Lesson 10

Continuous Probability Distribution

introduction
For any continuous random variable, X,
there exists a non-negative function f(x),
called the probability density function
(p.d.f) through which we can find
probabilities of events expressed in term
of X.
 b
P(a < X < b ) = ò f(x) dx
a

= area under the curve

of f(x) and over the interval
(a,b)

f: R ® [0, ¥) p( X Î A) = ò f(x) dx
A

= area under the curve

of f(x) and over the
region A
Definition
The function f(x) is a probability density
function (pdf) for a continuous random
variable X, defined on the set of real
numbers, if:
1. f(x) ³ 0 " xÎ R
¥
2. ò f(x) dx = 1
-¥
b
3. P(a < X < b) = ò f(x) dx " a, b Î R ; a £ b
a
Note:

We shall concern ourselves with computing

prob. for various intervals of continuous
random variables such as P(a < X < b),
P(W > c), and so forth.
Note that when X is continuous,

P(a £ X £ b)= P(a < X £ b)

= P(a £ X < b)
= P(a < X < b)
 ¥ area = P(a £ X £ b )
Total area = = ò f (x ) dx = 1
ò a f (x ) dx
b
-¥ =

area = P( X ³ b ) area = P( X £ a )
f ( x ) dx ò -¥ f (x ) dx
¥ a
= òb =
Example
Suppose that the error in the reaction temperature, in oC,
for a controlled laboratory experiment is a continuous
random variable X having the following probability
density function:

ì1 2
ï x ; -1< x < 2
f ( x) = í 3
ïî0 ; elsewhere

1. Verify that (a ) f(x) ³ 0

¥
(b) ò f(x) dx = 1
P(0 < x £ 1)
-¥
2. Find
Solution:
X =the error in the reaction temperature in oC.
X is continuous r. v.

ì1 2
ï x ; -1< x < 2
f ( x) = í 3
ïî0 ; elsewhere
1. (a ) f(x) ³ 0 because f(x) is a quadratic
function.

¥ -1 2 ¥
1 2
(b) ò-¥ f(x) dx = -ò¥0 dx + -ò1 3 x dx + ò2 0 dx
2
1 2 é1 3 x = 2 ù
= ò x dx = ê x ú
-1
3 ë 9 x = -1û
1
= (8 - (-1)) = 1
9
 1 1
1 2
2. P(0 < x £ 1) = ò f(x) dx = ò x dx
0 0
3

é1 3 x = 1 ù
=ê x ú
ë9 x = 0û

1
= (1 - (0))
9
1
=
9