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ENENDA30 - Module 4

The document discusses probability distributions and concepts related to continuous random variables including probability density functions, cumulative distribution functions, expected value, variance and standard deviation. It provides examples using the probability density function of time headway between cars on a freeway.

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91 views18 pages

ENENDA30 - Module 4

The document discusses probability distributions and concepts related to continuous random variables including probability density functions, cumulative distribution functions, expected value, variance and standard deviation. It provides examples using the probability density function of time headway between cars on a freeway.

Uploaded by

cjohnaries30
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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NATIONAL UNIVERSITY - LAGUNA

COLLEGE OF ENGINEERING AND ARCHITECTURE

ENGR. KENT PATRICK FERRARO


INSTRUCTOR
A discrete random variable (rv) is one whose possible values either constitute a
finite set or else can be listed in an infinite sequence. A random variable whose
set of possible values is an entire interval of numbers is not discrete.
Let 𝑋 be a continuous rv. Then, a probability distribution or probability
distribution function (pdf) of 𝑋 is a function 𝑓(𝑥) such that for any two
numbers 𝑎 and 𝑏 with a ≤ 𝑏,

𝑏
𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = න 𝑓 𝑥 𝑑𝑥
𝑎

That is, the probability that 𝑋 takes on a value in the interval [𝑎, 𝑏] is the area
above this interval and under the graph of the density function
𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = area under the density curve between a and b
For f(𝑥) to be a legitimate pdf, it must satisfy the following two conditions.

f 𝑥 ≥ 0 for all x
∞
න 𝑓(𝑥) 𝑑𝑥 = area under the entire graph of 𝑓 𝑥 = 1
−∞
“Time headway” in traffic flow is the elapsed time between the time that one
car finishes passing a fixed point and the instant that the next car begins to pass
that point. Let 𝑋 be the time headway for two randomly chosen consecutive
cars on a freeway during a period of heavy flow.
𝑓 𝑥 = ቄ0.15𝑒 −15(𝑥−0.5) ; 𝑥 ≥ 0.5
∞ ∞
න 𝑓(𝑥) 𝑑𝑥 = න 0.15𝑒 −0.15(𝑥−0.5) 𝑑𝑥
−∞ 0.5
∞ ∞
න 𝑓(𝑥) 𝑑𝑥 = න 0.15𝑒 −0.15𝑥+0.075 𝑑𝑥
−∞ 0.5
∞ ∞
න 𝑓(𝑥) 𝑑𝑥 = 0.15𝑒 0.075 න 𝑒 −0.15𝑥 𝑑𝑥 =
−∞ 0.5
∞
න 𝑓(𝑥) 𝑑𝑥 = 1
The probability that headway time is at most 5 sec. is
5 5
𝑃 𝑋 ≤ 5 = න 𝑓(𝑥) 𝑑𝑥 = න 0.15𝑒 −0.15(𝑥−0.5) 𝑑𝑥
0.5 0.5
5
𝑃 𝑋 ≤ 5 = 0.15𝑒 0.075 න 𝑒 −0.15𝑥 𝑑𝑥
0.5
𝑃 𝑋 ≤ 5 = 0.491
The cumulative distribution function (cdf) 𝐹(𝑥) for a discrete rv 𝑋 gives, for
any specified number 𝑥, the probability 𝑃(𝑋 ≤ 𝑥). It is obtained by summing
the pmf 𝑝(𝑦) over all possible values y satisfying 𝑦 ≤ 𝑥. The cdf of a continuous
rv gives the same probabilities and is obtained by integrating the pdf 𝑓(𝑦)
between the limits −∞ and x.

The cumulative function 𝐹(𝑥) for continuous rv 𝑋 is defined for every number
𝑥 by
𝑥
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = න 𝑓 𝑦 𝑑𝑦
−∞
For each 𝑥, 𝐹(𝑥) is the area under the density curve to the left of 𝑥.
The median of a continuous distribution, denoted by 𝜇, ෤ is the 50th percentile,
so satisfies 𝜇෤ = 0.5 = 𝐹(𝜇).
෤ That is, half the area under the density curve is to
the left of 𝜇෤ and half is to the right of 𝜇.
෤

A continuous distribution whose pdf is symmetric—the graph of the pdf to the


left of some point is a mirror image of the graph to the right of that point—has
median 𝜇෤ equal to the point of symmetry, since half the area under the curve
lies to either side of this point.
The expected or mean value of a continuous rv X with pdf 𝑓(𝑥) is

+∞
𝜇𝑥 = 𝐸 𝑋 = න 𝑥 ∙ 𝑓 𝑥 𝑑𝑥
−∞
The pdf of weekly gravel sales 𝑋 was

𝑓 𝑥 = ሼ1.5(1 − 𝑥 2 ); 0≤𝑥≤1

+∞ 1
𝐸 𝑋 =න 𝑥 ∙ 𝑓 𝑥 𝑑𝑥 = න 𝑥 ∙ 1.5 1 − 𝑥 2 𝑑𝑥
−∞ 0
1 1 1
𝐸 𝑋 = 1.5 න 𝑥 − 𝑥 3 𝑑𝑥 = 1.5 න 𝑥𝑑𝑥 − න 𝑥 3 𝑑𝑥
0 0 0
𝑥2 𝑥4 𝑥 = 1 12 14 02 04
𝐸 𝑋 = 1.5 − ቤ = 1.5 − − 1.5 −
2 4 𝑥=0 2 4 2 4
𝐸 𝑋 = 0.375
The variance of a continuous random variable 𝑋 with pdf 𝑓(𝑥) and mean value
𝜇 is:

+∞
𝜎𝑥 2 = 𝑉 𝑋 = න 𝑥−𝜇 2
∙ 𝑓 𝑥 𝑑𝑥 = 𝐸 𝑋 − 𝜇 2
= 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
−∞
The standard deviation (SD) of continuous random variable 𝑋 with pdf 𝑓(𝑥) is:

𝜎𝑥 = 𝑉 𝑋
The pdf of weekly gravel sales 𝑋 was

𝑓 𝑥 = ሼ1.5(1 − 𝑥 2 ); 0≤𝑥≤1

𝐸 𝑋 = 0.375
𝑉 𝑋 = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2

1 1 1
𝐸(𝑋 2 ) = න 𝑥 2 ∙ 𝑓 𝑥 𝑑𝑥 = න 𝑥 2 ∙ 1.5(1 − 𝑥 2 )𝑑𝑥 = 1.5 න (𝑥 2 − 𝑥 4 )𝑑𝑥
0 0 0
1 1 3 5
2 2 4
𝑥 𝑥 𝑥=1
𝐸(𝑋 ) = 1.5 න 𝑥 𝑑𝑥 − න 𝑥 𝑑𝑥 = 1.5 − ቤ =
0 0 3 5 𝑥=0
3 5 3 5
1 1 0 0
𝐸(𝑋 2 ) = 1.5 − − 1.5 − = 0.2
3 5 3 5
𝑉 𝑋 = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
𝑉 𝑋 = 0.2 − 0.3752
𝑉 𝑋 = 0.059

𝜎𝑥 = 𝑉 𝑋
𝜎𝑥 = 0.059
𝜎𝑥 = 0.243

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