STAT 210

Probability and Statistics

Unit 4:
Continuous Random Variables
B

-
O It’s the probability of z or and

41 z = 4 &
continuous

not sure
If z is more than 4, it’s 1
If z is less than 4 it’s 0
What is the difference between continuous and discrete ?

How does the continuous probability graph look like and what does it mean?

• Area under the graph = the probability

• The curve represents probability density function ( it’s also called probability
distribution)

What does probability density function ( it’s also called probability distribution) means ?
• it’s mathematical function that describes the probability of continuous viable within specific range
Probability Density Function
 For a continuous random variable X, the
probability density function (pdf), is a function
𝑓 𝑥 such that:
Probability should be more than or

f ( x)  0
equal to zero

1. In simple words: probability must

be at least 0 or more


2. 
-
f ( x) dx =0
1 -> • Total probability from negative infinity to positive should be equal to 1

In simple word, total probability must be 1

b
3. P(a  X  b) =  a
f ( x) dx , for any two numbers a
and b with a < b.
it’s a rule, just memorize it and know why did put a and b their.

4
Remarks
If X is continuous, then:
For continuous, the equal sign doesn’t matter, but for discrete it does.

b
 P(a  X  b) = P(a  X  b) = P(a  X  b) =  f ( x)dx.
a
Here , he say the same thing
a
 P( X  a) = P( X  a) =  f ( x)dx
−
Here he say the same thing 
P( X  a ) = P( X  a ) =  f ( x)dx.
a
Why doesn’t matter ? I don’t know.

Maybe because it will end up being equal to one anyways.

5
 To solve this you can use your calculator or calculus 1.

Try to solve it , my solution will be in the next slide

Example 1
 Let X be a continuous r.v. with pdf
2 x 0  x  1
2.0

f ( x) =  1.5

 0 otherwise f(x)
1.0

◼ Find P(X<0.3)

=°@°@°@
?.?
@?
.
⑤ .
0.5
0.09

0.3

P (0  X  0.3) = 2 xdx = x 2 |00.3
0.0
0 0.3 1
X

= 0.3 2 − 0 2
- = 0.09 2.0

Find P(0.2<X<0.8)
1.5

◼
0. 8
f(x)

0.6

P (0.2  X  0.8) =  2 xdx =

1.0

d x 2 |00..82
0 .2 0.5

= 0.8 2 − 0.2 2 = 0.60 0.0

0 0.2
X
0.8 1

6
 roun than MOVE Tran

④
↓
S
-----e
> Less Man I

2
---

- xx !
o
O

S 2 [x] x
2
=

P(0(X < 0 3) =
=
-

-8
From the function
-
10 -
2
-c)
P(0(X[ 0 3)
= 0
-

= 0 . &

②
⑮Man more TMGS
-

Sexx = -
- -

[x]
-"-
P(0 2X0 8) =
.
.

0 . 8 -o .
2
6
=

0 .
Cumulative Distribution Function (CDF)
In simple, words it mean

IT’s mathematical function to calculate cumulative probability

• It can be used for continuous and discrete random variables

Formula If it was greater than, it would like this

00

~
=

x 2 x

From the slide,

Important rules
 You can’t use the calculator here because we have X in the intergal

My solution next slide

First we need to find the culmmative distribution function, the one we have in the question is probability density distribution function, that why I will take
the X and 0 in the intergal
-

x It doesn’t Matter what letter you use here

S. 2 ,xx-
L

F(x) =

. . . . . .
=

[-x
I⑧
L

- 2
f(x) = X -
o
2
I X

x x

FCx) x 0 X It’s always written like this, your answer in exam should be like this too

I X I

Let say he asked to find But using CDF.

P(0( X <0 -

3) =
F(0 3) .
-

F(0)
=0 .
5
=0 .
04 We replace it in CDF function x
0 . 04 =
0 . o
 You can’t use the calculator here because it’s CDF

Example 3 My solution next slide

A hole is drilled in a sheet-metal component, and then a

shaft is inserted through the hole. The shaft clearance
is equal to the difference between the radius of the hole
and the radius of the shaft. Let the random variable X
denote the clearance, in millimeters. The probability
density function of X is
1.25(1 − x 4 ), 0  x  1
f ( x) = 
0, otherwise

1.Find the cumulative distribution function F(x)

2. Components with clearances larger than 0.8 mm

must be scraped. What proportion of components are
scrapped?
10
 Babius

&

-
-

Because it’s constant, we can take to other side =

12 -Y
- S

④ Fexfsc= 1 .

251 x =

y
-
- =
-
=
-

-
I%
X O
⑧

F(t) =
1 25
.

(x- 0 &X

X ? B
<1

F(x)
=

1 25 x
.

I-)
②
P(X >0 8)
.
=

1 -

F(0 8)
-

=1 -

1 25
.

% -
=0 082 .
Exercise
 The actual tracking weight of a stereo cartridge
that is set to track at 3 gm on a particular change
can be regarded as a continuous r.v. X with pdf


k 1 − ( x − 3) 2
f ( x) = 
 2 x4
 0 otherwise
a) Find the value of k.
b) Find F(x). COF
c) What is the probability that the actual tracking
weight is greater than the prescribed weight?
d) What is the probability that the actual weight is
within 0.25 gm of the prescribed weight?

11
 Find value of C,K A,B, c whatever is use, make it equal to one solve for The variable (K)
⑪
②

S")
X

1 - xx- x) =
F(x) =

G05(1 -

(x- 3) Ly

↓
=

0 .

71 -
x + xx- +y

S"k(1 =07s( 3Y 8]2

+
-
x

- x +
xx -
06X =

1
11
↓
xx]Y ↓
k(
↓
xx2 I

k(x 3 3x2
0x)
=

->
+

4
-

75[ 5 2)
+ -

8x
F(x)
+

3x
+
,

0
- +
=
.

k[ x4) E x))
[
0 x < 2
8 xx) 1
F(X)
- + +
- =

+ =

2 < C4
0x +
3x .

ox-
x= 4
I

k = 1
e
x =

⑧ SAC1-xx- x
P(Xx3) =
=

kS1 -
Y +

xx -

=
75

See
F
=
0 .

⑦ P(3 - 0 . 25(x(3 +
0 .

25))3 25.
- =
(8(4) 1 -

+
34 %
) (0-+as)
-

-(2 -

75(X <3 .
25) =
x( +
xx2 -

xx) 2 IS .
=0 .

S
0
75(2 * 25) - 8( 25)-
-

31
. .
=
-
+

( = - +
x2 -

> -
822 -

75)
3

0 - 489 .
0 .
75

= 0 .

368
Mean and Variance
 Suppose X is a continuous random variable with
probability density function f(x).
◼ The expected value or mean value of X is:

 X =  xf ( x)dx.
−


 = − − 
2 2
◼ The variance of X is: X ( x X ) f ( x)dx

=  x 2 f ( x)dx −  X2 .
−


◼ In general, h ( X ) =  h( x) f ( x)dx.
−

12
800x
n
16 =

10X
=

2.5
-
. . . . --

so
 ⑯

/! =
X

S - *")
-
= -

I
0 X CO

F(x) =

2! x I 140-
=
x c4

* X 24

⑦
P(x)2) 1 P(x12) 1 F2
=

=
-

687s
(6(=2
0
))
=
.

=1
-
-

d
① E(x)" ((y -

x) =

)4 - x =

+ -
!. = " -

)
M(x) 2 Y

=f x
.

x)
=

4
3)(x"
"
vex (4 x) 2 2 -
=
= -

64
-
-
-

=
.

I
X 2 4
-

-
8 I
-

- 0 64
.

0 564
=

=0 . 8
Empirical rule (68-95-99.7 rule)
Not given in the formula sheet

outliers
↓
0

▪ About 68% of the population is in the interval   .

▪ About 95% of the population is in the interval   2.
▪ About 99.7% of the population is in the interval   3.

19
 Always convert to
Z always follow normal distribution Z, if you have it ,
you can use table

Standard Normal Distribution

❑ In general, we convert to standard units by
subtracting the mean and dividing by the
standard deviation.

❑ Thus, if x is an item sampled from a normal

population with mean  and variance 2, the
standard unit equivalent of x is the number z,
where

X x− All the population will have the same mean (standardized

z= population)


Destanderlised

ONLY 2 Decible point 21

Example 5 &
Aluminum sheets used to make beverage
cans have thicknesses (in thousandths of an
inch) that are normally distributed with
mean 10 and standard deviation 1.3. A
particular sheet is 10.8 thousandths of an
inch thick. Find the z-score. . xUNCIOS 1

a
es =10
Just apply the rule

103
z =

0 .

01
23
 Idk what it means

We use this, to make everything look standardized?

 What does it mean

-
0 .
04450

-17

I
=

1
=

-
1 .
7
+ 10
1 .
3

8 3
E
=
.

x =

7 7P.
 P(x - 700) 1 F(00)
=

1
P(x)700)
-

-
=

- (7
-

-
-(2 50 .

- 1 - 0 . 0947 =

0
.
0063

·
They to find probability of a budget that will only exceed 0.1 in
any week

Use the table but oppositely

P(X > 0 .

17 z =
1 . 28

1 28
1600
=

X 65)
=
 X &NC3 ,
0 .

-
P
P(X< 3)
-
1)
2
0807
.

40)
=

1 . 0 .

40

P(778x1834)

10 7 -

Px24 1-
P(x =
187
s
P(10 -
12)

P (xx) =
u .

us

1 -
0
-
Cumulative Distribution Function (CDF)
In simple, words it mean

IT’s mathematical function to calculate cumulative probability

• It can be used for continuous and discrete random variables

Formula If it was greater than, it would like this

00

~
=

x 2 x

From the slide,

Important rules
 Always convert to
Z always follow normal distribution Z, if you have it ,
you can use table

Standard Normal Distribution

❑ In general, we convert to standard units by
subtracting the mean and dividing by the
standard deviation.

❑ Thus, if x is an item sampled from a normal

population with mean  and variance 2, the
standard unit equivalent of x is the number z,
where

X x− All the population will have the same mean (standardized

z= population)


Destanderlised

ONLY 2 Decible point 21