SOLUTIONS: Continuous Random Variables- Extra Practice from Textbook

12.5.1
1. Show that f(x) is a density function. Find the corresponding distribution function (meaning
cumulative mass function).
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To show that f(x) is a density function, first check that it is never negative. Since
exponential functions are never negative, that checks out.
Next, you must integrate the density function from negative infinity to infinity and show
that it equals 1 (the sum of the probabilities of all possible events must equal 1).
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Recall that you can use u-substitution to solve this integral.

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Plug these values in:

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This is a probability density function. It is actually the exponential distributions

probability density function for = 3.
To find the corresponding distribution function (in our class, the CMF), we must integrate
the density from negative infinity to a dummy variable k. This will give us the function F(k)
= P(X k) for any value k.
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Make sure that you did your calculation correctly by checking that your CMF equals 0 at
the bottom of your range for x and equals 1 at the top of your range for x. This is true for
the above function.

5. Let X be a continuous random variable with density function

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Find E(X) and Var(X).

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We need to use integration by parts.

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For the exponential distribution, ( )

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We already solved for E(X), so now we just need E(X2).

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Use integration by parts to solve this.

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That integral looks really familiar! That is what we solved to get E(X) and its value is just
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Now we can solve for variance:

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For an exponential distribution,

7. Let X be a continuous random variable with distribution function (CMF)

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Find E(X) and Var(X).

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First we must find the density function f(x).

By definition, the density function is the derivative of the CMF.
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We have E(X), so we just need E(X2).

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8. Let X be a continuous random variable with

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where a is a positive constant. Find E(X) and Var(X).

We need to first solve for the CMF, and then we can solve for the PDF, E(X), and Var(X).
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Since we did all the integration in the problems above, Ill spare you the pain. This is just
the general form of the PDF of the exponential distribution.
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Typically you will see the density written with a instead of an a.

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12.5.3
37. Suppose that you pick a number at random from the interval (0,4). What is the probability
that the first digit after the decimal point is a 3?
When picking anything at random from a continuous interval, you can model the situation
as uniformly distributed over that interval.
PDF: ( )

CMF: ( )

In this case, a = 0 and b = 4.

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If you think about this logically, there are exactly 10 digits that could come after the first
decimal point, so the probability that it is a specific one of them should just be 1 in 10, or
0.1.
38. Suppose that you pick a number X at random from the interval (0, a). If P(X 1) = 0.2, find
a.
Again we are working with the uniform distribution.

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39. Suppose that you pick a number X at random from the interval (a, b). If E(X) = 4 and Var(X)
= 3, find a and b.
Continuing to work with the uniform distribution, we have:
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If a = 7, b = 1, but a must be less than b. Thus, choose the positive root of 36.

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40. Suppose that you pick five numbers at random from the interval (0,1). Assume that the
numbers are independent. What is the probability that all numbers are greater than 0.7?
Let Xi represent a number picked at random from the interval (0,1), where i equals 1, 2, 3,
4, or 5. All Xi are uniformly distributed random variables with the below density function:
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12.5.4
47. Let X be exponentially distributed with parameter . Find E(X).
Recall that an exponential distribution has the following density function:
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We saw in the above problems that:

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49. Suppose that the lifetime of a battery is exponentially distributed with an average life span of
three months. What is the probability that the battery will last for more than four months?
Let X be the batterys lifetime in months.
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For the exponential distribution, we can use the following properties:

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50. Suppose that the lifetime of a battery is exponentially distributed with an average life span of
two months. You buy six batteries. What is the probability that none of them will last more than
two months? (Assume that the batteries are independent.)
Look at the lifetime of a single battery (Xi).
Since E(Xi) = 2 months, = .
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51. Suppose that the lifetime of a radioactive atom is exponentially distributed with an average
life span of 27 days. a.) Find the probability that the atom will not decay during the first 20 days
after you start to observe it. b.) Suppose that the atom does not decay during the first 20 days that
you observe it. What is the probability that it will not decay during the next 20 days?
a.) Let X be the lifetime of the radioactive atom.
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b.)

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