Lecture # 12

1
 GENG 200- L2
Probability and Statistics

Lecture Note #12

Dr. Adnan Abu-Dayya

Electrical Engineering Department
Qatar University
 Chapter 4:
Contineous Random Variables

3
Chapter 4 Outline

0. Continuous Random Variables

1. Probability Distributions and Probability Density Functions
2. Cumulative Distribution Functions
3. Mean and Variance of a Continuous Random Variable
4. Continuous Uniform Distribution
5. Normal Distribution
6. Normal Approximation to the Binomial and Poisson Distributions
7. Exponential Distribution

4
Continuous Random Variables
› A continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range

Section 2.9 Random Variables

5
4.1 Probability Distributions and Probability
Density Functions
› A probability density function f(x) can be used to describe the probability
distribution of a continuous random variable X
PDF is
analogous to Computationally, to go
PMF but it is from discrete to
not a
probability continuous, simply
replace sums by
integrals!

Section 4.1 Probability Distributions and Probability Density Functions

6
Graphical Representation of Probability
› If you plot the probability density function of a
continuous random variable 𝑋 then
• What is 𝑃 (𝑎 ≤ 𝑋 ≤
𝑎)?
• What is 𝑃 (𝑋 = 0)?
• Does 𝑃(𝑋 = 𝑎) = 0
mean that 𝑋 can never
equal 𝑎?

What is the
total area
𝑃(a < 𝑋 < b) = area under the graph between a and b under the
pdf 𝑓(𝑥)?
Example 4.1 | Electric Current
Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes (mA).
Assume that the range of X is [4.9, 5.1] and the probability density function of X is
f(x) = 5.
What is the probability that a current is less than 5mA?
5 5
P ( X  5) =  f ( x)dx =  5 dx = 0.5
4.9 4.9

In the previous example

𝑓(𝑥) takes values greater
than 1. Why does this not
violate the rule that
probabilities are always
Section 4.1 Probability Distributions and Probability Density Functions
between 0 and 1?
8
4.2 Cumulative Distribution Functions

The cumulative distribution function is defined for all real numbers

Section 4.2 Cumulative Distribution Functions

9
Example 4.3 | Electric Current
For the copper wire current measurement in Example 4.1, the cumulative
distribution function of the random variable X consists of three expressions. If x <
4.9, f(x) = 0. Therefore,

Section 4.2 Cumulative Distribution Functions

10
Probability Density Function from the Cumulative
Distribution Function
› The probability density function of a continuous random variable can be
determined from the cumulative distribution function by differentiating

Section 4.2 Cumulative Distribution Functions

11
Example 4.4 | Reaction Time
› The time until a chemical reaction is complete (in
milliseconds) is approximated by this cumulative distribution
function:
F ( x) = 
0 for x  0
1 − e −0.01x for 0  x

› What is the Probability density function?

f ( x) =
dF ( x ) d  0
dx
= 
dx 1 − e −0.01x =0
0.01e −0.01x
for x  0
for 0  x

› What is the probability that a reaction completes within 200

ms? P ( X  200 ) = F ( 200 ) = 1 − e−2 = 0.8647
Section 4.2 Cumulative Distribution Functions
12
4.3 Mean and Variance of a Continuous
Random Variable

Section 4.3 Mean and Variance of a Continuous Random Variable

13
Example 4.5 | Electric Current

Section 4.3 Mean and Variance of a Continuous Random Variable

14
Expected Value of a Function of a
Continuous Random Variable

Example 4.6
X is the current measured in mA. What is the expected value of power when the
resistance is 100 ohms? Use the result that power in watts 𝑃 = 10 − 6 𝑅𝐼2, where I is
the current in milliamperes and R is the resistance in ohms. Now, ℎ(𝑋) =
10−6 100𝑋2. Therefore,

Section 4.3 Mean and Variance of a Continuous Random Variable

15
4.4 Continuous Uniform Distribution

Section 4.4 Continuous Uniform Distribution

Figure 4.7 Continuous uniform Probability Density Function

16
Continuous Uniform Distribution

The mean of the continuous uniform random variable X is

The variance of X is

Section 4.4 Continuous Uniform Distribution 17

Example 4.7 | Uniform Current
The random variable X has a continuous uniform distribution on
[4.9, 5.1]. The probability density function of X is f(x) = 5, 4.9 ≤ x
≤ 5.1. What is the probability that a measurement of current is
between 4.95 & 5.0 mA?

The mean and variance formulas can be

applied with a = 4.9 and b = 5.1. Therefore,
( 0.2)
2

m = E ( X ) = 5 mA and V ( X ) = =0.0033 mA 2
12 Figure 4-9

Section 4.4 Continuous Uniform Distribution

18