Presenter: Ms.
Sidra Raees
LECTURE 08
Department of Mathematics, NED University of
Engineering & Technology, Karachi
1
The function 𝑓 𝑥 is a probability density function (pdf) for the
continuous random variable X, defined over the set of real numbers, if
𝑓 𝑥 ≥ 0, −∞ < 𝑥 < ∞
∞
−∞ 𝑓 𝑥 =1
𝑏
𝑃 𝑎 < 𝑋 < 𝑏 = )𝑥(𝑓 𝑎
𝑃 𝑎<𝑋<𝑏 =𝑃 𝑎≤𝑋<𝑏 =𝑃 𝑎<𝑋≤𝑏 =𝑃 𝑎≤𝑋≤𝑏
NOTE:
The probability distribution of a continuous random variable X is also
called probability density function (pdf) or simple density function of the
random variable X.
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
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Example
Suppose that the error in the reaction temperature, in ℃,
for a controlled laboratory experiment is a continuous
random variable X having the probability density
function.
𝑥2
𝑓 𝑥 = 3 , −1 < 𝑥 < 2
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(a) Verify that 𝑓(𝑥) is a density function.
(b) Find 𝑃(0 < 𝑋 ≤ 1)
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
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Solution:
(a) We have
∞
−∞ 𝑓 𝑥 =1
2 2
𝑥
න 𝑑𝑥 = 1
−1 3
3
𝑥 2
ቤ =1
9 −1
8 1
+ =1
9 9
1=1
1 𝑥2 𝑥3 1 1
(b) 𝑃 0 < 𝑋 ≤ 1 = 0 3 𝑑𝑥 = ฬ =
9 0 9
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
4
Example
The probability density function (pdf) of a random
variable X is given by
𝐶
𝑓𝑜𝑟 0 < 𝑥 < 4
𝑓 𝑥 = 𝑥
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find
(a) The value of C.
1
(b) 𝑃 𝑋<
4
(c) 𝑃(𝑋 > 1)
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
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Solution:
∞
(a) −∞ 𝑓 𝑥 =1
4
𝐶
න 𝑑𝑥 = 1
0 𝑥
1 4
2𝐶𝑥 2 = 1
0
4𝐶 = 1
1
𝐶=
4
1 1
1 1 1 1 1
(b) 𝑃 𝑋 < = 0 4 𝑑𝑥 = 𝑥 2 04 =
4 4 𝑥 2 4
4 1 1 1 4 1
(c) 𝑃 𝑋 > 1 = 1 4 𝑥 𝑑𝑥 = 𝑥2 1 =
2 2
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
6
The cumulative distribution function 𝐹(𝑥) of a
continuous random variable X with density function 𝑓 𝑥
is
𝑥
𝐹 𝑥 =𝑃 𝑋≤𝑥 = −∞ 𝑓
𝑡 𝑑𝑡, 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞
𝑃 𝑎 < 𝑋 < 𝑏 = 𝐹 𝑏 − 𝐹(𝑎)
𝑑
𝑓 𝑥 = 𝐹(𝑥)
𝑑𝑥
Note:
Integrate pdf to find cdf and differentiate cdf to find pdf.
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
7
Example
For the density function of example on slide no. 04 , find
𝐹 𝑥 , and use it to evaluate 𝑃 0 < 𝑋 ≤ 1 .
Solution:
𝑥 𝑥
𝑡2 𝑡3 𝑥 𝑥3 + 1
𝐹 𝑥 = න 𝑓 𝑡 𝑑𝑡 = න 𝑑𝑡 = =
−∞ −1 3 3 −1 9
Now
𝑃 0 < 𝑋 ≤ 1 = 𝐹 1 − 𝐹(0)
2 1
= −
9 9
1
=
9
Which agrees the result obtained by using the density
function.
Probability & Statistics (MT-331), Sidra Raees
Copyrights Protected-Department of Mathematics, NED University of Engineering & Technology, Karachi
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