6/11/2015

Chapter 3 (Week 4)
Continuous Random
Variable
Dr.Rajalingam
L2- Continuous random variable
Remark Refer to chapter 3

CONTINUOUS RANDOM
VARIABLES
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

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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

CONTINUOUS RANDOM VARIABLE

The properties of the probability density function f(x)
are:
i ) f ( x) 0

ii )

f ( x) 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 )

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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 ( x)dx

for

- x

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 2 f ( x)dx 2
2

Standard deviation of X is .
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Example 1

Suppose that X is a continuous random variable having the

probability density function

kx 2
f (x)
0,

1 x 1

for

elsewhere

Question

(i) Find the value of constant k,

(ii) Find P(-0.5<X<0.5)
(iii) Determine x such that P( X > x) = 0.5
(iv) Determine the mean and the variance of X
(v) Determine the CDF of X.
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kx 2
f (x)
0,

1 x 1

for

elsewhere

(i) Find the value of constant k,

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(ii) Find P(-0.5<X<0.5)

(iii) Determine x such that P( X > x) = 0.5

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(iv) Determine the mean and the variance of X

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(v) Determine the CDF of X.

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Exercise
Find the cumulative probability distribution of X given that the
density function is
k (1 x 4 ),
for
0 x 1
f ( x)
elsewhere
0,

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.

DYS

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END

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