Random variables

and
Continuous Probability Distributions
Continuous Random Variable
• In discrete RV we had countable set of possible values
• However there also exist random variables whose set of possible
values is uncountable. These are Continuous random variables where
𝑥 ∈ (−∞, ∞) for any set of B of real numbers
• The function f is called the probability density function (PDF)
 Continuous Probability distribution
• Let X be a continuous random variable that can assume every value in an
interval [a, b]. If a random variable 𝑋 is associated with a Probability
function 𝒇(𝒙) such that the integral of 𝑓(𝑥) over each interval gives the
probability that 𝑋 is in the interval [a, b], then 𝑓(𝑥) is called the probability
density function (pdf) of 𝑋 and is given by
𝑏
f 𝑥 = 𝑃 𝑋 = 𝑥 = ‫𝑥𝑑 𝑥 𝑓 𝑎׬‬

• The cumulative distribution function (cdf) a continuous random variable 𝑋,

defined in terms of the pdf of 𝑋, is given by
𝑥

𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = න 𝑓 𝑡 𝑑𝑡, −∞ < 𝑥 < ∞

−∞
Example1: Let 𝑋 be a continuous random variable that can take any value in the
interval [0,1]. Let its probability density function be
𝑓(𝑥) = 4𝑥3 if 𝑥 belongs to [0,1]
= 0 otherwise
What is the probability that x takes the value between ½ and 1?

𝑃(1/2 < 𝑥 < 1) =

Solution
1 1
𝑃 𝑥𝜖 ,1 = ‫׬‬1/2 𝑓 𝑥 𝑑𝑥
2
1

= න 4𝑥 3 𝑑𝑥
1/2

1
4𝑥 4
=
4 1/2

4
= 1 – 1/2
= 1 – 1/16
= 15/16
Example 2: Suppose that the p.d.f. of a certain random variable 𝑋 has the
following form:
𝑥
𝑓𝑜𝑟 0 < 𝑥 < 4
𝑓 𝑥 = ቐ8
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine the values of Pr(1 ≤ 𝑥 ≤ 2) and Pr(𝑥 > 2).
Example 3: The probability density function for a continuous random variable 𝑥 is
x 2 − 10x + 25
𝑓 𝑥 = 0≤𝑥≤3
39
Determine the probability that the random variable will assume a value (a) greater
than 2? (b) Less than 1?

Ans: (a) 0.1624 (b) 0.5213

Example 4: The probability density function for a continuous random variable 𝑥 is
10𝑥 − 3
𝑓 𝑥 =𝑐 1≤𝑥≤5
30
Where c is a given constant. Determine the value of c. Determine the probability
that the random variable will assume a value between 1 and 3.

Ans: c=1/108
Example 5: Suppose that the p.d.f. of a certain random variable 𝑋 has the
following form:
1 2
𝑓 𝑥 = ቐ36 9 − 𝑥 𝑓𝑜𝑟 − 3 ≤ 𝑥 ≤ 3
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine the values of Pr 𝑥 < 0 , Pr(−1 ≤ 𝑥 ≤ 1) and Pr(𝑥 > 2).
Example 6: Consider the probability density function for the random variable 𝑥
𝟐+𝒙
𝒇 𝒙 = 𝟎≤𝒙≤𝟔
𝟑𝟎
Determine the probability that x will assume a value between 2 and 5.
Example 7: The probability density function for a continuous random variable 𝑥 is
𝟓−𝒙
𝒇 𝒙 = 𝟐≤𝒙≤𝟓
𝟒. 𝟓
What is the probability that the random variable will assume a value greater than
3? Less than 2?
Example 8: A 3-hour examination is given to all prospective
salespeople of a national retail chain. The time 𝑥 in hours required to
complete the examination has been found to be a random with a density
function
−𝒙𝟐 + 𝟏𝟎𝒙
𝒇 𝒙 = 𝟎≤𝒙≤𝟑
𝟑𝟔
Determine the probability that someone will complete the test In 1 hour
or less.
Example 9: Suppose that the p.d.f. of a certain random variable 𝑋 has the
following form:
𝑐𝑥 𝑓𝑜𝑟 0 < 𝑥 < 4
𝑓 𝑥 =ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
where 𝑐 is a given constant. Determine the values of 𝑐.
Solution:
∞
Since f is a PDF, we must have ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
4
𝑐 න 𝑥 𝑑𝑥 = 1
0 4
𝑥2
𝑐 =1
2 0
16
𝑐 ( ) − (0) = 1
2
1
∴𝑐=
8
Example 10: Suppose that the p.d.f. of a certain random variable 𝑋 has the
following form:
𝑐𝑥 3 𝑓𝑜𝑟 1 ≤ 𝑥 ≤ 2
𝑓 𝑥 =ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
3
where 𝑐 is a given constant. Determine the values of 𝑐. Find the value of Pr 𝑥 > .
2
Example 11: An ice cream seller takes 20 gallons of ice – cream in her truck each
day. Let 𝑋 stand for the number of gallons that he sells. The probability is 0.1 that
𝑋 = 20. If she doesn’t sell all 20 gallons, the distribution of 𝑋 follows a continuous
distribution with a p.d.f. of the form
𝑐𝑥 𝑓𝑜𝑟 0 < 𝑥 < 20
𝑓 𝑥 =ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
where 𝑐 is the constant that makes Pr 𝑋 < 20 = 0.9. Find the constant 𝑐 so that
Pr 𝑋 < 20 = 0.9 as described above.
Uniform distribution
If 𝑋 has the uniform distribution on an interval 𝑎, 𝑏 , then the
p.d.f. of 𝑋 is

1
𝑓 𝑥 = ቐ𝑏 − 𝑎 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏,
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Here, the random variable is said to be uniformly distributed over the interval [a,b] for the above mentioned PDF
Example 12: If a random variable 𝑋 has the uniform distribution on the interval
−1, 4 , then the p.d.f. of 𝑋 is:
1
𝑓 𝑥 = ቐ5 𝑓𝑜𝑟 − 1 ≤ 𝑥 ≤ 4
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine the values of Pr(0 ≤ 𝑥 ≤ 2).

Ans:2/5
Example 13: Suppose that the a random variable 𝑋 has the uniform
distribution on the interval −2, 8 . Find the p.d.f. of 𝑋 and the value of
Pr 𝑥 < 0 and Pr(0 < 𝑥 < 7).

ANS:
1/10, for -2<=x<=8
0 otherwise,