Cambridge (CIE) A Level Your notes
Maths: Probability &
Statistics 2
Continuous Random Variables
Contents
Probability Density Function
E(X) & Var(X) (Continuous)
Continuous Uniform Distribution
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Probability Density Function
Your notes
Calculating Probabilities using PDF
What is a probability density function (p.d.f.)?
For a continuous random variable , it is often possible to model probabilities using a
function
This function is called a probability density function (p.d.f.)
For the continuous random variable,X , it would usually be denoted as a function of
x (such as f(x ) or g(x ) )
The distribution (or density) of probabilities can be illustrated by the graph of f( x )
The graph does not need to start and end on the x-axis
For f(x ) to represent a p.d.f. the following conditions must apply
f x
( ) ≥ 0 for all values of x
This is the equivalent to P X = x ( ) ≥ 0 for a discrete random variable
The area under the graph must total 1
∫−∞
∞
f x dx = 1
( )
This is equivalent to Σ P X = x
( ) = 1 for a discrete random variable
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How do I find probabilities using a probability density
function (p.d.f.)? Your notes
The probability that the continuous random variable X lies in the interval
a ≤ X ≤ b , where X has the probability density function f(x ) , is given by
P a≤X≤b
( ) = ∫ a
b
f x dx
( )
As with the normal distribution P a ≤ X ≤ b ( =P a < X < b ) ( )
for any continuous random variable, P X = n = 0 for all values of n
( )
One way to think of this is that a = b in the integral above
How do I solve problems using the PDF?
Some questions may ask for justification of the use of a given function for a probability
density function
In such cases check that the function meets the two conditions f x ( ) ≥ 0 for all
values of x and the total area under the graph is 1
If asked to find a probability
STEP 1
Identify the probability density function, f(x ), this may be given as a graph, an
equation or as a piecewise function
= 0. 02x 0 ≤ x ≤ 10
⎧
⎪
⎪
e.g. f x
⎪
⎨
( )
⎪
⎪
⎪
⎩
0 otherwise
STEP 2
Identify the range of X for a particular problem
Remember that P a ≤ X ≤ b
( ) =P a < X < b
( )
Question: Can you explain why this is so?
(Answer is at end of this section)
STEP 3
Sketching the graph of y = f(x ) if simple may help to find the probability
Look for basic shapes such as triangles or rectangles; finding areas of these is easy
and avoids integration
Look for symmetry in the graph that may make the problem easier
Integrate f(x ) and evaluate it between the two limits for the required probability
Trickier problems may involve finding a limit of the integral given its value
i.e. one of the values in the range of X, given the probability
e.g. Find the value of a given P 0 ≤ X ≤ a = 0 . 09
( )
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Answer to question in STEP 2:
Since P X = a = P X = b = 0, P a ≤ X ≤ b
( ) ( ) ( ) =P a < X < b
( )
Your notes
Worked Example
The continuous random variable, X , has probability density function
⎧
0 . 08x 0 ≤ x ≤ 5
=
⎪
f x ⎪
⎨
0 otherwise
( )
⎪
⎪
⎩
(a) Show that f ( x can represent a probability density function
)
(b) Find
(i) P 0
( ≤X ≤2 )
(ii) P X = 3 . 2
( )
(iii) P X > 4
( )
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Your notes
Examiner Tips and Tricks
If the graph is easy to draw, then a sketch of f(x) is helpful
This can highlight useful features such as the graph (and so probabilities)
being symmetrical
Some p.d.f. graphs lead to common shapes such as triangles or rectangles
whose areas are easy to find, avoiding the need for integration
Median and Mode of a CRV
What is meant by the median of a continuous random
variable?
The median, m, of a continuous random variable, X , with probability density function
f(x) is defined as the value of the continuous random variable X, such that
P X< m = P X> m = 0 .5
( ) ( )
Since P X = m
( ) = 0 this can also be written as P X ≤ m = P X ≥ m = 0. 5
( ) ( )
If the p.d.f. is symmetrical (i.e. the graph of y = f(x) is symmetrical) then the median will be
halfway between the lower and upper limits of x
In such cases the graph of y=f(x) has axis of symmetry in the line x = m
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How do I find the median of a continuous random variable?
By solving one of the equations to find m Your notes
∫ −∞
m
f x dx = 0 . 5
( )
and
∫m
∞
f x dx = 0 . 5
( )
The equation that should be used will depend on the information in the question
If the graph of y = f x is symmetrical, symmetry may be used to deduce the median
( )
How do I find quartiles (or percentiles) of a continuous
random variable?
In a similar way, to find the median
The lower quartile will be the value L such that P(X ≤ L) = 0.25 or
P(X ≥ L) = 0.75
The upper quartile will be the value U such that P(X ≤ U) = 0.75 or
P(X ≥ U) = 0.25
Percentiles can be found in the same way
The 15th percentile will be the value k such that P(X ≤ k) = 0.15 or
P(X ≥ k) = 0.85
What is meant by the mode of a continuous random
variable?
The mode of a continuous random variable, X , with probability density function f(x) is
the value of x that produces the greatest value of f(x) .
How do I find the mode of a PDF?
This will depend on the type of function f(x); the easiest way to find the mode is by
considering the shape of the graph of f(x)
If the graph is a curve with a (local) maximum point, the mode can be found by
differentiating and solving the equation f'(x) = 0
If there is more than one solution to f'(x) = 0 , further work may be needed to deduce
which answer is the mode
Look for valid values of from the definition of the p.d.f.
Use the second derivative (f'' (x) ) to deduce the nature of each stationary point
You may need to check the values of f(x) at the endpoints too
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Worked Example Your notes
The continuous random variable X has probability density function f ( x defined as
)
1
f x
( ) = 64 x 16 − x 2
( ) 0 ≤x ≤4
(a) Find the median of X, giving your answer to three significant figures
(b) Find the exact value of the mode of X
(a) Find the median of X, giving your answer to three significant figures
(b) Find the exact value of the mode of X
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Your notes
Examiner Tips and Tricks
Avoid spending too long sketching the graph of y = f(x), only do this if the graph is
straightforward as finding the median and mode by other means can be just as
quick
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E(X) & Var(X) (Continuous)
Your notes
E(X) & Var(X) (Continuous)
What are E(X) and Var(X)?
E(X)is the expected value, or mean, of a random variable X
E(X) is the same as the population mean so can also be denoted by µ
Var (X) is the variance of the continuous random variable X
Standard deviation is the square root of the variance
How do I find the mean and variance of a continuous
random variable?
The mean, for a continuous random variable X is given by
EX= ( )
∫ −∞
∞
x f x dx ( )
This is equivalent to Σx P X = x for discrete random variables
( )
If the graph of y = f x has axis of symmetry, x = a , then E(X) = a
( )
The variance is given by
Var X = ( )
∫ −∞
∞
x 2f x d x − E X
( )
⎡
⎢
⎣
( )
⎤
⎥
⎦
2
This is equivalent to Σx 2P X = x − E X ⎤⎥⎦ 2 for discrete random variables
⎡
⎢
( )
⎣ ( )
Be careful about confusing E X 2 and ⎢⎣ E X 2
⎡ ⎤
⎥
( ) ( )
⎦
E X2( ) = ∫
−∞
∞
x 2 f x dx ( ) “mean of the squares”
⎡
⎢
⎣
EX ( )
⎤
⎥
⎦
2 =
⎡
⎢
⎢
⎢
⎢
⎢
⎣
∫−∞
∞
x f x dx ⎥⎥⎥ ( )
⎤
⎥
⎥
⎦
2
“square of the mean”
If you are happy with the difference between these and how to calculate them the
variance formula becomes very straightforward
Var X ( ) = E X2 − ( )
⎡
⎢
⎣
EX ( )
⎤
⎥
⎦
2
How do I calculate E(g(X))?
EgX
( ( )) = ∫ ∞
−∞
g x f x dx
( ) ( )
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In particular:
E X2( ) = ∫ ∞
−∞
x 2 f x dx as seen above
( )
Your notes
Worked Example
A continuous random variable, X , is modelled by the probability distribution function
f x , such that
( )
1 . 5x 2 1 − 0 . 5x 0 ≤x ≤2
⎧
⎪
=
⎪ ( )
⎪
f x ⎨
⎪
0 otherwise
( )
⎪
⎪
⎩
(i) Find E ( X )
(ii) Find Var ( X )
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Your notes
Examiner Tips and Tricks
A sketch of the graph of y = f(x) can highlight any symmetrical properties which
can help reduce the work involved in finding the mean and variance
Take care with awkward values and negatives – use the memory features on your
calculator and avoid rounding until your final answer (if rounding at all!)
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Continuous Uniform Distribution
Your notes
Continuous Uniform Distribution
What is meant by the continuous uniform distribution?
This is a special case of a probability density function for a continuous random variable
The normal distribution is another special case covered in S1
The uniform, or rectangular, distribution is a p.d.f. that is constant and non-zero over a
range of values but zero everywhere else
Since the area under the graph has to total 1, the height of the uniform distribution would
be
1
b−a
Therefore the probability density function is given by
⎧
⎪
1
a ≤x ≤b
⎪
⎪
= b−a
⎪
⎪
f x
( )
⎨
⎪
⎪
⎪
⎪
⎪
⎩
0 otherwise
How do I find probabilities for a continuous uniform
distribution?
Sketch the graph of y= f(x)
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Probabilities are the area under the graph, all such areas will now be rectangles
Finding the area of a rectangle is likely to be easier than integration! Your notes
The symmetrical properties of rectangles may also be used to find probabilities
How do I find the mean, median, mode and variance of a
continuous uniform distribution?
The mean, or expected value, is given by
E X = 12 a + b
( ) ( )
This is the (vertical) axis of symmetry of the rectangle
Should the above be forgotten, E X ( ) = ∫
a
b
xf x dx can still be applied
( )
You be may asked to use this to prove the result
The median can also be found by symmetry and will be equal to the mean
There is no mode as f(x) is equal - and so at its greatest - for all values of x
The variance is given by
Var X = 121 b − a 2
( ) ( )
Should the above be forgotten, Var X ( ) = ∫
−∞
∞
x 2f x dx − ⎡⎢⎣ E X
( ) ( )
⎤
⎥
⎦
2 or
Var X ( ) = E X2 −
( )
⎡
⎢
⎣ EX
( )
⎤
⎥
⎦
2 can still be applied
You may be asked to use this to prove the result
The standard deviation is the square root of the variance
Worked Example
A continuous random variable, X , is modelled by the uniform distribution such that
( ) = . ≤ ≤
f x 0 4 for a x 4 and f x 0 otherwise.
( ) =
a is a constant.
(a) Show that the value of a is 1.5 .
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Your notes
(b) Find
(i) P 2 5
( . ≤X ≤3 )
(ii) E ( X )
(c) Find the standard deviation of X, giving your answer in the form a 3 , where a is a
rational number.
Examiner Tips and Tricks
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A sketch of the graph of a uniform distribution is quick and will highlight the
symmetry in a uniform distribution
Use areas of rectangles to find probabilities rather than integrating Your notes
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