Chapter 2

Random Variable

L2- Continuous random variable

Internal
 Learning Objectives:

At the end of the lecture, you will be able to :

- describe continuous random variables

- calculate their probability distribution and their

cumulative distribution

Internal 2
 CONTINUOUS RANDOM VARIABLE
•A CONTINUOUS random variable is a random variable
with an interval of real numbers for its range.

§The probability density function f(x) of a continuous r.v.

is used to determine probabilities from areas as follows:

b
P (a  X  b )   f ( x ) dx
a

Internal 3
 CONTINUOUS RANDOM VARIABLE
§ The properties of the probability density function f(x)
are:
i ) f ( x)  0

ii )  f ( x)dx  1


§ If X is continuous r.v., for any x1 and x2,

P ( x1  X  x 2 )  P ( x1  X  x2 )  P ( x1  X  x2 )  P ( x1  X  x2 )

Internal 4
 CUMULATIVE DISTRIBUTION FUNCTION

The cumulative distribution F(x) of a continuous random

variable X with probability density function f(x) is

x
F(x) = P(X  x)   f (t )dt for -  x  


Internal 5
 MEAN AND VARIANCE :- Continuous R.V
Mean or expected value is

E( X )   X    

x f ( x ) dx

Variance of X is given as
 
  V ( X )   ( x  ) f ( x)dx   x f ( x)dx  
2 2 2 2

 

Standard deviation of X is  .
Internal 6
 Example 1

Suppose that X is a continuous random variable having the

probability density function

kx 2 for 1  x  1
f (x)  
0, elsewhere
Find,

i. the value of constant k ;

ii. P(-0.5<X<0.5);
iii. x such that P( X > x) = 0.5;
iv. the mean and the variance of X;
v. the CDF of X.

Internal 7
 Given probability density function:

kx 2 for 1  x  1
f (x)  
0, elsewhere

1. Find the value of constant k:

1 3 1
kx 2k 3
 f ( x )   kx dx 
2
 1 k 
1
3 1
3 2

Internal 8
 Given probability density function:

3 2
 x for 1  x  1
f (x)   2
0, elsewhere

0.5 0 .5
3 2 1
2. p ( 0.5  x  0.5)   f ( x ) dx   x dx 
 0 .5  0.5
2 8

1 3 1
3 2 x 1 x3 1
3. P ( X  x )  0 .5  
x
2
x dx 
2
 
2 2

2
x

 x0
Internal 9
 Given probability density function:

3 2
 x for 1  x  1
f (x)   2
0, elsewhere
1 1 4 1
3 2 3x
4. E ( x )   xf ( x ) dx   x x dx   0.
1 1
2 8 1
1 1 5 1
3 2 3x 6
E ( x )   x f ( x ) dx   x
2 2
x dx  2
  0 .6
1 1
2 10 1
10
 V ( x )  E ( x 2 )  ( E ( x )) 2  0 . 6  0  0 . 6
 sd ( x )  0 . 6  0 . 775

Internal 10
 Given probability density function:

3 2
 x for 1  x  1
f (x)   2
0, elsewhere

5. CDF( x ) :
x   1, F (x)  0
x 3 x
3 2 x x3 1
 1  x  1, F ( x )   x dx   
1
2 2 1
2 2
1 x 3 1
3 2 x
x  1, F ( x )   x dx  1 0 dx  2 1
1
2 1

Internal 11
  CDF( x ) is :
0 , x  1
 3
x 1
F ( x)    , 1  x  1
 2 2
1 , x 1

Internal 12
Exercise

Find the cumulative probability distribution of X given that the

density function is

k (1  x 4 ), for 0  x 1
f ( x)  
0, elsewhere

Find
• the value of constant k;
• the cdf, F(x);
• P(0.25 < X < 0.5)
• the mean of X; and
• the variance of X.

Internal 13
 Exercise

A commuter travels into town by KTM train and then has to

catch a bus from station to the office. The time, X minutes,
that the commuter has to wait for the bus can be modelled
by the probability density function:

k ,0 x4

f ( x )  0 .5 k ( 6  x ) ,4 x6
0 , otherwise

where k is a constant.
i. Find the value of k.
ii.Find the cumulative distribution function of X.
iii.Sketch the graph of F(x) versus X.
iv. Using F(x), show that the probability the commuter has to wait longer
than 5.5 minutes for the bus is 0.0125.

Internal 14