Random Variable
Week 5
L2- Continuous random variable
CONTINUOUS RANDOM
VARIABLES
Learning Objectives:
At the end of the lecture, you will be able to :
-
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The
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i ) f ( x) 0
ii )
f ( x)dx 1
P ( x1 X x 2 ) P ( x1 X x2 ) P ( x1 X x2 ) P ( x1 X x2 )
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Example 1
1 x 2
k (2 x 3) for
f (x)
elsewhere
0,
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Example 2
1
2
(
4
3
x
) 1 X 1
7
1
f (x)
1 X 2
7
0
otherwise
Find
P ( X 0)
P (0.5 X 1.5)
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P (a X b) F (b) F (a )
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2
f(x)
x
,3fo
relsw
x
2
0
h
er
Example 4:
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Example 5
0x2
k (1 2 x) for
f (x)
elsewhere
0,
Find the
i)value of constant k that would make it a valid probability
density function.
ii)The cdf of X
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Variance of X is given as
Standard deviation of X is
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Example 3
Find the cumulative probability distribution of X given that the
density function is
k (1 x 4 ),
f ( x)
0,
for
0 x 1
elsewhere
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Example 4
kx 2
f (x)
0,
for
1 x 1
elsewhere