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12-S3A. Continuous Random Variables (Lecture Notes) PDF

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12-S3A. Continuous Random Variables (Lecture Notes) PDF

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AKILA P
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J@ Moth AA HL (S6) Gagmimeim CONTINUOUS RANOOM VARIABLES a@hiiteaed ConTINvoUS RANoom VARIABLES Get Beth PGRitt A cundomn variable X 1s said to be continuous ig its values consists of ont of more intervals oF the weal number ling | Example + A wan's height in cm or uRighe in keg 7 Frew bakkery's hge ia hours , eke, The Prrbosbiticy Dersity Function Cedg) sf & continuess andom variable K 6 4 function §, which sobSFies Kine following 2 conditions : © fF sone et ie, fafal arta under the curve Y= fe) 154, ; Properties of a Probability Density Function : 6 @® (ocx [S| - k(3- 4): Bk 1 2, ee e ket ake g ‘o) a 2 3 P9CK422) 2] FOO dk = Sxdx (xen) I. ee eal = iets \ et(e-i)- 21 = x(2 Ye L Example 2: A continuous random variable X has probability density function giver by a ofxe2. fade 4 kC4-x) 2ex ey : , ° : other wise «) Find the value of the constant b) Skech Se fcr) ©) Find the exack value of PCOS £ X< 2.5) Suen a 4 c j kx dnt [k(t dx = 1 e 2 27% a ec =] elm | at [E[+e[~ 3] = k(2) 4 k(l6-&-8+4 2) = = 2k + tk ( kes) 4 % Fu ofxen Ce ee fay=4 EC4-x) nex ey ' , ° other Wise b) 2 °) ees sxe2s) = | qe dns | 3 Gen) dx °. I, = aa pl pes ie Ea eee oe - z i» ae) i Given a continucus fndem variable X with pdf f, the cumulative distribution, function (cdg) of XK) earttn as F, eet [cece Foo) is the ara under the curve OF Y= FY on the lepl bounded by a, Properties of Cumulative Distribution Functron + GY) The distribution function is non - decreasing , ie. if ASb, then Fla) < Feo). GD im FO) 20 ond im Fatal. (o£ Foust) note ‘oe @Y) Plas Xb) = FeO)-Fe) @ (Foo) = fo GD) F isa continuous function, Find ond sketch the cof for the pdf in Exemple 2. Salution + ex Hoye % é fay= 4 k(4-%) : nex ey ° i other wise _ For of RE2, Fos = i FQ) dt :f"£ dt = s o ° For ne eo 4, FOS = ic =] Lo le ‘ ° ,x%0 £ ,OLREL a fs ~ Ste > ReKEK t , Fre Example 4: A cantinuous randem variable X has cumulative distribution function Saas ° , *69 Foe) =] 2x-K*, Of KS( { aaa Sketch tha graph of Y= Fcx). Find <) P(X> 4), b) the value of 4 such that P(X<5)=%, <) the probability density function f of KX, and sketch the graph of y= $0. Solution 9 @) P(x> 4) = 1- (xe 4) 32FO9) (-2.(4)- CaF a7 \ Lore b) P(xe3)+4 > Fae $ Bak FLO) = 0 ond FC) =I then Flo) < FCS) < FO) so 06451 1 Raye aqe ge £ => ¢-2qthzo b) (cont'd) = edt aq Ud ate eal ) a2 2 (Fen) ‘ ae Ixy 2 Oo, KS8 ge FY = 2-2K , Of KL GR PRAM ORIOWS) = x06 ° A ) Bo cc 543 aps) le) Pee |e = co) j mA nel 3) a lz +| 3 |, Rect, Ree Te cin Bsc S| Se caer Var(x) = E(x) - (E))* BI 0 4g Move, MedlAn and GunaTiLes ifh/llitin Coit) ote ish camr Mode The wok of K is the wake Of K thak manimrises the prabability density function Gee, The continues random yorfable K has probability density function F given by 3 a (AtRK 4-x) ROS ei Fe i) 1 Otherwise . Skeeth gz fr) and delerming the mode. Solution + By Gc, max value is 0.338, occurs ak x= 1 or, by differentiation, fOo= By(8t2%-x<) Fo +0 =? R-2K=0 a K2( FO) = es Graco 2 Le is a maxim Since max valug ocurs ok R= 1, so Mode is 1, ’ Median and GQuackles The madian ™ °F Kis such that The median splits 2 ewea under the graph of y= fOe) into % halves, the loaner quartile is such that F(§,) =H) the upper quawtile such Gat Cag) = A Example Ts The continuous Mander vanwble K has probability density furtton f given by * ,Osugr 3 | oe ea), 3 O , ofheretse , Find the median of K. Solution - 2 x rot »Oo£RxE2, Fm) = & FOX) = ax- = 2 eRS3, = Zeb ants west ic 1 otherwise ne B A coatinuass tandem variable X har cumulative distribution function give by ° , x20, e r » 9SKE3, Fa) = a ~Etan-3 > eee, l » wr Find the 4) nedian , b) mode of X. Solution « CO aceye £ 4 enedian b) 1 Fram the diagrum, mode <3, os The continuaus random yariable X hes probability density function £ giver by £09 = { k(a-%) for og ner, ° other wise. ihe k is a constant. Find the a) value “5 eee b) cumulative diskribution pune bien of X . Tha continuous random Variable Y is given by ieee Show Hhak PCY ¢y) = yb, where Of 9 SI. Deduce Ure probability density function of Y and hence, of othurwise , show that ECY) = 3 Solution = 2 cl f k(a-x) de =f 2 k( 4-2) «1 yt ee a kl S] el 2 foe £la-y) 2 \- 4x for OK 2 other wise Fe 42 2 ie ‘or Of , Foo = f Ho & = | (58) 4 Les le * [8] ° xt See: ° x 2-2y) = (- F( 2-4) = te (2-24) + 402-29)" SAH RE Dy AH BG eye oO tp Since Of K42, Of 9 EI ber Gy) = gt oeyst Then the pdg is _ § ty Sf9et sob eee ° ‘ ey) | sacs) 39 = f 2y' dy eo ° 2 t : 3 i ‘bel:

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