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Starter

Continuous Random Variables


Learning Objectives:

Able to calculate the probability of a CRV


Able to calculate the expectation and variance
of a CRV
Able to calculate the median of a CRV
Expectation
• Discrete Random Variables:

E(X) = μ = ∑xP(X = x)

• Continuous Random Variables:

E(X) = μ =
Expectation
• At a garage, the weekly demand for petrol, X,
in thousands of litres, can be modelled by the
probability density function:

f(x) = { 12x2(1 - x)
0
for 0 ≤ X ≤ 1
otherwise
• Find the mean weekly demand for petrol
• f(x) =
{ 12x2(1 - x)
0
for 0 ≤ X ≤ 1
otherwise

E(X) =

= 12 As X was
thousands of
x4 x5 1
litres of petrol,
= 12 [ - ]
4 5 0
E(X) = 600
litres.
= 12 x 1/20

= 0.6
• The amount of savings, Y, in thousands of
pounds, of a random selection of men can be
modelled by the p.d.f:

f(x) = { ¾(3 - x)(x – 5)


0 otherwise
for 3 ≤ X ≤ 5

• Calculate the mean savings for men.


Variance
• Discrete Random Variables:

Var(X) = σ2 = ∑x2P(X = x) – μ2

• Continuous Random Variables:

Var(X) = σ2 =
Variance
• For the CRV X with p.d.f defined by

f(x) = { ¾x(2 – x)
0
for 0 ≤ X ≤ 2
otherwise

Find: a) the meanb) the variance


c) P(μ – σ ≤ X ≤ μ + σ)
f(x) = { ¾x(2 – x)
0
for 0 ≤ X ≤ 2
otherwise

a) E(X) =

2x3 x4 2
=¾[ - ]0
3 4

= ¾ x 4/3

=1
f(x) = { ¾x(2 – x)
0
for 0 ≤ X ≤ 2
otherwise
b) Var (X) =

=
2x4 x5 2
=¾[ 4- ] 5 - 01

= (¾ x 8/5) - 1

= 0.2
f(x) =
{ ¾x(2 – x)
0
for 0 ≤ X ≤ 2
otherwise
c) P(μ – σ ≤ X ≤ μ + σ) = P(1 - √0.2 ≤ X ≤ 1 + √0.2)

x3 1 + √0.2
= ¾ [ x2 - ]
3 1 - √0.2

= ¾ {[(1 + √0.2)2 – (⅓ x (1 + √0.2)3)]


– [(1 - √0.2)2 – (⅓ x (1 - √0.2)3)]}

= ¾ (1.0841 – 0.2493)

= 0.626 (3dp)
Median
• The median divides the p.d.f into two equal
halves

• Therefore, the median, m, of a CRV is that


value for which

P(X ≤ m) =
• Find the median salary (to the nearest £100) of the
p.d.f given by

f(x) = { 2560x-7/2
0
for x ≥ 16
otherwise

P(X ≤ m) =
m

½ = 2560 [ (-⅖)x-5/2 ] 16

½ = [(2560 x (-⅖)m-5/2) – (2560 x (-⅖) x 16-5/2)

½ = -1024m-5/2 + 1
½ = 1024m-5/2

m -5/2
= 1
2048

m5/2 = 2048

m = 21.1 (3sf)

Therefore the median salary is £21,100 to the


nearest £100.
• A computer ink cartridge has a life of X hours.
The variable X is modelled by a p.d.f

f(x) = { 400x-2
0
for x ≥ 400
otherwise

Find the median lifetime of these cartridges

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