Theory of Probability and

Mathematical Statistics

Lecture 3 - Random
Variables
Akerke Zhailaubek
[email protected]

Lecture overview:
1. Random variables
2. Discrete random variables (DRV)
3. Expected values for DRV
4. Variance and standard deviation for DR
5. Continuous Random Variables
6. Expected values, variance, mode of CRV
7. Median, quartiles of CRV

 Random Variable
§ A variable is represented by a symbol (X,Y, A etc.) and it
can take on any of a specified set of values from a sample
space.
§ When the value of a variable is the outcome of an
experiment, the variable is called a random variable
§ The list of all possible outcomes of an experiment is also
called the sample space
 Discrete Random Variable
§Random variables can be discrete or
continuous
§A continuous random variable is one where
the outcome can be any value on a
continuous scale (will cover it in more detail
later)
§A discrete random variable (DRV) takes only
values on a discrete scale
 Example 1
Determine whether or not each of the following is a
discrete random variable
a) The average height of a group of boys
b) The number of times a coin is tossed before a head
appears
c) The number of months in a year
Example 1
Determine whether or not each of the following is a
discrete random variable
Discrete Random Variable
§ Capital letters like 𝑿 are used for the random variable,
and a small letter such as 𝒙 for a particular value of
the random variable 𝑋
§ The probability that 𝑋 is equal to a particular value 𝑥 is
written as 𝑃(𝑋 = 𝑥) or sometimes as 𝑝(𝑥). Thus
§ 𝑥 is a particular value of a random variable 𝑋
§ 𝑃(𝑋 = 𝑥) refers to the probability that 𝑋 is equal to a
particular value 𝑥
 Example 2
A coin is tossed six times and the number of heads,
𝑋, is noted. What are all possible values of 𝑋?
 Discrete Random Variable
§To specify a discrete random variable
completely, you need to know its set of
possible values and the probability with
which it takes each one
§ A table with possible outcomes and
corresponding probabilities is called
probability distribution
Example 3
§ A fair dice is rolled. Find the probability of getting any
particular number.

𝒙 1 2 3 4 5 6

𝑷(𝑿 = 𝒙) 1 1 1 1 1 1
6 6 6 6 6 6
Probability Function
§ A discrete random variable can be specified with a
function. Such a function is called probability function
§ Probability function is the correspondence between a
value of a DRV and its probability
§ In order to find the probability function
1. Write down the sample space
2. Write down the probability distribution
3. Write down the probability function
Example 4
Three fair coins are tossed. The number of heads, X, is
counted. Find the probability function
Solution
1. Write down the possible outcomes
 Example 4
Three fair coins are tossed. The number of heads, X, is
counted. Find the probability function
Solution
2. Write down the probability distribution
 Example 4
Three fair coins are tossed. The number of heads, X, is
counted. Find the probability function
Solution
3. Write down the probability function
 The Sum of All Probabilities for a
DRV
§ Look at the probability distributions of DRVs from
Examples 3 and 4. What is the sum of all probabilities?

1 2 3 4 5 6
 The Sum of All Probabilities is 1
§For a discrete random variable the sum of all
probabilities is one
§In plain English this means that at least one
of all possible events will happen for sure
§The probability of any outcome for a DRV
cannot be negative or larger than one
§The fact that the sum of all probabilities is
one is used to normalize probability function
 Example 5
A tetrahedral dies has the numbers 1, 2, 3 and 4 on its
faces. The die is biased in such a way that the probability of
the die landing on any number x is k/x, where k is a
constant. Find the probability distribution for X, the number
the die lands on after a single roll.
Solution:
 Example 5
Since the sum of all probabilities is one:
Example 5
12
𝑘=
25
 Finding the Probability that 𝑿 is within a
Range
§Using probability function, it is possible to
find probabilities that a DRV is smaller than a
certain value, larger than a certain value, or
is between two values

§It is also possible to find probabilities that a

DRV is within some ranges
 Example 6
§A DRV has the following probability
distribution
𝒙 1 2 3 4 5 6

𝑷(𝑿 = 𝒙) 0.1 0.2 0.3 0.25 0.1 0.05

a) Find the probability that 𝑥 is less than 3,
i.e. 𝑃(𝑥 < 3)
b) Find 𝑃(2 ≤ 𝑥 ≤ 4)
 Example 6
Solution:
𝒙 1 2 3 4 5 6

𝑷(𝑿 = 𝒙) 0.1 0.2 0.3 0.25 0.1 0.05

a) 𝑃 𝑥 < 3 = 𝑃 𝑥 = 1 𝑜𝑟 2 = 0.1 + 0.2 = 0.3

b) 𝑃 2 ≤ 𝑥 ≤ 4 = 𝑃 𝑥 = 2,3 𝑜𝑟 4 =
0.2 + 0.3 + 0.25 = 0.75
 Cumulative Distribution Function for a
DRV
§If a particular value of 𝑋 is 𝑥, the
probability that 𝑋 is less than or equal to 𝑥
is written as 𝐹 𝑥
§𝐹(𝑥) is found by adding together all the
probabilities for those outcomes that are
equal or less than 𝑥
§This is written as 𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥)
§A cumulative distribution function can be
also specified with a table
 Example 7
§Two fair coins are tossed. 𝑋 is the number of
heads on the two coins. Draw a table to show
the cumulative distribution function for 𝑋.
§Solution:
 The Expected Value of a DRV
§The expected value of a DRV is defined as
𝐸 𝑋 = 6 𝑥 7 𝑃 𝑋 = 𝑥 = 𝑥𝑝(𝑥)

§A practical approach results in a frequency

distribution and a mean value
§A theoretical approach results in a probability
distribution and an expected value
 The Expected Value of a DRV
§ The expected value of a DRV is the probability-weighted
average of all its possible values
§ The mode of a DRV is the most frequent value. For
example, the mode for the DRV below is 1
§ The median is the value separating the higher half from the
lower half (2)

Value 0 1 2 3 4
Frequency 3 10 5 4 9
 Example 8
§ The number of television sets per household in a
survey of a 100 houses in a town gave the following
frequency distribution
Number of 0 1 2 3
sets
Frequency 10 75 10 5
a) Find the mean of this set of data
b) Draw the probability distribution table for the
variable 𝑋, where 𝑋 is the number of TV sets in a
house picked at random in the town
c) Find the expected value of 𝑋
 Example 8
Solution:
Number of sets 0 1 2 3
Frequency 10 75 10 5
∑ "# $×&$'&×()'*×&$'+×)
a) 𝑚𝑒𝑎𝑛 = ∑#
= = 1.1
&$'()'&$')
b)
𝒙 0 1 2 3
𝑓 0.1 0.75 0.1 0.05
𝑝 𝑥 =
∑𝑓
c)
𝐸 𝑥 = & 𝑥𝑝 𝑥 = 0×0.1 + 1×0.75 + 2×0.1 + 3×0.05 = 1.1
 Expected Value of 𝑿𝟐
§The expected value of the square of a DRV is
defined as
𝐸 𝑋 * = 6𝑥 * 7𝑃 𝑋 =𝑥

§The equation above is an example of a more

general rule
𝐸 𝑋- = 6 𝑥- 7 𝑃 𝑋 = 𝑥
 Example 9
§ A discrete random variable 𝑋 has a probability
distribution
𝒙 1 2 3 4
𝑃(𝑋 = 𝑥) 12 6 4 3
25 25 25 25
a) Write down the probability distribution for 𝑋 !
b) Find 𝐸(𝑋 ! )
 Example 9
§ A discrete random variable 𝑋 has a probability
distribution
a) Write down the probability distribution for 𝑋 !

𝒙 1 2 3 4
𝒙𝟐 1 4 9 16
𝑃(𝑋 = 𝑥 " ) 12 6 4 3
25 25 25 25
 Example 9
§ A discrete random variable 𝑋 has a probability
distribution
b) Expected value of 𝑋 ! :
𝐸 𝑋! = = 𝑥! > 𝑝 𝑋 = 𝑥!
12 6 4 3 120
= 1× + 4× + 9× + 16× =
25 25 25 25 25
Variance of a DRV
§Another important characteristic of a DRV
is variance
§The variance of 𝑋 is usually written as
𝑉𝑎𝑟 𝑋 and is found by using
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 * − 𝐸(𝑋) *
§Variance shows how much scattered data
points around the expected value
§The square root of the variance is called
the standard deviation (SD or s)
 Example 10
For the probability distribution below find
𝒙 0 1 2 3
𝑃(𝑋 = 𝑥) 1 3 3 1
8 8 8 8
a) Expected value
b) Variance
Example 10
For the probability distribution below find
𝒙 0 1 2 3
𝑃(𝑋 = 𝑥) 1 3 3 1
8 8 8 8
a) Expected value
1 3 3 1
𝐸 𝑥 = 0× + 1× + 2× + 3 = 1.5
8 8 8 8
 Example 10
For the probability distribution below find
𝒙 0 1 2 3
𝒙𝟐 0 1 4 9
𝑃(𝑋 = 𝑥 " ) 1 3 3 1
8 8 8 8
b) Variance
𝑉𝑎𝑟 𝑥
1 3 3 1
= 0× + 1× + 4× + 9× − 1.5*
8 8 8 8
= 0.75
 Expected Value and Variance of a
Function

§Random variables can be the arguments

of various functions
§For example, experimentally measured
linear dimensions can be used to find
areas and volumes
§Each function of a random variable has a
probability distribution that can be
derived from the probability distribution
of 𝑋
 Expected Value and Variance of a
Function
§In this class, we will consider only linear
functions of the form
𝑌 = 𝑎𝑋 + 𝑏
§The expected values are then related
through the following expression
𝐸 𝑌 = 𝐸 𝑎𝑥 + 𝑏 = 𝑎𝐸 𝑥 + 𝑏
§Similarly, the variances are
𝑉𝑎𝑟 𝑌 = 𝑉𝑎𝑟 𝑎𝑥 + 𝑏 = 𝑎* 𝑉𝑎𝑟(𝑋)
 Example 11
§ A discrete random variable 𝑋 has a probability
distribution

𝒙 1 2 3 4
𝑃(𝑋 = 𝑥) 12 6 4 3
25 25 25 25
a) Write down the probability distribution for 𝑌, where
𝑌 = 2𝑋 + 1
b) Find 𝐸(𝑌)
c) Find 𝑉𝑎𝑟(𝑌)
 Example 11
§ A discrete random variable 𝑋 has a probability
distribution
a) Write down the probability distribution for 𝑌, where
𝑌 = 2𝑋 + 1

𝒙 1 2 3 4
𝑦 = 2𝑥 + 1 3 5 7 9
𝑃(𝑌 = 𝑦) 12 6 4 3
25 25 25 25
 Example 11
b) Find 𝐸(𝑌) 𝒙 1 2 3 4
𝑦 = 2𝑥 + 1 3 5 7 9
𝑃(𝑌 = 𝑦) 12 6 4 3
25 25 25 25

12 6 4 3 48
𝐸 𝑋 = 1× + 2× + 3× + 4× =
25 25 25 25 25
48 25 121
𝐸 𝑌 = 2×𝐸 𝑋 + 1 = 2× + =
25 25 25
12 6 4 3 121
𝐸 𝑌 = 3× + 5× + 7× + 9× =
25 25 25 25 25
 Example 11
c) Find 𝑉𝑎𝑟(𝑌)
𝒙 1 2 3 4
𝑦 = 2𝑥 + 1 3 5 7 9
𝑃(𝑌 = 𝑦) 12 6 4 3
25 25 25 25
!
12 6 4 3 48 24 2304 696
𝑉𝑎𝑟 𝑋 = 1! × + 2! + 3! + 4! − = − =
25 25 25 25 25 5 25 625

696 2784
𝑉𝑎𝑟 𝑌 = 𝑎! ×𝑉𝑎𝑟 𝑋 = 4× =
625 625
!
!
12 !
6 !
4 !
3 121 2784
𝑉𝑎𝑟 𝑌 = 3 × +5 +7 +9 − =
25 25 25 25 25 625
 Question
56789
Data are coded using 𝑌 = 89
.
The mean of the coded data is 5.1.
The standard deviation of the coded data is 2.5.
Find
a) The mean of the original data
b) The standard deviation of the original data
 Solution
a) The mean of the original data
 Solution
b) The standard deviation of the original data
 Lecture outline
Continuous Random Variables
(CRV)
Integrate

probability density cumulative distribution

function (pdf) function (cdf)
Differentiate
Mean Median
Variance
Quartiles
Mode
2
 CRV
!"#$%#&'(
• Recall from lecture 1 and 3: 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 =
)*)+, !"#$%#&'(
-
• In a histogram 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 = .
×𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑑𝑒𝑛𝑠𝑖𝑡𝑦×
-
𝑐𝑙𝑎𝑠𝑠 𝑤𝑖𝑡ℎ = . ×𝑎𝑟𝑒𝑎 𝑜𝑓𝑏𝑎𝑟
• Below are histograms of the depth of a lake at a randomly
chosen point:

a) Depth measured to b) Depth measured to c) A limit of a sequence

the nearest meter the nearest centimeter of discrete histograms

How to find the probability of the depth of a lake getting

a value between a and b? If total area is 1 what will be the value of 𝑘?
 Solution

!"#$%#&'(
• 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 = =
)*)+, !"#$%#&'(
!
×+"#+ %&.#" )/# '%"0# +"#+ %&.#" )/# '%"0#
"
! = )*)+, +"#+
,
×)*)+, +"#+
"
• if 𝑡𝑜𝑡𝑎𝑙 𝑎𝑟𝑒𝑎 is 1 then probability is area under
1
the curve 𝑃 𝑎 < 𝑋 < 𝑏 = ∫+ 𝑓 𝑥 𝑑𝑥, where
𝑓 𝑥 is the equation of the curve
• 𝑡𝑜𝑡𝑎𝑙 𝑎𝑟𝑒𝑎 = 𝑘×𝑡𝑜𝑡𝑎𝑙 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 →
1
𝑘=
𝑡𝑜𝑡𝑎𝑙 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦
Revisit: Discrete random variables
• We have been studying discrete random variables
(drv’s) and binomial, Poisson and geometric
distributions.
• We saw that, because the variable X was discrete, X
could only take specific values in a range.
• Also, we could express the probabilities using a
function, called a probability function.
• We used the summation notation, ∑ 𝑃(𝑋 = 𝑥), to
sum the probabilities.
• The sum of all of the probabilities equalled one.
 CRV
• Continuous random variables can take any value.
• As with drv’s, we can express the probabilities for
crv’s using a function called a probability density
function (pdf).
• Again as with drv’s, for crv’s the sum of all of the
probabilities is equal to one.
• We will use a method of integration to sum all of the
probabilities since the Sigma method only works for
discrete values of X.
 Interpretation of p.d.f. graphs
• 𝑓 𝑥 is a p.d.f.

• The area under a p.d.f.

shows the probability that
the random variable will
take a value in that range.

• For example, the shaded area

shows the probability that
this CRV will take a value
between 1 and 2.
Properties of pdf
If 𝑋 is a continuous random variable with p.d.f. 𝑓(𝑥) then:

1. 𝑓 𝑥 ≥ 0 since we cannot have negative probabilities.

1
2. 𝑃 𝑎 < 𝑋 < 𝑏 = ∫+ 𝑓 𝑥 𝑑𝑥

3
3. ∫23 𝑓 𝑥 𝑑𝑥 = 1
Example
The random variable 𝑋 has probability density function:

a) Sketch 𝑓(𝑥).
b) Find the value of 𝑘.
Solution Notice that 𝑓 2 = 𝑘
either using the first one or
the second one.
This is because a pdf is a
continuous function.

Total area =

4
= 𝑘 + ×2×4𝑘 = 5𝑘
5
4
So, 𝑘 = 6
Alternative solution: You can also
use definite integrals to find the
total area
Example
The random variable 𝑋 has the probability density
function:
3𝑥 5F 0≤𝑥≤2
𝑓 𝑥 =E 8,
0, otherwise

Find 𝑃 0.5 ≤ 𝑋 ≤ 1.2 to 2 decimal places.

Note: Now that 𝑋 is continuous, it can take any value.
Solution
Remember from earlier that:
/
𝑃 𝑎 < 𝑋 < 𝑏 = 9 𝑓 𝑥 𝑑𝑥
+
So, we need to integrate 𝑓(𝑥) between 0.5 and 1.2:
-.3 -.3
3𝑥 3 𝑥4
𝑃 0.5 ≤ 𝑋 ≤ 1.2 = 9 𝑑𝑥 =
0.2 8 8 0.2
-.3! 0.2!
= 5
− 5
= 0.200375 = 0.20 (2 d.p.)

Do you notice anything about the inequality signs?

• Our formula used P(a < X < b) (less than signs),
but the question was to find P(0.5 ≤ X ≤ 1.2) (less than
or equal to).

• Why was this not a problem?

Can we really do this?

• To answer this, consider how to find P(X = 0.5):

How to find P(X = 0.5)? P(X = 0.5)=0
• We would try and find the area between the curve
and the x axis at the particular value of X = 0.5.
• In other words, the area of a straight vertical line.
• Since in geometry, a line has no width and therefore
no area, then the area of a straight line is zero.

• Alternatively, consider the limits of the definite

8.6:+
integration lim ∫8.62+ 𝑓 𝑥 𝑑𝑥; the upper and lower
+→8
limits would both be 0.5, and therefore the value
would be zero.
• If X is a continuous random variable then
P(X = k) = 0, for any real constant k

• This leads us to the conclusion that, if X is a

continuous random variable then,
P(X ≤ k) = P(X < k), for any real constant k

• There is no difference between < and ≤

(similarly, > and ≥) for continuous random variables!
 Cumulative distribution function
• The cumulative distribution function (cdf) for crv’s is
the same definition as for drv’s:

𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥)

• To calculate 𝐹(𝑥) we need to sum the probabilities

from 𝑋 = −∞ to 𝑥.
• To sum the probabilities, we must find the area
between the pdf and the 𝑥-axis from −∞ up to a
variable value denoted by 𝑥. 𝑓 is a function of 𝑡,
not 𝑥, to avoid
confusion.
We call 𝑡 a dummy
variable

;
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = W 𝑓 𝑡 𝑑𝑡
23
Relationship between 𝑭(𝒙) and 𝒇(𝒙)
• We can find 𝐹(𝑥) by integrating 𝑓(𝑥)
• We can find 𝑓(𝑥) by differentiating 𝐹(𝑥).

• If 𝑋 is a continuous random variable with cdf 𝐹(𝑥)

and pdf 𝑓 𝑥 ,
. ;
𝑓 𝑥 = 𝐹(𝑥) and 𝐹 𝑥 = ∫23 𝑓 𝑡 𝑑𝑡
.;
Example
The random variable X has probability density
function:

Find
a) F(2.5), b) F(x).
(Although the question doesn’t say ‘continuous
random variable’, this is implied by the terminology
probability density function. Remember, drv’s have
probability functions.)
Solution

5.6 4 5.6
a) 𝐹 2.5 = ∫23 𝑓 𝑡 𝑑𝑡 = ∫23 𝑓 𝑡 𝑑𝑡 + ∫4 𝑓 𝑡 𝑑𝑡 =

5.6 2.5
1 1 21
ét ù
( )
2
0+W
4
𝑡 𝑑𝑡 =
ê8ú = 2.52
- 1 =
4
ë û1 8 32
Solution
b) To find F(x) we need to use the definition:
;
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = W 𝑓 𝑡 𝑑𝑡
23
First, find 𝐹(𝑥) for 𝑥 < 1 and 𝑥 > 3, outside of the given
range.
For 𝑥 < 1,
; ;
𝐹 𝑥 = W 𝑓 𝑡 𝑑𝑡 = W 0 𝑑𝑡 = 0
23 23
For 𝑥 > 3,
; < ;
𝐹 𝑥 =W 𝑓 𝑡 𝑑𝑡 = W 𝑓 𝑡 𝑑𝑡 + W 0𝑑𝑡 = 1
23 23 <
b) For 1≤ 𝑥 ≤ 3,
Method 1 Method 2

Using the fact that 𝐹 3 = 1,

9 1
+ 𝐶 = 1, 𝐶=−
8 8
So, the cdf function 𝐹 𝑥 is

0 ,𝑥 < 1
;# 4
𝐹 𝑥 = [= 2= ,1 ≤ 𝑥 ≤ 3
1 ,𝑥 > 3

Caution!
Don’t forget to define 𝐹(𝑥) over the whole range (−∞, ∞)
Example
The random variable X has probability density function:

Find F(x).
This time f(x) has two parts defined and so we need to
consider the two parts separately. We can use either
method 1 or 2 as above; it is personal preference.
 Solution
From the range given in pdf, we know that 𝐹 𝑥 = 0 for
𝑥 ≤ 1 and 𝐹 𝑥 = 1 for 𝑥 > 4.

Let’s consider the range 1 < 𝑥 < 2

- <
𝐹 𝑥 = 9 𝑓 𝑡 𝑑𝑡 + 9 𝑓 𝑡 𝑑𝑡
:; -

<
=𝐹 1 + ∫- 0.2𝑑𝑡

= 0 + 0.2 𝑥 − 1 = 0.2(𝑥 − 1)
For 2 ≤ 𝑥 ≤ 4,

0.2(𝑥 − 1)

5 ; ;
𝐹 𝑥 = W 𝑓 𝑡 𝑑𝑡 + W 𝑓 𝑡 𝑑𝑡 = 𝐹 2 + W 𝑓 𝑡 𝑑𝑡
23 5 5

; 𝑥
4 )# )
= 0.2 2 − 1 + W 6
)24 .) = 0.2 + 2
48 6 5
5

;# ; ;# ;
= 0.2 + 2 2
48 6
0.4 − 0.4 = 2
48 6
+46
Again, we must write out 𝐹(𝑥) in full across the whole
range (–∞, ∞):
Example
The random variable X has cumulative distribution
function:

a) Find P(X ≤ 1.5).

b) Find P(0.5 ≤ X ≤ 1.5).
c) Find P(X = 1).
d) Find the probability density function, f(x).
 Solution

4 <
a) 𝑃 𝑋 ≤ 1.5 = 𝐹 1.5 = ×1.5 + ×1.55 = 0.6375
6 58
b) 𝑃 0.5 ≤ 𝑋 ≤ 1.5 = 𝐹 1.5 − 𝐹 0.5
1 3
= 0.6375 − ×0.5 + ×0.55 = 0.5
5 20
c) 𝑃 𝑋 = 1 = 0

4 <
. 4 < + 𝑥 ,0 ≤ 𝑥 ≤ 2
d) 𝐹 𝑥 = + 𝑥, 𝑓 𝑥 = E6 48
.; 6 48
0 , othewise
 Mean and variance of crv
If X is a continuous random5variable with pdf f(x) then the
mean 𝜇 and the variance 𝜎 are:
"
𝝁=𝑬 𝑿 = ∫!" 𝒙𝒇 𝒙 𝒅𝒙

𝟐 𝟐 𝟐 " 𝟐
𝝈 = Var(𝑿) = 𝑬 𝑿 − 𝑬 𝑿 = ∫!" 𝒙 𝒇 𝒙 𝒅𝒙 − 𝝁𝟐

Although we have infinite limits of integration, remember

that f(x) will be zero except for a given, relatively small,
interval. So, in reality we will be integrating between
constant real values of x.

32
Exercise
A random variable Y has a probability density function:

Find
a) E(Y), b) Var(Y)

33
Solution

3
a) We will use the definition E(Y) = ∫23 𝒚𝒇 𝒚 𝒅𝒚
However, since f(y) = 0 for all values of y except [1, 3],
then yf(y) will be zero for all values of y except [1, 3].
So, we can integrate using y = 1 and y = 3 as the limits
of integration.
<
< ( < (# ($ <$ 4$ 4<
E(Y) = ∫4 𝑦 > 𝑑𝑦 = ∫4 > 𝑑𝑦 = = − =
45 4 45 45 ?

34
b) We will use the definition
" 𝟐
Var(Y) = 𝒚 𝒅𝒚 − [E(Y)]2
∫!" 𝒚 𝒇
As before, we can integrate using y = 1 and y = 3 as the
limits of integration.

% &' $% &
Var(Y) = ∫$ 𝑦 ( 𝑑𝑦 − =
)

%
% '! $% & '" $% & %" $" $% &
∫$ ( 𝑑𝑦 − )
= $) $
− )
= $)
− $)
− )

81 1 169 11
= − − =
16 16 36 36
35
Finding E(aX+b) and Var(aX+b)

Recall from drv’s,

E(aX+b)=aE(X)+b and Var(aX+b)=a2Var(X)

The same relationship holds for continuous random

variables.

36
Exercise (continued)
A random variable Y has a probability density function:

Find
a) E(Y), b) Var(Y), c) E(2Y-3), d)Var(2Y-3)

37
Solution

38
Example
A random variable X has probability density function:

Find
a) E(X)
b) P(X > μ)

39
 Solution

a) We could use the definition of E(X) and do the

integration to find E(X).
However, an alternative method in this case is to notice
that f(x) is a quadratic and therefore symmetrical.
Here is a quick sketch of f(x):

40
We can easily find the value of x at the maximum point
by using x = –b/2a, or by completing the square.

Since the probability density function is symmetrical

about the line x = 1,
Then by symmetry E(X) = 1.

41
b) Now P(X > μ) = P(X > 1)

We know that the total area must equal 1, since total

area = total probability.
Using the symmetry of the parabola, we can see that
P(X > 1) = ½.

42
Alternative solution for (b)
P(X > μ) = P(X > 1)
you could integrate f(x) between
x = 1 and x = 3:

43
Example 9
The random variable X has probability density function:

Find a) E(X)

44
Solution
We will use the same definitions for E(X) and Var(X),
but we must integrate each part of f(x) separately using
the appropriate limits of integration from the intervals
given.

1st integral

2nd integral

45
 ;
E(X) = ∫:; 𝒙𝒇 𝒙 𝒅𝒙

1st integral

2nd integral

46
Exercise
The random variable X has probability density function:

Find b) Var(X)

47
Solution ;
Var(X) = ∫:; 𝒙𝟐 𝒇 𝒙 𝒅𝒙 − [E(X)]2

1st integral
2nd integral

48
Mode

• The mode is the value of the random variable where

it is the most dense, i.e. where the pdf reaches its
highest point.

• We can use the graph of the pdf and derivative of it to

find the highest point.

49
Example 11
The random variables X and Y have probability density
functions f(x) and f(y) respectively:

f(y)

Find the mode of a) f(x), b) f(y).

50
Solution
a) First, sketch f(x).

We can see that, at the highest point the gradient of

the curve is zero.

From the graph,

we can easily rule
5
out 𝑥 = 0 Mode =
<
51
b)

The function achieves the highest point at 𝑦 = 1.

So the mode is 1.

52
Median and quartiles

If X is a continuous random variable with cdf 𝐹(𝑥), then:

• Median, Q2, of X is found by solving 𝑭(𝑸𝟐) = 0.5

• Lower quartile, Q1, of X is found by solving 𝑭(𝑸𝟏) = 0.25

• Upper quartile, Q3, of X is found by solving 𝑭(𝑸𝟑) = 0.75

53
Example 12
A continuous random variable X has probability density
function:

Find
a) The cdf of X, b) the median value of X

54
Solution

a) To find the cdf we must integrate f(x)

W 4𝑥 − 4𝑥 < 𝑑𝑥 = 2𝑥 5 − 𝑥 > + 𝑐

To evaluate 𝑐 we can either use the fact that F(0) = 0 or

F(1) = 1. Then, 𝑐 = 0.
0 ,𝑥 < 0
𝐹 𝑥 = E2𝑥 5 − 𝑥 > ,0 ≤ 𝑥 ≤ 1
1 ,𝑥 > 1

55
b) To find the median, Q2, we will use the fact that
𝐹 𝑄2 = 0.5.
The letter 𝑚 is often used for Q2.
So substitute 𝑥 = 𝑚 into 𝐹(𝑥) and set it equal to 0.5:
2𝑚5 − 𝑚> = 0.5
Rearranging and simplifying we get:
2𝑚> − 4𝑚5 + 1 = 0

!
4 ± 16 − 8
𝑚 =
4
2
𝑚! = 1 ±
2
2 𝑚= 1−
!
= 0.541(3 d.p.)
𝑚= 1± !
2
𝟎≤𝒎≤𝟏
56
57
References:
1. Palin A., Park A., Whiteley C., (2012), A-level
mathematics for Edexcel Statistics 1, CGP, UK.
2. Attwood, G., Clegg, A., Dyer, G. and Dyer, J
(2008), Edexcel AS and A-Level Modular
Mathematics series S2, Pearson, Harlow, UK.
3. Lecture notes, Statistics and Math for Life
Sciences courses, NUFYP, Nazarbayev
University.

58