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P(a x b) =
The graph of f(x) is often referred to as the density
curve.
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Exercise 1:
A random variable, X, has the following pdf:
f(x) =
f(x)=
, X2 =
Exercise 2:
Suppose that the random variable X follows a
uniform distribution with limits a = 0, b = 5.
A. Write the formula for the probability density
function and sketch it.
B.Find the probability that X = 2.
C.Find P(1 X 4).
Exercise 3:
The wait time for a specific bus, in minutes, is
uniformly distributed between 0 and 15 minutes.
A. What the probability that the wait time is more
than 10 mintes?
B.What is the probability time that the wait time is
between 5 and 10 minutes?
C.If that person arrives at the bus stop and is told that
he/she missed the bus by 5 minutes, what is the
probablity he/she waits more than 10 minutes?
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Definition
The cumulative distribution function F(x) for a
continuous rv X is defined for every number x by
F(x) = P(X x) =
For each x, F(x) is the area under the density curve to
the left of x. This is illustrated in the following figure,
where F(x) increases smoothly as x increases.
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Exercise 4:
Find the cumulative distribution function
X~U[a,b].
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for
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Exercise 5:
Suppose the pdf of the magnitude X of a dynamic
load on a bridge (in newtons) is
f(x) =
A. Find F(x).
B. Find P(1 x 1.5) and P(X > 2).
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Exercise 6:
Consider the cdf obtain in Exercise 4, find the pdf.
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Exercise 7:
The distribution of the amount of gravel (in tons) sold
by a particular construction supply company in a
given week is a continuous rv X with pdf
f(x) =
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Expected Values
The expected or mean value of a continuous rv X
with pdf f (x) is
X = E(X) =
Exercise 8:
Find the expected value for the random variable in
Exercise 7.
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Proposition
If X is a continuous rv with pdf f(x) and h(X) is any
function of X, then
E[h(X)] = h(X) =
Definition
The variance of a continuous random variable X with
pdf f(x) and mean value is
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2
X =
V(X) =
= E[(X ) ]
2
= E(X2) [E(X)]2
The standard deviation (SD) of X is X =
Exercise 9:
Find the variance for the random variable in Exercise
7.
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Note:
All the properties of the expected value and variance
of discrete random variables apply to the expected
value and variance of continuous random variables.
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