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CONTINUOUS
RANDOM VARIABLE
IB-2 Math SL
ILS Let X be a variable which takes on values in the interval
[0.4]
Suppose also that the probability for the value of X is not
“uniformly” distributed throughout this interval but it is more
likely that X obtains values near 4.
In such a case we have a continuous function which describes the
behavior of the probability. Assume that this function is
-* 0
R)=g. osxs4
That is, the probability increases as we move towards 4. The function is not accidental! Notice that
() x20
(il) the area of the triangle under the graph is 1
The probability that X is between O and 2 is given by the
corresponding area under the curve, that is 0.25 (25% of the total
area). We write
P(OSXs2) = 0.25
Similarly
P(2sXs4) = 0.75
Then we say that X is a continuous random variable. The function
f(x) is called probability density function (pdf). For a continuous random variable we measure only the probability
of an interval, not of a fixed value; we agree that the probability
that X takes on a particular value a is 0, that is
P(X=a) = 0
In general, for a continuous random variable X with
probability density function (or pdf) x)
it holds
@ Kx20, ie. the function is non-negative
(i) feedx-2, ie the total area under the eurve is 2
while the probability that x takes values between a and b is
Plasxeb) = [f(xdx
Notice that
Plasxsb) and P(a *¢ MODE
It is the value of x where f(x) has its maximum.
For our example,
MODE = 4
@ MEDIAN
It is the value of m where P(Xsm)=0.5
In practice, we find m by solving
Jed =0.5
For our example,
[xde= 0.5 |X| =05 e205 om*=8 om=i8
te 26, 16 @ QUARTILES
The lower quartile Q1 and the upper quartile Qs are defined by
P(X£ Q1)=0.25 P(XS Qs)=0.75
Namely,
ftedx =0.25 and fread =0.75
For our example, Qi = 2 and Qs= 2V3 (why?) EXAMPLE 1
Let X be a continuous random variable in [0,4] with pdf
© Let us confirm that f(x) is a pdf:
* oe ‘ x — 424
Jfoddx = fader |2-pae Fane SHS
[in fact, it would be easier to find the area from the graph]. © The expected value is
w=E(X) = fxftelde = [der fox ae 2.22
[in fact, it is obvious by the symmetry of the graph that p=2] For the variance, we find first
2) = 2 = [x 2_X = = a4 _14
E(x?) qx fixdx [a aer[e Bek on BARE
= 14 _42_2
Then Var(X) = 7 2 =5
2
Since [Fax = 0.5, the median is 2.
° Fi(x), asx 0.5, the median is between a and b, we solve JfiQdx-0.5
IF A < 0.5, the median is between b and c, we solve Ji@dx-0s
vedian
