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Continuous Random Variables

This document discusses continuous random variables and probability density functions. It defines a continuous random variable as one that can assume any value in its domain. It then defines the probability density function and how it describes the probability density rather than mass at different values. It also discusses how to calculate probabilities using integrals of the probability density function over different ranges of values.

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10 views

Continuous Random Variables

This document discusses continuous random variables and probability density functions. It defines a continuous random variable as one that can assume any value in its domain. It then defines the probability density function and how it describes the probability density rather than mass at different values. It also discusses how to calculate probabilities using integrals of the probability density function over different ranges of values.

Uploaded by

hernandezmaverick123
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Continuous Random Variables

Continuous Random Variable


A continuous random variable can assume any continuous value in a given domain.

Probability Density Function (pdf)


For a continuous random variable, we define a function (the
probability density function or pdf) that describes that density
of the probability (probability/𝑥) at particular positions rather
than the mass of the probability at those positions.

Density is the rate of change of the mass to its length (area or volume), that is kg/m (kg/A or kg/V).
To obtain the total mass we add up the products of the density and the length (area or volume), that
is kg/m × m.

This is also true of the probability Total Mass (Probability) = lim 𝑑(𝑥)d𝑥 = 𝑑(𝑥)d𝑥
→
density function to get the sum of the
probability mass. Since the pdf is a continuous function, instead of adding a discrete number of
products of density and length, we find the limiting sum of the product of the density and a small
change in 𝑥. That is, the integral of the pdf function with respect to 𝑥.

Since the pdf is not a probability, the function can be greater than 1, 𝑑(𝑥) ≥ 0
𝑑(𝑥)d𝑥 = 1
but it still must be non-negative and have an integral over all real
values equal to 1.

Probability density functions are often described using hybrid functions (where the pdf is equal to 0
for part of the domain) to ensure the integral is 0 over all the real values.

Example VCAA 2017 Exam 2 Question 3


The continuous random variable 𝑇, has a probability
density function 𝑓.

1
⎧⎯⎯⎯ (𝑡 − 20) 20 ≤ 𝑡 < 45
⎪625
𝑓(𝑡) = 1
⎨⎯⎯⎯ (70 − 𝑡) 45 ≤ 𝑡 ≤ 70
⎪625
⎩ 0, elsewhere

Example VCAA 2010 Exam 1 Question 7a


The continuous random variable 𝑋 has a distribution with probability density function given by
𝑎𝑥(5 − 𝑥) if 0 ≤ 𝑥 ≤ 5
𝑓(𝑥) = , where 𝑎 is a positive constant.
0 if 𝑥 < 0 or if 𝑥 > 5

The value of 𝑎 will need to make the area under 𝑓 between 0 ≤ 𝑥 ≤ 5 equal 1.
5𝑥 𝑥 5(5) (5) 125 125
𝑎𝑥(5 − 𝑥)d𝑥 = 𝑎 (5𝑥 − 𝑥 )d𝑥 = 𝑎 ⎯⎯⎯ − ⎯⎯⎯ = 𝑎 ⎯⎯⎯⎯⎯− ⎯⎯⎯⎯ = 𝑎 ⎯⎯⎯ − ⎯⎯⎯ = 1
2 3 2 3 2 3

375𝑎 − 250𝑎 6
⇒ ⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯= 1 ⇒ 125𝑎 = 6 ⇒ 𝑎 = ⎯⎯⎯
6 125
Calculating Probabilities using Continuous Random Variables
Pr(𝑋 = 𝑎) = 𝑓(𝑥)d𝑥
Probabilities are determined by the area under the curve of the
probability density function, therefore, the probability of getting
exactly a value (e.g. 5 not 5.0001 or 4.9999) is practically = 𝐹(𝑎) − 𝐹(𝑎) = 0
impossible. Therefore, we say it has a probability of 0.

Since the area under a point is 0, it doesn't matter if the probability is between and including or not
including the value. That is, if the probability uses < or ≤ they will have the same probability.

Pr(𝑎 < 𝑋 < 𝑏) = Pr(𝑎 ≤ 𝑋 < 𝑏) = Pr(𝑎 < 𝑋 ≤ 𝑏) = Pr(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝑓(𝑥)d𝑥

Be Careful
Always check the domain to see if working out the probability is even possible.
If your answer is > 1 or < 0, then some values included are outside of the domain.

Probabilities For Hybrid Functions


Pr(𝑥 < 𝑥 < 𝑥 ) = 𝑓(𝑥)d𝑥
To determine the probabilities across the domains that
include different parts of the hybrid, the integral must be
broken up into separate parts. = 𝑓(𝑥)d𝑥 + 𝑓(𝑥)d𝑥

Using a CAS calculator, you can enter a hybrid function and integrate over the whole domain.

Example VCAA 2011 Exam 2 Question 2aii


In a chocolate factory the material for making each ⎧ 0 𝑦<0
chocolate is sent to one of two machines, machine 𝐴 or ⎪ 𝑦
𝑓(𝑦) = ⎯⎯⎯ 0≤𝑦≤4
machine 𝐵. The time, 𝑌 seconds, taken to produce a ⎨ 16
chocolate by machine 𝐵, has the following probability ⎪0.25𝑒 . ( )
𝑦>4
density function. ⎩

𝑦 . ( ) 23 1 .
Pr(3 ≤ 𝑌 ≤ 5) = 𝑓(𝑦)d𝑦 = ⎯⎯⎯d𝑦 + 0.25𝑒 d𝑦 = ⎯⎯⎯− ⎯⎯𝑒 ≈ 0.4155
16 32 2

Calculating Values that Give a Probability


To find a particular value that gives a particular probability, we can solve the equation of the definite
integral and the given probability.

Example VCAA 2006 Exam 1 Question 6b 𝑥


The probability density function of a continuous random variable 𝑋 ⎯⎯⎯ 1 ≤ 𝑥 ≤ 5
𝑓(𝑥) = 12
5 0 otherwise
is given by 𝑓. If Pr(𝑋 ≥ 𝑎) = ⎯⎯, the value of 𝑎 is
8

𝑥 5 1 𝑥 5 1 15
⎯⎯⎯d𝑥 = ⎯⎯ ⇒ ⎯⎯⎯ ⎯⎯⎯ = ⎯⎯ ⇒ ⎯⎯(25 − 𝑎 ) = ⎯⎯⎯ ⇒ 25 − 𝑎 = 15 ⇒ 𝑎 = 10
12 8 12 2 8 2 2

⎯⎯⎯
⇒ 𝑎 = ±√10
⎯⎯⎯ ⎯⎯⎯
Since 1 ≤ 𝑥 ≤ 5, then 𝑎 ≠ −√10. Therefore, 𝑎 = √10.

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