Lesson: Probability

Density Function of a
Continuous Random
Variable
 Objectives

▰ Define Probability Density Function of a

Continuous Random Variable
▰ Illustrate Probability Density Function of a
Continuous Random Variable
▰ Find the area of the shaded region
2
 Introduction
▰ a continuous random variable takes on an infinite
number of values, thus making it impossible to
present in tabular form.
▰ The probability of each continuous random
variable is equal to zero; otherwise, the sum of the
probabilities at every point will reach infinity, which
is far from the supposed sum of one. 3
 Introduction
▰ However, every subinterval of the sample
space can have positive probability.
▰ For continuous random variables, a formula
and a graph of probability mass (or density,
in this case) function are utilized to illustrate
the probability values. 4
 Introduction
▰ The probability histogram that graphically
represents the probability mass function of a
discrete random variable is replaced by a
shaded, smooth curve that graphically
represents the probability density function of
a continuous random variable. 5
Introduction

6
 Introduction
▰ Like the combined areas of the bars in the
probability histogram, the area bounded by
the curve above the x-axis is equal to 1
corresponding to a probability of 100%.

7
examples

8
 Key points
1) f(x) ≥ 0 for all x between a and b, and
f(x)

area=1

a b x

2) The total area under the curve between a and

b is 1.0 9
 Uniform Distribution
▰ Consider the uniform probability distribution (sometimes
called the rectangular probability distribution).
▰ It is described by the function:
f(x)

a b x

area = width x height = (b – a) x =1 10

8.10
 Uniform Distribution (key point)

▰ Uniform Probability Distribution is also called Rectangular

Probability Distribution
▰ Area of a rectangle is given by:

11
 Uniform Distribution (Example)

▰ The amount of petrol sold daily at a service

station is uniformly distributed with a
minimum of 2,000 litres and a maximum of
5,000 litres.

▰ What is the probability that the service station will sell at

least 4,000 litres?
12
▰ Algebraically: what is P(X ≥ 4,000) ?
 Uniform Distribution (Example)

▰ Given:
𝒂 = 𝟐, 𝟎𝟎𝟎 𝒍𝒊𝒕𝒓𝒆𝒔
𝒃 = 𝟓, 𝟎𝟎𝟎 𝒍𝒊𝒕𝒓𝒆𝒔.
▰ Required:
𝑷(𝑿 ≥ 𝟒, 𝟎𝟎𝟎) = ?
13
 Uniform Distribution (Example)

1
𝑓 𝑥 =
𝑏−𝑎
1
𝑓 𝑥 =
5,000 − 2,000 f(x) P(X ≥ 4,000)
𝟏
𝑓 𝑥 =
𝟑, 𝟎𝟎𝟎

2,000 5,000 x

14
 Uniform Distribution (Example)

f(x) P(X ≥ 4,000)

2,000 5,000 x

P(X ≥ 4,000) = (5,000 – 4,000) x (1/3000) = 0.3333

15
 Illustrative example
▰ In a given continuous random variable, its
2𝑥+1
probability density function is 𝑓 𝑥 =
42
where 0 ≤ 𝑥 ≤ 6.
▰ 1. Find the area between x=3 and x=6
▰ 2. find the probability of getting 4 or lower
16
 2𝑥 + 1
1. Find the area between x=3 and x=6 𝑓 𝑥 =
42
2(3) + 1 2(6) + 1
𝑓 3 = 𝑓 6 =
42 42

6+1 12 + 1
𝑓 3 = 𝑓 6 =
42 42
𝟕 𝟏𝟑
𝑓 3 = 𝑓 6 =
𝟒𝟐 𝟒𝟐
17
1. Find the area between x=3 and x=6

1 7 13
𝑎𝑟𝑒𝑎 = + 3
2 42 42
5
𝑎𝑟𝑒𝑎 = 𝑜𝑟 0.71428571429 ≈ 71.42%
7
18
 2. Find the probability of getting 4 or lower
2𝑥 + 1
𝑓 𝑥 =
42
2(0) + 1 2(4) + 1
𝑓 0 = 𝑓 4 =
42 42

0+1 8+1
𝑓 0 = 𝑓 4 =
42 42
𝟏 𝟗
𝑓 0 = 𝑓 4 =
𝟒𝟐 𝟒𝟐
19
2. Find the probability of getting 4 or lower

1 1 9
𝑎𝑟𝑒𝑎 = + 4
2 42 42
10
𝑎𝑟𝑒𝑎 = 𝑜𝑟 0.47619047619 ≈ 47.62%
21
20
TRY This!!!

21
 Activity
▰ In a given continuous random variable, its
probability density function is
−2𝑥+30
▰ 𝑓 𝑥 = where 0 ≤ 𝑥 ≤ 5.
100
▰ 1. Find the area between x=0 and x=2
▰ 2. 𝑃(1 ≤ 𝑥 ≤ 4)
22
THANKS!
Any questions?
You can find me at
@username & user@mail.me

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