A2-Level Maths:

Statistics 2
for Edexcel

S2.2 Continuous
random variables

These icons indicate that teacher’s notes or useful web addresses are available in the Notes Page.

This icon indicates the slide contains activities created in Flash. These activities are not editable.
For more detailed instructions, see the Getting Started presentation.
1 of 61 © Boardworks Ltd 2006
 Relative frequency histograms

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

2 of 61 © Boardworks Ltd 2006

Relative frequency histograms

A histogram has the important property that the area of each

bar is in proportion to the corresponding frequency.
A histogram with unequal widths can be drawn by plotting the
frequency density on the vertical axis, where:
frequency
frequency density =
class width

A relative frequency histogram is one in which the area of

a bar corresponds to the proportion of the data falling into
the corresponding interval.
The relative frequency is defined as:
frequency density
relative frequency density =
total frequency
3 of 61 © Boardworks Ltd 2006
Relative frequency histograms

Example: The relative frequency histogram below

shows the distribution of ages of the UK population.

The area of each bar corresponds to the proportion of

the population with ages in that interval.
The total area of all the bars is 1.
4 of 61 © Boardworks Ltd 2006
Relative frequency histograms

The distribution of the ages can be modelled by a curve.

This curve is called a probability density function.

5 of 61 © Boardworks Ltd 2006

 Probability density functions

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

6 of 61 © Boardworks Ltd 2006

Probability density functions

A probability density function (or p.d.f.) is a curve that models

the shape of the distribution corresponding to a continuous
random variable.

A probability density function has several important properties.

7 of 61 © Boardworks Ltd 2006

Probability density functions

If f(x) is the p.d.f corresponding to a continuous random

variable X and if f(x) is defined for a ≤ x ≤ b then the following
properties must hold:

1. b

f ( x)dx 1
a

i.e. the total area under a p.d.f. is 1.

8 of 61 © Boardworks Ltd 2006

Probability density functions

If f(x) is the p.d.f. corresponding to a continuous random

variable X and if f(x) is defined for a ≤ x ≤ b then the following
properties must hold:

2. f ( x) 0 for a  x b

i.e. the graph of the p.d.f. never

dips below the x-axis.
9 of 61 © Boardworks Ltd 2006
Probability density functions

If f(x) is the p.d.f. corresponding to a continuous random

variable X and if f(x) is defined for a ≤ x ≤ b then the following
properties must hold:
x2

3. P ( x1  X  x2 )  f ( x)dx
x1

i.e. probabilities correspond to

areas under the curve.
10 of 61 © Boardworks Ltd 2006
Probability density functions

Example: Sketch the graph of each of the following functions.

Decide in each case whether it could be the equation of a
probability density function:

1
1.

f ( x)  32 
24 x  3 x 2  36  2  x 6 


 0 otherwise 

1 
 3 x 1
2. f ( x)  x 
0 x  1


 x 2  4 x  3 0  x 4 
3. f ( x)  
 0 otherwise 

11 of 61 © Boardworks Ltd 2006

Probability density functions

1

1. f ( x)  32 
24 x  3 x 2  36  2  x 6 


 0 otherwise 
The function is non-negative
everywhere.

If f represents a p.d.f., then f ( x)dx 1

all x

16 2 1 2 3 6
 f ( x ) dx  (24 x  3 x  36) dx   12 x  x  36 x  2
all x 32 2 32
 1  (432  216  216)  (48  8  72)  1
32  

So f(x) could represent a probability density function.

12 of 61 © Boardworks Ltd 2006
Probability density functions

1 
 x 1
2. f ( x)  x3 
0 x  1


The function is non-negative

everywhere.
For f to represent a p.d.f. we need to check that f ( x)dx 1
all x

1 
3   1 2  1 1
But:  3 dx  x dx  x  0    
1 x 1 2 1  2 2

So f(x) could not represent a probability density function.

13 of 61 © Boardworks Ltd 2006

Probability density functions

 x 2  4 x  3 0  x 4 
3. f ( x)  
 0 otherwise 

The function is clearly negative for some values of x.

Consequently f(x) cannot represent a probability density
function.

14 of 61 © Boardworks Ltd 2006

Probability density functions

15 of 61 © Boardworks Ltd 2006

Question 1

Question 1: A continuous random variable X is defined by the

probability density function
k (5  x) 0  x 5
f ( x) 
 0 otherwise
a) Sketch the probability density function.
b) Find the value of the constant k.
c) Find P(1 ≤ X ≤ 3).

16 of 61 © Boardworks Ltd 2006

Question 1

k (5  x) 0  x 5
a) f ( x) 
 0 otherwise

The diagram shows the

probability density function.

b) To find k, we can use the property that f ( x)dx 1

all x
5
5  1 
0 k (5  x)dx k  5 x  x 2  k (25  12.5)  0  12.5k
 2 0
2
Therefore, 12.5k = 1  k 
25
17 of 61 © Boardworks Ltd 2006
Question 1

c) P(1 ≤ X ≤ 3)

2 3
3 2 2  x
 1 25
(5  x)dx   5 x 
25 

2 
1

2
 (15  4.5)  (5  0.5) 
25

= 0.48

18 of 61 © Boardworks Ltd 2006

Examination-style question 1

Examination-style question 1: A continuous random

variable X is defined by the probability density function
 k ( x  1) 1  x 3

f ( x) k (5  x)( x  2) 3  x 5
 0 otherwise

a) Sketch the probability density function.
b) Find the value of the constant k.
c) Find P(X > 2).

19 of 61 © Boardworks Ltd 2006

Examination-style question 1

a)  k ( x  1) 1  x 3

f ( x) k (5  x)( x  2) 3  x 5
 0 otherwise


20 of 61 © Boardworks Ltd 2006

Examination-style question 1

b) To find k, we can use the property that f ( x)dx 1

all x
Note that (5 – x)(x – 2) = 7x – 10 – x 2

3  
3 5
So, 1 k ( x  1)dx  k 7 x  10  x 2 dx 1

3 5
1 2  7 2 1 3
 k  x  x   k  x  10 x  x  1
2 1 2 3 3

 1 1  1 1
 k  1    k   4  7  1
 2 2  6 2

1 3
Therefore 5 k 1 i.e. k 
3 16

21 of 61 © Boardworks Ltd 2006

Examination-style question 1
5
c) P(X > 2) = f ( x)dx
2

  
33 5 3
  ( x  1)dx  7 x  10  x 2 dx
2 16 3 16

3 5
3 1 2  3 7 2 1 3
  x  x   x  10 x  x 
16  2  2 16  2 3 3
3  1  3  1 1
 1  0    4  7 
16  2  16  6 2
29

32 An alternative method would be
to utilise P(X > 2) = 1 – P(X ≤ 2)
22 of 61 © Boardworks Ltd 2006
Examination-style question 2

Examination-style question 2: The life, T hours, of an

electrical component is modelled by the probability density
function
ke  0.001t t 1000
f (t ) 
 0 otherwise

a) Sketch the probability density function.

b) Find the value of the constant k.
c) Find P(1500 ≤ T ≤ 2000).

23 of 61 © Boardworks Ltd 2006

Examination-style question 2

Solution:
a)

24 of 61 © Boardworks Ltd 2006

Examination-style question 2

ke  0.001t t 1000

f (t ) 
 0 otherwise

b) To find k, we use the fact that


f (t )dt 1
all t
So:  ke  0.001t dt 1
1000

 0.001t  
 k   1000e 1
  1000


 k 0  ( 1000e  1 ) 1 
1 e
Therefore k  0.00272
1000e  1 1000
25 of 61 © Boardworks Ltd 2006
Examination-style question 2

ke  0.001t t 1000

f (t ) 
 0 otherwise
2000 2000

c) P(1500 ≤ T ≤ 2000) =  f (t )dt k  e  0.001t dt

1500 1500

 0.001t  2000
k   1000e
  1500


e
1000

 1000e  2  1000e  1.5 
= 0.239 (3 s.f.)

26 of 61 © Boardworks Ltd 2006

 Mode

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

27 of 61 © Boardworks Ltd 2006

Mode

Suppose that a random variable X is defined by the

probability density function f(x) for a ≤ x ≤ b.
The mode of X is the value of x that produces the largest
value for f(x) in the interval a ≤ x ≤ b.
A sketch of the probability density function can be very
helpful when determining the mode. Differentiation
could be used
to find the
mode here.

28 of 61 © Boardworks Ltd 2006

Mode

Example: A random variable X has p.d.f. f(x), where

 x 2 (2  x) 0  x 2
f ( x) 
 0 otherwise

Find the mode.

Sketch of f(x):

29 of 61 © Boardworks Ltd 2006

Mode

The mode can be found using differentiation:

f ( x) 2 x 2  x3  f ( x) 4 x  3 x 2

To find a turning point, we solve f ( x) 0  4 x  3 x 2 0

Factorize: x(4  3 x) 0  x 0 or x 4 3

Check that x 4 3 gives the maximum value:

f ( x) 4  6 x  f ( 4 3) 4  8  4  0

So the mode is x 4 3 .

30 of 61 © Boardworks Ltd 2006

 Cumulative distribution functions

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

31 of 61 © Boardworks Ltd 2006

Cumulative distribution functions

The cumulative distribution function (c.d.f.) F(x) for a

continuous random variable X is defined as
F(x) = P(X ≤ x).

Therefore, the c.d.f. is found by integrating the p.d.f..

Example: A random variable X has p.d.f. f(x), where


1 3
 x 1
f ( x)  6  0  x 2
 0 otherwise

Find the c.d.f. and find P(X < 1).

32 of 61 © Boardworks Ltd 2006

Cumulative distribution functions

Solution: The c.d.f., F(x) is given by:

 1 3 1
 
F( x)  f ( x)dx   x   dx
6 6
1 1
 x4  x  c
24 6
To find the constant c we can use the fact that P(X ≤ 0) = 0

(because the random

variable X is only non-
zero between 0 and 2)

Therefore F(0) = 0, i.e. c = 0.

33 of 61 © Boardworks Ltd 2006

Cumulative distribution functions

 0 x 0
1 4 1
So the c.d.f. is F( x)  24 x  6 x 0  x 2
 1 x 2


1 1 5
P(X < 1) = F(1) =  
24 6 24

34 of 61 © Boardworks Ltd 2006

 Median and quartiles

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

35 of 61 © Boardworks Ltd 2006

Median and quartiles

The median, m, of a random variable X is defined to be the

value such that
F(m) = P(X ≤ m) = 0.5
where F is the cumulative distribution function of X.

Likewise the lower quartile is the solution to the equation

F(x) = 0.25

and the upper quartile is the solution to

F(x) = 0.75.

36 of 61 © Boardworks Ltd 2006

Median and quartiles

37 of 61 © Boardworks Ltd 2006

Median and quartiles

Example: A random variable X is defined by the cumulative

distribution function:
 0 x2

1 2
F( x)  24 x  x  6

 2  x 5
 1 x 5

a) Calculate and sketch the probability density function.

b) Find the median value.
c) Work out P(3 ≤ X ≤ 4).

38 of 61 © Boardworks Ltd 2006

Median and quartiles

a) We can get the p.d.f. by differentiating the c.d.f.

1 x 1
f ( x) F( x) 12 24

So the p.d.f. is
1 x 1
 12 2  x 5
f ( x)  24
 0 otherwise

Sketch of f(x):

39 of 61 © Boardworks Ltd 2006

Median and quartiles

b) The median, m, satisfies F(m) = 0.5.

Therefore 1
24  
m2  m  6 0.5

 m2  m  6 12
 m2  m  18 0

 1  1  4 1( 18)
m
2
 m  4.77 or m 3.77

The median must be 3.77 (as the p.d.f. is only

non-zero for values in the interval [2, 5]).

40 of 61 © Boardworks Ltd 2006

Median and quartiles

c) P(3 ≤ X ≤ 4) = F(4) – F(3)

  
 1 42  4  6  1 3 2  3  6
24 24 
7  1
12 4

1
3

41 of 61 © Boardworks Ltd 2006

Median and quartiles

Example: A random variable X has p.d.f. f(x), where

 3 x 2  3 x  3 1  x 2
4 2 4
f ( x)  3  3 x 2  x 4
 2 8
 0 otherwise

a) Calculate the cumulative distribution function

and verify that the lower quartile is at x = 2.
b) Work out the median value of X.

42 of 61 © Boardworks Ltd 2006

Median and quartiles

a) For f ( x)  34 x 2  3
2 x  34 , F( x)  41 x 3  3
4 x 2  34 x  c

We know that P(X ≤ 1) = 0, i.e., that F(1) = 0.

1  3  34  c 0  c  1
So, 4 4 4

Therefore F( x)  41 x 3  3 x 2  34 x  1
4 4

For f ( x)  32  3
8
x, F( x)  32 x  3
16
x2  c

We know that P(X ≤ 4) = 1, i.e. that F(4) = 1.

So 32 4  3 42  c 1  c  2
16

Therefore F( x)  32 x  3
16
x2  2

43 of 61 © Boardworks Ltd 2006

Median and quartiles

So  0 x 1
 1 x3  3 x 2  3 x  1 1  x 2

F( x)  4 3 4 3 2 4 4

 2 x  16 x  2 2  x 4
 1 x4

To verify that the lower quartile is 2, we simply need to

check that F(2) = 0.25:
1 3 3 2 3 1
F(2)  2  2  2  0.25
4 4 4 4
Therefore the lower quartile is 2.

44 of 61 © Boardworks Ltd 2006

Median and quartiles

b) The median, m, must lie in the interval [2, 4] because

F(2) = 0.25.

To find the median we must solve F(m) = 0.5:

3 3 2 1
i.e. F(m)  m  m  2
2 16 2
This can be rearranged to give the quadratic equation:
3m2  24m  40 0
24  576  4 3 40
Using the quadratic formula, m 
6
m = 5.63 or m = 2.37

As 5.63 does not lie in the interval [2, 4],

the median must be 2.37.
45 of 61 © Boardworks Ltd 2006
 Expectation

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

46 of 61 © Boardworks Ltd 2006

Expectation

If X is a continuous random variable defined by the probability

density function f(x) over the domain a ≤ x ≤ b, then the mean or
expectation of X is given by
b
E[ X ] xf ( x)dx
a

E[X] is the value you would expect to get, on average.

This mean value of X is also sometimes denoted μ.
[Note: if the p.d.f. is symmetrical, then the expected value of
X will be the value corresponding to the line of symmetry].
We can also find the expected value of g(X), i.e. any function
of X: b
E[g( X )] g( x)f ( x) dx
a
47 of 61 © Boardworks Ltd 2006
Expectation

Example: A random variable X is defined by the probability

density function
2
 3 x 1
f ( x)  x
 0 otherwise
Calculate the value of E[X] and E[1/X].

 
2 2
E[ X ]  xf ( x)dx x. 3 dx  2 dx
all x 1
x 1
x

1 
2 x
2
dx   2 x  (0)  ( 2) 2
1
1

48 of 61 © Boardworks Ltd 2006

Expectation

 1  1 1 2
 X  x
E  f ( x) dx  . 3 dx
all x 1
x x

2x  4 dx
1

 2 3
  x 
 3 1

 2
(0)    
 3
2

3
1 2
So, E[ X ] 
3
49 of 61 © Boardworks Ltd 2006
 Variance

Relative frequency histograms

Probability density functions
Contents

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance

50 of 61 © Boardworks Ltd 2006

Variance

If X is a continuous random variable defined by the probability

density function f(x) over the domain a ≤ x ≤ b, then the
variance of X is given by

Var[ X ] E  X 2   E[ X ]
2

or Var[ X ] x 2f ( x)dx  μ 2

a

The standard deviation of X is the square root of the variance.

The standard deviation is sometimes denoted by the symbol σ.

51 of 61 © Boardworks Ltd 2006

Variance

Example: A continuous random variable Y has a

probability density function f(y) where
3
 32 y (4  y ) 0  y 4
f ( y ) 
 0 otherwise
Calculate the value of Var[Y].

Sketch of f(y):

The p.d.f. is symmetrical. Therefore E[Y] = 2.

52 of 61 © Boardworks Ltd 2006
Variance
4 4
3
E[Y ] y f ( y )dy y .
2 2 2
y ( 4  y )dy
0 0
32
4
3
 (4 y 3  y 4 )dy
32 0
4
3  4 1 5
  y  y 
32  5 0
3  4 1 5 
  (4  4 )  0 
32  5 
4
4
5
4 4
Therefore Var[Y] = 4  22 
5 5
53 of 61 © Boardworks Ltd 2006
Variance

Example: A continuous random variable x has a

probability density function f(x) where
 41 0  x 2
3 x
f ( x)  8  16 2  x 6

 0 otherwise

Calculate
a) the mean value, μ.
b) the standard deviation, σ.

54 of 61 © Boardworks Ltd 2006

Variance
 41 0  x 2

f ( x)  38  16
x 2  x 6
 0 otherwise

2 6 2 6
1 3 x  x  3 x x2 
a) E[ X ] x. dx  x.    dx  dx    dx
0
4 2  8 16  0
4 2
8 16 
2 6
 x   3x
2
x  2 3
     
8
 0  16 48 2
4   1 7 
  0    2  
8   4 12 
1
2
6
55 of 61 © Boardworks Ltd 2006
Variance
 41 0  x 2

f ( x)  38  16
x 2  x 6
 0 otherwise

2 6 2 2 6
1  3 x  x  3 x 2
x 3

b) E[ X ] x . dx  x .    dx  dx  
2 2 2
 dx
0
4 2  8 16  0
4 2
8 16 
2 6
x  x
3
x  3 4
     
12
 0  8 64 2
2   3 3
  0    6   2
3   4 4 2  1 35
So, Var[ X ] 6   2  1
2 3  6 36
6
3 71
Therefore σ = 36 = 1.40 (3 s.f.)
56 of 61 © Boardworks Ltd 2006
Examination-style question

Examination-style question: The mass, X kg, of luggage

taken on board an aircraft by a passenger can be modelled by
the probability density function
kx 3 (30  x) 0  x 30
f ( x) 
 0 otherwise

a) Sketch the probability density function and find the value

of k.
b) Verify that the median weight of luggage is about 20.586 kg.
c) Find the mean and the variance of X.

57 of 61 © Boardworks Ltd 2006

Examination-style question

a)

kx 3 (30  x) 0  x 30

f ( x) 
 0 otherwise

30

 (30  x)dx 1
3
To find k we use kx
0
30
 k (30 x 3  x 4 )dx 1
0
30
 30 4 1 5 
 k x  x  1
 4 5 0
1
 k 1215000  0  1  k
1215000
58 of 61 © Boardworks Ltd 2006
Examination-style question

b) kx 3 (30  x) 0  x 30

f ( x) 
 0 otherwise

To verify that the median is about 20.586, we need to check

that P(X ≤ 20.586) = 0.5
20.586

P(X ≤ 20.586) = 
0
kx 3 (30  x)dx
20.586
1  30 4 1 5 
  x  x 
1215000  4 5 0

1
 607525  0 
1215000
0.500
59 of 61 © Boardworks Ltd 2006
Examination-style question

c) kx 3 (30  x) 0  x 30

f ( x) 
 0 otherwise
30 30
E[ X ]  x.kx 3 (30  x)dx k (30 x 4  x 5 )dx
0 0

30
1  5 1 6
  6x  x 
1215000  6 0

1
 24300000  0 
1215000

20

60 of 61 © Boardworks Ltd 2006

Examination-style question

c) kx 3 (30  x) 0  x 30

f ( x) 
 0 otherwise
30 30
E[ X 2 ]  x 2 .kx 3 (30  x)dx k (30 x 5  x 6 )dx
0 0
30
1  6 1 7
  5x  x 
1215000  7 0

428.5714
2
Therefore, Var[ X ] 428.5714  20 28.57 (to 4 s.f.) .

61 of 61 © Boardworks Ltd 2006