Matakuliah : I0262 – Statistik Probabilitas

Tahun : 2007
Versi : Revisi

Pertemuan 05
Peubah Acak Kontinu dan Fungsi
Kepekatannya

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 Learning Outcomes

Pada akhir pertemuan ini, diharapkan mahasiswa

akan mampu :
• Mahasiswa akan dapat menghitung nilai
harapan, dan ragam peubah acak kontinu.

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 Outline Materi

• Konsep dasar
• Nilai harapan dan ragam
• Sebaran normal
• Hampiran normal terhadap Binomial
• Sebaran khusus : Eksponensial, Gamma,
Beta, dst.

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 Continuous Random Variables

A random variable X is continuous if its

set of possible values is an entire
interval of numbers (If A < B, then any
number x between A and B is possible).

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 Probability Density Function
For f (x) to be a pdf
1. f (x) > 0 for all values of x.
2.The area of the region between the
graph of f and the x – axis is equal to 1.

y = f ( x)
Area = 1

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 Probability Distribution
Let X be a continuous rv. Then a
probability distribution or probability
density function (pdf) of X is a function
f (x) such that for any two numbers a
and b,
b
P ( a ≤ X ≤ b ) = ∫ f ( x )dx
a

The graph of f is the density curve.

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 Probability Density Function
P (a ≤ X ≤ b) is given by the area of the shaded
region.

y = f ( x)

a b
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 Important difference of pmf and
pdf

Y, a discrete r.v. with pmf f(y)

X, a continuous r.v. with pdf f(x);
• f(y)=P(Y = k) = probability that the outcome is k.
⊂ function with the property that
• f(x) is a particular
for any event A (a,b), P(A) is the integral of f
over A.
b
P( A) = ∫ f ( x)dx = ∫ f ( x)dx
A a
k
P( X = k ) = ∫ f ( x)dx = 0
k 8
Ex 1. (4.1) X = amount of time for which a book
on 2-hour reserve at a college library is checked
out by a randomly selected student and suppose
that X has density function.
0.5 x 0 ≤ x ≤ 2
f ( x) = 
0 otherwise
1 1 1 21
a. P ( x ≤ 1) = ∫ f ( x) dx = ∫ 0.5 xdx = x =0.25
−∞ 0 4 0
1.5
b. P (0.5 ≤ x ≤ 1.5) = ∫ 0.5 xdx =0.5
0.5

c. P( x > 1.5) = ∫ 0.5 xdx =0.4375

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1.5 9
 Uniform Distribution

A continuous rv X is said to have a

uniform distribution on the interval [a, b]
if the pdf of X is
 1
 a≤ x≤b
f ( x; a, b) =  b − a
0 otherwise
X ~ U (a,b)
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 Exponential distribution

X ~ Exp(λ )
X is said to have the exponential distribution
if for some
λ > 0 ,
1 −
x
 e λ
x>0
f ( x) =  λ
 0 x<0
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 Probability for a Continuous rv
If X is a continuous rv, then for any
number c, P(x = c) = 0. For any two
numbers a and b with a < b,

P ( a ≤ X ≤ b) = P ( a < X ≤ b)
= P ( a ≤ X < b)
= P ( a < X < b)
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 Expected Value
• The expected or mean value of a continuous rv X
with pdf f (x) is
∞
µX = E ( X ) = ∫ x ⋅ f ( x) dx
−∞
• The expected or mean value of a discrete rv X
with pmf f (x) is
E( X ) = µ X = ∑ x ⋅ p ( x)
x∈D
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 Expected Value of h(X)
• If X is a continuous rv with pdf f(x) and h(x) is any
function of X, then
∞
E [ h( x ) ] = µ h ( X ) = ∫ h( x) ⋅ f ( x)dx
−∞

• If X is a discrete rv with pmf f(x) and h(x) is any

function of X, then

E[h( X )] = ∑ h( x) ⋅ p ( x)
D 14
Variance and Standard Deviation

The variance of continuous rv X with

pdf f(x) and mean µ is
∞

∫ (x − µ)
2 2
σX = V ( x) = ⋅ f ( x)dx
−∞
= E[( X − µ ) ]
2

The standard deviation is σ X = V ( x).

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Short-cut Formula for Variance

( ) − [ E ( X )]
V (X ) = E X 2 2

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The Cumulative Distribution Function
The cumulative distribution function,
F(x) for a continuous rv X is defined for
every number x by
x
F ( x) = P ( X ≤ x ) = ∫ f ( y )dy
−∞

For each x, F(x) is the area under the

density curve to the left of x.
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Using F(x) to Compute Probabilities

Let X be a continuous rv with pdf f(x)

and cdf F(x). Then for any number a,
P ( X > a ) = 1 − F (a )

and for any numbers a and b with a < b,

P ( a ≤ X ≤ b ) = F (b) − F (a )

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 Ex 6 (Continue). X = length of time in
remission, and
1 2
f ( x) = x , 0 ≤ x ≤ 3
9
What is the probability that a malaria
patient’s remission lasts long than one year?
3 1 2 1x 3 1
3
P ( X > 1) = ∫ x dx = = (27 − 1) ≈ 96.29%
1 9 9 3 1 27
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 Obtaining f(x) from F(x)

If X is a continuous rv with pdf f(x)

and cdf F(x), then at every number x
for which the derivative F ′( x) exists,

F ′( x) = f ( x).

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 Percentiles

Let p be a number between 0 and 1. The

(100p)th percentile of the distribution of a
continuous rv X denoted by η ( p ), is
defined by
η ( p)
p = F ( η ( p) ) = ∫ f ( y )dy
−∞

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 Median

The median of a continuous distribution,

denoted by µ% , is the 50th percentile. So µ%
satisfies 0.5 = F ( µ%). That is, half the area
under the density curve is to the left of µ% .

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• Selamat Belajar Semoga Sukses.

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