Probability Density Functions: Created by T Madas
Probability Density Functions: Created by T Madas
Probability Density Functions: Created by T Madas
PROBABILITY
DENSITY
FUNCTIONS
Created by T. Madas
Created by T Madas
P.D.F.
CALCULATIONS
Created by T. Madas
Created by T Madas
Question 1 (***)
The lifetime of a certain brand of battery, in tens of hours, is modelled by the
continuous random variable X with probability density function f ( x ) given by
2
75 x 0≤ x≤5
f ( x) = 2
15 5 < x ≤ 10
0 otherwise
b) Determine P( X > 4) .
Two such batteries are needed by a piece of electronic equipment. This equipment will
only operate if both batteries are still functional.
c) If two new batteries are fitted to this equipment, determine the probability that
this equipment will stop working within the next 40 hours.
59 2144
FS1-D , P( X > 4) = , ≈ 0.381
75 5625
Created by T. Madas
Created by T Madas
Question 2 (***)
The lengths of telephone conversations, in minutes, by sales reps of a certain company
are modelled by the continuous random variable T .
kt 0 ≤ t ≤ 12
f (t ) =
0 otherwise
1
a) Show that k = .
72
119
FS1-A , P(T > 5) = , E (T ) = Var (T ) = 8
144
Created by T. Madas
Created by T Madas
Question 3 (****)
The continuous random variable X has probability density function f ( x ) , given by
2x + k 3≤ x ≤ 4
f ( x) =
0 otherwise
a) Show that k = −6 .
i. … E ( X ) .
ii. … Var ( X ) .
Created by T. Madas
Created by T Madas
Question 4 (****)
A continuous random variable X has probability density function f ( x ) given by
mx 0≤ x≤4
f ( x) ≡ k 4≤ x≤9
0 otherwise
227
FS1-N , E ( X ) =
42
Created by T. Madas
Created by T Madas
Question 5 (****+)
The continuous random variable X has probability density function f ( x ) , given by
kx 16 − x 2
( ) 0≤ x≤4
f ( x) =
0 otherwise
1
a) Show that k = .
64
i. … E ( X ) .
ii. … Var ( X ) .
Created by T. Madas
Created by T Madas
Question 6 (****+)
The continuous random variable X has probability density function f ( x ) , given by
kx ( a − x ) 0≤ x≤4
f ( x) =
0 otherwise
e) Sketch the graph of f ( x ) for all x and hence state the mode of X .
Created by T. Madas
Created by T Madas
Question 7 (****+)
The continuous random variable X has probability density function f ( x ) , given by
2 x 0≤ x≤k
21
f ( x) = 2 (6 − x) k <x≤6
15
0 otherwise
Determine the value of the positive constant k , and hence or otherwise find
P X < 13 k X < k .
Created by T. Madas
Created by T Madas
Question 8 (****+)
f ( x)
x
O 4 Q ( a,0 )
The figure above shows the graph of the probability density function f ( x ) of a
continuous random variable X .
f ( x ) = kx 2 , 0 ≤ x ≤ 4 ,
The graph of f ( x ) further consists ofm a straight line segment from P to Q ( a,0 ) , for
4 < x ≤ a , where a is a positive constant.
3
b) Show that k = , and find the value of a .
128
[continues overleaf]
Created by T. Madas
Created by T Madas
71
It is further given that E ( X ) = .
18
Created by T. Madas
Created by T Madas
Question 9 (****+)
x
O 3 6
The graph consists of two straight line segments of equal length joined up at the point
where x = 3 .
ax 0≤ x≤3
f ( x ) = b + cx 3< x ≤6
0
otherwise
[continues overleaf]
Created by T. Madas
Created by T Madas
Created by T. Madas
Created by T Madas
Question 10 (****+)
The continuous random variable X has probability density function f ( x ) , given by
kx 0≤x≤a
f ( x) =
0 otherwise
Var ( X ) = 1 a 2 .
18
FS1-Z , proof
Created by T. Madas
Created by T Madas
P.D.F. to C.D.F
CALCULATIONS
Created by T. Madas
Created by T Madas
Question 1 (****)
The continuous random variable X has probability density function f ( x ) , given by
2 ( 5 − x ) 2 ≤ x ≤ 5
f ( x) = 9
0 otherwise
0 x<2
1
FS1-B , F ( x ) = − ( x − 8 )( x − 2 ) 2 ≤ x ≤ 5 , Q3 = 3.5 ,
9
1 x>5
Q2 − Q1 < Q3 − Q2 ⇒ +ve skew
Created by T. Madas
Created by T Madas
Question 2 (****)
The continuous random variable X has probability density function f ( x ) , given by
kx ( x − 3) 3 ≤ x ≤ 4
f ( x) =
0 otherwise
0 x<3
22
11 (
FS1-H , E ( X ) = 81 ≈ 3.68 , F ( x ) = 1 2 x3 − 9 x 2 + 27 ) 3≤ x ≤ 4
1 x>4
Created by T. Madas
Created by T Madas
Question 3 (****)
The continuous random variable X has probability density function f ( x ) , given by
k x + 2 )2
f ( x) = (
−2≤ x ≤0
0 otherwise
e) Determine P ( −1 ≤ X ≤ 1) .
0 x < −2
1 3 3 2 3
FS1-K , E ( X ) = −0.5 , F ( x ) = x + x + x + 1 −2≤ x ≤0 ,
8 4 2
1 x>0
P ( −1 ≤ X ≤ 1) = 0.875
Created by T. Madas
Created by T Madas
Question 4 (****)
The continuous random variable X has probability density function f ( x ) , given by:
x
1 3 2≤ x≤4
f ( x ) = 60
0 otherwise
0 x<2
75
240 (
FS1-O , E ( X ) = 248 ≈ 3.31 , F ( x ) = 1 x 4 − 16 ) 2≤ x≤4 ,
1 x>4
Created by T. Madas
Created by T Madas
Question 5 (****)
The continuous random variable X has probability density function f ( x ) , given by
kx ( 6 − x ) 0≤ x≤5
f ( x) =
0 otherwise
3
a) Show clearly that k = .
100
0 x<0
E ( X ) = 45 , mode = 3 , F ( x ) = 1 x 2 ( 9 − x ) 0≤ x≤5 ,
16 100
1 x>5
mean < median < mode ⇒ negative skew
Created by T. Madas
Created by T Madas
Question 6 (****)
The continuous random variable X has probability density function f ( x ) , given by
k ( x − 1)( x − 4 ) 1≤ x ≤ 4
f ( x) =
0 otherwise
0 x <1
1
F ( x) =
27(11 − 24 x + 15 x 2 − 2 x3 ) 1≤ x ≤ 4 ,
1 x>4
mean = median = mode = 2.5 ⇒ zero skew
Created by T. Madas
Created by T Madas
Question 7 (****)
The continuous random variable X has probability density function f ( x ) , given by
2+ x
2≤ x≤5
f ( x) = k
0 otherwise
0 x<2
FS1-R , E ( X ) = 40 , F ( x ) = 1 ( x + 6 )( x − 2 ) 2 ≤ x ≤ 5 , median ≈ 3.70
11 33
1 x>5
Created by T. Madas
Created by T Madas
Question 8 (****)
The continuous random variable X has probability density function f ( x ) , given by
1 0≤ x≤2
3
f ( x ) = 4 x3 2< x≤3
195
0 otherwise
0 x<0
1x
0≤ x≤2
3
FS1-E , F ( x ) = , median = 1.5 ,
195 x + 38
1 4
2< x≤3
65
1 x>3
(mode) < median < mean ⇒ slight positive skew
Created by T. Madas
Created by T Madas
Question 9 (****)
The continuous random variable X has probability density function f ( x ) , given by
1 x 0≤ x≤2
4
f ( x ) = kx3 2<x≤4
0 otherwise
d) Show that E ( X ) = 58 .
25
0 x<0
1 2
8x 0≤ x≤2
FS1-Q , F ( x ) = 4 , median = 2 , IQR ≈ 2.00
x + 224
2< x≤4
480
1 x>4
Created by T. Madas
Created by T Madas
Question 10 (****)
The continuous random variable X has probability density function f ( x ) , given by
k x2 − 2 x + 3
( ) 0≤ x<2
f ( x) = 1k 2≤ x≤3
3
0 otherwise
c) Show that E ( X ) = 11 .
10
0 x<0
1
( 2
15 x x − 3 x + 9
FS1-I , F ( x ) =
) 0≤ x<2
1 ( x + 12 ) 2≤ x≤3
15
1 x>4
Created by T. Madas
Created by T Madas
Question 11 (****+)
The continuous random variable X has probability density function f ( x ) , given by:
1 x 0≤x<4
10
f ( x) = 2 − 2 x 4≤ x≤5
5
0 otherwise
0 x<0
1 x2
20
0≤ x<4
FS1-M , mode = 4 , Var ( X ) = 7 , F ( x ) =
6
(
− 15 x − 10 x + 20
2
) 4≤ x≤5
1 x>5
Created by T. Madas
Created by T Madas
Question 12 (****+)
The continuous random variable X has probability density function f ( x ) , defined by
the piecewise continuous function
1 ( x − 1) 1≤ x ≤ 3
12
1
3< x ≤6
f ( x) = 6
5 − 1 x 6 < x ≤ 10
12 24
0 otherwise
0 x <1
1 2 1 1
24 x − 12 x + 24 1≤ x ≤ 3
F ( x) = 1 x − 1 3< x ≤6
6 3
− 1 x 2 + 5 x − 13 6 < x ≤ 10
48 12 12
1 x > 10
[continues overleaf]
Created by T. Madas
Created by T Madas
Created by T. Madas
Created by T Madas
C.D.F. to P.D.F
CALCULATIONS
Created by T. Madas
Created by T Madas
Question 1 (***)
The cumulative distribution function, F ( x ) , of a continuous random variable X is
given by the following expression
0 x <1
(
F ( x ) = k x 4 + 2 x 2 − 3
) 1≤ x ≤ 3
1 x>3
1
a) Show clearly that k = .
96
b) Find P ( X > 2 ) .
1 x3 + x
( ) 1≤ x ≤ 3
FS1-I , P( X > 2) = 25 , f ( x ) = 24
32
0 otherwise
Created by T. Madas
Created by T Madas
Question 2 (***)
The cumulative distribution function, F ( x ) , of a continuous random variable X is
given by
0 x < −3
F ( x ) = k ( x + 3) −3 ≤ x ≤ 8
1 x >8
b) Calculate P ( X < 1) .
c) Find P ( X = 1) .
1 −3 ≤ x ≤ 8
FS1-C , P( X < 1) = 4 , P( X = 1) = 0 , f ( x ) = 11 ,
11
0 otherwise
Created by T. Madas
Created by T Madas
Question 3 (***)
The continuous random variable T represents the lifetime, in tens of hours, for a
certain brand of battery.
0 t<2
1
F ( t ) = ( t + 6 )( t − 2 ) 2≤t ≤4
20
1 t>4
i. … P (T > 3.5 ) .
ii. … P (T = 3) .
Four new batteries, whose lifetime is modelled by T , are fitted to a road hazard lantern.
This lantern will only remain operational if all four batteries are working.
d) Determine the probability that the lantern will operate for more than 35 hours.
1 ( t + 2 ) 2≤t ≤4
FS1-G , P (T > 3.5 ) = 23 , P(T = 3) = 0 , f ( t ) = 10 , 0.00683
80
0 otherwise
Created by T. Madas
Created by T Madas
Question 4 (***)
The cumulative distribution function, F ( y ) , of a continuous random variable Y is
given by
0 y<0
F ( y ) = ky 3 0≤ y≤b
1 y >b
a) Find the value of k and hence determine the probability density function of Y
for all y .
c) State the mode of Y and hence comment on the skewness of the distribution.
3 y 2 0≤ y≤4
FS1-D , f ( y ) = 64 , median ≈ 3.17 , mode = 4 ,
0 otherwise
median < mode ⇒ negative skew
Created by T. Madas
Created by T Madas
Question 5 (***)
The cumulative distribution function F ( x ) of a continuous random variable X is
given by the following expression
0 x<0
F ( x ) = kx ( x + 2 ) 0≤ x≤2
1 x>2
e) Sketch the graph of f ( x ) for all x , and hence state the mode of X .
( x + 1)
1 0≤ x≤2
FS1-Z , k = 1 , P ( X > 1.5) = 11 , f ( x ) = 4 , mode = 2
8 32
0 otherwise
Created by T. Madas
Created by T Madas
Question 6 (***+)
The time, in weeks, a patient has to wait for an appointment to see a psychiatrist in a
certain hospital, is modelled by the continuous random variable T .
0 t<0
F (t ) = 1 t3 0 ≤ t ≤ 12
1728
1 t > 12
a) Find, to the nearest day, the time within which 80% of the patients have been
given an appointment.
( )
It is given that E (T ) = 9 and E T 2 = 86.4 .
c) Determine the probability that the time a patient has to wait for an appointment,
is more than one standard deviation above the mean.
1 t 2 0 ≤ t ≤ 12
FS1-W , ≈ 78 days , f ( t ) = 576 , ≈ 0.1597
0 otherwise
Created by T. Madas
Created by T Madas
Question 7 (***+)
The time, in hours, spent on a piece of homework by a group of students is modelled
by the continuous random variable T .
0 t<0
(
F ( t ) = k 2t 3 − t 4
) 0≤t ≤b
1 t >b
a) If the probability that a student from this group took between one quarter and
three quarters of an hour to complete the homework is 8 , show that k = 16 .
27 27
b) Find the proportion of students who spent over an hour in their homework.
32 3t 2 − 2t 3
( ) 0≤t ≤b
FS1-Y , P(T > 1) = 11 , f ( t ) = 27
27
0 otherwise
Created by T. Madas
Created by T Madas
Question 8 (***+)
A continuous random variable X has the following cumulative distribution function
F ( x ) , defined by
0 x<0
1 2
(
F ( x ) = x 6 − x2
5 ) 0 ≤ x ≤1
1 x >1
mean − mode
.
standard deviation
25 ( )
c) Given that E ( X ) = 16 and E X 2 = 7 , evaluate the skewness coefficient for
15
this distribution.
5 x 3 − x ( )
4 2
0 ≤ x ≤1
FS1-N , P ( X > 0.5) = 57 , f ( x) = , −1.507
80
0 otherwise
Created by T. Madas
Created by T Madas
Question 9 (****)
The cumulative distribution function, F ( x ) , of a continuous random variable X is
given by the following expression
0 x <1
(
F ( x ) = k − x3 + 6 x 2 − 5
) 1≤ x ≤ 4
1 x>4
1 .
a) Show clearly that k = 27
c) Sketch the graph of f ( x ) for all x , and hence state the mode of X .
d) Given that E ( X ) = 2.25 , show that the median of X lies between its mode and
its mean.
1 x ( 4 − x ) 1≤ x ≤ 4
FS1-A , f ( x ) = 9 , mode = 2 , positive skew
0 otherwise
Created by T. Madas
Created by T Madas
Question 10 (****)
The cumulative distribution function, F ( x ) , of a continuous random variable X is
given by the following expression
0 x <1
2
F ( x ) = ( 3 − x )( x − 1) 1≤ x ≤ 2
1 x>2
f ( x ) = (1 − x )( 3x − 7 ) .
19
d) Show further that the mean of X is .
12
43
e) Given that the variance of X is
720
, find the exact value of E X 2 .( )
f) Find the mode of X .
30 ( )
FS1-F , P ( X > 1.2 ) = 0.928 , E X 2 = 77 , mode = 5
3
Created by T. Madas
Created by T Madas
Question 11 (****+)
The cumulative distribution function, F ( x ) , of a continuous random variable X is
given by
0 x<3
(
F ( x ) = k a − 36 x + bx 2 − x3
) 3≤ x ≤ 6
1 x>6
FS1-X , k = 1
27
Created by T. Madas
Created by T Madas
Question 12 (*****)
The continuous random variable X has the following cumulative distribution function
0 x<0
F ( x ) = ax − bx 2 0≤ x≤k
1 x>k
Y = 3X − 2 .
FS1-T , a = 1 , b = 1 , k = 4
2 16
Created by T. Madas