More Examples- Continuous Random Variables

Example 1 Suppose the reaction temperature X (in

C) in a certain chemical process has a uniform

distribution with A = 5 and B = 5.
a. Compute P(X < 0), P(2 < X < 2), and P(2 X 3).
Solution The pdf for X is:
f(x) =
(
1
10
5 x 5
0 otherwise
)
:
Therefore:
P(X < 0) =
Z
0
5
1
10
dx =
x
10
j
0
5
=
0
10

5
10
=
5
10
= 0:5
P(2 < X < 2) =
Z
2
2
1
10
dx =
x
10
j
2
2
=
2
10

2
10
=
4
10
= 0:4
P(2 X 3) =
Z
3
2
1
10
dx =
x
10
j
3
2
=
3
10

2
10
=
5
10
= 0:5:
b. For k satisfying 5 < k < k + 4 < 5, compute P(k < X < k + 4).
Solution P(k < X < k + 4) =
R
k+4
k
1
10
dx =
x
10
j
k+4
k
=
1
10
[(k + 4) k] =
4
10
= 0:4:
Example 2 The actual tracking weight of a stereo cartridge that is set to track at three grams on
a particular changer can be regarded as a continuous random variable with pdf:
f(x) =
(
k[1 (x 3)
2
] 2 x 4
0 otherwise
)
:
a. Find the value of k.
Solution For f(x) to be a valid pdf,
R
4
2
f(x)dx must equal 1. Therefore:
Z
4
2
k[1 (x 3)
2
]dx = k
Z
1
1
[1 u
2
]du = k
"
u
u
3
3
#
1
1
=
4
3
k:
Hence k =
3
4
.
b. Sketch the graph of f(x).
Solution See Maple Supplement.
c. What is the probability that the actual tracking weight is greater than the prescribed weight?
Solution P(X > 3) =
R
4
3
3
4
[1 (x 3)
2
]dx = 0:5 due to the symmetry of the pdf.
d. What is the probability that the actual tracking weight is within 0.25 gram of the prescribed
weight?
Solution P

11
4
X
13
4

=
R
13=4
11=4
3
4
[1 (x 3)
2
]dx =
3
4
R
1=4
1=4
[1 x
2
]dx =
47
128
= 0:3672:
1
e. What is the probability that the actual weight diers from the prescribed weight by more than
0.5 gram?
Solution P(jX3j > 0:5) = 1P(jX3j 0:5) = 1P(2:5 X 3:5) = 1
R
0:5
0:5
3
4
(1u
2
)du =
5
16
= 0:3125:
Example 3 Let X denote the amount of time for which a book on two-hour reserve at a college is
checked out by a randomly selected student. Suppose that X has density function:
f(x) =
8
<
:
x
2
0 x 2
0 otherwise
9
=
;
:
a. Calculate P(X 1), P(
1
2
X
3
2
), and P(
3
2
< X).
Solution The desired probabilities are:
P(X 1) =
Z
1
0
x
2
dx =
1
2
Z
1
0
xdx =
1
2
"
x
2
2
#
1
0
=
1
2

1
2
0

=
1
4
P

1
2
X
3
2

=
Z
3=2
1=2
x
2
dx =
1
2
Z
3=2
1=2
xdx =
1
2
"
x
2
2
#
3=2
1=2
=
1
2
"
9
4
2

1
4
2
#
=
1
2
P

3
2
< X

=
Z
2
3=2
x
2
dx =
1
2
Z
2
3=2
xdx =
1
2
"
x
2
2
#
2
3=2
=
1
2
"
4
2

9
4
2
#
=
7
16
:
b. Graph the pdf of X.
Solution See Maple Supplement.
c. Find and graph the cdf of X.
Solution F(x) = 0 for x < 0 and F(x) = 1 for x > 2. For 0 x 2:
F(x) =
Z
x
0
f(y)dy =
Z
x
0
y
2
dy =
1
2
Z
x
0
ydy =
1
2
"
y
2
2
#
x
0
=
1
2
"
x
2
2
0
#
=
x
2
4
:
Therefore:
F(x) =
8
>
<
>
:
0 x < 0
x
2
4
0 x 2
1 x > 2
9
>
=
>
;
:
d. Find the median checkout duration ~ .
Solution F(~ ) = 0:5 )
~
2
4
= 0:5 ) ~ =
p
2:
2
Example 4 Let X denote the vibratory stress (psi) on a wind surface blade at a particular wind
speed in a wind tunnel. The paper Blade Fatigue Life Assessment with Application to
VAWTS (J. Solar Energy Engr., 1982, pp. 107-111) proposes the Rayleigh distribution with
probability density function:
f(x; ) =
8
>
<
>
:
x

2
exp

x
2
2
2
!
x 0, > 0
0 otherwise
9
>
=
>
;
:
as a model for the X distribution.
a. Verify that f(x; ) is a legitimate pdf.
Solution It is obvious from inspection that f(x) 0 for all x. Also:
Z
1
0
f(x)dx =
Z
1
0
x

2
exp

x
2
2
2
!
dx =
"
exp

x
2
2
2
!#
1
0
= 0 (1) = 1:
b. Suppose that = 100 (a value suggested by a graph in the paper). What is the probability that
X is at most 200? Less than 200? At least 200? Between 100 and 200?
Solution The desired probabilities are:
P(X 200) =
Z
200
0
x

2
exp

x
2
2
2
!
dx =
"
exp

x
2
20000
!#
200
0
= 0:8647
P(X < 200) = P(X 200) = 0:8647
P(X 200) = 1 P(X 200) = 0:1353
P(100 X 200) =
Z
200
100
x

2
exp

x
2
2
2
!
dx =
"
exp

x
2
20000
!#
200
100
= 0:4712:
Example 5 Suppose that the pdf of weekly gravel sales X (in tons) is:
f(x) =
(
2(1 x) 0 x 1
0 otherwise
)
:
a. Obtain the cdf of X and graph it.
Solution F(x) = 0 for x < 0 and F(x) = 1 for x > 1. For 0 x 1:
F(x) =
Z
x
1
f(y)dy =
Z
x
0
2(1 y)dy = 2
Z
x
0
(1 y)dy = 2
"
y
y
2
2
#
x
0
= 2
"
x
x
2
2
#
= 2x x
2
:
Therefore:
F(x) =
8
>
<
>
:
0 x < 0
2x x
2
0 x 1
1 x > 1
9
>
=
>
;
:
3
b. What is P(X 5), P(0:25 < X 0:5), and P(0:25 X 0:5)?
Solution The desired probabilities are:
P(X 5) = F(5) = F(1) = 1
P(0:25 < X 0:5) = F(0:5) F(0:25) =
h
2(0:5) (0:5)
2
i

h
2(0:25) (0:25)
2
i
= 0:3125
P(0:25 X 0:5) = P(0:25 < X 0:5) = 0:3125:
c. What is the 75th percentile of the sales distribution?
Solution 0:75 = F((75)) = 2((75)) ((75))
2
)(75) =
1
2
:
d. What is the median of the sales distribution?
Solution 0:50 = F(~ ) = 2~ ~
2
) ~ =
4
p
10
4
:
e. Compute E(X) and
X
.
Solution Using the denitions:
E(X) =
Z
1
0
x f(x)dx =
Z
1
0
2(x x
2
)dx = 2
Z
1
0
(x x
2
)dx = 2
"
x
2
2

x
3
3
#
1
0
=
1
3
E(X
2
) =
Z
1
0
x
2
f(x)dx =
Z
1
0
2(x
2
x
3
)dx = 2
Z
1
0
(x
2
x
3
)dx = 2
"
x
3
3

x
4
4
#
1
0
=
1
6
V (X) = E(X
2
) [E(X)]
2
=
1
18

X
=
q
V (X) =
s
1
18
=
p
2
6
:
4