Continuous Random Variables

A2-Level Maths:
Statistics 2
for Edexcel
S2.2 Continuous
random variables
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Relative frequency histograms
Contents
Probability density functions

Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance
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A histogram has the important property that the area of each
bar is in proportion to the corresponding frequency.
A histogram with unequal widths can be drawn by plotting the
frequency density on the vertical axis, where:
frequency density =
frequency
class width
A relative frequency histogram is one in which the area of

a bar corresponds to the proportion of the data falling into
the corresponding interval.
The relative frequency is defined as:
relative frequency density =
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frequency density
total frequency
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Example: The relative frequency histogram below
shows the distribution of ages of the UK population.
The area of each bar corresponds to the proportion of

the population with ages in that interval.
The total area of all the bars is 1.
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The distribution of the ages can be modelled by a curve.

This curve is called a probability density function.
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Contents

Mode
Expectation
Variance
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A probability density function (or p.d.f.) is a curve that models
the shape of the distribution corresponding to a continuous
random variable.
A probability density function has several important properties.

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If f(x) is the p.d.f corresponding to a continuous random
variable X and if f(x) is defined for a x b then the following
properties must hold:
1.
f ( x)dx 1
a
i.e. the total area under a p.d.f. is 1.
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If f(x) is the p.d.f. corresponding to a continuous random
2.
f ( x) 0
for a x b
i.e. the graph of the p.d.f. never

dips below the x-axis.
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If f(x) is the p.d.f. corresponding to a continuous random
x2
3.
P ( x1 X x2 ) f ( x)dx
x1
i.e. probabilities correspond to

areas under the curve.
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Example: Sketch the graph of each of the following functions.
Decide in each case whether it could be the equation of a
probability density function:
1.
1
24 x 3 x 2 36
f ( x) 32
2.
1
3
f ( x) x
0
3.
x 1
x 1
x 2 4 x 3
f ( x)
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2 x 6
otherwise
0 x 4
otherwise
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1
24 x 3 x 2 36
1. f ( x) 32
2 x 6
otherwise
The function is non-negative

everywhere.
If f represents a p.d.f., then
f ( x)dx 1
all x
1
16
2
12 x 2 x 3 36 x
f ( x ) dx
(24 x 3 x 36) dx
32
all x
32 2
6
2
1 (432 216 216) (48 8 72) 1
32
So f(x) could represent a probability density function.
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1
2. f ( x) x3
0
x 1
x 1
The function is non-negative

everywhere.
For f to represent a p.d.f. we need to check that
f ( x)dx 1
all x
1
1 2 0 1 1
3
x
But: 3 dx x dx
2
1 x
1
2
2 1
So f(x) could not represent a probability density function.
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3.
x 2 4 x 3 0 x 4
f ( x)
0
otherwise
The function is clearly negative for some values of x.

Consequently f(x) cannot represent a probability density
function.
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Question 1
Question 1: A continuous random variable X is defined by the
probability density function
k (5 x) 0 x 5
f ( x)
0
otherwise
a) Sketch the probability density function.

b) Find the value of the constant k.
c) Find P(1 X 3).
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Question 1
a)
k (5 x) 0 x 5
f ( x)
0
otherwise
The diagram shows the

probability density function.
b) To find k, we can use the property that
f ( x)dx 1
all x
5
1
k (5 x)dx k 5 x x 2
2
k (25 12.5) 0 12.5 k
2
Therefore, 12.5k = 1 k
25
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Question 1
c) P(1 X 3)
2 3
2
2
x
(5 x)dx
5x
25
25
2
2
(15 4.5) (5 0.5)
25
= 0.48
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Examination-style question 1
Examination-style question 1: A continuous random
variable X is defined by the probability density function
f ( x)
k ( x 1)
1 x 3
k (5 x)( x 2) 3 x 5
0
otherwise

c) Find P(X > 2).
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a)
f ( x)
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k ( x 1)
1 x 3
k (5 x)( x 2) 3 x 5
0
otherwise
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b) To find k, we can use the property that
all x
Note that (5 x)(x 2) = 7x 10 x
So,
k ( x 1)dx
1 2
x x
2
3
5
3
1
f ( x)dx 1
k 7 x 10 x 2 dx 1
1 3
7 2
k
x 10 x x
3
2
1
3
1 1
1 1
k 1 k 4 7 1
6 2
2 2
1
5
k 1
Therefore
3
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i.e. k
3
16
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5
c) P(X > 2) =
f ( x)dx
2
( x 1)dx
2 16
3 1 2
x x
16 2
3
2
3
5
3
7 x 10 x 2 dx
16
3 7 2
1 3

x 10 x x
16
3
2
5
3
3 1
3
1 1
1 0 4 7
16 2
16
6 2
29
32
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An alternative method would be

to utilise P(X > 2) = 1 P(X 2)
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Examination-style question 2: The life, T hours, of an
electrical component is modelled by the probability density
function
ke 0.001t
f (t )
0
t 1000
otherwise

c) Find P(1500 T 2000).
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Solution:
a)
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ke 0.001t
f (t )
0
t 1000
otherwise
f (t )dt 1
b) To find k, we use the fact that
So:
all t
ke0.001t dt 1
1000
k 1000e
0.001t
1000
k 0 (1000e 1 ) 1
Therefore
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1
1000e1
e
0.00272
1000
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ke 0.001t
f (t )
0
t 1000
otherwise
2000
c) P(1500 T 2000) =
2000
f (t )dt
1500
1500
k 1000e
e 0.001t dt
0.001t 2000
1500
e
1000e 2 1000e 1.5
1000
= 0.239 (3 s.f.)
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Mode
Contents

Mode
Expectation
Variance
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Mode
Suppose that a random variable X is defined by the
probability density function f(x) for a x b.
The mode of X is the value of x that produces the largest
value for f(x) in the interval a x b.
A sketch of the probability density function can be very
helpful when determining the mode.
Differentiation
could be used
to find the
mode here.
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Mode
Example: A random variable X has p.d.f. f(x), where
x 2 (2 x ) 0 x 2
f ( x)
0
otherwise
Find the mode.

Sketch of f(x):
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Mode
The mode can be found using differentiation:
f ( x) 2 x 2 x3 f ( x) 4 x 3 x 2
To find a turning point, we solve f ( x) 0 4 x 3 x 2 0
Factorize:
x(4 3 x) 0
x 0 or x 4 3
Check that x 4 3 gives the maximum value:

f ( x) 4 6 x f ( 4 3) 4 8 4 0
So the mode is x 4 3 .
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Contents

Mode
Expectation
Variance
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The cumulative distribution function (c.d.f.) F(x) for a
continuous random variable X is defined as
F(x) = P(X x).
Therefore, the c.d.f. is found by integrating the p.d.f..
1 3
x 1
f ( x) 6
0 x2
otherwise
Find the c.d.f. and find P(X < 1).
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Solution: The c.d.f., F(x) is given by:
1 3 1
F( x) f ( x)dx x dx
6
6
1 4 1
x xc
24
6
To find the constant c we can use the fact that P(X 0) = 0

(because the random
variable X is only nonzero between 0 and 2)
Therefore F(0) = 0, i.e. c = 0.
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So the c.d.f. is
F( x)
0
x0
1 x4 1 x 0 x 2
24
6
1
x2
1 1 5

P(X < 1) = F(1) =
24 6 24
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Contents

Mode
Expectation
Variance
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The median, m, of a random variable X is defined to be the
value such that
F(m) = P(X m) = 0.5
where F is the cumulative distribution function of X.
Likewise the lower quartile is the solution to the equation
F(x) = 0.25
and the upper quartile is the solution to
F(x) = 0.75.
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Example: A random variable X is defined by the cumulative
distribution function:
1
24
F( x)
0
x2 x 6
x2
2 x5
x5
a) Calculate and sketch the probability density function.

b) Find the median value.
c) Work out P(3 X 4).
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a) We can get the p.d.f. by differentiating the c.d.f.
1 x 1
f ( x) F( x) 12
24
So the p.d.f. is
f ( x)
1
12
1
x 24
0
2 x5
otherwise
Sketch of f(x):
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b) The median, m, satisfies F(m) = 0.5.
Therefore
1
24
m 2 m 6 0 .5
m2 m 6 12
m2 m 18 0
1 1 4 1 (18)
m
2
m 4.77 or m 3.77
The median must be 3.77 (as the p.d.f. is only

non-zero for values in the interval [2, 5]).
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c) P(3 X 4) = F(4) F(3)
1 42 4 6 1 32 3 6
24
24
7 1
12
1
3
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3
4
f ( x)
x 2 32 x 34 1 x 2
33x
2 8
2 x4
otherwise
a) Calculate the cumulative distribution function

and verify that the lower quartile is at x = 2.
b) Work out the median value of X.
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a) For f ( x) 34 x 2 32 x 34 , F( x) 41 x 3 34 x 2 34 x c
We know that P(X 1) = 0, i.e., that F(1) = 0.
So,
1
4
34 34 c 0 c 41
Therefore F( x) 41 x 3 34 x 2 34 x 41
3 x2 c
For f ( x) 32 38 x, F( x) 32 x 16
We know that P(X 4) = 1, i.e. that F(4) = 1.

3 42 c 1 c 2
So 32 4 16
3 x2 2
Therefore F( x) 32 x 16
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So
F( x)
0
1 x3 3 x2 3 x 1
4
4
4
4
3
3 2
x
2
16 x 2
1
x 1
1 x 2
2 x4
x4
To verify that the lower quartile is 2, we simply need to

check that F(2) = 0.25:
1 3 3 2 3
1
F(2) 2 2 2 0.25
4
4
4
4
Therefore the lower quartile is 2.
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b) The median, m, must lie in the interval [2, 4] because
F(2) = 0.25.
To find the median we must solve F(m) = 0.5:
3
3 2
1
i.e. F(m) m m 2
2
16
2
This can be rearranged to give the quadratic equation:
3m2 24m 40 0
Using the quadratic formula, m
24 576 4 3 40
6
m = 5.63 or m = 2.37
As 5.63 does not lie in the interval [2, 4],
the median must be 2.37.
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Expectation
Contents

Mode
Expectation
Variance
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Expectation
If X is a continuous random variable defined by the probability
density function f(x) over the domain a x b, then the mean or
expectation of X is given by
b
E[ X ] xf ( x) dx
a
E[X] is the value you would expect to get, on average.

This mean value of X is also sometimes denoted .
[Note: if the p.d.f. is symmetrical, then the expected value of
X will be the value corresponding to the line of symmetry].
We can also find the expected value of g(X), i.e. any function
of X:
b
E[g( X )] g( x)f ( x) dx
a
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Expectation
Example: A random variable X is defined by the probability
density function
2
x 1
3
f ( x) x
0 otherwise
Calculate the value of E[X] and E[1/X].
2
2
E[ X ] xf ( x)dx x. 3 dx 2 dx
x
x
1
all x
1
2x
1
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dx 2 x
(0) (2) 2
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Expectation
1
1 2
1
E
f ( x)dx . 3 dx
X
x
x x
all x
1
2x 4 dx
1
2 3
x
3
2
(0 )
3
2
3
2
1
So, E[ X ]
3
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Variance
Contents

Mode
Expectation
Variance
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Variance
If X is a continuous random variable defined by the probability
density function f(x) over the domain a x b, then the
variance of X is given by
Var[ X ] E X 2 E[ X ]
or
Var[ X ] x 2 f ( x)dx
The standard deviation of X is the square root of the variance.

The standard deviation is sometimes denoted by the symbol .
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Variance
Example: A continuous random variable Y has a
probability density function f(y) where
f ( y)
3
32
y (4 y) 0 y 4
0
otherwise
Calculate the value of Var[Y].

Sketch of f(y):
The p.d.f. is symmetrical. Therefore E[Y] = 2.

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Variance
4
3
E[Y ] y f ( y )dy y .
y ( 4 y )dy
32
0
0
2
3
3
4
(
4
y
y
)dy
32 0
3 4 1 5
y y
32
5
3 4 1 5
(
4
4
)
32
5
4
4
5
Therefore Var[Y] = 4
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4
4
22
5
5
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Variance
Example: A continuous random variable x has a
probability density function f(x) where
3
8
f ( x)
1
4
0 x2
2 x6
otherwise
x
16
Calculate
a) the mean value, .
b) the standard deviation, .
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Variance
3
8
f ( x)
1
4
x
16
0
0 x2
2 x6
otherwise
2
6
1
3
x
3 x x 2
x
dx
a) E[ X ] x. dx x. dx dx
4
4
8 16
8 16
0
2
0
2
x

8
x
3x
16 48
4
0
8
2
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1 7
2
4 12
1
6
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Variance
3
8
f ( x)
0 x2
2 x6
otherwise
1
4
x
16
0
6
2 2
6
2
3
1
3
x
x
3
x
x
2
2
2
dx
b) E[ X ] x . dx x . dx dx
4
4
8 16
8 16
0
2
0
2
2
x

12
3
x
x
8 64
2
0
3
2
6
3
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3 3
4 4
2 1
35
So, Var[ X ] 6 2 1
3 6
36
Therefore =
71
36
= 1.40 (3 s.f.)
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Examination-style question
Examination-style question: The mass, X kg, of luggage
taken on board an aircraft by a passenger can be modelled by
the probability density function
kx 3 (30 x ) 0 x 30
f ( x)
otherwise
a) Sketch the probability density function and find the value

of k.
b) Verify that the median weight of luggage is about 20.586 kg.
c) Find the mean and the variance of X.
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a)
0 x 30
otherwise
f ( x)
kx 3 (30 x)
30
To find k we use
3
kx
(30 x)dx 1
0
30
k (30 x 3 x 4 )dx 1
0
30 4 1 5
k
x x
5
4
30
1
0
k 1215000 0 1
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1
1215000
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b)
kx3 (30 x) 0 x 30
f ( x)
0
otherwise
To verify that the median is about 20.586, we need to check

that P(X 20.586) = 0.5
20.586
P(X 20.586) =
kx 3 (30 x)dx
1
30 4 1 5
x x
1215000 4
5
20.586
607525 0
1215000
0.500
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c)
kx 3 (30 x) 0 x 30
f ( x)
0
otherwise
30
E[ X ]
30
x.kx 3 (30 x)dx k (30 x 4 x 5 )dx

0
1
1 6
6x x
1215000
6
30
1
24300000 0
1215000
20
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c)
kx 3 (30 x) 0 x 30
f ( x)
0
otherwise
E[ X 2 ]
30
30
2
3
5
6
x
.
kx
(
30
x
)
dx
k
(
30
x
x
) dx
1
1 7
5x x
1215000
7
30
428.5714
2
Therefore, Var[ X ] 428.5714 20 28.57 (to 4 s.f.) .
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A2-Level Maths:

Boardworks Ltd 2006

Relative frequency histograms

Relative frequency histograms

Probability density functions

Boardworks Ltd 2006

Relative frequency histograms

A relative frequency histogram is one in which the area of

Relative frequency histograms

The area of each bar corresponds to the proportion of

Boardworks Ltd 2006

Relative frequency histograms

The distribution of the ages can be modelled by a curve.

Boardworks Ltd 2006

Probability density functions

Relative frequency histograms

Probability density functions

Boardworks Ltd 2006

Probability density functions

A probability density function has several important properties.

Boardworks Ltd 2006

Probability density functions

i.e. the total area under a p.d.f. is 1.

Boardworks Ltd 2006

Probability density functions

i.e. the graph of the p.d.f. never

Boardworks Ltd 2006

Probability density functions

i.e. probabilities correspond to

Boardworks Ltd 2006

Probability density functions

Probability density functions

The function is non-negative

1 (432 216 216) (48 8 72) 1

Boardworks Ltd 2006

Probability density functions

The function is non-negative

So f(x) could not represent a probability density function.

Boardworks Ltd 2006

Probability density functions

The function is clearly negative for some values of x.

Boardworks Ltd 2006

Probability density functions

Boardworks Ltd 2006

a) Sketch the probability density function.

Boardworks Ltd 2006

The diagram shows the

b) To find k, we can use the property that

k (25 12.5) 0 12.5 k

Boardworks Ltd 2006

Boardworks Ltd 2006

a) Sketch the probability density function.

Boardworks Ltd 2006

Boardworks Ltd 2006

Note that (5 x)(x 2) = 7x 10 x

An alternative method would be

a) Sketch the probability density function.

Boardworks Ltd 2006

Boardworks Ltd 2006

b) To find k, we use the fact that

Boardworks Ltd 2006

Relative frequency histograms

Probability density functions

Boardworks Ltd 2006