A LEVEL STATISTICS NOTES COMPILED BY MANYUVIRE D CELL 0783235483

CONTINUOUS DISTRIBUTIONS
INTEGRATION BY PARTS AND EXPONENTIAL DISTRIBUTION.
SYLLABUS OBJECTIVES(6046)

 Integrate by parts
 Use the pdf to calculate probabilities
 Calculate mean, variance and standard deviation
 Solve problems involving exponential distribution

 INTEGRATION BY PARTS

 It is a method used to integrate products of two functions such that one of the
functions can easily be differentiated to give something nice and the other can
easily be differentiated.

 The two functions can be written as

 It involves both differentiation and integration.

 Generally or simply

 For the two functions you need to let one be you and the other be your

 When is included make it your since it cannot change to something

simpler than before when differentiated.

When lnx is included make it your u because it’s tricky to integrate but easy to differentiate.
EXAMPLES
Integrate the following functions
a) b) c)
Solutions
a) let u = 2x then du = 2 and = then v =

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=
b) let u = x then du = 1 and = then v =

=
=

=
=
= −1,30 to 3 s.f

c) let u = lnx then du = and = then v =

= +C

 THE EXPONENTIAL DISTRIBUTION

 It is a continuous distribution which can be used to model the life time of

components and the time that elapse before an event occurs.
 It is characterised by a positive constant and its probability density function is
given by f(x) =
If X is a random variable whose distribution is exponential with parameter λ, we
write X ∼ Exp(λ).
 CALCULATING PROBABILITIES

 Probability P(a < X < b) is found by

EXAMPLES
If X ∼ Exp(2), find a) P(1 < X < 2) b) P( X )
Solutions
a)P(1 < X < 2) =
=

=
=
=
= 0,117 to 3 s.f

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b) P( X )=
=

=
=
=
= 0,982 to 3 s.f

 CUMULATIVE FUNCTION F(x)

 The cumulative distribution function is useful in finding the probabilities
P(X
 Claculating the cumulative function
For = P(X = F(x) = 0
For , F(x) = 0 +

=
=
=
=
F(x) =
 Generally P( =

EXAMPLES
If X ∼ Exp(2), find a) P(X ) b) P( X )
Solutions
a) P(X )= = 0,865 to 3 s.f
b) P(X )= = 0,998 to 3 s.f

 MEDIAN EXPONENTIAL DISTRIBUTION

 Median is found by the formula F(m) = 0,5

EXAMPLE
If X ∼ Exp(2), find the median of X.
Solution
 F(x) = −2m = ln0,5
F(m) = m=
= 0,5 m =0,347 to 3 s.f
= 0,5
ln = ln0,5

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 MEAN VARIANCE AND STANDARD DEVIATION

 The mean and variance are computed using integration by parts.

 E(X) = =

let u = x then du = 1 and = then v =

= [ ]

=
=
=
=
 To calculate Var(X) we need E(X2) first
E(X2) = =

let u = then du = 2x and = then v =

= [ ]
integrate by parts again.
let u = then du = 2 and = then v =

[ ]

[ ]

= –
=
=0
Var(X) = E(X2)−
= 0−
=

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 Generally if X ∼ Exp(λ) E(X) = = and Var(X) = =

EXAMPLES
1. Given that X ∼ Exp(2) Find a) Mean b) Standard deviation.
Solution
a) mean =

b)Variance = = therefore Standard deviation = =

 EXAM TYPE QUESTIONS

1. The continuous random variable X has a probability density function given by

where k is an integer,
a) Show that k = 2. [2]
b) Find the i) cumulative function of X, [2]
ii) exact value of the median. [2] JUNE 2017 NO 4

2. The probability density function of the mass (in kg) of fish caught by a

fisherman in a month is given by

Find the
a) value of k. [2]
b) E(X) [4]
c) probability that the fisherman will catch at least 60kg of fish, leaving the
answer in exact form. [2] 2018 P2 NO 5

3. a) Give 2 examples of situations that can be modelled by an exponential

distribution. [2]
b) A dart player aims at the bull’s eye. The distance X cm from the bull’s eye
at which the arrow strikes the dart board has a probability density function

defined by

An arrow scores 8 points if X ≤ 2, 5 points if 2 < X ≤5 and 1 point if 5 < X ≤

15 and no points otherwise
(i) Construct the probability distribution table for the scores.
(ii) Find the expected score when one arrow is shot at the bull’s eye.
[6]SPMN 1 NO 5

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 WORKED SOLUTIONS TO EXAM TYPE QUESTIONS

1. a) =1 =
=1 = 0 –( )
=
0 –( )=1
3. a) Time it takes for a fruit to
=1 rot,
k=2 Lifetime of a light bulb,
b) i)F(t) = waiting time to see a doctor,
= Time that elapse before a
= −(−1) drop leaks from a tank of
= water.
F(x) = b)P(X =

=
ii) F(m) = 0,5 =
= 0,5 = 0,181269
= 0,5 = 0,2
ln = ln0,5
P(2 )=
−2m lne = ln 0,5
−2m = ln 0,5 =
m = − ln0,5 =
m =0,34657 = 0,21220
= 0,2
2. a) =1
P(5 < =
=1
0 –( )=1
3k = 1 =
k= =
= 0,3834
b) E(X) = = =3
= 0,4
P(X > 15) = 1−P(X 15)
OR E(X) =
=1−
Let U = and du = dx
= 1− [ ]
dV = V=−
= 1−[ ]
= UV − = 0,2231
= − + = 0,2
SCORE 0 1 5 8
=−
0,2 0,4 0,2 0,2
= 0 –(0−3) P(S=s)
=3
c)P(X = ii) E(S) =0(0,2) + 1(0,4) +5(0,2) + 8(0,2) = 3

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