S5 MATH 25/NOV/2021

CONTINUOUS RANDOM VARIABLES

A continuous random variable is a theoretical representation of a continuous
variable such as height, mass, time, e.t.c.
Probability density function (p.d.f)
For a continuous random variable X, the p.d.f is specified by 𝑓(𝑥) where 𝑓(𝑥) ≥ 0
throughout the range of values of x.
Properties of 𝒇(𝒙)
(i) 𝑓(𝑥) ≥ 0 for all values of x
(ii) ∫𝒂𝒍𝒍𝒙 𝑓(𝑥)𝑑𝑥 = 1 i.e the total area under the curve is 1
𝑏
(iii)𝑃(𝑋 = 𝑥) = ∫𝑎 𝑓(𝑥)𝑑𝑥.
The p.d.f, f(x) can be represented on the graph and the probability that X lies in
an interval [𝑎, 𝑏]𝑜𝑟 (𝑎, 𝑏) is given by the area under the curve from 𝑥 = 𝑎 to 𝑥 = 𝑏
as shown by the shaded region below

𝑓(𝑥)

𝑎 𝑏 𝑥

Example1
A continuous random variable X is given by

𝑓(𝑥) = 𝑘𝑥 ; 𝑥=0<𝑥<4
0 ; otherwise
Determine (a) the value of the constant 𝑘.
(b)P(1 ≤ X ≤ 2)
(c) P(X < 2.5)
(d) P(X ≥ 1.4)

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 Example2
A random X has p.d.f given by;
𝜆 2
𝑓(𝑥) = { 𝑥 ; −1 < 𝑥 < 4
2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Where 𝜆 is a constant.
Find;
(i) The value of 𝜆
(ii) P(0 < X < 2)
(iii) P(X < 1.2)
(iv) P(X > 0)
Example3
The p.d.f of a random variable Y is given by
𝑦+1
𝑓(𝑥) = { ; 0≤𝑦≤𝑘
4
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find;
(a) The value of 𝑘
(b) P(1 ≤ Y ≤ 1.5)
Example4
A random variable X has a p.d.f given by
𝑐𝑥; 0<𝑥≤1
𝑐
(3 − 𝑥); 1 ≤ 𝑥 ≤ 3
𝑓(𝑥) = 2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
{
Find;
(i) the value of the constant c
(ii) P(X < 0.5)
(iii) P(0.5 ≤ X ≤ 1.5)
(iv) P(1.5 ≤ X ≤ 2.5)
(v) P(X > 2)
(vi) P(X ≥ 0.5)
(vii) P(X < 2/X > 0.6)

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 1
(viii) P( |𝑋 − 1| < 2 )
1
(ix) P( |𝑋 − 1| ≥ 2 )

Sketching the probability density function, p.d.f ,f(x)

The sketch of a p.d.f can either be a line, a curve or a combination of the
two.
For a line two points are required which must be joined using a ruler.
For a curve a third point may be necessary and the points are joined
smoothly using free hands. however all parts of the graph must be labelled.
Example1
A random variable X has a p.d.f given by
1
𝑥; 0<𝑥≤2
4
1
𝑓(𝑥) = (4 − 𝑥); 2 ≤ 𝑥 ≤ 4
4
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
{
Sketch f(x).
Example2
A continuous random variable X has p.d.f given by
3 2
𝑥 ; 0<𝑥≤2
32
3
𝑓(𝑥) = (6 − 𝑥); 2≤𝑥≤6
32
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
{
Sketch the function f(x)

Note;
since the area under the p.d.f graph always adds to 1. We can use the graph
where possible to find the required constant in the p.d.f function.

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 Example
A continuous random variable X has a.p.d.f given by
𝑘𝑥; 0<𝑥<2
𝑥
4𝑘 (1 − ) ; 2 < 𝑥 < 4
𝑓(𝑥) = 4
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
{
Sketch the graph of f(x) hence determine the value of the constant 𝑘.
Expectation and variance for a continuous random variable
for a continuous random variable X ,
(i) the expectation,E(X) is given by;

𝐸(𝑋) = 𝜇 = ∫ 𝑥𝑓(𝑥)𝑑𝑥
𝑎𝑙𝑙 𝑥

(ii)The variance, var(X) is given by;

𝑉𝑎𝑟(𝑋) = 𝛿 2 = 𝐸(𝑋 2 ) − (𝐸(𝑋))2
Where 𝐸(𝑋 2 ) = ∫𝑎𝑙𝑙 𝑥 𝑥 2 𝑓(𝑥)𝑑𝑥

The standard deviation 𝑆. 𝐷 = 𝛿 = √𝑉𝑎𝑟(𝑋)

The expectation of X is also called mean or expected value of X
Example1
A random variable X has p.d.f given by
3
𝑓(𝑥) = {4 𝑥(2 − 𝑥); 0 ≤ 𝑥 ≤ 2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the mean and variance of X.
Example2
A continuous random variable X is defined by the p.d.f
𝛼(𝑥 + 2); −2 < 𝑥 ≤ 0
2
𝑓(𝑥) = 3 𝛼(3 − 𝑥); 0≤𝑥≤3
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
{
(a) Determine the value of the constant 𝛼
(b) Calculate;
(i) E(X) (ii) Var(X) (iii) 𝑃(𝑋 > −1⁄𝑋 < 2 )

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Note;
Where the graph of f(x) has a line of symmetry through the x – axis, the
mean,E(X) is always the value of x at the line of symmetry.
Example3
A random variable X has p.d.f ,f(x) given by
𝛽𝑥; 0≤𝑥≤1
𝛽; 1≤𝑥≤3
𝑓(𝑥) = 𝛽(4 − 𝑥); 3 ≤ 𝑥 ≤ 4
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
{
Find ;
(i) The value of 𝛽
(ii) The mean of X
(iii) The standard deviation of X
(iv) 𝑃(2.5 < 𝑋 < 3.5)