A2-Level Maths:
Statistics 2
for Edexcel
S2.2 Continuous
random variables
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Relative frequency histograms
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance
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Relative frequency histograms
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
frequency density =
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:
frequency density
relative frequency density =
total frequency
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Relative frequency histograms
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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Relative frequency histograms
The distribution of the ages can be modelled by a curve.
This curve is called a probability density function.
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Probability density functions
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance
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Probability density functions
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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Probability density functions
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. b
f ( x)dx 1
a
i.e. the total area under a p.d.f. is 1.
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Probability density functions
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:
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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Probability density functions
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:
x2
3. P ( x1 X x2 ) f ( x)dx
x1
i.e. probabilities correspond to
areas under the curve.
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Probability density functions
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.
f ( x) 32
24 x 3 x 2 36 2 x 6
0 otherwise
1
3 x 1
2. f ( x) x
0 x 1
x 2 4 x 3 0 x 4
3. f ( x)
0 otherwise
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Probability density functions
1
1. f ( x) 32
24 x 3 x 2 36 2 x 6
0 otherwise
The function is non-negative
everywhere.
If f represents a p.d.f., then f ( x)dx 1
all x
16 2 1 2 3 6
f ( x ) dx (24 x 3 x 36) dx 12 x x 36 x 2
all x 32 2 32
1 (432 216 216) (48 8 72) 1
32
So f(x) could represent a probability density function.
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Probability density functions
1
x 1
2. f ( x) x3
0 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
3 1 2 1 1
But: 3 dx x dx x 0
1 x 1 2 1 2 2
So f(x) could not represent a probability density function.
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Probability density functions
x 2 4 x 3 0 x 4
3. 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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Probability density functions
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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
k (5 x) 0 x 5
a) 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
5 1
0 k (5 x)dx k 5 x x 2 k (25 12.5) 0 12.5k
2 0
2
Therefore, 12.5k = 1 k
25
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Question 1
c) P(1 ≤ X ≤ 3)
2 3
3 2 2 x
1 25
(5 x)dx 5 x
25
2
1
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
k ( x 1) 1 x 3
f ( x) k (5 x)( x 2) 3 x 5
0 otherwise
a) Sketch the probability density function.
b) Find the value of the constant k.
c) Find P(X > 2).
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Examination-style question 1
a) k ( x 1) 1 x 3
f ( x) k (5 x)( x 2) 3 x 5
0 otherwise
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Examination-style question 1
b) To find k, we can use the property that f ( x)dx 1
all x
Note that (5 – x)(x – 2) = 7x – 10 – x 2
3
3 5
So, 1 k ( x 1)dx k 7 x 10 x 2 dx 1
3 5
1 2 7 2 1 3
k x x k x 10 x x 1
2 1 2 3 3
1 1 1 1
k 1 k 4 7 1
2 2 6 2
1 3
Therefore 5 k 1 i.e. k
3 16
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Examination-style question 1
5
c) P(X > 2) = f ( x)dx
2
33 5 3
( x 1)dx 7 x 10 x 2 dx
2 16 3 16
3 5
3 1 2 3 7 2 1 3
x x x 10 x x
16 2 2 16 2 3 3
3 1 3 1 1
1 0 4 7
16 2 16 6 2
29
32 An alternative method would be
to utilise P(X > 2) = 1 – P(X ≤ 2)
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Examination-style question 2
Examination-style question 2: The life, T hours, of an
electrical component is modelled by the probability density
function
ke 0.001t t 1000
f (t )
0 otherwise
a) Sketch the probability density function.
b) Find the value of the constant k.
c) Find P(1500 ≤ T ≤ 2000).
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Examination-style question 2
Solution:
a)
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Examination-style question 2
ke 0.001t t 1000
f (t )
0 otherwise
b) To find k, we use the fact that
f (t )dt 1
all t
So: ke 0.001t dt 1
1000
0.001t
k 1000e 1
1000
k 0 ( 1000e 1 ) 1
1 e
Therefore k 0.00272
1000e 1 1000
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Examination-style question 2
ke 0.001t t 1000
f (t )
0 otherwise
2000 2000
c) P(1500 ≤ T ≤ 2000) = f (t )dt k e 0.001t dt
1500 1500
0.001t 2000
k 1000e
1500
e
1000
1000e 2 1000e 1.5
= 0.239 (3 s.f.)
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Mode
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
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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Cumulative distribution functions
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance
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Cumulative distribution functions
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..
Example: A random variable X has p.d.f. f(x), where
1 3
x 1
f ( x) 6 0 x 2
0 otherwise
Find the c.d.f. and find P(X < 1).
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Cumulative distribution functions
Solution: The c.d.f., F(x) is given by:
1 3 1
F( x) f ( x)dx x dx
6 6
1 1
x4 x c
24 6
To find the constant c we can use the fact that P(X ≤ 0) = 0
(because the random
variable X is only non-
zero between 0 and 2)
Therefore F(0) = 0, i.e. c = 0.
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Cumulative distribution functions
0 x 0
1 4 1
So the c.d.f. is F( x) 24 x 6 x 0 x 2
1 x 2
1 1 5
P(X < 1) = F(1) =
24 6 24
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Median and quartiles
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
Expectation
Variance
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Median and quartiles
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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Median and quartiles
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Median and quartiles
Example: A random variable X is defined by the cumulative
distribution function:
0 x2
1 2
F( x) 24 x x 6
2 x 5
1 x 5
a) Calculate and sketch the probability density function.
b) Find the median value.
c) Work out P(3 ≤ X ≤ 4).
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Median and quartiles
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
1 x 1
12 2 x 5
f ( x) 24
0 otherwise
Sketch of f(x):
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Median and quartiles
b) The median, m, satisfies F(m) = 0.5.
Therefore 1
24
m2 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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Median and quartiles
c) P(3 ≤ X ≤ 4) = F(4) – F(3)
1 42 4 6 1 3 2 3 6
24 24
7 1
12 4
1
3
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Median and quartiles
Example: A random variable X has p.d.f. f(x), where
3 x 2 3 x 3 1 x 2
4 2 4
f ( x) 3 3 x 2 x 4
2 8
0 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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Median and quartiles
a) For f ( x) 34 x 2 3
2 x 34 , F( x) 41 x 3 3
4 x 2 34 x c
We know that P(X ≤ 1) = 0, i.e., that F(1) = 0.
1 3 34 c 0 c 1
So, 4 4 4
Therefore F( x) 41 x 3 3 x 2 34 x 1
4 4
For f ( x) 32 3
8
x, F( x) 32 x 3
16
x2 c
We know that P(X ≤ 4) = 1, i.e. that F(4) = 1.
So 32 4 3 42 c 1 c 2
16
Therefore F( x) 32 x 3
16
x2 2
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Median and quartiles
So 0 x 1
1 x3 3 x 2 3 x 1 1 x 2
F( x) 4 3 4 3 2 4 4
2 x 16 x 2 2 x 4
1 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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Median and quartiles
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
24 576 4 3 40
Using the quadratic formula, m
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
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
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 μ.
[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
3 x 1
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
all x 1
x 1
x
1
2 x
2
dx 2 x (0) ( 2) 2
1
1
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Expectation
1 1 1 2
X x
E f ( x) dx . 3 dx
all x 1
x x
2x 4 dx
1
2 3
x
3 1
2
(0)
3
2
3
1 2
So, E[ X ]
3
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Variance
Relative frequency histograms
Probability density functions
Contents
Mode
Cumulative distribution functions
Median and quartiles
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 ]
2
or Var[ X ] x 2f ( x)dx μ 2
a
The standard deviation of X is the square root of the variance.
The standard deviation is sometimes denoted by the symbol σ.
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Variance
Example: A continuous random variable Y has a
probability density function f(y) where
3
32 y (4 y ) 0 y 4
f ( y )
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 4
3
E[Y ] y f ( y )dy y .
2 2 2
y ( 4 y )dy
0 0
32
4
3
(4 y 3 y 4 )dy
32 0
4
3 4 1 5
y y
32 5 0
3 4 1 5
(4 4 ) 0
32 5
4
4
5
4 4
Therefore Var[Y] = 4 22
5 5
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Variance
Example: A continuous random variable x has a
probability density function f(x) where
41 0 x 2
3 x
f ( x) 8 16 2 x 6
0 otherwise
Calculate
a) the mean value, μ.
b) the standard deviation, σ.
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Variance
41 0 x 2
f ( x) 38 16
x 2 x 6
0 otherwise
2 6 2 6
1 3 x x 3 x x2
a) E[ X ] x. dx x. dx dx dx
0
4 2 8 16 0
4 2
8 16
2 6
x 3x
2
x 2 3
8
0 16 48 2
4 1 7
0 2
8 4 12
1
2
6
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Variance
41 0 x 2
f ( x) 38 16
x 2 x 6
0 otherwise
2 6 2 2 6
1 3 x x 3 x 2
x 3
b) E[ X ] x . dx x . dx dx
2 2 2
dx
0
4 2 8 16 0
4 2
8 16
2 6
x x
3
x 3 4
12
0 8 64 2
2 3 3
0 6 2
3 4 4 2 1 35
So, Var[ X ] 6 2 1
2 3 6 36
6
3 71
Therefore σ = 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)
0 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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Examination-style question
a)
kx 3 (30 x) 0 x 30
f ( x)
0 otherwise
30
(30 x)dx 1
3
To find k we use kx
0
30
k (30 x 3 x 4 )dx 1
0
30
30 4 1 5
k x x 1
4 5 0
1
k 1215000 0 1 k
1215000
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Examination-style question
b) kx 3 (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) =
0
kx 3 (30 x)dx
20.586
1 30 4 1 5
x x
1215000 4 5 0
1
607525 0
1215000
0.500
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Examination-style question
c) kx 3 (30 x) 0 x 30
f ( x)
0 otherwise
30 30
E[ X ] x.kx 3 (30 x)dx k (30 x 4 x 5 )dx
0 0
30
1 5 1 6
6x x
1215000 6 0
1
24300000 0
1215000
20
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Examination-style question
c) kx 3 (30 x) 0 x 30
f ( x)
0 otherwise
30 30
E[ X 2 ] x 2 .kx 3 (30 x)dx k (30 x 5 x 6 )dx
0 0
30
1 6 1 7
5x x
1215000 7 0
428.5714
2
Therefore, Var[ X ] 428.5714 20 28.57 (to 4 s.f.) .
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