Chapter 4: Continuous Random Variables and

Probability Distributions

Course Name: PROBABILITY & STATISTICS

Lecturer: Dr. Duong Thi Viet An

Hanoi, 2025

Dr. Duong Thi Viet An Chapter 4: Continuous Random Variables and Probability Distributions
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Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.1 Continuous Random Variables

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.1 Continuous Random Variables

4.1 Continuous Random Variables

Definition
A continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range.

Example
The time until a projectile returns to earth.
The volume of gasoline that is lost to evaporation during the filling of
a gas tank.
The outside diameter of a machined shaft.
The weight of an injection-molded plastic part.
The current in an electronic circuit.

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4.2 Probability Distributions and Probability Density Functions

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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4.2 Probability Distributions and Probability Density Functions

4.2 Probability Distributions and Probability Density

Functions
For a continuous random variable X,
a probability density function is a
function such that

1) f (x) ≥ 0
Z +∞
2) f (x)dx = 1
−∞
Z b
3) P (a ≤ X ≤ b) = f (x)dx.
a

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4.2 Probability Distributions and Probability Density Functions

4.2 Probability Distributions and Probability Density

Functions
For a continuous random variable X,
a probability density function is a
function such that

1) f (x) ≥ 0
Z +∞
2) f (x)dx = 1
−∞
Z b
3) P (a ≤ X ≤ b) = f (x)dx.
a

Note
If X is a continuous random variable, for any x1 and x2 ,

P (x1 ≤ X ≤ x2 ) = P (x1 < X ≤ x2 ) = P (x1 ≤ X < x2 ) = P (x1 < X < x2 ).

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4.2 Probability Distributions and Probability Density Functions

4.2 Probability Distributions and Probability Density

Functions
Example 1: Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes. Assume that the range
of X is [0, 20mA], and assume that the probability density function of
X is f (x) = 0.05 for 0 ≤ x ≤ 20. What is the probability that a current
measurement is less than 10 milliamperes?

Z 10 Z 10
P (X < 10) = f (x)dx = 0.05dx = 0.5.
0 0

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4.2 Probability Distributions and Probability Density Functions

4.2 Probability Distributions and Probability Density

Functions
Example 2: Let the continuous random variable X denote the diameter of a
hole drilled in a sheet metal component. The target diameter is 12.5 millimeters.
Most random disturbances to the process result in larger diameters. Historical
data show that the distribution of X can be modeled by a probability density
function f (x) = 20e−20(x−12.5) , x ≥ 12.5. If a part with a diameter larger than
12.60 millimeters is scrapped, what proportion of parts is scrapped?

Z +∞ Z +∞
P (X > 12.6) = f (x)dx = 20e−20(x−12.5) dx = 0.135
12.6 12.6
Similarly, we can calculate P (12.5 < x < 12.6). Because the total area under
f (x) equals 1, we can also calculate P (12.5 < x < 12.6) = 1 − P (X > 12.6).
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4.2 Probability Distributions and Probability Density Functions

4.2 Probability Distributions and Probability Density

Functions
Exercise 1: Suppose that the probability density function of a continuous
random variable X is:

3(8x − x2 )
f (x) = , 0 < x < 8.
256
Determine the following:
a) P (X < 2) b) P (X < 9)
c) P (2 < X < 4) d) P (X > 6).
Exercise 2: The probability density function of the length of a metal
rod is
f (x) = cx2 , 2 ≤ x < 3.
a) What is the value of c?
b) Find P (X < 2 or X ≥ 8).

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 4.3 Cumulative Distribution Functions

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.3 Cumulative Distribution Functions

4.3 Cumulative Distribution Functions

Cumulative Distribution Function

The cumulative distribution function of a continuous random variable
X is
Zx
F (x) = P (X ≤ x) = f (u)du
−∞

for −∞ < x < +∞.

The probability density function of a continuous random variable can be

determined from the cumulative distribution function by differentiating.
0
f (x) = F (x).

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 4.3 Cumulative Distribution Functions

4.3 Cumulative Distribution Functions

Remark: If X is continuous random variable with cumulative

distribution function F (x) then we can use:

P (a < X < b) = F (b) − F (a).

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 4.3 Cumulative Distribution Functions

4.3 Cumulative Distribution Functions

Example 3
For the copper current measurement in Example 1, the cumulative distri-
bution function of the random variable X consists of three expressions.
If x < 0, f (x) = 0. Therefore, FZ(x) = 0.
x
If 0 ≤ X < 20, one has F (x) = f (u)du = 0.05x
Z x 0

If x ≥ 20 then F (x) = f (u)du = 1.

0
Therefore, 
0
 x<0
F (x) = 0.05x 0 ≤ x < 20

1 20 ≤ x.


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 4.3 Cumulative Distribution Functions

4.3 Cumulative Distribution Functions

Example 4
For the drilling operation in Example 2, F (x) consists of two expressions.
If x < 12.5: F (x) = 0.Z x
If x ≥ 12.5 : F (x) = 20e−20(u−12.5) du = 1 − e−20(x−12.5) .
12.5
Therefore,
(
0 x < 12.5
F (x) =
1 − e−20(x−12.5) 12.5 ≤ x.

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 4.3 Cumulative Distribution Functions

4.3 Cumulative Distribution Functions

Example 5
The time until a chemical reaction is complete (in milliseconds) is ap-
proximated by the cumulative distribution function
(
0 x<0
F (x) = −0.01x
1−e 0≤x

Determine the probability density function of X. What proportion of

reactions is complete within 200 milliseconds?

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 4.3 Cumulative Distribution Functions

4.3 Cumulative Distribution Functions

Example 5
The time until a chemical reaction is complete (in milliseconds) is ap-
proximated by the cumulative distribution function
(
0 x<0
F (x) = −0.01x
1−e 0≤x

Determine the probability density function of X. What proportion of

reactions is complete within 200 milliseconds?
Answer:
(
0 x<0
f (x) =
0.01e−0.01x 0 ≤ x.
P (X < 200) = F (200) = 1 − e−2 = 0.8647.
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 4.4 Mean and Variance of a Continuous Random Variable

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.4 Mean and Variance of a Continuous Random Variable

4.4 Mean and Variance of a Continuous Random

Variable
Mean and Variance
Suppose X is a continuous random variable with probability density function
f (x). The mean or expected value of X, denoted as µ or E(X), is
+∞
Z
µ = E(X) = xf (x)dx.
−∞

The variance of X, denoted as σ 2 or V (X), is

+∞
Z +∞
Z
2 2
σ = V (X) = (x − µ) f (x)dx = x2 f (x)dx − µ2 .
−∞ −∞
√
The standard deviation of X is σ = σ2 .

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 4.4 Mean and Variance of a Continuous Random Variable

4.4 Mean and Variance of a Continuous Random

Variable
Example 6
For the copper current measurement in Example 1, the mean of X is
+∞
Z Z20
E(X) = xf (x)dx = 0.05xdx = 10.
−∞ 0

Z20
V (X) = (x − 10)2 (0.05)dx = 33.33.
0

What is the expected value of the squared current?

Z20 20
2 0.05x3
E(X ) = 0.05x2 dx = = 133.33.
3 0
0
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 4.5 Continuous Uniform Distribution

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.5 Continuous Uniform Distribution

4.6 Continuous Uniform Distribution

Continuous Uniform Distribution

A continuous random variable X with probability density function

 1 a≤x≤b
f (x) = b − a
0 otherwise

is a continuous uniform random variable.

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 4.5 Continuous Uniform Distribution

4.5 Continuous Uniform Distribution

Cumulative Distribution Functions



0 x<a
x − a
F (x) = a≤x<b

 b−a
1 x ≥ b.


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 4.5 Continuous Uniform Distribution

4.5 Continuous Uniform Distribution

Mean and Variance

If X is a continuous uniform random variable over a ≤ x ≤ b,
b+a
µ = E(X) = .
2
The variance of X is
(b − a)2
σ 2 = V (X) = .
12

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 4.5 Continuous Uniform Distribution

4.5 Continuous Uniform Distribution

Example 7
Let the continuous random variable X denote the current measured
in a thin copper wire in milliamperes. Assume that the range of X
is [0, 20mA], and assume that the probability density function of X is
f (x) = 0.05, 0 ≤ x ≤ 20. What is the probability that a measurement
of current is between 5 and 10 milliamperes?

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 4.5 Continuous Uniform Distribution

4.5 Continuous Uniform Distribution

Example 7
Let the continuous random variable X denote the current measured
in a thin copper wire in milliamperes. Assume that the range of X
is [0, 20mA], and assume that the probability density function of X is
f (x) = 0.05, 0 ≤ x ≤ 20. What is the probability that a measurement
of current is between 5 and 10 milliamperes?

Z10
P (5 < x < 10) = 0.05dx = 0.25
5

E(X) = (20 + 0)/2 = 10mA

and r
(20 − 0)2
σ= = 33.33mA2 .
12
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 4.5 Continuous Uniform Distribution

4.5 Continuous Uniform Distribution

Exercise 1: Suppose X has a continuous uniform distribution over the

interval [1; 10].
a) Determine the mean, variance and standard deviation of X.
b) Find P (X < 6.5).
c) Determine the cumulative distribution function of X.
Exercise 2: Suppose X has a continuous uniform distribution over [5; 15].
What is the mean and variance of Y = 8X?

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 4.6 Normal Distribution

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.6 Normal Distribution

4.6 Normal Distribution

A random variable X with probability density function

1 −(x−µ)2
f (x) = √ e 2σ2 , −∞ < x < +∞
2πσ
is a normal random variable with parameters µ, where −∞ < µ < +∞
and σ > 0.
Also

E(X) = µ and V (X) = σ 2

and the notation N (µ, σ 2 ) is used to denote the distribution.

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 4.6 Normal Distribution

4.6 Normal Distribution

Standard Normal Random Variable

A normal random variable with

µ=0 and σ2 = 1

is called a standard normal random variable and is denoted as Z.

The cumulative distribution function of Z is denoted as

Φ(z) = P (Z ≤ z).

If X is a normal random variable with E(X) = µ and V (X) = σ 2 ,

the random variable
X −µ
Z=
σ
is a standard normal random variable.

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 4.6 Normal Distribution

4.6 Normal Distribution

Standardizing to Calculate a Probability

Suppose X is a normal random variable with mean µ and variance σ 2 .
Then,  
X −µ x−µ
P (X ≤ x) = P ≤ = P (Z ≤ z)
σ σ
where Z is a standard normal random variable, and z = (x−µ)σ is the
z -value obtained by standardizing X. The probability is obtained by
using Appendix Table III with z = (x − µ)/σ.

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 4.6 Normal Distribution

4.6 Normal Distribution

Example 8
1) P (Z > 1.26) = 1 − P (Z ≤ 1.26) = 1 − 0.89616 = 0.10384
2) P (Z < −0.86) = 0.19490
3) P (Z > −1.37) = P (Z < 1.37) = 0.91465
4) P (−1.25 < Z < 0.37) = P (Z < 0.37) − P (Z < −1.25) =
0.64431 − 0.10565 = 0.53866
5) P (Z ≤ −4.6) cannot be found exactly from Appendix Table III. How-
ever, the last entry in the table can be used to find that P (Z ≤ −3.99) =
0.00003. Because P (Z ≤ −4.6) < P (Z ≤ −3.99), P (Z ≤ −4.6) is
nearly zero.

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 4.6 Normal Distribution

4.6 Normal Distribution

Example 9
Suppose the current measurements in a strip of wire are assumed to follow a
normal distribution with a mean of 10 miliamperes and a variance of 4 (mil-
liamperes). Determine the value for which the probability that a current mea-
surement is below this value is 0.98

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 4.6 Normal Distribution

4.6 Normal Distribution

Example 9
Suppose the current measurements in a strip of wire are assumed to follow a
normal distribution with a mean of 10 miliamperes and a variance of 4 (mil-
liamperes). Determine the value for which the probability that a current mea-
surement is below this value is 0.98
We need the value of x such that P (X < x) = 0.98. By standardizing, this
probability expression can be written as

P (X < x) = P (Z < (x − 10)/2) = 0.98.

Appendix Table III is used to find the z-value such that

P (Z < z) = 0.98

The nearest probability from Table III results in P (Z < 2.05) = 0.97982.
Therefore, (x − 10)/2 = 2.05, x = 14.1.

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.7 Normal Approziamtion to the Binomial and

Poisson Distributions
If X is a binomial random variable with parameters n and p,
X − np
Z=p
np(1 − p)

is approximately a standard normal random variable. To approximate a

binomial probability with a normal distribution, a continuity correction is applied
as follows:
!
x + 0.5 − np
P (X ≤ x) = P (X ≤ x + 0.5) ∼ =P Z≤ p
np(1 − p)

and !
x − 0.5 − np
P (x ≤ X) = P (x − 0.5 ≤ X) ∼
=P p ≤Z
np(1 − p)
The approximation is good for np > 5 and n(1 − p) > 5.
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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.7 Normal Approziamtion to the Binomial and

Poisson Distributions

If X is a Poisson random variable with E(X) = λ and V (X) = λ,

X −λ
Z= √
λ
is approximately a standard normal random variable. The same
continuity correction used for the binomial distribution can also be applied.
The approximation is good for

λ > 5.

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.7 Normal Approziamtion to the Binomial and

Poisson Distributions

Example 10
The manufacturing of semiconductor chips produces 2% defective chips.
Assume the chips are independent and that a lot contains 1000 chips.
(a) Approximate the probability that more than 25 chips are defective.
(b) Approximate the probability that between 20 and 30 chips are defec-
tive.

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.7 Normal Approziamtion to the Binomial and

Poisson Distributions

Example 10
The manufacturing of semiconductor chips produces 2% defective chips.
Assume the chips are independent and that a lot contains 1000 chips.
(a) Approximate the probability that more than 25 chips are defective.
(b) Approximate the probability that between 20 and 30 chips are defec-
tive.
Let X denote the number of defective chips in the lot. Then,
E(X) = 1000(0.02)= 20, V (X) = 1000(0.02)(0.98) = 19.6.
a) P (X > 25) ∼
= P Z > 25.5−20
√
19.6
= P (Z > 1.24) = 1 − P (Z ≤ 1.24) =
0.107
b) P (20 < X < 30) ∼
= P (20.5 < X < 29.5) = P (0.11 < Z < 2.15) =
0.9842 − 0.5438 = 0.44.

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

Normal Approximation to the Binomial Distribution

Example 11
In a digital communication channel, assume that the number of bits
received in error can be modeled by a binomial random variable, and
assume that the probability that a bit is received in error is 1 × 10−5 . If
16 million bits are transmitted, what is the probability that 150 or fewer
errors occur?
Let the random variable X denote the number of errors. Then X is a
binomial random variable. !
150.5 − 160
P (X ≤ 150) = P (X ≤ 150.5) ∼=P Z≤ p
160(1 − 10−5 )
= P (Z ≤ −0.75) = 0.227

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.8 Exponential Distribution

Example 12
Assume that the number of asbestos particles in a squared meter of dust
on a surface follows a Poisson distribution with a mean of 1000. If a
squared meter of dust is analyzed, what is the probability that 950 or
fewer particles are found?

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.8 Exponential Distribution

Example 12
Assume that the number of asbestos particles in a squared meter of dust
on a surface follows a Poisson distribution with a mean of 1000. If a
squared meter of dust is analyzed, what is the probability that 950 or
fewer particles are found?
This probability can be expressed exactly as:
950 −1000
X e 1000x
P (X ≤ 950) = .
x!
x=0

The computational difficulty is clear. The probability can be approxi-

mated as
 
950.5 − 1000
P (X ≤ 950) = P (X ≤ 950.5) ≈ P Z ≤ √
1000
= P (Z ≤ −1.57) = 0.058.
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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.7 Normal Approziamtion to the Binomial and

Poisson Distributions

Exercise 1
Hits to a high-volume Web site are assumed to follow a Poisson
distribution with a mean of 10,000 per day. Approximate each of the
following:
(a) The probability of more than 20,000 hits in a day
(b) The probability of less than 9900 hits in a day
(c) The value such that the probability that the number of hits in a day
exceeds the value is 0.01
(d) Approximate the expected number of days in a year (365 days) that
exceed 10,200 hits.
(e) Approximate the probability that over a year (365 days) more than 15
days each have more than 10,200 hits.

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 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

4.7 Normal Approziamtion to the Binomial and

Poisson Distributions
Exercise 2
Suppose that X is a Poisson random variable with λ = 6.
(a) Compute the exact probability that X is less than 4
(b) Approximate the probability that X is less than 4 and compare to the
result in part (a).
(c) Approximate the probability that 8 < X < 12.

Exercise 3
Suppose that X has a Poisson distribution with a mean of 64.
Approximate the following probabilities:
(a) P (X > 72)
(b) P (X < 64)
(c) P (60 < X ≤ 68)

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 4.8 Exponential Distribution

Content

1 4.1 Continuous Random Variables

2 4.2 Probability Distributions and Probability Density Functions

3 4.3 Cumulative Distribution Functions

4 4.4 Mean and Variance of a Continuous Random Variable

5 4.5 Continuous Uniform Distribution

6 4.6 Normal Distribution

7 4.7 Normal Approziamtion to the Binomial and Poisson
Distributions

8 4.8 Exponential Distribution

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 4.8 Exponential Distribution

4.8 Exponential Distribution

Exponential Distribution
The random variable X that equals the distance between successive
events of a Poisson process with mean number of events λ > 0 per
unit interval is an exponential random variable with parameter λ. The
probability density function of X is
f (x) = λe−λx for 0 ≤ x < ∞.

F (x) = P (X ≤ x) = 1 − e−λx , x ≥ 0.

If the random variable X has an exponential distribution with

parameter λ,
1 1
µ = E(X) = and σ 2 = V (X) = .
λ λ2

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 4.8 Exponential Distribution

4.8 Exponential Distribution

Example 12
Suppose X has an exponential distribution with λ = 2. Determine the
following:
(a) P (X ≤ 0)
(b) P (X ≥ 2)
(c) P (X ≤ 1)
(d) P (1 < X < 2)
(e) Find the value of x such that P (X < x) = 0.05.

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 4.8 Exponential Distribution

Sample Questions

Question 1: Suppose X is a uniform continuous random variable over

the interval [40, 70]. Find the standard deviation of X.
a) 3.03 b) 1.58 c) 8.66 d) 31.75 e) None of the other choices
is correct
Question 2: The weekly salaries of elementary school teachers in one
state are normally distributed with a mean of $490 and a standard devia-
tion of $45. What is the probability that a randomly selected elementary
school teacher earns more than $525 a week?
LetP (Z < 0.778) = 0.7817, P (Z < 0.163) = 0.5646.

a) 0.7823 b) 0.4354 c) 0.2823

d) 0.2183 e) None of the other choices is correct.

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 4.8 Exponential Distribution

Sample Questions
Question 3: A supermarket manager has determined that the amount
of time customers spend in the supermarket is approximately normally
distributed with a mean of 45 minutes and a standard deviation of 6
minutes. Find the probability that a customer spends between 39 and
43 minutes in the supermarket.
Let P (Z < −1) = 0.159, P (Z < −0.33) = 0.371, P (Z < 0.02) =
0.508 and P (Z < 0.85) = 0.802.
a)0.823 b) 0.212 c) 0.345 d) 0.646
e) None of the other choices is correct
Question 4: Transportation officials tell us that 70% of drivers wear
seat belts while driving. Use normal distribution to approximate the
probability that more than 579 drivers in a sample of 800 drivers wear
seat belts.
Let P (Z < 1.5) = 0.9332; P (Z < 0.25) = 0.6
a) 0.0668 b) 0.9332 c) 0.4 d) 0.6
e) None of the other choices is correct.
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 4.8 Exponential Distribution

Sample Questions

Question 5: When considering the area under the standard normal curve,
decide whether the area between z = 3 and z = −3 is bigger than, smaller
than, or equal to the area between z = 2.7 and z = 2.9.
a)equal to b) bigger than c) smaller than
Question 6: A catalog company that receives the majority of its orders
by telephone conducted a study to determine how long customers were
willing to wait on hold before ordering a product. The length of waiting
time was found to be a variable best approximated by an exponential
distribution with a mean length of waiting time equal to 3 minutes. Find
the waiting time at which only 10% of the customers will continue to
hold.
a) 2.3 minutes b) 3.3 minutes c) 13.8 minutes
d) 6.9 minutes e) None of the other choices is correct.

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 4.8 Exponential Distribution

Sample Questions

Question 7: The weekly salaries of elementary school teachers in one

state are normally distributed with a mean of $490 and a standard devia-
tion of $45. What is the probability that a randomly selected elementary
school teacher earns more than $525 a week?
Let P (Z < 0.778) = 0.7817, P (Z < 0.163) = 0.5646.
a) 0.7823 b) 0.4354
c) 0.2823 d) 0.2183
e) None of the other choices is correct.

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 4.8 Exponential Distribution

Chapter 4 Exercises
Exercise 1
The diameter of a particle of contamination (in micrometers) is modeled
with the probability density function f (x) = 2/x3 for x > 1. Determine
the following:
a) P (X < 2) b) P (X > 5)
c) P (4 < X < 8) d) P (X < 4 or X > 8).

Exercise 2
The probability density function of the time to failure of an electronic
−x/1000
component in a copier (in hours) is f (x) = e 1000 for x > 0. Determine
the probability that
a) A component lasts more than 3000 hours before failure.
b) A component fails in the interval from 1000 to 2000 hours.
c) A component fails before 1000 hours.
d) Determine the number of hours at which 10% of all components have
failed.
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 4.8 Exponential Distribution

Chapter 4 Exercises

Exercise 3
Suppose the cumulative distribution function of the random variable X is

0
 x < −2
F (x) = 0.25x + 0.5 −2 ≤ x < 2

1 2 ≤ x.


Determine the following:

a) P (X < 1.8) b) P (X > −1.5)
c) P (X < −2) d) P (−1 < X < 1).

Exercise 4
Suppose that f (x) = x/8 for 3 < x < 5. Determine the mean and variance
of x.

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 4.8 Exponential Distribution

Chapter 4 Exercises

Exercise 5
The probability density function of the weight of packages delivered by a
post office is f (x) = 70/(69x2 ) for 1 < x < 70 pounds.
a) Determine the mean and variance of weight.
b) If the shipping cost is $2.50 per pound, what is the average shipping
cost of a package?
c) Determine the probability that the weight of a package exceeds 50
pounds.

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 4.8 Exponential Distribution

Chapter 4 Exercises

Exercise 6
The net weight in pounds of a packaged chemical herbicide is uniform for
49.75 < x < 50.25 pounds.
a) Determine the mean and variance of the weight of packages.
b) Determine the cumulative distribution function of the weight of
packages.
c) Determine P (X < 50.1).

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 4.8 Exponential Distribution

Chapter 4 Exercises

Exercise 7
Assume that X is normal distributed with a mean of 10 and a standard
deviation of 2. Determine the following:
a) P (X < 13) b) P (X > 9)
c) P (6 < X < 14) d) P (2 < X < 4).

Exercise 8
Assume X is normally distributed with a mean of 10 and a standard
deviation of 2. Determine the value for x that solves each of the following:
a) P (X > x) = 0.5
b) P (x < X < 10) = 0.2.

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