Continuous Random Variables
Continuous Random Variable
A continuous random variable can assume any continuous value in a given domain.
Probability Density Function (pdf)
For a continuous random variable, we define a function (the
probability density function or pdf) that describes that density
of the probability (probability/𝑥) at particular positions rather
than the mass of the probability at those positions.
Density is the rate of change of the mass to its length (area or volume), that is kg/m (kg/A or kg/V).
To obtain the total mass we add up the products of the density and the length (area or volume), that
is kg/m × m.
This is also true of the probability Total Mass (Probability) = lim 𝑑(𝑥)d𝑥 = 𝑑(𝑥)d𝑥
→
density function to get the sum of the
probability mass. Since the pdf is a continuous function, instead of adding a discrete number of
products of density and length, we find the limiting sum of the product of the density and a small
change in 𝑥. That is, the integral of the pdf function with respect to 𝑥.
Since the pdf is not a probability, the function can be greater than 1, 𝑑(𝑥) ≥ 0
𝑑(𝑥)d𝑥 = 1
but it still must be non-negative and have an integral over all real
values equal to 1.
Probability density functions are often described using hybrid functions (where the pdf is equal to 0
for part of the domain) to ensure the integral is 0 over all the real values.
Example VCAA 2017 Exam 2 Question 3
The continuous random variable 𝑇, has a probability
density function 𝑓.
1
⎧⎯⎯⎯ (𝑡 − 20) 20 ≤ 𝑡 < 45
⎪625
𝑓(𝑡) = 1
⎨⎯⎯⎯ (70 − 𝑡) 45 ≤ 𝑡 ≤ 70
⎪625
⎩ 0, elsewhere
Example VCAA 2010 Exam 1 Question 7a
The continuous random variable 𝑋 has a distribution with probability density function given by
𝑎𝑥(5 − 𝑥) if 0 ≤ 𝑥 ≤ 5
𝑓(𝑥) = , where 𝑎 is a positive constant.
0 if 𝑥 < 0 or if 𝑥 > 5
The value of 𝑎 will need to make the area under 𝑓 between 0 ≤ 𝑥 ≤ 5 equal 1.
5𝑥 𝑥 5(5) (5) 125 125
𝑎𝑥(5 − 𝑥)d𝑥 = 𝑎 (5𝑥 − 𝑥 )d𝑥 = 𝑎 ⎯⎯⎯ − ⎯⎯⎯ = 𝑎 ⎯⎯⎯⎯⎯− ⎯⎯⎯⎯ = 𝑎 ⎯⎯⎯ − ⎯⎯⎯ = 1
2 3 2 3 2 3
375𝑎 − 250𝑎 6
⇒ ⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯= 1 ⇒ 125𝑎 = 6 ⇒ 𝑎 = ⎯⎯⎯
6 125
Calculating Probabilities using Continuous Random Variables
Pr(𝑋 = 𝑎) = 𝑓(𝑥)d𝑥
Probabilities are determined by the area under the curve of the
probability density function, therefore, the probability of getting
exactly a value (e.g. 5 not 5.0001 or 4.9999) is practically = 𝐹(𝑎) − 𝐹(𝑎) = 0
impossible. Therefore, we say it has a probability of 0.
Since the area under a point is 0, it doesn't matter if the probability is between and including or not
including the value. That is, if the probability uses < or ≤ they will have the same probability.
Pr(𝑎 < 𝑋 < 𝑏) = Pr(𝑎 ≤ 𝑋 < 𝑏) = Pr(𝑎 < 𝑋 ≤ 𝑏) = Pr(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝑓(𝑥)d𝑥
Be Careful
Always check the domain to see if working out the probability is even possible.
If your answer is > 1 or < 0, then some values included are outside of the domain.
Probabilities For Hybrid Functions
Pr(𝑥 < 𝑥 < 𝑥 ) = 𝑓(𝑥)d𝑥
To determine the probabilities across the domains that
include different parts of the hybrid, the integral must be
broken up into separate parts. = 𝑓(𝑥)d𝑥 + 𝑓(𝑥)d𝑥
Using a CAS calculator, you can enter a hybrid function and integrate over the whole domain.
Example VCAA 2011 Exam 2 Question 2aii
In a chocolate factory the material for making each ⎧ 0 𝑦<0
chocolate is sent to one of two machines, machine 𝐴 or ⎪ 𝑦
𝑓(𝑦) = ⎯⎯⎯ 0≤𝑦≤4
machine 𝐵. The time, 𝑌 seconds, taken to produce a ⎨ 16
chocolate by machine 𝐵, has the following probability ⎪0.25𝑒 . ( )
𝑦>4
density function. ⎩
𝑦 . ( ) 23 1 .
Pr(3 ≤ 𝑌 ≤ 5) = 𝑓(𝑦)d𝑦 = ⎯⎯⎯d𝑦 + 0.25𝑒 d𝑦 = ⎯⎯⎯− ⎯⎯𝑒 ≈ 0.4155
16 32 2
Calculating Values that Give a Probability
To find a particular value that gives a particular probability, we can solve the equation of the definite
integral and the given probability.
Example VCAA 2006 Exam 1 Question 6b 𝑥
The probability density function of a continuous random variable 𝑋 ⎯⎯⎯ 1 ≤ 𝑥 ≤ 5
𝑓(𝑥) = 12
5 0 otherwise
is given by 𝑓. If Pr(𝑋 ≥ 𝑎) = ⎯⎯, the value of 𝑎 is
8
𝑥 5 1 𝑥 5 1 15
⎯⎯⎯d𝑥 = ⎯⎯ ⇒ ⎯⎯⎯ ⎯⎯⎯ = ⎯⎯ ⇒ ⎯⎯(25 − 𝑎 ) = ⎯⎯⎯ ⇒ 25 − 𝑎 = 15 ⇒ 𝑎 = 10
12 8 12 2 8 2 2
⎯⎯⎯
⇒ 𝑎 = ±√10
⎯⎯⎯ ⎯⎯⎯
Since 1 ≤ 𝑥 ≤ 5, then 𝑎 ≠ −√10. Therefore, 𝑎 = √10.
