(i) Definition: Continuous Random Variable

A random variable X is said to be continuous if it takes all possible values between

certain limits say from real number 'a' to real number 'b'.
Example: The length of time during which a vacuum tube installed in a circuit
functions is a continuous random variable.
Note: If X is a continuous random variable for any x and x P(x ≤ X ≤ x ) = P(x <
1 2 1 2 1

X ≤ x ) = P(x ≤ X < x ) = P(x < X < x )

2 1 2 1 2

(ii) Probability density function :

For a continous random variable X, a probability density function is a function
such that
(1) f(x) ≥ 0

Note: A probability density function is zero for the values of X which do not occur
and it is assumed to be zero wherever it is not specifically defined.
(iii) Cumulative distribution function
The cumulative distribution function of a continuous random variable X is

Note: The probability density function of a continuous random variable can be

determined from the cumulative distribution function by differentiating.

(iv) The mean or expected value of a continuous random variable X.

Suppose X is a continuous random variable with probability density function f(x).
The mean or expected value of X, denoted as µ or E(X) is
A useful identity is that for any function g,

(v) The variance of a continuous random variable X.

The variance of X, denoted as V(X) or σ , is
2

Note: The standard deviation of X is σ =

(vi) FORMULA
Problems based on
Example 1.5.1
A continuous random variable X has p.d.f. f(x) = k, 0 ≤ x ≤ 1. Determine the
constant k. Find P [X ≤ 1/4]
Solution :
Example 1.5.2
Given that the p.d.f of a R.V. X is f(x) = Kx, 0 < x < 1, find K and P(X > 0.5)
[A.U. Dec, 96]
Solution :
Example 1.5.3

If f(x) = is the p.d.f. of a random variable X. Find K.

[A.U CBT M/J 2010]
Solution :
Example 1.5.4
A continuous random variable X has probability density function given by f(x) =
3x , 0 ≤ x ≤ 1. Find K such that P(X > K) = 0.5 [A.U. Model Q. Paper] [A.U N/D
2

2010]
Solution :
Given P(X > K) = 1 - P[X ≤ K] = 1 - 0.5 = 0.5

[Note: P[X ≤ K] = 1 - P [X > K] = 1 - 0.5 = 0.5]

Example 1.5.5
Let X be a continuous R.V with probability density function
Solution :
Example 1.5.6
In a continuous random variable X having the probability density function

[A.U. A/M 2018 R-13]

(a) Verify (b) Find P(0 < X ≤ 1)

(c) Find F(x) [cumulative distribution]
Solution :
Example 1.5.7
A continuous random variable X has the density

function Find the value of K and the distribution

function. [A.U N/D 2011, N/D 2014] [A.U A/M 2018 R-13]
Solution:
Given f (x) is a p.d.f
Example 1.5.8
The p.d.f. of a continuous R.V. X is f(x) = Ke . Find K and the F[x]. [A.U. 2005]
-|x|

[A.U Trichy M/J 2011] [A.U A/M 2010]

Solution :
Given: f(x) is a p.d.f.
Example 1.5.9
A continuous random variable X that can assume any value between x = 2 and x =
5 has a density function given by f(x) = k(1 + x). Find P[X < 4] [A.U M/J 2006,
M/J 2007, N/D 2011, N/D 2012] [A.U CBT N/D 2008, CBT Dec. 2009] [A.U A/M
2015, (RP) R13] [A.U A/M 2017 R8]
Solution :

Example 1.5.10
A continuous random variable X has the distribution

function find K, probability density function

f(x), P[X < 2] [A.U. A/M. 2008]
Solution :
Example 1.5.11
Is the function defined as follows, a density function?

[A.U N/D 2006]

Solution:

Condition for probability density function is

Given:
Hence, the given function is density function.
Example 1.5.12
If the density function of a continuous random variable X is given by

(1) Find the value of a. [A.U A/M 2015 R-8, A.U A/M 2017 R13]
(2) Find the cumulative distribution function of X.
(3) If x , x and x are 3 independent observations of X, what is the probability that
1 2 3

exactly one of these 3 is greater than 1.5?

Solution:
(1) Since, f (x) is a p.d.f, then
(iv) If 2 ≤ x ≤ 3, then F [x] =

(v) If x > 3, then F [x] =

(3) P [X > 1.5] =

Choosing an X and observing its value can be considered as a trial and X > 1.5 can
be considered as a success.
As we choose 3 independent observation of X, n = 3

By Bernoulli's theorem.
P(exactly one value > 1.5)

Example 1.5.13
Experience has shown that while walking in a certain park, the time X (in mins.),
between seeing two people smoking has a density function of the form

[A.U. N/D 2007]

(1) Calculate the value of ?.
(2) Find the distribution function of X.
(3) What is the probability that Jeff, who has just seen a person smoking, will see
another person smoking in 2 to 5 minutes? In atleast 7 minutes ?
Solution:

Given: f(x) =
Example 1.5.14
The diameter of an electric cable X is a continuous r.v. with pdf f(x) = kx (1-x), 0 ≤
x ≤ 1 [A.U N/D 2017 R-08]
(i) Find the value of k
(ii) c.d.f of X
(iii) the value of a such that P(X < a) = P(X > a)

(iv)
Solution :
Example 1.5.15
A continuous random variable X that can assume values between x = 2 and x = 5
has dF = [2(1 + x)/27] dx, find P (3 < X < 4)
Solution:
We know that, f(x) = dF/dx = 2 (1 + x)/27, 2 ≤ x ≤ 5

Example 1.5.16
A continuous random variable has the pdf of f(x) = k x ; -1 < x < 0. Find the value
4

of k and also
Solution:
Given: f(x) = kx 4

(i) To find the value of k

Example 1.5.17
A continuous random variable X has p.d.f f(x) = 3x , 0 ≤ x ≤ 1. Find a and b such
2

(i) P[X = a] = P [X > a] (ii) P[X > b] = 0.05 [A.U M/J 2014 (RP)]
Solution :
Problems based on f(x) = d/dx F[x], mean, variance
Example 1.5.18
The cumulative distribution function (cdf) of a random variable X

is Find the probability density function of

X, Mean and variance of X. [AU M/J 2006, AU N/D 2010] [A.U A/M 2015 R8]
[A.U A/M 2019 (R17) PS]
Solution:
Given :
Example 1.5.19
The sales of a convenience store on a randomly selected day are X thousand
dollars, where X is a random variable with a distribution function of the following
form: [A.U. N/D 2007]

Suppose that this convenience store's total sales on any given day are less than $
2000.
(1) Find the value of k
(2) Let A and B be the events that tomorrow the store's total sales are between 500
and 1500 dollars, and over 1000 dollars, respectively. Find P(A) and P(B).
(3) Are A and B independent events?
Solution :

(a) We know that,

Example 1.5.20
If the pdf of a r.v X is given by
 Find P [|X| > 1]
Solution :
P[|X| > 1] = 1 - P[|X| < 1]

Example 1.5.21

If the cdf of a r.v X is given by F(x) = find the p.d.f of X,

also find P [1 ≤ X ≤ 2] [A.U N/D 2010]
Solution :
Example 1.5.22

If f(x) =
(a) Show that f(x) is a pdf of a continuous random variable X.
(b) Find its distribution function F(x) [A.U CBT A/M 2011]
Solution :

To prove :

EXERCISES 1.4 and 1.5

1. Define discrete and continuous Random variables with examples.
2. Define probability mass function.
3. Define pdf of a continuous random variables X.
4. Define probability distribution curve.
5. If f (x) is a pdf of a continuous random variables X, then what is the value

of
6. Prove that P (X = c) = 0.
7. For the following density function f (x) =C x (1-x), 0 < x < 1. Find (i) the
2

constant 'C' (ii) mean. [Ans. (i) C = 12, (ii) mean = 3/5]
8. If the p.d.f of a random variable 'X' is f(x) = y (x - x ) in 0 ≤ x ≤ 1, then find (i)
0
2

mean (ii) median (iii) mode. [Ans. mean = median = mode = 1/2]
9. Check whether the following are p.d.f. or not.

[Ans. not a p.d.f.]

10. If f(x) = Ax , 0 ≤ x ≤ 1 is p.d.f. of a random variable 'X', then find
2

(i) the constant 'A' (ii) P(0.2 < X < 0.5) (iii) P (1/4 < X < 1/2) [Ans. (i) 0.3, (ii)
0.117, (iii) 15/256]
11. Find K, mean and variance if dF = K x e dx, 0 < x < ∞. [Ans. K = 1/2, mean =
2 -x

3, variance = 3]

12. Find k so that f(x) given below may be p.d.f Find the

distribution function also.

13. If the p.d.f of a continuous random variable X is f(x) =

then find the value of c and the distribution function F(x).

[Ans. c = 1/10, F(x) =

14. Find the value of c and the distribution function F(x), given the p.d.f of a

random variables X is given by

[Ans. c = 2, F(x) = ]
15. If the p.d.f of a random variables 'X' is f(x) = 2x, 0 < x < 1, then find the cdf of

X.
16. If the p.d.f of a random variables X is f (x) = x/2 in 0 ≤ x ≤ 2, then find P(X >
1.5 / X > 1). [Ans. 7/12]
17. The probability mass function of a random variables X is given

by where λ is positive value. Find (i) P(X = 0), (ii) P(X >

2).
18. Find the cdf whose pdf is given by and also find P(x ≤ 1/a) and

P(1/a < x ≤ 2/a) [Ans ]

19. Given that cdf F (x) =

(a) Find the pdf of f (x)
(b) Find P(0.5 < x ≤ 0.75)
(c) Find P(x > 0.75) and P(x ≤ 0.5)

[Ans. (a) f (x) = ; (b) 0.3125; (c) 0.25]

20. The amount of bread (in hundreds of kilos) that a bakery sells in a day is a
random variables with density

(i) Find the value of c which makes f(x) a pdf.

(ii) What is the probability that the number of kilos of bread that will be sold in a
day is (a) more than 300 kilos (b) between 150 and 450 kilos. [Ans. (i) c = 1/9, (ii)
3/4]
21. A continuous random variables X has a pdf f (x) = 3x , 0 ≤ x ≤ 1. Find a and b
2

such that (i) P(X ≤ a) = P(X > a) and (ii) P(X > b) = 0.05.

[Ans. (i) a = ; (ii) b = ]

22. Given P(X = x) = , x = 1, 2, ... find P(X ≤ 2), P(X > 3) and c.d.f F(x). [Ans.

0.75, 0.75, F (x) = , x = 1, 2, 3]

23. If the c.d.f of a continuous random variables X is given by F(X)

= then find P (|x| ≤ 1/k). Find the p.d.f f (x). [Ans. P = 1 - 1/e; f(x)
= ]

24. If P(x) = Find (i) P(X = 1 or 2) and (ii) [Ans. (i)

1/5, (ii) 1/7]

25. A continuous random variables X has the density function f(x) given by

26. Find the distribution function of X whose p.d.f. is given by

27. Find P(X = 0) if P(X = 0) = P(X < 0) = P(X > 0) [Ans. 1/3]
28. Two unbiased dice are thrown. Find the expected values of the sum of the
numbers on them. [Ans. E (X) = 7]