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6 - Random Variables and Continuous Probability Distributions

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24 views

6 - Random Variables and Continuous Probability Distributions

Uploaded by

Kiran Khemka
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Random variables

and
Continuous Probability Distributions
Continuous Probability distribution
• Let X be a continuous random variable that can assume every value in an
interval [a, b]. If a random variable 𝑋 is associated with a Probability
function 𝒇(𝒙) such that the integral of 𝑓(𝑥) over each interval gives the
probability that 𝑋 is in the interval [a, b], then 𝑓(𝑥) is called the probability
density function (pdf) of 𝑋 and is given by
𝑏
f 𝑥 = 𝑃 𝑋 = 𝑥 = 𝑎 𝑓 𝑥 𝑑𝑥

• The cumulative distribution function (cdf) a continuous random variable 𝑋,


defined in terms of the pdf of 𝑋, is given by
𝑥

𝐹 𝑥 =𝑃 𝑋≤𝑥 = 𝑓 𝑡 𝑑𝑡, −∞ < 𝑥 < ∞


−∞
Example: Let 𝑋 be a continuous random variable that can take any value in the
interval [0,1]. Let its probability density function be
𝑓(𝑥) = 4𝑥3 if 𝑥 belongs to [0,1]
= 0 otherwise
What is the probability that x takes the value between ½ and 1?

𝑃(1/2 < 𝑥 < 1) =


Solution
1 1
𝑃 𝑥𝜖 ,1 = 1/2
𝑓 𝑥 𝑑𝑥
2
1

= 4𝑥 3 𝑑𝑥
1/2

1
4𝑥 4
=
4 1/2

4
= 1 – 1/2
= 1 – 1/16
= 15/16
Example: Suppose that the p.d.f. of a certain random variable 𝑋 has the following
form:
𝑥
𝑓𝑜𝑟 0 < 𝑥 < 4
𝑓 𝑥 = 8
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine the values of Pr(1 ≤ 𝑥 ≤ 2) and Pr(𝑥 > 2).
Example: The probability density function for a continuous random variable 𝑥 is
x 2 − 10x + 25
𝑓 𝑥 = 0≤𝑥≤3
39
Determine the probability that the random variable will assume a value greater
than 2? Less than 1?
Example: The probability density function for a continuous random variable 𝑥 is
10x − 3
𝑓 𝑥 = 1≤𝑥≤5
30
Determine the probability that the random variable will assume a value between 1
and 3.
Example: Suppose that the p.d.f. of a certain random variable 𝑋 has the following
form:
1 2
𝑓 𝑥 = 36 9 − 𝑥 𝑓𝑜𝑟 − 3 ≤ 𝑥 ≤ 3
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine the values of Pr 𝑥 < 0 , Pr(−1 ≤ 𝑥 ≤ 1) and Pr(𝑥 > 2).
Example: Consider the probability density function for the random variable 𝑥
𝟐+𝒙
𝒇 𝒙 = 𝟎≤𝒙≤𝟔
𝟑𝟎
Determine the probability that x will assume a value between 2 and 5.
Example: The probability density function for a continuous random variable 𝑥 is
𝟓−𝒙
𝒇 𝒙 = 𝟐≤𝒙≤𝟓
𝟒. 𝟓
What is the probability that the random variable will assume a value greater than
3? Less than 2?
Example: A 3-hour examination is given to all prospective salespeople
of a national retail chain. The time 𝑥 in hours required to complete the
examination has been found to be a random with a density function
−𝒙𝟐 + 𝟏𝟎𝒙
𝒇 𝒙 = 𝟎≤𝒙≤𝟑
𝟑𝟔
Determine the probability that someone will complete the test In 1 hour
or less.

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