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Continuous Random Variable Lecture

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8 views

Continuous Random Variable Lecture

Uploaded by

rabiya.makhani
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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I

Continuous Random Variable

Unlike discrete random variables, continuous random variables cannot take precise values but
can be defined only within a specified interval.
A continuous random variable can be defined by its probability density function, f, and it can be
illustrated on the graph of , for example

For a continuous random variable , with probability density


function given by for , the probability that lies in
the interval is given by the area under the curve
between and . This area can be found by integration,
or sometimes by geometry. That is:

Since the total are under the curve is 1:

Properties of the probability density function:


o Since probabilities cannot be negative, the graph of
never goes below the -axis
o Since the total probability is , the total area under the graph is 1.

Q1. The continuous random variable has probability density function given by

Where is a constant.
(a) Draw a sketch of the probability density function.
(b) Find the value of
(c) Calculate P(

Q2. The random variable denotes the mass, in kilograms, of a substance produced in an industrial
process. The probability density function of is given by

(a) Sketch the probability density function


(b) Calculate the probability that more than 5 kg of the substance is produced in the industrial
process.
Q3. The continuous random variable has probability density function given by

Where is a constant.
(a) Sketch the probability density function of .
(b) Find the value of .
(c) Find P
(d) Find
(e) Find P
(f) Given that is greater than 1, find the probability that is less than 1.5

Q4. Explain, with a reason, whether each of these functions could be the probability density
function of a random variable .

Median and Quartiles: Consider the continuous random variable , defined by its probability
function f for . Let be the median and and be the lower quartile and upper
quartile respectively. Then:
o P
o P(
o P(

Q5. The continuous random variable has probability density function given by

(a) Find the median of


(b) Find the interquartile range
Q6. The continuous random variable has probability density function given by

Where is a constant.
(a) Show that
(b) Find P(
(c) Find the upper quartile of .
(d) Find the probability that exactly 3 out of 5 random observations of have values greater
than the upper quartile.

Q7. If Usha is stung by a bee, she always develops an allergic reaction. The time taken in minute for
to develop the reaction can be modelled using the probability density function given by

Where is a constant.
(a) Show that
(b) Find the probability that it takes more than 3 minutes for Usha to develop the reaction
(c) Find the median time for Usha to develop a reaction

Mean and Variance for continuous random variables: For a continuous random variable with
the probability density function f defined for :
o E
o Var(
For symmetric distributions, the mean is the midpoint of the interval from to .

Q8. The random variable has probability density function given by

The mean of is and the median of is .


(a) Find
(b) Find P )
(c) Find the probability that lies between and m.

Q9. At a town centre car park, the length of stay in hours is denoted by the random variable which
has probability density function given by

Where is a constant.
(a) Interpret the inequalities 1 in the definition of in the context of the question.
(b) Show that
(c) Calculate the mean length of stay.
The charge for a length of stay of hours is dollars.
(d) Find the length of stay for a charge to be at least 0.75 dollars.
(e) Find the probability of the charge being at least 0.75 dollars.

Q10. A continuous random variable has probability density function given by

Find
(a) P
(b) The mean and variance of .

Q11. The random variable has probability density function given by

Where is a positive constant.


(a) Find the value of
(b) Show that the mean of is 0.75
(c) Show that the standard deviation is 0.1936, correct to 4 significant figures
(d) Find the probability that lies within one standard deviation of the mean.

Q12. The distance travelled, in kilometers by a Grippo brake pad before it needs to be replaced is
modelled by 10 000 , where is a random variable having the probability density function

The graph of is shown in the diagram.

(a) Show that


(b) State the value of E and find Var(
(c) Sami fits four new Grippo brake pads on his car. Find the probability that at least one of
these brake pads will need to be replaced after travelling less than 22 000 km.

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