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Continuous Distributions Notes

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2 views27 pages

Continuous Distributions Notes

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

A LEVEL STATISTICS NOTES COMPILED BY MANYUVIRE D CELL 0783235483

CONTINUOUS DISTRIBUTIONS
PART ONE

 Differentiation and integration of polynomials and exponential


functions.

PART TWO

 Probability density functions (pdf) and cumulative distribution


functions (cdf).
 Expectation and Variance
 Mean, mode, standard deviation and percentiles
 Rectangular distribution.

SYLLABUS OBJECTIVES(6046)

 differentiate polynomials and exponential functions

 integrate polynomials and exponential functions

 use the probability density functions and cumulative distribution functions


to calculate probabilities

 calculate mean, mode, median, standard deviation, variance and percentiles

 use integration to calculate cumulative distribution function from


probability density function

 use differentiation to calculate probability density function from


cumulative distribution function

 solve problems involving probability density function

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PART ONE
 DIFFERENTIATION OF POLYNOMIALS

 If f(x) = xn the derivative or (x) = nxn−1The original power of the


polynomial multiplies the expression and the power is reduced by one
 Generally If f(x) = axn , = naxn−1
EXAMPLES
Differentiate the following a) x3 b) 3x4 c) x−6
Solutions
a) 3x2 b) 4×3×x4−1=12x3 c) −x−7
 is also called the gradient function. It gives gradient of the function at any
given point x.
 For polynomials of the form f(x)±g(x) differentiate each term separately and
combine the derivatives.
EXAMPLE
Differentiate a) 3x3+ 2x2+ 4
Solution
a) = 3×3x3−1+2×2x2−1+0 = 9x2+2x
 Some polynomials need to be simplified first before they can be differentiated.
EXAMPLES
Differentiate a) b) 2x3(x−2) c) d) e)
Solution
a) = x−4 = −4x−5 b) 2x3(x−2) = 2x4 − 4x3 = 8x3 – 12x2

c) = = = =

d) = − = x2 – 5x−1 = 2x + 5x −2
e) = + = + =

 STATIONARY POINTS(MAXIMUM POINTS,MINIMUM


POINTS,INFLEXION)

 Certain functions can have stationary points when they turn. These can be
found on the maximum or minimum turning points or on points of inflexion.

A is a maximum point, B is a point of inflexion and C is a minimum turning


point. At these points the gradient is zero.
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 The turning points of a function can be found by equating the gradient


function to 0 and finding the value of x then substituting the x value into the
original function to get the value of y

EXAMPLE
Find the turning point and its nature for the function x2−2x−8
Solution
= 2x −2 at turning point =0 2x− 2 = 0
2x = 2
x=1
When x = 1 y = – 2(1) – 8 = − 9
The turning point is (1; −9)
To determine the nature consider the values of x the gradient to the left and to
the right of the point(1; −9)
Value of x X<1 x=1 X>1
eg Take x = 0,9 eg Take x =1,9

Gradient sign = 2(0,9) – 2 =0 = 2(1,9) – 2


= − 0,2 = 1,8

Shape of
curve
negative zero positive

The point (1; −9) is a minimum point.


 The nature of the turning point can also be found by finding the second
derivative function. . This is found by further differentiating .

SECOND DERIVATIVE NATURE OF TURNING POINT

Minimum point

Maximum point

Either minimum or maximum


Consider gradient on either side of
the stationary point..

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 DIFFERENTIATING FUNCTION OF A FUNCTION USING CHAIN RULE

 If y then =n
EXAMPLE

Find the derivative of

Solution
=5 =
OR
If y = then =
g(x) = f[g(x)] =
= 6x and =5
=
=5 6x
=
 A simpler form of chain rule is = × where y is a function of u and u a
function of x.
From let u = and y =
= and = 6x
= ×
= ×6x
= 30x
= since u =

 DIFFERENTIATING PRODUCT OF TWO FUNCTIONS USING THE


PRODUCT RULE

 If you have two functions u and v and their product uv then derivative of uv is
found by
= +
EXAMPLE
Find the derivative of
Solution
Let y = and
= and = = by chain rule
= +
= [ ]+ [ ]

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= +

 DIFFERENTIATING RATIONAL FUNCTIONS USING QUOTIENT RULE

 Rational functions are functions of the form where u and v are both
functions of x.

 If y = then =
EXAMPLE
Find the derivative of .
Solution
U= and
V= and 2x

=

=

=
=3 =3+

 DIFFERENTIATING EXPONENTIAL FUNCTION ( )

 If y = =
 If y = =
EXAMPLES
Find the derivatives of a) 7 b) c) 3x
Solutions
a) =7 b) =4
c) let u = 3x then = 3 and v = then =2
= +
= 3x[2 ]+
= 6x +
= (2x + 1)

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 DIFFERENTIATING A LOGARITHM FUNCTION lnx WHICH IS THE


INVERSE OF

 If y = lnx then =
 All other rules can be used together with this rule.
EXAMPLES
Find the derivatives of a) 2lnx b) ln3x c) ln(2x-1) d) 2x lnx e)
Solutions
a) =
b) let u = 3x and y = lnu = ×
= ×
= = =
c) let u = 2x −1 and y = lnu = ×
= ×
=
=

d) let 2x = u and ln x =v then = 2 and =


= +
= +
= 2+2lnx

 INTEGRATION OF POLYNOMIALS.

 Integration is the reverse process of differentiation ie a process of finding y


when given .
 It is also the process of finding the area under a given curve.
 The integral sign is used
 The integral of is written as dx
 = + c , n ≠ − 1 OR dx =F(x) + c where c is a constant
EXAMPLES
Find a) b)
Solutions
a) = +c = =
b) = dx + [integrate each term separately]

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= + +c

= + +c

= + +c
 We can also find integral of a constant.
dx = = +c=
Example dx = +c
 Some polynomials need to be simplified first before integrating them.
EXAMPLES
Find a) ) dx b)
Solutions
a) ) dx = ) dx =

b) = ) dx =
 The constant of integration c can be found if given any point (x,y) that the
function passes through by substituting the x and y values into the equation
y = f(x) + c then solving for c.
EXAMPLE
Find the constand C for ) dx given that f(x) passes through the point
a) (1,2)
b) (4,2)

Solutions
a) ) dx =

y=

=2
=2
=2
c=

) dx =

b) y =

=2
=2
=2
c=
) dx =

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 The integral which contains the lower and upper limits is called the definite
integral. = F(b) – F(a) where a and b are lower and
upper limits respectively.
-When the limits are given the constant of integration is not included.
-Definite integrals give the area under the curve from point a to b.
-If the definite integral is negative it means the area is below the x axis and if
it is positive the area is above the x axis.
EXAMPLES
[Link]
Solution
= = = 4,67 to 3 s.f
2. Find the area under the curve f(x) = from the lines x=1 to x=2
Solution
Area =
=
=[
= 12−
= 9,75
3. Find the area under the curve f(x) = 3 from the lines x=0 to x=2
Solution
Area =
=

=[
= −2 ( negative sign means the area is below the x axis)
=2

 INTEGRATION OF EXPONENTIALS.

 If y = then dx = +C
EXAMPLES
Find a) b)
Solutions
a) =

b) = = = 23,6 to 3 s.f

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 INTEGRATION BY PARTS

 It is a method used to integrate products of two functions that such that one of
the functions can easily be differentiated to give something nice and the other
can easily be differentiated.
 The two functions can be written as
 It involves both differentiation and integration.
 Generally or simply
 For the two functions you need to let one be you and the other be your
 When is included make it your since it cannot change to something
simpler than before when differentiated.
 When lnx is included make it your u because it’s tricky to integrate but easy to
differentiate.
EXAMPLES
Integrate the following functions
a) b) c)
Solutions
a) let u = 2x then du = 2 and = then v =

=
=
b) let u = x then du = 1 and = then v =

=
=

=
=
= −1,30 to 3 s.f

c) let u = lnx then du = and = then v =

= +C

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 FOLLOW UP EXERCISE ON DIFFERENTIATION AND INTEGRATION

1. Find
a) y =
b) y =

c) y =
d) y =
e) y = 2x
f) y = 2ln(3x+1)
2. For the following functions, find the turning points and their nature.
a) y =
b) y =
c) y =
3. Find the following integrals.
a)
b)
c)
d)
e)
f)
g)

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PART TWO

 PROBABILITY DENSITY FUNCTION

 A continuous random variable X can take any value in a given range

 A probability density function is a function used to describe a continuous


probability distribution.

 Probabilities are found by calculating the area under the probability density
function and this is done by integration.

 A continuous probability density function (pdf) is a function f(x) such that


f(x) for a given interval [a,b] and
Examples of pdf

f(x) = f(x) =

f(x) =

 SKETCHING PROBABILITY DENSITY FUCNTIONS PDF

 The pdf can be sketched for the given values of x. You need to identify the
important boundaries and these are given range of x values and their
corresponding y values.

 Label the axis correctly.


EXAMPLES
Sketch the following pdfs

a) f(x) = b) f(x) =

Solution
a)

b)

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 CALCULATING CONSTANTS

 To calculate values of unknown constants integrate the pdf and equate to 1.


EXAMPLES
Find the value of k in the following functions.

a)f(x) = b) f(x) =

Solutions
a) 1
1
=1

0=1
=1
=3

b) 1
+ =1

 PROBABILITIES FROM A PDF(P|X|<a), P(|X|>a) , P(a<x<b)

 P(a < x < b) = and is the area under f(x) as shown

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EXAMPLES

Given that f(x) =

Find a) P(1,5< X < 3) b) P(


Solutions
a) P(1< X <2) =

= =
b) P( = P(1<X<3) = P(1<X<2) +P(2<X<3)
=

= +
=
=

 P(|X|<a) = P(−a < X < a) and P(|X| > a) = 1− P(−a < X < a) or
P(X<-a)+P(X>a)
EXAMPLES

Given that f(x) =

Find a) P(|X|<1) b) P(|X|>2,5)


Solutions
a) P(|X|<1) = P(−1<X<1)
=

= —
=
=
b) P(|X|>2,5) = P(|X|< 2,5))
= 1− P(−2,5<X<2,5)
= 1−[ ]

= 1−

=1−[ ]
= =

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 EXPECTATION AND VARIANCE

 For a continuous random variable X, E(X) = = and variance of


X, Var(X) = = E( =
EXAMPLES

Given that f(x) = find a) E(X) b) Var(X)

Solutions b)E =
a) E(X) =
=
=
=
=
=
=
=
= =6
= Var(X) = E(
= =
=2 =
= 0,957 to 3 s.f

 CUMULATIVE DISTRIBUTION FUNCTION CDF

 The cumulative distribution function gives accumulated probabilities up to a


particular value x ie (PX x) and is represented by F(x).

 F(x) = (PX x) = where f(t) has the same distribution as f(x) and
this is done to avoid confusion with the limits of integration.
EXAMPLE
Find F(x) for the following f(x)

a) f(x) = b) f(x) =

Solutions
a) F(x) = use the lower limit since f(x is zero between − and −3
=

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=
=

F(x) =

b) For X F(x) = 0 and F(1) = 0


For F(x) =

=
=
F(2) = =
For F(x) =F(2) +

F(x) =

 USING CUMULATIVE DISTRIBUTION TO FIND PROBABILITIES

 The cumulative distribution F(x) gives P(X


EXAMPLE

Given F(x) =

Find a) P(X b) P(X


Solution
a) P(X = F(1,5)
= since 1,5 lies within
=
b) P(X = F(3)
= since 3 lies within
=

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 USING CUMULATIVE DISTRIBUTION TO FIND MEDIAN AND


QUARTILES AND PERCENTILES

 The median of f(x) is the value of m for which P(X > m) = P( X < m ) = 0,5. It
is the value which divides the area into two parts of area 0,5 each and is found
by integration.

= 0,5 = 0,5

 = = 0,5

 Median m is found by F(m) = 0,5

 Lower quartile q1 , Upper quartiles q2 and percentiles pn can also be found in


the same way as the median using F(q1) = 0,25 , F(q3) = 0,75 and F(pn) =

= 0,25
= 0,75
=

EXAMPLES

Find F(x),the median m ,80th percentile and Inter-quartile range of the following:

a) f(x) = b) f(x) =

Solutions

a)F(x) =
(since the function is 0 from to0 we start from 0 to m)
= = =

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F(x) =

F(m) = 0,5

=8
= ± 2,83
since −2,83 is not within the range.
F(p80) =

= 12,8
= ± 3,58
th
80 percentile since −3,58 is not within the range.
F(q1) = 0,25

=4

since −2 is out of range

F(q3) = 0,75

= 12

3,46 since −3,46 is out of range


Inter-quartile range = 3,46 − 2 = 1,46

b) For , f(x) =
F(x) = = = =
F(1) =

For , f(x) =

F(x) = F(1) +

= = =

F(x) =

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Since F(1) < 0,5 it means the median is in the range so use

F(m) = = 0,5

=
=
= ± 1,50
= 1,50 since −1,50 is not in the range.

F(1) = means that the lower quartile is in the range 0


F(q1) = 0,25

=1

F(q3) = 0,75 use the range

= 10

1,78 since −1,78 is out of range


Inter-quartile range = 1,78 − 1 = 0,78

 MODE OF A CONTINUOUS DITRIBUTION

 The mode of a continuous distribution is the value of a random variable where


the pdf reaches its highest point. It is the value of X where the curve is at its
highest.

 Mode can be found by sketching f(x) and identifying value of x at its


maximum or differentiating f(x) and solving the equation 0

 For some pdfs you need to determine the mode by doing second derivative
test. This is when you got two or more values of x after equating to 0. The

mode is the value of x at the turning point where


EXAMPLES
[Link] that f(x) = find the mode.
Solution
f(x) = the sketch is

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the mode is 3.

[Link] that f(x) = Sketch the pdf and find the

mode.
Solution

f(x) = =
=
At maximum turning point =0
=0
=
1
the mode is 1.
3. Given that f(x) = find the mode.

Solution
f(x) = =
=
At turning point =0
=0
=0

or 0

Find second derivative = 24

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When x = 0, = 24 so it’s a minimum

When x = , = −24 so it’s a maximum therefore the mode is

 FINDING PDFS FROM CDFS

 The probability density function can be found from the cumulative distribution
function by differentiation. f(x) =
EXAMPLE

Given that F(x) = find f(x)

Solution
for 0 f(x) = =

for f(x) = = =

f(x)=

 RECTANGULAR DISTRIBUTION

 A continuous uniform distribution is referred to as a rectangular


[Link] term uniform applies also to discrete distributions so for a
uniform we use the term uniform rectangular distribution.

 The pdf is constant over a range of values from a to b and is 0 elsewhere. The
height is since the area under the function is 1.

 E(X) =

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=
The same method can also be used to find E(

 Generally E(X) = Var(X) = .


EXAMPLES
1. A farmer uses a machine to sort potatoes into various grades. Grade A
potatoes have weights uniformly distributed in the interval 100 to 110 grams.
Calculate the mean and standard deviation of the weight of grade A apple.
Solution
E(X) = = 105.

Var(X) =

=
=

=
= 2,89 to 2s.f
2. The continuous random variable X has a uniform distribution on the interval
. Find E(X) and Var(X)
Solution
E(X) =

=
=

Var(X) =

 WORKED EXAM QUESTIONS

1. On any day, the amount of time measured in hours, that a viler spends watching television
is a continuous random variable T, with a cumulative distribution function given by

F(t) = where k is a constant.

i) Show that k = [2]


ii) Show that for the probability density function of T is given by
f(t) = [2]

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iii) Find the median T. [3] [NOV 2003 NO 5]

SOLUTIONS ii) f(t) = F(t)


i) f(t) = F(t) 2
= )
2
= )
= (15−t)(−1) (by chain rule)
= 0 −2k(15−t)(−1) (by chain rule)
= (15−t)
= 2k(15−t)
1 = t

1 = t
30kt−kt2 =1 iii)Median = m and F(m) = 0,5
450k −225k = 1 F(m) = 2

225k =1 2
= 0,5
k= shown 2
= 0,5
OR 2
Use F(t) = 0 when t = 0 = 112,5
2
=0 15 –m = ±
=1 m = 15 ±
225k = 1 0 for m to be valid
k= shown m = 15 −

2. The time, t minutes that commuters in a certain city will have to wait for a train can be
modelled by a continuous random variable with probability density function given by

where k is a constant, Find


i) the value of k and sketch the graph of f(t) [5]
ii) the median value of T. [3] NOV 2007 NO 5
SOLUTIONS
=1
=1
=1
=1
=1
iii)Let median = m and F(m) = 0,5
=1
F(m) =
k=2
=
=

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= + 1= 0,5
= = 0,5
= +1 1 + 0,5m =2
0,5m =1
F(m) = 0,5
m=2

3. A continuous random variable has a probability density function,

where k is a constant.
a) Find the value of k, and sketch the graph of f(x). [4]
b) Find the probability that x > 2. [3] NOV 2010 NO 3

SOLUTIONS P(X > 2) = + dx


a) + dx = 1
= + dx
+ =1
= +
+ =1
= +
+ 48k −24k−36k+ =1
= +
6k = 1
=
k=

P(X

4. A continuous random variable has a probability density function f(x) given below

a) Sketch the graph of f(x). [2]


b) Find the median. [3]

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c) Evaluate P(x<1.2). [3] JUNE 2013 NO 5


SOLUTION F(3) = F(0,5) +
a)
=

F(0,5) < 0,5 so median is greater than 0,5


Use F(m) = = 0,5
2
b) Let median = m and F(m) = 0,5 24m – 4m −1 = 20
For F(t) = 4m2 −24m +21 =0

= == therefore for For m=

F(x) = and F(0,5) = m=


For m = 1,06 or 4,9
F(t) = 4,9 is invalid because 3

= c) P(X ≤1,2) = F(1,2)


= –(0,3 – 0,025) =

= = 0,551

5. The continuous random variable X has a probability density function given by


where k is an integer,
a) Show that k = 2. [2]
b) Find the i) cumulative function of X, [2]
ii) exact value of the median. [2]JUNE 2017 NO 4
F(x) =
SOLUTION
a) =1 ii) F(m) = 0,5
= 0,5
=1 = 0,5
0 –( )=1 ln = ln0,5
−2m lne = ln 0,5
=1
−2m = ln 0,5
k=2
m = − ln0,5
b) i)F(t) =
m =0,34657
= = −(−1)
=

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PAST EXAM QUESTIONS

1. The function

(i) Verify that f(x) is a probability density function. [2]


(ii) Find P(X < ½) [1]
(iii) Calculate the probability that 2 of 3 independent values of X observed will be less than ½ [3]
[NOV 2004 N ]

2. The duration X minutes of a telephone call by a school head to the Provincial Education Director is a
continuous random variable with a probability density function given by

Given that a call has already lasted for 5 minutes , find the conditional probability that its total
duration will be less than 7 minutes. [7] NOV 2009

3. The continuous random variable X has a probability density function given by

where k is a constant. Find


i) the value of k, ii) the median, m of X. [5] NOV 2011

4. After some rain the depth of moisture, X meters, in Arda Gardens can be taken as a continuous
random variable with a probability density function

a) Find the value of b. [3]


b) Calculate the probability that the depth of moisture exceeds 0,9. [3]NOV2011

5. The probability density function of the lifespan, X months, of a bulb is given by

a) Find the value of k. [3]


b) Given that E(X) = 2, show that Var(X) = 4 [3]
c) Find the probability that a bulb chosen at random will have a lifespan exceeding 2 months. [2]
NOV 2013 A continuous random variable, X, has a probability density function defined as

Find
a) The value of the constant k, [2]
b) P(5≤X≤7). [2] JUNE 2015

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6. A continuous random variable X has a probability density function f(x) given by f(x)= 0 for x<1 and
for x>5. For x between 1 and 5, its form is shown on the graph.

a) Show that k = . [2]


b)Construct the probability density function of X. [2] JUNE 2016

7. A continuous random variable X has probability density function f(x) given by

where a is a constant

a) Find E(X) in terms of a. [2]


b) Show that the expression for the median reduces to 2m2-4am+a2=0 where m is the median. [3]
NOV 2017

8. The random variable X has probability density function given by

Find a) E(X), [3] b) Var(X) [4] 2018 P1

9. The probability density function of the mass (in kg) of fish caught by a fisherman in a month is given

by

Find the
a) value of k. [2]
b) E(X) [4]
c) probability that the fisherman will catch at least 60kg of fish, leaving the answer in exact form. [2]
2018 P2

10. The continuous random variable X has probability density function given by

Find the
a) value of k, b) median of X. [8] 2019 P1

11. A continuous random variable, X has a probability density function given by

where k is a constant.

Find the
a) value of constant k, [2]

26
A LEVEL STATISTICS NOTES COMPILED BY MANYUVIRE D CELL O783235483
b) expected value of x. [2]
c) median of X. [3] 2019 P2

12. Give 2 examples of situations that can be modelled by an exponential distribution. [2]

(b) A dart player aims at the bull’s eye. The distance X cm from the bull’s eye at which the arrow strikes the
dart board has a probability density function defined by

An arrow scores 8 points if X ≤ 2, 5 points if 2 < X ≤5 and 1 point if 5 < X ≤ 15 and no points otherwise
(i) Construct the probability distribution table for the scores.
(ii) Find the expected score when one arrow is shot at the bull’s eye. [6]SPMN 1

A continuous random variable X has a probability density function given by

f(x)=

(a) Sketch the graph of f(x) and hence find the value of k. [4]
(b) Calculate Var(X) [2]
(c) A random sample of 200 observations of X is taken, find the probability that the sample mean exceeds
0.2. [3] SPMN P1

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