the p.d.f corresponding to a continuous random

i.e. the total area under a p.d.f. is 1.

8 of 61 Boardworks Ltd 2006

If f(x) is the p.d.f. corresponding to a continuous random

i.e. the graph of the p.d.f. never

If f(x) is the p.d.f. corresponding to a continuous random

i.e. probabilities correspond to

Example: Sketch the graph of each of the following functions.

11 of 61 Boardworks Ltd 2006

If f represents a p.d.f., then f ( x)dx 1

1 (432 216 216) (48 8 72) 1

So f(x) could represent a probability density function.

The function is non-negative

So f(x) could not represent a probability density function.

13 of 61 Boardworks Ltd 2006

The function is clearly negative for some values of x.

14 of 61 Boardworks Ltd 2006

15 of 61 Boardworks Ltd 2006

Question 1: A continuous random variable X is defined by the

16 of 61 Boardworks Ltd 2006

The diagram shows the

b) To find k, we can use the property that f ( x)dx 1

18 of 61 Boardworks Ltd 2006

Examination-style question 1: A continuous random

19 of 61 Boardworks Ltd 2006

20 of 61 Boardworks Ltd 2006

b) To find k, we can use the property that f ( x)dx 1

21 of 61 Boardworks Ltd 2006

Examination-style question 2: The life, T hours, of an

a) Sketch the probability density function.

23 of 61 Boardworks Ltd 2006

24 of 61 Boardworks Ltd 2006

b) To find k, we use the fact that

c) P(1500 T 2000) = f (t )dt k e 0.001t dt

26 of 61 Boardworks Ltd 2006

Relative frequency histograms

27 of 61 Boardworks Ltd 2006

Suppose that a random variable X is defined by the

28 of 61 Boardworks Ltd 2006

Example: A random variable X has p.d.f. f(x), where

Find the mode.

29 of 61 Boardworks Ltd 2006

The mode can be found using differentiation:

To find a turning point, we solve f ( x) 0 4 x 3 x 2 0

Check that x 4 3 gives the maximum value:

30 of 61 Boardworks Ltd 2006

Relative frequency histograms

31 of 61 Boardworks Ltd 2006