1

CHAPTER 4

CONTINUOUS RANDOM
VARIABLES AND PROBABILITY
DISTRIBUTIONS

byNorAdilaKedin
 Random Variable

Discrete Continuous
Only take countable Assume all values in
number such as interval between any
0,1,2,3,4, … two given values.

Assume only specific no.

Data that can be
of values. measured.

The consecutives values Decimal & fractional

RANDOM are separated by a
certain gap.
values

VARIABLE 2

byNorAdilaKedin
 • A function with values 𝑓(𝑥),defined over the set of all real
numbers, is called probability density function of the
4.1 continuous random variables X if and only if
𝒃
CONTINUOUS 𝑷 𝐚 ≤ 𝑿 ≤ 𝒃 = ‫𝒙𝒅 𝒙 𝒇 𝒂׬‬

PROBABILITY • If X is a continuous random variable and a and b are real

constants with 𝑎 ≥ 𝑏, then
DISTRIBUTION 𝐏 𝐚≤𝐗≤𝐛 =𝐏 𝐚≤𝐗<𝐛 =𝐏 𝐚<𝐗≤𝐛 =𝐏 𝐚<𝐗<𝐛
AND
• A function can serve as a probability density of a
PROBABILITY continuous random variable X if its values,𝑓(𝑥),satisfy
DENSITY 𝐟 𝐱 ≥𝟎 𝐟𝐨𝐫 − ∞ < 𝐱 < ∞;
∞
 ‫׬‬−∞ 𝐟 𝐱 𝐝𝐱 = 𝟏
3
𝐛
𝐏 𝐚<𝐱<𝐛 = ‫𝐟 𝐚׬‬ 𝐱 𝐝𝐱 (Does not concern the inequalities)

byNorAdilaKedin
•
 BASIC RULES
OF
INTERGRATION 4

byNorAdilaKedin
Source : https://www.onlinemathlearning.com/integration-basics.html
 ∞
Example 1 i) ‫׬‬−∞ 𝐟 𝐱 𝐝𝐱 = 𝟏
Probability density 𝟐𝟏 𝟏 𝒙𝟏+𝟏 2
function of continuous ‫𝒙 𝟐 𝟎׬‬ 𝒅𝒙 = 𝟐 (𝟏+𝟏) 0
random variable is 𝟐𝟐 𝟎𝟐
= −
𝟒 𝟒
1
 x; 0  x  2
f x  2 =1
0 : otherwise ∴ 𝑝𝑟𝑜𝑣𝑒𝑛 𝑥 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝟏.𝟓 𝟏
i) Proof that x is a ii) 𝑃 𝑥 ≤ 1.5 = ‫𝒙 𝟐 𝟎׬‬ 𝒅𝒙
continuous random variable.
𝒙𝟐 1.5 (𝟏.𝟓)𝟐 𝟎𝟐
= = −
ii) Find P(x ≤ 1.5) 𝟒 0 𝟒 𝟒

= 0.5625 @ 9Τ16 5

byNorAdilaKedin
Example 2 i)
𝟏
‫𝒌 𝟎׬‬ 𝒙 + 𝟐 𝒅𝒙 = 𝟏

The proportion of people who 𝟏

‫𝒙(𝒌 𝟎׬‬ + 𝟐) 𝒅𝒙 = 𝒌
𝒙𝟐 1
+ 𝟐𝒙 0
𝟐
respond to a certain mail
questionnaire is a continuous 𝟏𝟐 𝟎𝟐
𝟏=𝒌 + 𝟐(𝟏) − + 𝟐(𝟎)
𝟐 𝟐
random variable X that has the
𝟓
density function 𝟏= 𝒌
𝟐

k( x  2) for 0  x  1 𝒌=
𝟐
f (x)   𝟓
0 elsewhere
𝟏 𝟏 𝟐
i) Find the value of k. ii) 𝑷 𝒙 >
𝟒
= ‫𝟏׬‬ൗ
𝟒𝟓
(𝒙 + 𝟐) 𝒅𝒙
ii)Find the probability that more 𝟐 𝒙𝟐 1
than ¼ of the people contacted = + 𝟐𝒙 1/4
𝟓 𝟐

will respond to this mail 𝟐 𝟏𝟐 𝟏ൗ 𝟐

questionnaire. = + 𝟐(𝟏) − 𝟒
+ 𝟐(𝟏Τ𝟒)
𝟓 𝟐 𝟐 6

= 𝟎. 𝟕𝟖𝟕𝟓 @ 𝟔𝟑Τ
𝟖𝟎
byNorAdilaKedin
 ∞

Example 3 න 𝐟 𝐱 𝐝𝐱 = 𝟏
−∞
Probability density 𝟎 𝟐
𝟒ൗ
𝟑
‫׬‬−𝟐 𝒌 𝒙 + 𝟐 𝒅𝒙 + ‫𝟏 = 𝒙𝒅 𝒌𝟒 𝟎׬‬
function of continuous
𝟎 𝟒ൗ
random variable is ‫׬‬−𝟐 𝒌(𝒙𝟐 +𝟒𝒙 + 𝟑
𝟒) + ‫𝟏 = 𝒙𝒅 𝒌𝟒 𝟎׬‬
k x  22 for  2  x  0 𝒙𝟑 𝟒𝒙𝟐 0 4/3
 𝒌 + 𝟐 + 𝟒𝒙 -2 − 𝟒𝒌𝒙 0 = 𝟏
 4 𝟑
f ( x )  4k for 0  x 
 3
(−𝟐)𝟑 𝟒(−𝟐)𝟐 𝟒
0 elsewhere 𝒌 𝟎− + 𝟐 + 𝟒(−𝟐) − 𝟒𝒌 −𝟎 = 𝟏
 𝟑 𝟑
𝟖 𝟏𝟔
Find the value of k. 𝒌 + 𝒌 =𝟏
𝟑 𝟑
𝟖𝒌 = 𝟏
𝟏
𝒌=𝟖 7

byNorAdilaKedin
 Let x be a random variable with continuous
probability distribution f(x).
4.2
• The mean or expected value of x is
MEAN, 

VARIANCE, E( X)   x . f ( x ) dx


AND • The variance of x is

STANDARD V( X)  E( X 2 )  E( X) 2

DEVIATION E( X ) 
2
x
2
. f ( x ) dx


• Thus, the standard deviation is

  2 8

byNorAdilaKedin
 • If X is a random variable, a and b are
constants, then
4.2
MEAN,  E (a)  a
VARIANCE, E (aX ) aE ( X )
AND E (aX  b)  aE ( X )  b
STANDARD
DEVIATION  V (a)  0
 V (aX )  a 2V ( X )
 V (aX  b)  a 2V ( X )
9

byNorAdilaKedin
Example 4 ∞
The number of minutes that i) Mean, µ = E(X)= ‫׬‬−∞ 𝐱 ∙ 𝐟 𝐱 𝐝𝐱
flight from City A and City B is 𝟔 𝟏
early or late is a random which ‫׬‬−𝟔 𝒙 ∙ 𝟐𝟖𝟖 (𝟑𝟔 − 𝒙𝟐 ) 𝒅𝒙
probability density function is
𝟔 𝟏
given below: =‫׬‬−𝟔 (𝟑𝟔𝒙 − 𝒙𝟑 ) 𝒅𝒙
𝟐𝟖𝟖
 1
 
f  x    288

36  x 2 ; 6 x6
1 𝟑𝟔𝒙𝟐 𝒙𝟒 6
0 : otherwise = − -6
288 𝟐 𝟒
1 𝟑𝟔(𝟔)𝟐 (𝟔)𝟒 𝟑𝟔(−𝟔)𝟐 (−𝟔)𝟒
Find = − − −
288 𝟐 𝟒 𝟐 𝟒
i) the mean ,
ii) the variance =0
iii) V(3x-1). 10

byNorAdilaKedin
Example 4 ii) Variance, σ2= V(X) = E(X2)-E(X)2
The number of minutes that ∞ 𝟐
E(X2) = ‫׬‬−∞ 𝒙 ∙ 𝐟 𝐱 𝐝𝐱
flight from City A and City B is
early or late is a random which 6 2 1 6 1
‫׬‬−6 𝑥 ∙ 288 (36 − 𝑥 2 ) 𝑑𝑥 =‫׬‬−6 (36𝑥 2
− 𝑥 4 ) 𝑑𝑥
probability density function is 288
given below: 1 36𝑥 3 𝑥5 6
= − -6
 1 288 3 5
 
f  x    288

36  x 2 ; 6 x6
1 36(6)3 (6)5 36(−6)3 (−6)5
0 : otherwise = − − −
288 3 5 3 5

36
Find = 5
i) the mean , Thus, Variance, σ2= V(X) = E(X2)-E(X)2
ii) the variance,
iii) V(3x-1). 36 𝟑𝟔
= - (0)2 = 11
5 𝟓

byNorAdilaKedin
Example 4
The number of minutes that flight
from City A and City B is early or iii) V(3X+1)
late is a random which probability
density function is given below: V (aX  b)  a 2V ( X )
 1
  
36  x 2 ; 6 x6 V (a)  0
f  x    288
0 : otherwise
= 32 𝑉 𝑋 −𝑉(1)
Find 𝟑𝟔
i) the mean , =9 −0
𝟓
ii) the variance 𝟑𝟐𝟒
iii) V(3x-1). =
𝟓
12

byNorAdilaKedin
Example 5
A continuous random variable X has a i) the value of c.
probability density function given by ∞
න 𝐟 𝐱 𝐝𝐱 = 𝟏
x ,0<x<1 −∞
𝟏 𝟐
f(x) = c(2-x) , 1 < x < 2 ‫ 𝒙𝒅 𝒙 𝟎׬‬+ ‫ 𝟐(𝒄 𝟏׬‬− 𝒙) 𝒅𝒙 = 𝟏
0 , elsewhere
𝒙𝟐 1 𝒙𝟐 2
Find 𝟐 0 + 𝒄 𝟐𝒙 − 𝟐 1 = 𝟏

i) the value of c. (𝟏)𝟐

−𝟎 +𝒄 𝟐 𝟐 −
(𝟐)𝟐
− 𝟐 𝟏 −
(𝟏)𝟐
=𝟏
1 3 𝟐 𝟐 𝟐
ii) 𝑃 2 < 𝑋 < 2
𝟏 𝟏
iii) the expected value of X. + 𝒄 =𝟏
𝟐 𝟐
iv) the variance of X. 𝒄=𝟏
v) E(3x2 + 4) 13

byNorAdilaKedin
Example 5
A continuous random variable X has a ii) 𝑃
1
<𝑋<
3
probability density function given by 2 2
𝟑
𝟏
x ,0<x<1 = ‫ 𝒙𝒅 𝒙 𝟏׬‬+ ‫ 𝟐( 𝟏׬‬− 𝒙) 𝒅𝒙 𝟐
𝟐
f(x) = c(2-x) , 1 < x < 2
𝒙𝟐 1 𝒙𝟐 3ൗ2
0 , elsewhere = + 𝟐𝒙 −
𝟐 ½ 𝟐 1
Find (𝟏)𝟐 (𝟏ൗ𝟐)𝟐 𝟑 (𝟑ൗ𝟐)𝟐 (𝟏)𝟐
= − + 𝟐 − − 𝟐 𝟏 −
i) the value of c. 𝟐 𝟐 𝟐 𝟐 𝟐
1 3 𝟑 𝟑
ii) 𝑃 2 < 𝑋 < 2 = +𝟖
𝟖
iii) the expected value of X. 𝟑
=
iv) the variance of X. 𝟒

v) E(3x2 + 4) 14

byNorAdilaKedin
Example 5 ∞
A continuous random variable X has a iii) E(X)= ‫׬‬−∞ 𝐱 ∙ 𝐟 𝐱 𝐝𝐱
probability density function given by 𝟏 𝟐
= ‫∙ 𝒙 𝟎׬‬ 𝒙 𝒅𝒙 + ‫∙ 𝒙 𝟏׬‬ (𝟐 − 𝒙) 𝒅𝒙
x ,0<x<1
𝟏 𝟐 𝟐
f(x) = c(2-x) , 1 < x < 2 = ‫ 𝒙𝒅 𝒙 𝟎׬‬+ ‫𝟏׬‬ (𝟐𝒙 − 𝒙𝟐 ) 𝒅𝒙
0 , elsewhere
𝒙𝟑 1 𝟐𝒙𝟐 𝒙𝟑 2
Find = + −
𝟑 0 𝟐 𝟑 1
i) the value of c.
1 3 (𝟏)𝟑 (𝟐) 𝟑 𝟑
(𝟏)
ii) 𝑃 2 < 𝑋 < 2 = −𝟎 + (𝟐)𝟐 − 𝟑 − (𝟏)𝟐 − 𝟑
𝟑
iii) the expected value of X.
iv) the variance of X. =1
v) E(3x2 + 4) 15

byNorAdilaKedin
Example 5 iv) Variance, V(X) = E(X2)-E(X)2
A continuous random variable X has a 2 ∞ 𝟐
E(X ) = ‫׬‬−∞ 𝒙 ∙ 𝐟 𝐱 𝐝𝐱
probability density function given by
𝟏 𝟐 𝟐 𝟐
= ‫𝒙 𝟎׬‬ ∙ 𝒙 𝒅𝒙 + ‫𝒙 𝟏׬‬ ∙ (𝟐 − 𝒙) 𝒅𝒙
x ,0<x<1
f(x) = c(2-x) , 1 < x < 2 𝟏 𝟐
= ‫ 𝒙𝒅 𝟑𝒙 𝟎׬‬+ ‫ 𝟐𝒙𝟐( 𝟏׬‬− 𝒙𝟑 ) 𝒅𝒙
0 , elsewhere
𝒙𝟒 𝟐𝒙𝟑 𝒙𝟒
Find = 1+ −𝟒 2
𝟒 𝟑
i) the value of c. 0 1
(𝟏)𝟒 𝟐(𝟐)𝟑 (𝟐)𝟒 𝟐(𝟏)𝟑 (𝟏)𝟒
1 3 = −𝟎 + − − −
ii) 𝑃 < 𝑋 <
2 2
𝟒 𝟑 𝟒 𝟑 𝟒

𝟕
iii) the expected value of X. = 𝟔
iv) the variance of X.
Thus, Variance,= V(X) = E(X2)-E(X)2
v) E(3x2 + 4) 16
7 2 𝟏
= - (1) =
byNorAdilaKedin
6 𝟔
Example 5
A continuous random variable X has a
probability density function given by iii) E(3X2+4)
x ,0<x<1 E (aX  b)  aE ( X )  b
f(x) = c(2-x) , 1 < x < 2
0 , elsewhere E (a)  a
Find = 3 𝐸 𝑋 2 +𝐸(4)
i) the value of c. 𝟕
1 3 =3 +4
ii) 𝑃 < 𝑋 < 𝟔
2 2
𝟏𝟓
iii) the expected value of X. =
𝟐
iv) the variance of X.
v) E(3x2 + 4) 17

byNorAdilaKedin