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Density Functions

The document discusses probability density functions (PDFs), highlighting their graphical representation, conditions for a function to qualify as a PDF, and key statistical measures such as expected value, median, and mode. It provides examples of specific functions, prompting tasks such as sketching graphs, determining constants, and calculating probabilities and statistical measures. The document serves as a guide for understanding and working with continuous probability distributions.

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8 views3 pages

Density Functions

The document discusses probability density functions (PDFs), highlighting their graphical representation, conditions for a function to qualify as a PDF, and key statistical measures such as expected value, median, and mode. It provides examples of specific functions, prompting tasks such as sketching graphs, determining constants, and calculating probabilities and statistical measures. The document serves as a guide for understanding and working with continuous probability distributions.

Uploaded by

hlanga0
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

PROBABILITY FUNCTIONS (Chpt 9 p265)

Probability density functions

Graphically these are represented as smooth continuous curves, e.g. normal


distribution

Domain – all real values over the given interval

Range – all the possible densities (not probabilities)

Conditions for a function to be a PDF:

• The variable must be continuous


• Each probability density must be positive 𝑓(𝑥) ≥ 0
𝑏
• The total area under the curve must equal 1 ∫𝑎 𝑓 (𝑥)𝑑𝑥 = 1

Expected value (mean): ∫ 𝑥 . 𝑓 (𝑥 )


Median: occurs half way; ∫ 𝑓(𝑥) 𝑑𝑥 = 0,5
Mode: at maximum density; 𝑓 ′ (𝑥) = 0

Examples

0,2 − 0,02𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 10


1. Consider the function: 𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

a) Sketch the graph of 𝑓(𝑥)


b) Determine whether 𝑓(𝑥) is a PMF

Page | 1
2. The probability density function for a continuous variable X is given:
𝑘𝑥 ; 0 ≤ 𝑥 ≤ 2
𝑓(𝑥) = ( )
0 ; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Determine 𝑘
b) Hence, find 𝑃 (1 < 𝑥 < 2)
c) Determine the mean / expected value of the PDF
d) Determine the median of the PDF

Page | 2
4
(9𝑥 − 𝑥 2 ) 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 3
3. 𝑓(𝑥) = {81
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

a) Find the expected value


b) Find the median
c) Find the mode

Ex 2 p 288

Page | 3

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