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Chapter 3

Random Variable
Week 5
L2- Continuous random variable

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

May 2015

CONTINUOUS RANDOM VARIABLE


A CONTINUOUS

random variable is a random variable


with an interval of real numbers for its range.
model a continuous random variable, X, with a curve,
f(x), called probability density function

May 2015

CONTINUOUS RANDOM VARIABLE


f(x)

represent the height of the curve at point x

The

probability for continuous r.v are area under the


curve:

May 2015

CONTINUOUS RANDOM VARIABLE


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

i ) f ( x) 0

ii )

f ( x)dx 1

The area under the entire curve is equal 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 )

May 2015

Example 1

Suppose that X is a continuous random variable having the


probability density function

1 x 2
k (2 x 3) for
f (x)
elsewhere
0,

Find the value of constant k that would make it a valid probability


density function.

May 2015

Example 2

The random variable X has a probability density function


given by

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)
May 2015

CUMULATIVE DISTRIBUTION FUNCTION


The cumulative distribution F(x) of a continuous random
variable X with probability density function f(x) is

F(x) is the area under the density curve to the left of x.

May 2015

Using F(x) to compute probabilities


Let x be a continuous random variable with pdf f(x) and
cdf F(x). Then for any number a,
P( X > a) = 1 F(a)
And for any two numbers a and b with a < b,

P (a X b) F (b) F (a )
May 2015

2
f(x)
x
,3fo
relsw

x
2
0
h
er

Example 4:

Find the cumulative probability distribution of X given that the


density function is

May 2015

Example 5

Suppose that X is a continuous random variable having the


probability density function

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
May 2015

MEAN AND VARIANCE :- Continuous R.V


Mean or expected value is

Variance of X is given as

Standard deviation of X is
May 2015

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

a) Determine the value of constant k;


b) Find the cdf, F(x);
c) Use F(x) to evaluate P(0.25 < X < 0.5)

May 2015

Example 4

Suppose that X is a continuous random variable having the


probability density function

kx 2
f (x)
0,

for

1 x 1
elsewhere

Find the value of constant k,


Find P(-0.5<X<0.5)
Determine x such that P( X > x) = 0.5
Determine the mean and the variance of X
Determine the CDF of X.
May 2015