5

Continuous random variables

Skills check No – the area of the triangle is 1.5
c)
1
1
1
11 d) No – each of the grid squares is 0.25 square units
1. (2 − kx )dx =  2 x − kx 2  ==22 −− kk =
=11 ⇒
⇒ kk =
=22 and there are 4 squares fully shaded along with a
0  2 0 22
2 2
lot of large fractions of other squares so total is >1.
1
2. ( x 2 − 2 x + 5).dx =  x 3 − x 2 + 5 x  2. a) i) 1 (whole distribution)
−1 3  −1
ii) P (−1 < X < 1) = 2 × 0.25 = 0.5
= ⎜⎛ 8 − 4 + 10 ⎟⎞ − ⎜⎛ −1 − 1 − ⎞
5⎟
⎝3 ⎠ ⎝ 3 ⎠ b) Using area = 1 base × height
2
= 15 i) × 1 × 0.5 = 0.25 ii) = 1 × 1.5 × 0.75 = 0.5625
1
2 2
Exercise 5.1 1
⎡ kx 3 ⎤
1

3. a) kx2 dx = 1,  ⎢ ⎥ = 1
1. a, c and d are continuous (although they will be −1 ⎣ 3 ⎦ −1
reported to specified accuracies) while b and e are 3
2k = 3  k =
counts – discrete variables, although b would be 2
3 33
much harder to count than e would be. ⎡⎡11 22 ⎤⎤ 99kk 2
b) kx dx = ⎢⎢ kxkx ⎥⎥ = =
11 ⇒
⇒ =
=11 ⇒ k =
2. 0.7 0 ⎣⎣22 ⎦⎦00 22 9
3 3
0.6
xx ⎡x2 ⎤ 9
= 1 ⇒ ⎢ + kx ⎥ =
c) ++kk ddxx = 1⇒ + 3k =
1
Frequency density

0.5 0 66 ⎣ 12 ⎦0 12
0.4
3 1
0.3 3k =   k =
12 12
0.2
1 1
⎡1 ⎤
0.1 d) kx2 dx = 1 ⇒ ⎢ kx 3 ⎥ = 1 ⇒ k = 3
0.0 0 ⎣3 ⎦0
0 1 2 3 4 5 6 k k
x ⎡ x2 ⎤ k2 1
Duration of eruption (minutes) e) dx = 1  ⎢ ⎥ = 1  − =1
1 4 ⎣ 8 ⎦1 8 8
3. 0.05
k2 = 9  k = 3 (k = −3 not valid)
Frequency density

0.04
0.03 1 1
x ⎡1 ⎤ 1
0.02 4. a) dx ⇒ ⎢ x 2 ⎥ =
0.01 0 2 ⎣ 4 ⎦0 4
0.00 2 1
x ⎡1 ⎤ 3
0 10 20 30 40 50 60 70 80 90 100 b) dx ⇒ ⎢ x 2 ⎥ =
Time between eruptions (minutes) 1 8 ⎣ 16 ⎦ 2 16
2 2
4. f ⎛ x ⎞ ⎡ x2 ⎤ 2
50 c) ⎜ + k ⎟ dx =
1 ⇒ ⎢ + kx ⎥ =1⇒ k =
0 ⎝ 10 ⎠ ⎣ 20 ⎦0 5
40
2 2
⎛ x 2⎞ ⎡ x2 2 ⎤
P(X > 1) = ⎜ + ⎟= dx ⎢ + x ⎥
1 ⎝ 10 5⎠ ⎣ 20 5 ⎦1
30

9 11
20 = 1− =
20 20
10 1
1
3 2 ⎡ x3 ⎤ 1
i) P(X < 1) =
d) x dx = ⎢ ⎥ =
0
280 330 380 x 0 8 ⎣ 8 ⎦0 8

P(X = 1.5) = 0 (the probability that X takes on

ii)
Exercise 5.2 any single value is zero)
1. a) Yes – the area of the triangle is 1 and all non- 3
⎡1 ⎤ 3
3

negative e) (kx2)dx =1 ⇒ ⎢ kx 3 ⎥ =1⇒ k =

1 ⎣3 ⎦1 26
No – part of the pdf is negative
b) 2.5 2.5
⎛ 3 ⎞ ⎡1 ⎤ 9
P(X < 2.5) =  ⎜ x 2 ⎟ dx = ⎢ x 3 ⎥ =
1 ⎝ 26 ⎠ ⎣ 26 ⎦1 16

© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute Continuous random variables 1
 5
 2 2
5
⎡1 ⎤ 4
 − x+ 0≤ x ≤3 3. a) kx3dx = 1 ⇒ ⎢ kx 4 ⎥ =1⇒ k =
5. a) f  ( x ) =  9 3 0 ⎣4 ⎦0 625
 0 elsewhere
 5 5
4x3 ⎡ 4x5 ⎤
 1
μ = E(X ) =
b) x .= dx ⎢= ⎥ 4
 x+ 0≤x ≤ 1 0 625 ⎣ 3125 ⎦ 0
f  ( x ) = 
b) 2
 0 elsewhere 3
4x3 ⎡ 2x 6 ⎤ 50
5
 dx = ⎢
E(X 2) =  x 2 . ⎥ =
3 3 0 625 ⎣1875 ⎦ 0 3
⎛ 2 2⎞ ⎡ 1 2 2 ⎤
6. a) i) P(X > 2) =
 ⎜ − x + ⎟ dx =
⎢ − x + x⎥
50 2
2 ⎝ 9 3⎠ ⎣ 9 3 ⎦2 σ2 = Var (X ) = E(X2) − =
μ2 − 42 =
−4 1 3 3
⎛ ⎞ 4
= (−1 + 2) − ⎜ + ⎟ = 5 5
⎝ 9 3 ⎠ 9 ⎛ 4x3 ⎞ ⎡ 1 4⎤
0.5 i) P(X > μ) =
c) ⎜ ⎟ dx = ⎢ x ⎥
⎛ 2 2⎞ 4 ⎝ 625 ⎠ ⎣ 625 ⎦ 4
P(X < 0.5) =
ii)  ⎜ − x + ⎟ dx
0 ⎝ 9 3⎠ 256
0 .5
= 1−
⎡ 1 2 ⎤ 625
=
⎢− x +
2
x
⎣ 9 3 ⎥⎦ 0 369
=
⎛ 1 1⎞ 625
=−
⎜ + ⎟ − 0 = 11
⎝ 36 3 ⎠ 36
= σ
ii) ⎛ ⎞ 0.8165 ⇒ P(X > μ − 2σ)
=
2
1 1 ⎜ ⎟
⎛ 1⎞ ⎡1 2 1 ⎤ ⎝3⎠
i) P(X > 0.2) =
b)  ⎜x + =⎟ dx   ⎢ x + x ⎥
0.2 ⎝ 2⎠ ⎣2 2 ⎦ 0 .2 5
5
⎛ 4x3 ⎞ ⎡ 1 4⎤
⎛1 1⎞ = ⎜ ⎟ dx = ⎢ x ⎥
= ⎜ + ⎟ −(0.02 + 0.1) = 0.88 2.367 ⎝ 625 ⎠ ⎣ 625 ⎦ 2.367
⎝2 2⎠
P(X < 1) = 1 since the probability of 1 itself
ii)  = 1 – 0.050
is zero. = 0.950
1 1
Exercise 5.3 4. a)
⎡1
kx 4 dx = 1 ⇒ ⎢ kx 5 ⎥ = 1 ⇒ k = 5
⎤
5 0 ⎣5 ⎦ 0
5
2x ⎡ 2x 3 ⎤ 250 − 128
1. μ = E(X ) =  x . dx = ⎢ ⎥ = 1 1
9 ⎣ 27 ⎦4 27 ⎡ 5x 6 ⎤ 5
4
μ = E(X ) =
b) x.5x  dx = ⎢
4
⎥ =
122 0 ⎣ 6 ⎦0 6
= ( = 4.52)
27 1 1
⎡ 5x 7 ⎤ 5
5 5 E(X  ) = 2
x .5x  dx = ⎢
2 4
⎥ =
2x ⎡x4 ⎤ 625 − 256 41 0 ⎣ 7 ⎦0 7
E(X 2) = x 2. dx = ⎢ ⎥ = =
4 9 18
⎣ ⎦4 18 2 2
5 ⎛5⎞ 5
σ2 = Var (X ) = E(X 2) – μ2 = −⎜ ⎟ =
7 ⎝6⎠ 252
Var(X ) = E(X 2) − μ2
2 = 0.019 84…
41 ⎛ 122 ⎞
= −⎜ ⎟ = 0.0830 5 5
2 ⎝ 27 ⎠  (5x 4)dx = ⎡⎣ x 5 ⎤⎦ 6 = 3125 = 0.402
6
i) P(X < μ) =
c)
3 3 0
0
7776
2
kx dx = 1 ⇒ ⎡⎢ kx 2 ⎤⎥ =
1
2. a) 1⇒ k =
0 ⎣2 ⎦ 9 0
σ=
ii) 0.01984 … = 0.1408…
3
2x ⎡ 2x 3 ⎤ 54
3
μ + σ = 0.974  μ – σ = 0.693
μ = E(X ) =
b)  x . dx = ⎢ = ⎥ = 2
0 9 ⎣ 27 ⎦ 0 27
0.974
0.974

3 3
⇒ P(|X – μ| < σ) = (5x 4)dx = ⎡⎣ x 5 ⎤⎦
2x ⎡x ⎤ 9 4 0.693 0.693
E(X 2) = x 2. dx = ⎢ ⎥ =
0 9 ⎣ 18 ⎦ 0 2 = 0.718

9 5. a) The pdf is a quadratic which has a vertical line

σ2 = Var(X ) = E(X 2) − μ2 = − 22 =0.5 of symmetry (at 6) and therefore the mean
2
3 3
E(X) = 6.
⎛2 ⎞
 ⎜ x ⎟ dx = ⎡⎢ x 2 ⎥⎤ =1 − 4 = 5
1
i) P(X > μ) =
c) 6.5
⎡1 3⎤
6 .5
2 ⎝ 9 ⎠ ⎣ 9 ⎦2 9 9 b) k(x – 6)2 dx = 1 ⇒ ⎢ k ( x − 6 ) ⎥
5.5 ⎣3 ⎦ 5 .5
= σ
ii) =
0.5 0.707 ⇒ P(X > μ + σ)
1 1 1 1
3 3 =
k × − − k × = 1 ⇒ k = 12
⎛2 ⎞ ⎡1 ⎤ 3 8 3 8
 =  ⎜ x ⎟ dx = ⎢ x 2 ⎥ = 0.186
2.707 ⎝ 9 ⎠ ⎣ 9 ⎦ 2.707

© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute Continuous random variables 2
 6.5
6.5
⎛ 3 1024 ⎞ 3 ⎛ 1⎞
E(X  ) =
c) 2
12x (x – 6) dx =
2 2
12(x4 – 12x3 = ⎜ 192 + 512 − ⎟ − −3 + 2 + ⎟
5.5 5.5 ⎝ 250 5 ⎠ 250 ⎜⎝ 5⎠
+ 36x2) dx
6 .5 3 ⎛ 2496 4⎞
⎡12 x 5 ⎤ = ⎜ − − ⎟=6
= ⎢ − 36 x 4 + 144 x 3 ⎥ 250 ⎝ 5 5⎠
⎣ 5 ⎦ 5 .5
Var (X ) = E(X 2) – μ2 = 6 – 2.1252 = 1.4844
= 3130.725 – 3094.575 = 36.15
Standard deviation = 1.4844 = 1.218
σ2 = Var(X ) = E(X 2) – μ2 = 36.15 – 62 = 0.15
Standard deviation = $1.218 × 1000
6. a) i) If the bus arrives regularly but Gupta
arrives at random times then the uniform = $1218
distribution over the 15 minute interval is a P(X < 0) is the probability of a loss
c)
sensible model. 3
0

μ = E(X ) = 7.5 (by symmetry)

ii)
=
250 ∫ 9 + 8x – x2dx = P(X < 0)
−1
0

3 ⎡ ⎤
15
15
1 ⎡ x3 ⎤ 8x
2
x
2
E(X  ) = 2 x . dx = ⎢ ⎥ = 75
2

0 15 ⎣ 45 ⎦ 0 =
250 ⎢ 9x + − ⎥
⎣ 2 3 ⎦ −1
Var(X ) = E(X 2) – μ2 = 75 – 7.52 = 18.75
3 ⎡ ⎛ 1 ⎞⎤
3
= ⎢ 0 − ⎜ −9 + 4 + ⎟ ⎥
3
⎡ 1 ⎤ 250 ⎣ ⎝ 3 ⎠⎦
i)
b) k(3 – y) dy = 1 ⇒ ⎢ − k (3 − y )2 ⎥
0 ⎣ 2 ⎦0 3 2 3 14 7
=   4  = × =
9k 2 250 3 250 3 125
= 0 − − = 1⇒ k =
2 9
3
Guaranteed return = $1500 = 1.5 thousands.
d)
3
2 ⎡1 2 ⎤
μ = E(Y ) =
ii) y (3 − y=
)dy ⎢ y 2 − y 3 ⎥ P(X > 1.5)
0 9 ⎣3 27 ⎦ 0
4
3
= ∫ 9 + 8x – x dx
2
= (3 – 2) – 0 = 1
250 1.5
3
3
2 2 ⎡2 1 ⎤
y (3 − y=
)dy ⎢ y 3 − y 4 ⎥
4
E(Y 2) =
0 9 ⎣9 18 ⎦ 0 3 ⎡ 2 x
3
⎤
= (6 – 4.5) – 0 = 1.5
=
250 ⎢9 x + 4 x − ⎥
⎣ 3 ⎦ 1 .5

Var (Y ) = E(Y  ) – μ = 1.5 – 1 = 0.5 2 2

3 ⎡ 64 ⎛ 4 ⎞⎤
= ⎢36 + 64 − − ⎜ 13.5 + 9 − ⎟ ⎥
250 ⎣ 3 ⎝ 8 ⎠⎦
4 4
⎡ ⎛ 1 ⎞⎤ 11
7. a) k(9 + 8x – x2)dx = 1 ⇒ ⎢k ⎜ 9 x + 4 x 2 − x 3 ⎟ ⎥ = = 0.6875
−1 ⎣ ⎝ 3 ⎠ ⎦ −1 16
3
⎛ 64 ⎞ ⎛ 1⎞ 3 3
⎡ abx 3 ax 4 ⎤
= k ⎜ 36 + 64 − ⎟ −k ⎜ −9 + 4 + ⎟ =1⇒ k = 8. a) ax (b – x)dx = 1 ⇒ ⎢
2 − ⎥
⎝ 3 ⎠ ⎝ 3⎠ 250 0 ⎣ 3 4 ⎦0
4
3 81a
μ = E(X ) =
b)  x(9 + 8x – x2)dx = 9ab − = 1    (A)
250 −1 4
3
3 ⎡9 2 8 3 1 4 ⎤
4 3
⎡ abx 4 ax 5 ⎤
ax (b – x)x dx = 1.8 ⇒ ⎢
3 −
=
250 ⎢2 x + 3 x − 4 x ⎥ ⎣ 4 5 ⎦0
⎥
⎣ ⎦ −1 0

81ab 243a
= 3 ⎛⎜ 72 +
512 ⎞ 3 ⎛9 8 1⎞ = – = 1.8   (B)
− 64 ⎟ − ⎜ − − ⎟ 4 5
250 ⎝ 3 ⎠ 250 ⎝ 2 3 4 ⎠
3 ⎛ 536 19 ⎞ 17 17 Solving (A) and (B) as simultaneous equations
= ⎜ − ⎟ = ⇒ × $1000 =
$2125 4
250 ⎝ 3 12 ⎠ 8 8 gives a = ;b = 3
4
27
3 2
E(X 2) = x (9 + 8x – x2) dx 3
4 2
−1 250 E(X 2) =
b) x (3 – x)x2 dx
0 27
4
3 ⎡ 3 1 5⎤ ⎡12 x
3
= 2x 6 ⎤ ⎛ 108
5
⎞ 18 = 3.6
⎢3x + 2 x − 5 x ⎥
4
250
= ⎢ − = ⎥ ⎜ − 18 ⎟ =
⎣ ⎦ −1 ⎣ 135 81 ⎦0 ⎝ 5 ⎠ 5

© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute Continuous random variables 3
 σ 2 = Var (X ) = E(X 2) – μ2 = 3.6 – 1.82 = 0.36 M
x 1
i)
b) dx =
2 2

=σ =
0.36 0.6
0

c) y  x2  1
M
1   =
0.8
 4 0 2

0.6 M2 1
=
0.4 4 2
0.2 M 2 = 2
0 0.5 1 1.5 2 2.5 3 3.5 4 x M = 2

The graph shows the pdf of the diameters. Mode is 2

ii)
The pdf goes to zero at top and bottom which 0.9
is reasonable. In a context like this, without 0.8
0.7
expert knowledge, it is hard to say positively 0.6
that it would be a good model – but there are 0.5
no obviously silly aspects to it. 0.4
0.3
0.2
Exercise 5.4 0.1
1. a) 1.5 0 x
0.5 1 1.5
σ
3 2
1
i) Need the value of α for which
c) x .dx = 0.5
0 8
α
⎡ x3 ⎤ α3 1
0.5 ⇒⎢
⇒ ⎥ = 0.5 ⇒ = ⇒α = 3
4 = 1.59
8
⎣ ⎦0 8 2

0
0.5 1 1.5 2
x The mode of X is 2.
ii)
y
1.4
i) Mode – there are two: at 0 and 2.
b)
1.2
Symmetry of the distribution says that the
ii)  1
median is 1. 0.8
M
0.6
1 1
2. a) i) x dx = (M is the median) 0.4
1 12 2 0.2
M
 x2  1 0 x
0.5 1 1.5 2
 24 1 = 2 7 7

 kx(10 – x)dx =1 ⇒ ⎡⎢5kx 2 − x 3 ⎤⎥ =

k 3
M 1 1 2 3. a) 1⇒ k =
− = 0 ⎣ 3 ⎦0 392
24 12 2
b) The mode is at the maximum of the pdf – from
M 2 = 13 the sketching process you can deduce it is 5,
M = 13 or you could use differentiation to identify
where the gradient is zero.
ii) The pdf is strictly increasing so the mode is 0.2
at the end of interval (at 5).
y

0.1

0 x
2 4 6

0
x
1 2 3 4 5

© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute Continuous random variables 4
Summary exercise 5 2
⎛ x⎞ 2 ⎡1 1 ⎤
2

E(X 2) = ⎜ 1 − ⎟ x=dx ⎢ x 3 − x 4 ⎥
1 1 0 ⎝ 2⎠ ⎣3 8 ⎦0
1 
1. a) A(x2 + 4) dx =1 ⇒  Ax 3 + 4 Ax  = 1 ⎛8 ⎞
0 3 0 = ⎜ − 2⎟ − 0 = 2
3 ⎝3 ⎠ 3
⇒A= 2
13 2 ⎛2⎞
1
3 2 Var(X ) = E(X 2) – μ2 = − ⎜ ⎟ = 2 = 0.222
P(0.5 ≤ x ≤ 1) =
b) ( x + 4)dx 3 ⎝3⎠ 9
0.5 13 2
2
1
⎛ x⎞
x  ⎡⎢ x − x 2 ⎤⎥
⎡1 12 ⎤ 3 1 3
= ⎢ x 3 + x ⎥ = 1 – 0.471 = 0.53
P(X < μ) =
c)  ⎜ 1 − ⎟ d=
⎣13 13 ⎦ 0.5 0 ⎝ 2⎠ ⎣ 4 ⎦0
1
3 2 ⎡3 6 ⎤
1
2 1 5
E(X ) =
c) ( x + 4)
= x dx ⎢ x 4 + x 2 ⎥ = − =
0 13 ⎣ 52 13 ⎦ 0 3 9 9
27
= = 0.519 4. i) (3.1 – x)(x – 2.7) = –x2 + 5.8x – 8.37
52
1
3 2
1 ⇒ P(2.7 ≤ x ≤ 2.9)

x 2 dx ⎡⎢ x 5 + x 3 ⎤⎥ =
3 4 23
E(X 2) = ( x + 4)=
0 13 ⎣ 65 13 ⎦ 0 65 3000
2.9

= (–x2 + 5.8 x – 8.37)dx

2 32 2.7
23 ⎛ 27 ⎞
Var (X ) = E(X 2) – μ2 = − ⎜ ⎟ = 0.0842 2 .9
65 ⎝ 52 ⎠ 3000 ⎡ 1 3 ⎤
= ⎢ − x + 2.9 x 2 − 8.37 x ⎥ = 0.5
32 ⎣ 3 ⎦ 2 .7
3 3
⎛x ⎞ 1 2  1
(or argue geometrically from symmetry of pdf)
2. a) ⎜ + C ⎟ dx = 1 ⇒ 12 x + Cx  = 1 ⇒ C = 12
0 ⎝ 6 ⎠   0

2 2
ii) For this to happen, the disc diameter must be
⎛x 1 ⎞ ⎡1 2 1 ⎤ between 2.9 and 3.0
P(1 ≤ x ≤ 2) =
b)  ⎜ + = ⎟ dx ⎢ x + x ⎥
1 ⎝ 6 12 ⎠ ⎣12 12 ⎦1 3000 3

⇒ P(2.9 ≤ x ≤ 3) = (–x 2 + 5.8 x – 8.37) dx

⎛ 4 2 ⎞ 32
= ⎜ + ⎟ − ⎛⎜ + ⎞⎟ =
1 1 4
= 0.33 (2 d.p.) 2.9

⎝ 12 12 ⎠ ⎝ 12 12 ⎠ 12 3000 ⎡ 1 3 ⎤
3

= ⎢ − 3 x + 2.9 x − 8.37 x ⎥
2
3 3 32 ⎣ ⎦ 2 .9
⎛x 1 ⎞ ⎡1 1 2⎤
E(X ) =
c)  ⎜ + ⎟= x dx ⎢ x 3 + x ⎥ =
3000
{(–9 + 26.1 – 25.11) – (–8.129 67 +
0 ⎝ 6 12 ⎠ ⎣ 18 24 ⎦0 32
⎛3 ⎞ 3 15 24.389 – 24.273)}
= ⎜ + ⎟−0 = 3000 {–8.01 – –8.013 67} = 3000
⎝2 8⎠ 8 
= × 0.003 667
3 3 32 32
⎛x 1 ⎞ 2 ⎡1 1 ⎤  = 0.343 75
E(X 2) =  ⎜ + ⎟= x dx ⎢ x 4 + x 3 ⎥
0 ⎝ 6 12 ⎠ ⎣ 24 36 ⎦0 1
1
5. a) P(x > 0.5) = 4(1 – x)3dx = ⎡⎣ −(1 − x )4 ⎤⎦ 0.5
⎛ ⎞
27 3 33 0.5
= ⎜ + ⎟ −0= 1 1
⎝ 8 4⎠ 8 = 0− − =
= 0.0625
2
16 16
33 ⎛ 15 ⎞
− ⎜ ⎟ = 39
1
Var (X ) = E(X  ) – μ = 2 2
8 ⎝ 8⎠ 64 E(X ) =
b) 4(1 – 3x + 3x2 – x3) x dx
0

= 0.609 ⎡1 3 1 ⎤
1

= 4 ⎢ x 2 − x 3 + x 4 − x 5 ⎥
2 2 ⎣ 2 4 5 ⎦0
⎛ x⎞ ⎡ 1 ⎤
3. a) P(1 ≤ x ≤ 2) =  ⎜ 1 − ⎟ d=
x ⎢x − x 2 ⎥
4 ⎦1 ⎛1 3 1⎞ 1
1 ⎝ 2⎠ ⎣ = 4 ⎜ −1+ − ⎟ − 0 =
⎛ 1⎞ ⎝2 4 5⎠ 5
= ( 2 − 1) − ⎜ 1 − ⎟ = 1 1
4 ⎝ ⎠ 4 E(X 2) = 4(1 – 3x + 3x2 –x3) x2 dx
(or argue geometrically from area of triangle) 0
1

2 2 = 4 ⎡⎢ 1 x 3 − 3 x 4 + 3 x 5 − 1 x 6 ⎤⎥
⎡1 1 ⎤
 ⎛⎜1 −
x⎞ ⎣3 4 5 6 ⎦0
E(X ) =
b) ⎟=x dx ⎢ x 2 − x 3 ⎥
2 6 ⎦0
0 ⎝ 2⎠ ⎣
= 4 ⎛⎜ − + − ⎞⎟ − 0 = 1
1 3 3 1
⎛ 8⎞
= ⎜2 − ⎟ −0 = 2 ⎝3 4 5 6⎠ 15
⎝ 6⎠ 3 2
1 ⎛1⎞ 2
Var(X ) = E(X 2) – μ=
2
−⎜ ⎟ = = 0.0267
15 ⎝ 5 ⎠ 75

© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute Continuous random variables 5
 1
1 7 k
6. a) ∫ k (1 − x 2 ) d x = k  x − x 3  ∫ d x = [ k ln x ]1 = k ( ln7 − ln7 ) = k ln7
1
8. a) 7
−1  3  −1 1 x
 1 1  4 1
= k  1 −  −  1 − −   = k , ⇒k=
 3   3  3 ln 7
7

d x = 
so, for f to be a pdf, k = 0.75. 7 1 7 1 x 
E( X ) =
b) ∫ x. dx = ∫
1 x ln 7 1 ln 7  ln 7 1
By symmetry, E(X) = 0.
b)
7 −1 6
1 = =
0.75 x 2 (1 − x 2 ) d x = 0.75  x 3 − x 5 
1 1
( ) ∫ ln 7 ln 7
1
E X2 =
c)
3 5  −1
( )
−1 7
1 x  x2 
E X 2 = ∫ x2.
7 7

 1 1 1 
dx = ∫ dx =  
= 0.75  −  −  − −   = 0.2
1 1 x ln 7 1 ln 7  2 ln 7 1
   5 
 3 5 3 49 − 1 24
= =
Since E ( X ) = 0, Var ( X ) = 0.2. 2 ln 7 ln 7
2
24 6
Var ( X ) = −  = 2.83 (3 s.f.)
2 ln 7  ln 7 
 21
7. a) ∫ k ( 2 − x ) d x = k  2 x − x 
2
1
 2 1 9. To place the medians in order, consider the rate at
 1  1 which they accumulate probability as x increases –
= k ( 4 − 2 ) −  2 −   = k,
  2  2 the median has half the area to the left and half to
so, for f to be a pdf, k = 2. the right. Q and S start low and increase, so they
will he higher than P and R. The graph of Q has
( )
m m
b) 2 ( 2 − x ) d x =  4 x − x 1 = 4 m − m − ( 4 − 1)
∫
2 2
a steady increase and for S the gradient increases
1
so the median will be higher than for Q. The
= 4 m − m − 3 = 0.5
2
gradient for P is steady but for R it comes down
if m is the median, very sharply at the end (near 2), so the median for
4 ± 16 − 14 2 R will be higher than for P. So the order will be
so m − 4 m + 3.5 = 0 ⇒ m = = 2±
2
.
2 2 mr , m p , mq , ms .
2
But m lies between 1 and 2, so m = 2 − .
2

© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute Continuous random variables 6