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J@ Moth AA HL (S6)
Gagmimeim CONTINUOUS RANOOM VARIABLES a@hiiteaed
ConTINvoUS RANoom VARIABLES Get Beth PGRitt
A cundomn variable X 1s said to be continuous ig its values consists of ont
of more intervals oF the weal number ling |
Example + A wan's height in cm or uRighe in keg 7 Frew bakkery's hge ia
hours , eke,
The Prrbosbiticy Dersity Function Cedg) sf & continuess andom variable
K 6 4 function §, which sobSFies Kine following 2 conditions :
© fF sone et ie, fafal arta under the curve Y= fe) 154,
;
Properties of a Probability Density Function :
6
@® (ocx [S| - k(3- 4): Bk
1
2, ee
e ket ake g
‘o) a 2 3
P9CK422) 2] FOO dk = Sxdx
(xen) I. ee
eal
= iets
\
et(e-i)- 21
= x(2 Ye L
Example 2:
A continuous random variable X has probability density function giver by
a ofxe2.
fade 4 kC4-x) 2ex ey
: ,
° : other wise
«) Find the value of the constant
b) Skech Se fcr)
©) Find the exack value of PCOS £ X< 2.5) Suen
a 4
c j kx dnt [k(t dx = 1
e
2
27% a
ec =] elm | at
[E[+e[~ 3]
= k(2) 4 k(l6-&-8+4 2) =
= 2k + tk (
kes)
4
%
Fu ofxen
Ce ee
fay=4 EC4-x) nex ey
' ,
° other Wise
b)
2
°) ees sxe2s) = | qe dns | 3 Gen) dx
°. I,
=
aa
pl
pes
ie
Ea eee
oe
-
z
i»
ae)
i
Given a continucus fndem variable X with
pdf f, the cumulative distribution, function
(cdg) of XK) earttn as F, eet [cece
Foo) is the ara under the curve OF Y= FY on the lepl bounded by a,
Properties of Cumulative Distribution Functron +
GY) The distribution function is non - decreasing ,
ie. if ASb, then Fla) < Feo).
GD im FO) 20 ond im Fatal. (o£ Foust)
note ‘oe
@Y) Plas Xb) = FeO)-Fe)
@ (Foo) = fo
GD) F isa continuous function,
Find ond sketch the cof for the pdf in Exemple 2.
Salution +
ex Hoye % é
fay= 4 k(4-%) : nex ey
° i other wise _
For of RE2,
Fos = i FQ) dt :f"£ dt = s
o °
For ne eo 4,
FOS = ic =]
Lo le ‘ ° ,x%0
£ ,OLREL
a fs
~ Ste > ReKEK
t , Fre
Example 4:
A cantinuous randem variable X has cumulative distribution function
Saas
° , *69
Foe) =] 2x-K*, Of KS(
{ aaa
Sketch tha graph of Y= Fcx).
Find
<) P(X> 4),
b) the value of 4 such that P(X<5)=%,
<) the probability density function f of KX, and sketch the graph of y= $0.
Solution
9 @) P(x> 4) = 1- (xe 4)
32FO9) (-2.(4)- CaF
a7
\ Lore
b) P(xe3)+4 > Fae $
Bak FLO) = 0 ond FC) =I
then Flo) < FCS) < FO)
so 06451
1 Raye aqe ge £
=> ¢-2qthzo b) (cont'd) =
edt
aq Ud ate
eal
) a2 2 (Fen) ‘
ae Ixy
2
Oo, KS8 ge FY
= 2-2K , Of KL
GR PRAM ORIOWS) = x06 ° A
)
Bo cc 543 aps)
le) Pee |e =
co) j mA nel 3) a lz +| 3 |,
Rect, Ree Te cin
Bsc S| Se caer
Var(x) = E(x) - (E))*
BI
0 4g Move, MedlAn and GunaTiLes ifh/llitin Coit) ote ish camr
Mode
The wok of K is the wake Of K thak manimrises the prabability density function
Gee,
The continues random yorfable K has probability density function F given by
3
a (AtRK 4-x) ROS ei
Fe
i) 1 Otherwise .
Skeeth gz fr) and delerming the mode.
Solution +
By Gc, max value is 0.338,
occurs ak x= 1
or, by differentiation,
fOo= By(8t2%-x<)
Fo +0 =? R-2K=0
a K2(
FO) = es Graco
2 Le is a maxim
Since max valug ocurs ok R= 1, so Mode is 1, ’
Median and GQuackles
The madian ™ °F Kis such that The median splits 2 ewea under the graph of y= fOe) into % halves,
the loaner quartile is such that F(§,) =H)
the upper quawtile such Gat Cag) = A
Example Ts
The continuous Mander vanwble K has probability density furtton f given by
* ,Osugr
3
| oe ea),
3
O , ofheretse ,
Find the median of K.
Solution -
2
x
rot »Oo£RxE2, Fm) = &
FOX) = ax- = 2 eRS3, = Zeb ants west
ic 1 otherwise ne B
A coatinuass tandem variable X har cumulative distribution function give by
° , x20,
e
r » 9SKE3,
Fa) =
a
~Etan-3 > eee,
l » wr Find the 4) nedian ,
b) mode of X. Solution «
CO aceye £
4 enedian
b)
1 Fram the diagrum, mode <3, os
The continuaus random yariable X hes probability density function £ giver by
£09 = { k(a-%) for og ner,
° other wise.
ihe k is a constant. Find the
a) value “5 eee
b) cumulative diskribution pune bien of X .
Tha continuous random Variable Y is given by ieee
Show Hhak PCY ¢y) = yb, where Of 9 SI.
Deduce Ure probability density function of Y and hence, of othurwise , show
that ECY) = 3
Solution =
2
cl f k(a-x) de =f 2 k( 4-2) «1
yt ee
a kl S] el 2 foe £la-y) 2 \- 4x for OK 2
other wise
Fe 42 2 ie
‘or Of , Foo = f Ho & = | (58) 4
Les le
*
[8]
°
xt
See:
° x 2-2y)
= (- F( 2-4)
= te (2-24) + 402-29)"
SAH RE Dy AH BG eye
oO tp
Since Of K42, Of 9 EI
ber Gy) = gt oeyst
Then the pdg is _ § ty Sf9et
sob eee
° ‘
ey) | sacs) 39 = f 2y' dy
eo °
2 t
: 3 i
‘bel:
