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Lesson 10

The document discusses continuous probability distributions and probability density functions. It provides the definition and properties of a probability density function, including that it must be non-negative and its integral over the real numbers must be 1. An example is also given to demonstrate calculating the probability of an event using the density function.

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60 views10 pages

Lesson 10

The document discusses continuous probability distributions and probability density functions. It provides the definition and properties of a probability density function, including that it must be non-negative and its integral over the real numbers must be 1. An example is also given to demonstrate calculating the probability of an event using the density function.

Uploaded by

History Rose
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lesson 10

Continuous Probability Distribution


introduction
For any continuous random variable, X,
there exists a non-negative function f(x),
called the probability density function
(p.d.f) through which we can find
probabilities of events expressed in term
of X.
b
P(a < X < b ) = ò f(x) dx
a

= area under the curve


of f(x) and over the interval
(a,b)

f: R ® [0, ¥) p( X Î A) = ò f(x) dx
A

= area under the curve


of f(x) and over the
region A
Definition
The function f(x) is a probability density
function (pdf) for a continuous random
variable X, defined on the set of real
numbers, if:
1. f(x) ³ 0 " xÎ R
¥
2. ò f(x) dx = 1
-¥
b
3. P(a < X < b) = ò f(x) dx " a, b Î R ; a £ b
a
Note:

We shall concern ourselves with computing


prob. for various intervals of continuous
random variables such as P(a < X < b),
P(W > c), and so forth.
Note that when X is continuous,

P(a £ X £ b)= P(a < X £ b)


= P(a £ X < b)
= P(a < X < b)
¥ area = P(a £ X £ b )
Total area = = ò f (x ) dx = 1
ò a f (x ) dx
b
-¥ =

area = P( X ³ b ) area = P( X £ a )
f ( x ) dx ò -¥ f (x ) dx
¥ a
= òb =
Example
Suppose that the error in the reaction temperature, in oC,
for a controlled laboratory experiment is a continuous
random variable X having the following probability
density function:

ì1 2
ï x ; -1< x < 2
f ( x) = í 3
ïî0 ; elsewhere

1. Verify that (a ) f(x) ³ 0


¥
(b) ò f(x) dx = 1
P(0 < x £ 1)
-¥
2. Find
Solution:
X =the error in the reaction temperature in oC.
X is continuous r. v.

ì1 2
ï x ; -1< x < 2
f ( x) = í 3
ïî0 ; elsewhere
1. (a ) f(x) ³ 0 because f(x) is a quadratic
function.

¥ -1 2 ¥
1 2
(b) ò-¥ f(x) dx = -ò¥0 dx + -ò1 3 x dx + ò2 0 dx
2
1 2 é1 3 x = 2 ù
= ò x dx = ê x ú
-1
3 ë 9 x = -1û
1
= (8 - (-1)) = 1
9
1 1
1 2
2. P(0 < x £ 1) = ò f(x) dx = ò x dx
0 0
3

é1 3 x = 1 ù
=ê x ú
ë9 x = 0û

1
= (1 - (0))
9
1
=
9

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