LECTURE NOTES

Dr. Josua Mwanyekange

Namibia University of Science and Technology

[email protected]

STATISTICS 124 (SSS621S)

October 11, 2022

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 1 / 18

Continuous Random Variables
Definition
A random variable is continuous if its probabilities are given
by areas under a curve. The curve is called a probability
density function for the random variable. The probability
density function is sometimes called the probability
distribution.

Computing Probabilities with the Probability

Density Function
Let X be a continuous random variable with probability
density function f (x). Let a and b be any two numbers, with
a < b. Then
Z b
P(a ≤ X ≤ b) = P(a < X < b) = f (x)dx
a
Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 2 / 18
If f (x) is the probability density function of a random variable
X, then the area under the entire curve from −∞ to ∞ is the
probability that the value of X is between −∞ to ∞. This
probability must be equal to 1, because the value of X is
alwaysbetween −∞ to ∞. Therefore the area under the
entire curve f (x) is equal to 1.

Let X be a continuous random variable with probability

density function f (x). Then
Z ∞
f (x)dx = 1
−∞

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 3 / 18

Example 1
A hole is drilled in a sheet-metal component, and then a shaft
is inserted through the hole. The shaft clearance is equal to
the difference between the radius of the hole and the radius
of the shaft. Let the random variable X denote the clearance,
in millimeters.The probability density function of X is
(
1.25(1 − x 4 ), 0 < x < 1
f (x) =
0 otherwise

Components with clearances larger than 0.8 mm must be

scrapped. What proportion of components are scrapped?

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 4 / 18

Solution
The proportion of components are scrapped is
Z ∞
P(X > 0.8) = f (x)dx
0.8
Z 1
= 1.25(1 − x 4 )dx
0.8
x5 1
 
=1.25 x −
5 0.8
=0.0819

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 5 / 18

Example 2
The level of impurity (in percent) in the product of a certain
chemical process is a random variable with probability
density function

3

 x 2 (4 − x), 0 < x < 4

 64
f (x) =


0 otherwise


a) What is the probability that the impurity level is greater

than 3%?
b) What is the probability that the impurity level is between
2% and 3%?

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 6 / 18

The Cummulative Distribution Function of
Continuous Random Variable
Let X be a continuous random variable with pobability
density function f (x). The Cummulative distribution function
of X is the function
Z x
F (x) = P(X ≤ x) = f (t)dt
−∞

Example 3
Refer to Example 1. Find the cumulative distribution function
F (x)

Solution
The probability density function of X i given by f (t) = 0 if
t ≤ 0, f (t) = 1.25(1 − t 4 ) if 0 < t < 1 and f (t) = 0 if t ≥ 1.
Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 7 / 18
Since f (t) is defined separately on three different intervals,
the computation of the cummulative distribution function
involves three cases:
If x ≤ 0
Z x
F (x) = f (t)dt
−∞
Z x
= 0dt
−∞
=0

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 8 / 18

If 0 < x < 1
Z x
F (x) = f (t)dt
−∞
Z 0 Z x
= f (t)dt + f (t)dt
Z−∞
x Z x 0

= 0dt + 1.25(1 − t 4 )dt

−∞ 0
0
t5

=0 + 1.25 t −
5 x
5
 
x
=1.25 x −
5

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 9 / 18

If x > 1
Z x
F (x) = f (t)dt
−∞
Z 0 Z 1 Z x
= f (t)dt + f (t)dt + f (t)dt
−∞ 0 1
Z x Z 1 Z x
4
= 0dt + 1.25(1 − t )dt + 0dt
−∞ 0 1
0
t5

=0 + 1.25 t − +0
5 1
=0 + 1 + 0
=1

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 10 / 18

Therefore, cummulative distribution function is




 0 x ≤0
x5
  
F (x) = 1.25 x − 0<x <1

 5

1 x ≥1

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 11 / 18

Mean and Variance for Continuous
Random Variables

Definition
Let X be a continuous random variable with probability
density function f (x). Then the mean of X is given by
Z ∞
µX = xf (x)dx
−∞

The mean of X is sometimes called the expectation or

expected value of X and may be denoted by E(X ) or by µ.

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 12 / 18

Definition
Let X be a continuous random variable with probability
density function f (x). Then
• The variance of X is given by
Z ∞
2
σX = (x − µx )2 f (x)dx
−∞

• An alternative formula for the variance is given by

Z ∞
2
σX = x 2 f (x)dx − µ2X
−∞

• The variance of X may also be denoted by V (X ) or by σ 2 .

• The standard deviation is the square root of the
q
variance: σX = σX2 .

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 13 / 18

Example 4
Let the random variable X denote the clearance, in
millimeters.The probability density function of X is
(
1.25(1 − x 4 ), 0 < x < 1
f (x) =
0 otherwise

Find the mean clearance and variance of the clearance.

Solution
The mean clearance is given by
Z ∞
µX = xf (x)dx
−∞
Z1
x 1.25(1 − x 4 ) dx
 
=
0

Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 14 / 18

Solution cont.......

x6
 
2 1
=1.25 x − 0
6
=0.4167

Solution cont.......
We can now compute variance σX2
Z ∞
2
σX = x 2 f (x)dx − µ2X
−∞
Z1
x 2 1.25(1 − x 4 ) dx − (0.4167)2
 
=
0
 3
x7 1

x
=1.25 − − (0.4167)2
3 7 0
=0.0645
Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 15 / 18
Exercise
The thickness of a washer (in mm) is a random variable with
probability density function

3
x(6 − x) 2 < x < 4
f (x) = 52
0 otherwise

a) What is the probability that the thickness is less than

2.5m?
b) What is the probability that the thickness is between
2.5m and 3.5m?
c) Find the mean thickness.
d) Find the standard deviation σ of the thicknesses.
e) Find the cumulative distribution function of the
thickness.
Josua Mwanyekange (NUST) STATISTICS 124 October 11, 2022 16 / 18
Special Probability Distributions

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The End