CONTINUOUS PROBABILITY DISTRIBUTION

BANGALORE INSTITUTE OF TECHNOLOGY

Department of Mathematics

Mathematics for Computer Science (BCS301)

MODULE - I

CONTINUOUS PROBABILITY DISTRIBUTION

When a random variable takes every value in an interval it gives rise to continuous
distribution of ‘ X ’.
Examples
1. If the random variable denotes the heights of students in a class between the 2
values 5 to 6 feet.
2. If the random variable denotes the attendance status of students between 50% to
75 % feet.

Continuous Probability Distribution

The necessary and sufficient condition for P  X  to be continuous probability
function or probability density function if

i) P  X   0

ii)  P  x  dx  1


Cumulative Distribution function

If ‘ X ’ is a continuous random variable with the probability density function
P  X  then the cumulative distribution of ‘ X ’ is defined as
t
F t   P  X  t    P  x  dx for any specified real number ‘ t ’.


DEPARTMENT OF MATHEMATICS, B.I.T 1

 CONTINUOUS PROBABILITY DISTRIBUTION

Probability that x  X lies in the interval  a, b  is denoted by P  a  x  b  and is

b
defined as P  a  x  b    P  x  dx  P  a  x  b   P  a  x  b   P  a  x  b 
a

NOTE
 The curve representing the function P  X  is called the probability cure.
 Geometrically P  a  x  b  gives the area below the probability curve
bounded by x  a & x  b
 The Probability that the random variable ‘ X ’ takes any one particular value
is generally zero since ‘ X ’ can take infinite number of values in the
interval.

MEAN , VARIANCE AND STANDARD DEVIATION

If P  X  is the probability density function (p.d.f) of the random variable ‘ X ’.
Then

Mean or Expectation    E  X    x P  x  dx


 
Variance V    x    P  x  dx   x P  x  dx  
2 2 2

 

Standard Deviation = S.D    V

PROBLEMS
k x 2 ,0  x  3
1. A random variable ‘ X ’ has the density function P  X   
0 , else where

Evaluate i) ‘ k ’ ii) P  X  1 iii) P 1  X  2 iv) P  X  2

v) P  X  1 vi) P  X  2 vii) Mean , Variance & S.D

DEPARTMENT OF MATHEMATICS, B.I.T 2

 CONTINUOUS PROBABILITY DISTRIBUTION

Solution: Given data: P  X  is the probability density function

 a) P  X   0

b)

 P  x  dx  1
0 3 
  P  x  dx   P  x  dx   P  x  dx  1
 0 3

0 3 
  0 dx   k x dx   0dx  1
2

 0 3

3
 0  k  x 2 dx  0  1
0
3
 x3 
 k   1
 3 0
k 3 1
 3  0   1 k 
3 9
ii)
1 0 1
P  X  1   P  x  dx   P  x  dx   P  x  dx
  0
0 1
  0dx   k x 2 dx
 0
1
 k  x 2 dx
0
1
1  x3  1  1  1
      0 
9  3  0 9  3  27

iii)

DEPARTMENT OF MATHEMATICS, B.I.T 3

 CONTINUOUS PROBABILITY DISTRIBUTION

2
P 1  X  2    P  x  dx
1

2
  k x 2 dx
1

2
 k  x 2dx
1
2
1  x3  1  23 1  7
      
9  3 1 9  3 3  27

iv)
2 0 2
P  X  2   P  x  dx   P  x  dx   P  x  dx
  0
0 2
  0 dx   k x 2 dx
 0
2
 0  k  x 2 dx
0
2
1  x 3  1  23  8
      0 
9  3 0 9  3  27

v)
P  X  1  1  P  X  1
1 26
1  
27 27
vi)

DEPARTMENT OF MATHEMATICS, B.I.T 4

 CONTINUOUS PROBABILITY DISTRIBUTION

P  X  2  1  P  X  2
8 19
1  
27 27
v)
 0 3 
  xP  x  dx   xP  x  dx   xP  x  dx   xP  x  dx
  0 3
0 3 
  0dx   x k x 2 dx   0dx
 0 3
3
 0  k  x 3dx  0
0
3
1  x 4  1  34  9
      0 
9  4 0 9  4  4

0 2 3 

V   x P  x  dx      x P  x  dx   x P  x  dx   x 2 P  x  dx    2
2 2 2

   0 3 
0 3 

   0dx   x  k x  dx   0dx    2
2 2

  0 3 
 3

 0  k  x 4 dx  0    2
 0 
3
1  x5 
    2
9  5 0
1  35  9
2

   0      0.3375
9 5  4
 S .D    V  0.5809

2. The probability density function of a continuous random variable is

DEPARTMENT OF MATHEMATICS, B.I.T 5

 CONTINUOUS PROBABILITY DISTRIBUTION

k x 1  x  e x ,0  x  1
P X  
0 , else where

Find the value of ‘k’ and evaluate the mean variance and standard deviation of
the distribution.

Solution: Given data: P  X  is the probability density function

 a) P  X   0

b)  P  x  dx  1


0 3 
  P  x  dx   P  x  dx   P  x  dx  1
 0 3

0 1 
  0 dx   k x 1  x  e dx   0dx  1
x

 0 1

1
 0  k   x  x 2  e x dx  0  1
0

 k  x  x 2  e x  1  2 x  e x   2  e x   1
1

 
k 0  e  1  1  2  e  1  1 
 k  e  1  2e  2  1
1
 k 3  e   1  k 
3e
ii)

DEPARTMENT OF MATHEMATICS, B.I.T 6

 CONTINUOUS PROBABILITY DISTRIBUTION

 0 1 
  xP  x  dx   xP  x  dx   xP  x  dx   xP  x  dx
  0 1
0 1 
  0dx   x k x 1  x  e dx   0 dx
x

 0 1
1
 0  k   x 2  x 3  e x dx  0
0

 k  x 2  x3  e x   2 x  3x 2  e x   2  6 x  e x   6  e x 
1

 k  3e  8  
 3e  8 
k 
1 
3  e  3  e 

0 2 1 

V  x 2
P  x  dx   2
   x P  x  dx   x 2
P  x  dx   x 2
P  x  dx 
2

  0 1 
0 1 

   x 2  0dx   x 2 k x 1  x  e x dx   x 2  0dx    2
  0 1 
 1

 0  k   x3  x 4  e x dx  0    2
 0 
 k  x3  x 4  e x   3x 2  4 x3  e x   6 x  12 x 2  e x   6  24 x  e x   24  e x    2
1

30  11e  3e  8 
2

V  k  30  11e    2    0.049
3e  3  e 
 S .D    V  0.049  02214

3. The probability density function of a continuous random variable is

P X   k e
x
,    x   . Find the value of ‘k’ and evaluate the mean

variance and standard deviation of the distribution.

Solution: Given data: P  X  is the probability density function

DEPARTMENT OF MATHEMATICS, B.I.T 7

 CONTINUOUS PROBABILITY DISTRIBUTION

 a) P  X   0

b)  P  x  dx  1



 ke
x
 dx  1



x , x  0
 k  e dx  1 and if f  x   e  f x  e  f  x
x x  x x
x  e
  x , x  0
 f  x  is aneven function

 2k  e  x dx  1
0


 e x 
 2k    1
 1  0

 2k  e   e0   1  k  1
2

Mean     xP  x  dx



 xk e
x
 dx


 k  xe dx
x



 xe  x is anodd function 
 k o  0
 
 2 
Variance  V    x P  x  dx    2
  

DEPARTMENT OF MATHEMATICS, B.I.T 8

 CONTINUOUS PROBABILITY DISTRIBUTION

  2 x 
   x k e dx    2
  
  2 x 
  k  x e dx    2
  
  2 x 
  2k  x e dx    2  x 2e  x is aneven function 
 
 0 
 2k  x 2  e  x   2 x  e  x   2  e  x     2


2
 0  0  2  0  1   0
2
V2
 S .D    V  2

4. The time ‘ t ’ years required to complete a software project has P.D.F. of the

k 1  t  t ,0  t  1
form P  t   
0 , else where

Find ‘ k ’ and also the probability that the project will be complete in less than 4
months.
Solution : Given data: P  t  is the probability density function

 a) P  t   0

b)  P  t  dt  1

0 1 
  P  t  dt   P  t  dt   P  t  dt  1
 0 1

0 1 
  0 dt   k t 1  t  dt   0dx  1
 0 1

DEPARTMENT OF MATHEMATICS, B.I.T 9

 CONTINUOUS PROBABILITY DISTRIBUTION

1
 0  k   t  t 2  dt  0  1
0

1
t2 t3 
 k    1
 2 3 0
1 1 
 k    0   1 k  6
2 3 
Probability that the project will be complete in less than 4 months




4 months 
4
12
years 
1
3

years   P t  1
 3  
1
3
  P  t  dt

1
0 3
  P  t  dt   P  t  dt
 0

1
0 3
  0 dt   k t 1  t  dt
 0
1

 0  k   t  t 2  dt
3

0
1
t2 t3  3
 6  
 2 3 0
 1 1  21
 6   
18 81  81

5. Find the Cumulative distribution function (C.D.F) for the following P.D.F of a

DEPARTMENT OF MATHEMATICS, B.I.T 10

 CONTINUOUS PROBABILITY DISTRIBUTION

x ,0  x  1

random variable ‘ X ’. P  X   2  x ,1  x  2
0
 , otherwise
t
Solution: W.K.T Cumulative distribution function F  t   P  X  t    P  x  dx


t t
for   t  0 ; F  t   P  X  t    P  x  dx   0 dx  0, where    t  0
 

t
for 0  t  1 ; F  t   P  X  t    P  x  dx


0 t
  P  x  dx   P  x  dx
 0
where 0  t  1

0 t
  0dx   xdx
 0
t
 x2  t 2
0   where 0  t  1
 2 0 2
t
for 1  t  2 ; F  t   P  X  t    P  x  dx


DEPARTMENT OF MATHEMATICS, B.I.T 11

 CONTINUOUS PROBABILITY DISTRIBUTION

0 1 t
  P  x  dx   P  x  dx   P  x  dx ,
 0 1
where 1  t  2

0 1 t
  0dx   xdx    2  x  dx
 0 1
1 t
 x2   x2 
 0     2 x  
 2 0  2 1
1  t2   1
   2t     2  
2  2   2
t2
 2t   1 where 1  t  2
2
t
for t  2 ; F t   P  X  t    P  x  dx


0 1 2 t
  P  x  dx   P  x dx   P  x  dx   P  x  dx , where 2  t  
 0 1 2

0 1 2 t
  0dx   x dx    2  x  dx   0dx  1
 0 1 2

0 ,   t  0
 2
t ,0  t  1
 The required C.D.F is F  X    2
 2
2t  t  1 ,1  t  2
 2
1 ,2  t  


DEPARTMENT OF MATHEMATICS, B.I.T 12

 CONTINUOUS PROBABILITY DISTRIBUTION

CONTINUOUS PROBABILITY DISTRIBUTION

1 The Probability distribution function of a continuous random variable is

2e 2 X , X  0

P X    . a) Verify that it is a probability density function b) Find mean and

0 , otherwise
variance.
2 cX 2 , 0  X  3

Find the constant ‘c’ such that f  X    is a probability density function.

0 , otherwise
Also compute P1  X  2 , P X  1 and P X  1 .
3 The daily consumption of electric power in a certain city in million kilo watt hours is a
continuous random variable
1  X 3
 Xe ,X 0
Where probability density function is defined as P X    9 If the total
0 , otherwise
production of power is 12 mkwl. Find a) Probability of total power consumption. b) The
Probability that there is power cut on any randomly selected day.
4 If X is a continuous random variable whose Probability function is given by
1 X 2
 Xe , 0  X  
P X   4 . a) Verify that it is a probability density function b) Find
0 , otherwise
mean and standard deviation.
5 A continuous random variable has the cumulative density function as
0 , X  1

F  X   k  X  14 , 1  X  3 Find the value of 'k ' and the probability density function.
1 , X  3

6 A random variable X has the following probability distribution
P X   , X  1 , 2 ,  a) Find the value of 'c ' . b) Find P X is even , P X  5 and
c
2X
P  X is divisible by 3 .
7 ke X , 0  X  1

Find ' k ' such that P X    is a probability density function. Find mean,

 0 , otherwise
variance. Also evaluate F 0 . 5 .

DEPARTMENT OF MATHEMATICS, B.I.T 13

 CONTINUOUS PROBABILITY DISTRIBUTION

8 
kX 2 ,  3  X  3
A random variable X has the density function P X    Find ' k ' and

0 , otherwise
also P X  2 , P X  1 .
9 Find cumulative distribution F  X  for the following probability density function of a

6 X  6 X 2 , 0  X  1
random variable X if P X   

0 , otherwise
10 The time 't ' years required to complete a software project has probability density function
kt 1  t  , 0  t  1
of the form f t    Find ' k ' and also the probability that the project will
0 , otherwise
be completed in less than 4 months.
11 The probability density function P X  of a continuous random variable is given by
x
Px  y0 e ,    x   prove that y 0  1 2 . Find the mean and variance of the
distribution.
12 The probability density function of a random variable X  x is
k X 2 ,  3  X  3
f X    . Find i) k ii) P 1  X  2  & iii) P  X  1 and P X  1 .
0 , otherwise

DEPARTMENT OF MATHEMATICS, B.I.T 14