CHAPTER 4: CONTINUOUS RANDOM VARIABLE AND 3.

Suppose the cumulative distribution function of

PROBABILITY DISTRIBUTIONS the random variable 𝑋 is
Probability Distributions and Probability Density 0 𝑥<0
Functions 𝐹(𝑥) = {0.2𝑥 0≤𝑥<5
Continuous Random Variables are variables that can 1 5≤𝑥
Determine the following:
take on any value within a certain range, typically
a. 𝑃(𝑋 < 2.8)
represented by an interval. Continuous random
b. 𝑃(𝑋 > 1.5)
variables can take on an infinite number of possible
c. 𝑃(𝑋 < −2)
values within their specified range. Examples include
d. 𝑃(𝑋 > 6)
measurements like height, weight, and time. 4. Determine the cumulative distribution function for
3𝑥
𝑓(𝑥) = 𝑓𝑜𝑟 3 < 𝑥 < 5
For a continuous random variable 𝑋, a probability 4
density function is a function such that 5. Determine the cumulative distribution function for
(𝟏) 𝒇(𝒙𝟏 ) ≥ 𝟎 the distribution in Exercise #1.
∞
(𝟐) ∫ 𝒇(𝒙)𝒅𝒙 = 𝟏 MEAN AND VARIANCE OF A CONTINUOUS
−∞
𝒃 RANDOM VARIABLE
(𝟑) 𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = ∫𝒂 𝒇(𝒙)𝒅𝒙 = area under
Suppose 𝑋 is a continuous random variable with
𝒇(𝒙) from 𝒂 and 𝒃 for any 𝒂 and 𝒃. probability density function 𝑓(𝑥). The mean or
expected value of 𝑋, denoted as 𝜇 or 𝐸(𝑋), is
Example: ∞
1. Suppose that 𝑓(𝑥) = 𝑒 −𝑥 for 0 < 𝑥. Determine 𝝁 = 𝑬(𝑿) = ∫ 𝒙𝒇(𝒙)𝒅𝒙
−∞
the following probabilities: The variance of 𝑋, denoted as 𝜎 2 or 𝑉(𝑋), is
a. 𝑃(1 < 𝑋) ∞
b. 𝑃(1 < 𝑋 < 2.5) 𝝈𝟐 = 𝑽(𝑿) = ∫ (𝑿 − 𝝁)𝟐 𝒇(𝒙)𝒅𝒙 =
−∞
c. 𝑃(𝑋 = 3) ∞
d. 𝑃(𝑋 < 4) ∫ 𝒙𝟐 𝒇(𝒙)𝒅𝒙 − 𝝁𝟐
e. 𝑃(3 ≤ 𝑋) −∞

f. Determine 𝑥 such that 𝑃(𝑥 < 𝑋) = 0.10 The standard deviation of 𝑋 is a 𝝈 = √𝝈𝟐
g. Determine 𝑥 such that 𝑃(𝑋 ≤ 𝑥) = 0.10 6. Suppose 𝑓(𝑥) = 0.25 for 0 < 𝑥 < 4. Determine
2. The probability density function of the time to the mean and variance of 𝑋.
failure of an electronic component in a copier (in 7. The thickness of a conductive coating in
𝑒 −𝑥/1000 micrometers has a density function of 600𝑥 −2 for
hours) is 𝑓(𝑥) = for 𝑥 > 0. Determine the
1000 100𝜇𝑚 < 𝑥 < 120𝜇𝑚.
probability that a. Determine the mean and variance of the
a. A component lasts more than 3000 hours coating thickness.
before failure b. If the coating costs $0.50 per micrometer of
b. A component fails in the interval from 1000 to thickness on each part, what is the average
2000 hours. cost of the coating per part?
c. A component fails before 1000 hours.
d. Determine the number of hours at which 10% SEATWORK:
of all components have failed. 1. Suppose that 𝑓(𝑥) = 𝑥/8 for 5 < 𝑥 < 7.
CUMULATIVE DISTRIBUTION FUNCTIONS Determine the following probabilities:
The cumulative distribution function of a a. 𝑃(𝑋 < 6) d. 𝑃(𝑋 < 6.5)
continuous random variable 𝑋, denoted as 𝐹(𝑥), is b. 𝑃(𝑋 > 5.5) e. 𝑃(𝑋 < 5.5 𝑜𝑟 𝑋 > 6.5)
𝑥
𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑢)𝑑𝑢 c. 𝑃(6 < 𝑋 < 7)
−∞ 2. Determine the cumulative distribution
for function, mean and variance for Exercise #1.
−∞ < 𝑥 < ∞
CONTINUOUS UNIFORM DISTRIBUTION
A continuous random variable 𝑋 with probability
density function
𝟏
𝒇(𝒙) = 𝒂≤𝒙≤𝒃
𝒃−𝒂
is a continuous uniform random variable.
If 𝑋 is a continuous uniform random variable over
𝑎≤𝑥≤𝑏
𝒂+𝒃
𝝁 = 𝑬(𝑿) =
𝟐
(𝒃 − 𝒂)𝟐 Probabilities associated with a normal distribution
𝝈𝟐 = 𝑽(𝒙) =
𝟏𝟐
8. Suppose 𝑋 has a continuous uniform distribution
A normal random variable with
over the interval [1.5, 5.5]
a. Determine the mean, variance, and standard 𝝁 = 𝟎 𝒂𝒏𝒅 𝝈𝟐 = 𝟏
Is called a standard normal random variable and is
deviation of 𝑋.
denoted as 𝑍.
b. What is 𝑃(𝑋 < 2.5)
The cumulative distribution function of a
9. The net weight in pounds of a packaged chemical
standard normal distribution variable is denoted as
herbicide is uniform for 49.75 < 𝑥 < 50.25
𝚽(𝒛) = 𝑷(𝒁 ≤ 𝒛)
pounds.
If 𝑋 is a normal random variable with 𝐸(𝑋) = 𝜇 and
a. Determine the mean and variance of the
𝑉(𝑋) = 𝜎 2 , the random variable
weight of packages.
𝑿−𝝁
b. Determine the cumulative distribution 𝒁=
𝝈
function of the weight packages. Is a normal random variable with 𝐸(𝑍) = 0 and
c. Determine 𝑃(𝑋 < 50.1) 𝑉(𝑍) = 1. That is, 𝑍 is a standard random variable.
10. Suppose the time it takes a data collection
operator to fill out an electronic form for a 11. Use Appendix Table II to determine the following
database is uniformly between 1.5 and 2.2 probabilities for the standard normal random
minutes. variable 𝑍:
a. What is the mean and variance of the time it a. 𝑃(𝑍 < 1.32) f. 𝑃(𝑍 < 𝑧) = 0.90
takes an operator to fill out the form? b. 𝑃(𝑍 < 3.0) g. 𝑃(𝑍 > 𝑧) = 0.10
b. What is the probability that it will take less c. (𝑍 > 1.45) h. 𝑃(𝑍 > 𝑧) = 0.1
than two minutes to fill out the form? d. 𝑃(𝑍 > −2.15) i. 𝑃(−1.24 < 𝑍 < 𝑧) = 0.8
c. Determine the cumulative distribution e. 𝑃(−2.34 < 𝑍 < 1.76)
function of the time it takes to fill out the 12. Assume 𝑋 is normally distributed with a mean of
form? 10 and the standard deviation of 2. Determine the
NORMAL DISTRIBUTION following:
A random variable 𝑋 with probability density function a. 𝑃(𝑋 < 13) c. 𝑃(6 < 𝑋 < 14)
𝟏 −(𝒙−𝝁)𝟐
𝒇(𝒙) = 𝒆 𝟐𝝈𝟐 −∞<𝒙<∞ b. 𝑃(𝑋 > 9) d. 𝑃(−2 < 𝑋 < 8)
√𝟐𝝅𝝈 13. Assume 𝑋 is normally distributed with a mean of
Is a normal random variable with parameters 𝜇, where 10 and a standard deviation of 2. Determine the
−∞ < 𝜇 < ∞, and 𝜎 > 0 value for 𝑥 that solves each of the following:
Also a. 𝑃(𝑋 > 𝑥) = 0.5
𝑬(𝑿) = 𝝁 𝑎𝑛𝑑 𝑽(𝑿) = 𝝈𝟐 b. 𝑃(𝑋 > 𝑥) = 0.95
c. 𝑃(𝑥 < 𝑋 < 10) = 0.2
and the notation 𝑁(𝜇, 𝜎 2 ) is used to denote the d. 𝑃(−𝑥 < 𝑋 − 10 < 𝑥 = 0.95
distribution. The mean and variance of 𝑋 are shown to e. 𝑃(−𝑥 < 𝑋 − 10 < 𝑥) = 0.99
equal 𝜇 and 𝜎 2 , respectively.