1/2/25, 8:55 AM Continuous Random Variable - Definition, Formulas, Mean, Examples

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Continuous Random Variable

Continuous random variable is a random variable that can take on a continuum of values. In other words, a random variable is said to be continuous

Continuous random variables are used to denote measurements such as height, weight, time, etc. The area under a density curve is used to represe

What is a Continuous Random Variable?

A continuous random variable and a discrete random variable are the two types of random variables. A random variable is a variable whose value de

Continuous Random Variable Definition

A continuous random variable can be defined as a random variable that can take on an infinite number of possible values. Due to this, the probability

Continuous Random Variable Example

Suppose the probability density function of a continuous random variable, X, is given by 4x3, where x ∈ [0, 1]. The probability that X takes on a value

Continuous Random Variable Formulas

The probability density function (pdf) and the cumulative distribution function (CDF) are used to describe the probabilities associated with a contin

PDF of Continuous Random Variable

The probability density function of a continuous random variable can be defined as a function that gives the probability that the value of the random
dF (x)
f(x) = = F'(x)
dx

where, F(x) is the cumulative distribution function.

For the pdf of a continuous random variable to be valid, it must satisfy the following conditions:
∞
∫−∞ f(x)dx = 1. This means that the total area under the graph of the pdf must be equal to 1.
f(x) > 0. This implies that the probability density function of a continuous random variable cannot be negative.

CDF of Continuous Random Variable

The cumulative distribution function of a continuous random variable can be determined by integrating the probability density function. It can be de
b
P(a < X ≤ b) = F(b) - F(a) = ∫a f(x)dx
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 Mean and Variance of Continuous Random Variable
1/2/25, 8:55 AM Continuous Random Variable - Definition, Formulas, Mean, Examples

The mean and variance of a continuous random variable can be determined with the help of the probability density function, f(x).

Mean of Continuous Random Variable

The mean of a continuous random variable can be defined as the weighted average value of the random variable, X. It is also known as the expectati
∞
E[X] = μ = ∫−∞ xf(x)dx

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A Counterintuitive Probability Puzzle

Examples on Continuous Random Variable

Example 1: The pdf of a continuous random variable, X, is given as follows:
⎪ x
⎧ 0≤x≤1
f(x) = ⎨ x + 3 1<x≤2
⎩
⎪
0 otherwise
Find P(0 ≤ X ≤ 0.5).
Solution: Using the formula P(a < X ≤ b) = ∫ a
b
f(x)dx
0.5
P(0 ≤ X ≤ 0.5) = ∫0 xdx. This is because f(x) = x when 0 ≤ x ≤ 1.
2
0.5
P(0 ≤ X ≤ 0.5) = [ x ]
2 0
= 0.125
Answer: The probability that the value of the continuous random variable will lie between 0 and 0.5 is 0.125

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1/2/25, 8:55 AM Continuous Random Variable - Definition, Formulas, Mean, Examples

FAQs on Continuous Random Variable

What is a Continuous Random Variable in Probability Theory?

What is the Expectation of a Continuous Random Variable?

What is the Variance of a Continuous Random Variable?

What are the Types of a Continuous Random Variable?

How to Find the CDF of a Continuous Random Variable?

What is the Difference Between a Continuous Random Variable and Discrete Random Variable?

What are the Properties of a Continuous Random Variable?

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1/2/25, 8:55 AM Continuous Random Variable - Definition, Formulas, Mean, Examples
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