Continuous Probability Distributions

Introduction
Random variables may be classified in two distinct categories called discrete random variables and continuous
random variables. Discrete random variables can take values which are discrete and which can be written in the
form of a list. In contrast, continuous random variables can take values within a continuous range or an interval,
like the temperature in Central Park, or the height of an athlete in centimeters.
The most commonly met continuous random variables in engineering are the Uniform, Exponential and Normal
distributions.

Probability Density Function (PDF)

Although the probability distribution of the continuous random variable 𝑿 cannot be presented in tabular form,
it can be represented by a formula. This formula will be a function of the numerical values of the continuous
variable 𝑿 and will be denoted by 𝒇(𝒙), which is usually called the probability density function of random
variable X (pdf).

Definition: The probability distribution or the probability density function (pdf) of a continuous random
variable 𝑿 is a function 𝒇(𝒙) defined on some interval 𝒂 ≤ 𝑿 ≤ 𝒃 such that:

𝒃
𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = ∫𝒂 𝒇(𝒙) 𝒅𝒙
The probability density function is constructed so that the area under its curve bounded by the x- axis is equal to
1 when computed over the entire range of X when 𝒇(𝒙) is defined.

𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = ∫ 𝒇(𝒙) 𝒅𝒙
𝒂

Finding the normalization constant:

Not every real-valued function can represent a pdf density, it must satisfy the following two conditions:
1- 𝒇(𝒙) ≥ 𝟎 𝒇𝒐𝒓 𝒂𝒍𝒍 𝒙 ∈ ℝ
∞
2- ∫−∞ 𝒇(𝒙)𝒅𝒙 = 𝟏 𝒂𝒓𝒆𝒂 𝒖𝒏𝒅𝒆𝒓 𝒕𝒉𝒆 𝒆𝒏𝒕𝒊𝒓𝒆 𝒈𝒓𝒂𝒑𝒉 𝒐𝒇 𝒇(𝒙).

Definition: Given an arbitrary positive function, 𝒇(𝒙) ≥ 𝟎, defined on some interval 𝒂 ≤ 𝑿 ≤ 𝒃 then the
𝒃
process of choosing a suitable constant 𝒌 to make ∫𝒂 𝒌. 𝒇(𝒙) 𝒅𝒙 = 𝟏 is called normalizing the function 𝒇(𝒙).
In other words, if we are asked to normalize the function 𝒌. 𝒇(𝒙), on an interval [𝑎, 𝑏], first we must be sure that
𝒃
𝑓(𝑥) is positive on it and second to find the value of the constant , 𝒌 such that ∫𝒂 𝒌. 𝒇(𝒙) 𝒅𝒙 = 𝟏 .
1
Mean (or Expected Value) of a Random Variable
The Expected Value of a random variable 𝑿, denoted by 𝑬[𝑿] or 𝝁, is the average value of the random variable
𝑿 . The mean or expected value of random variable 𝑿 that has a probability distribution 𝒇(𝒙) is given by:
∞

𝝁 = 𝑬(𝒙) = ∫ 𝒙. 𝒇(𝒙) 𝒅𝒙
−∞

Variance of a Random Variable

The variance of rv 𝑿 that has pdf 𝒇(𝒙) and 𝒎𝒆𝒂𝒏 𝝁 is denoted by 𝑽𝒂𝒓(𝑿) or 𝝈𝟐 , where,
∞
𝑽𝒂𝒓(𝑿) = 𝝈𝟐 = 𝑬(𝑿𝟐 ) − 𝝁𝟐 = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 − 𝝁𝟐

Standard Deviation
The standard deviation 𝑺𝑫 of rv 𝑿 is the positive square root of the variance, 𝝈𝟐

𝑺𝑫 = √𝑽𝒂𝒓(𝑿) = √𝝈𝟐
Cumulative Distribution Function 𝑭(𝒙)
The cumulative function 𝑭(𝒙) for a continuous random variable X with probability density function 𝒇(𝒙) is
𝒙
given by: 𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖 −∞≤𝒙≤∞

Using 𝑭(𝒙) to Compute Probabilities

Let X be a CRV with pdf, 𝒇(𝒙) and CDF, 𝑭(𝒙). Then for any number a, 𝑷(𝑿 > 𝑎) = 𝟏 − 𝑭(𝒂)
and for any two numbers a and b with 𝑎 < 𝑏 , 𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = 𝑭(𝒃) − 𝑭(𝒂)

Obtaining 𝒇(𝒙) from 𝑭(𝒙)

If 𝑿 is a continuous random variable with pdf 𝒇(𝒙) and cdf, 𝑭(𝒙), then at every x at which the derivative of
𝑭(𝒙) exists, then,
𝒅𝑭
𝑭′ (𝒙) = = 𝒇(𝒙)
𝒅𝒙

Summary:
∞
1. The mean or expected value of a random variable 𝑿 is, 𝝁 = 𝑬(𝒙) = ∫−∞ 𝒙. 𝒇(𝒙) 𝒅𝒙
∞
2. The variance of a random variable 𝑿 is, 𝝈𝟐 = 𝑬(𝑿𝟐 ) − 𝝁𝟐 = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 − 𝝁𝟐

3. The standard deviation of a random variable 𝑿 is, 𝝈 = √𝝈𝟐

𝒙
4. The cumulative distribution for rv 𝑿 is, 𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖)𝒅𝒖 −∞≤𝒙≤∞
𝒃
5. 𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = ∫𝒂 𝒇(𝒙) 𝒅𝒙 or 𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = 𝑭(𝒃) − 𝑭(𝒂)
6. For any two numbers a and b with 𝑎 < 𝑏 𝑷(𝑿 > 𝒂) = 𝟏 − 𝑭(𝒂)

2
 Examples on Continuous Random Variables
Example (1): Let 𝑿 be continuous random variable having the probability density function:
𝒄𝒙 , 𝟎≤ 𝒙≤𝟏
𝒇(𝒙) = {
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
i) Find the value of the constant 𝒄.
ii) Find the mean and variance for the continuous random variable 𝑿.
iii) Find the cumulative density function 𝐹(𝑋) and use it to evaluate 𝑃(0.2 < 𝑋 < 0.5).!!
Solution
1
∞ ∞ 1 𝑥2 1
i) Since, ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1, therefore, ∫−∞ 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑐𝑥 𝑑𝑥 = 𝑐 | = 𝑐 (2) = 1, ⟹ 𝒄=𝟐
2 0
∞ 1 2 1 2
ii) The mean 𝝁 = 𝑬(𝑿) = ∫−∞ 𝒙. 𝒇(𝒙) 𝒅𝒙 = ∫0 2𝑥 2 𝑑𝑥 = 𝑥3| =
3 0 3

∞ 1 2 2 2 2 2
The variance, 𝝈𝟐 = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 − 𝝁𝟐 = ∫0 2𝑥 3 𝑑𝑥 − ( 3) = ( 4) 𝑥 4 |10 − ( 3) = 0.0556

iii) The cumulative distribution function 𝑭(𝒙) is given by :

𝒙 𝑥
𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖)𝒅𝒖 == ∫0 2𝑢 𝑑𝑢 = 𝑢2 |0𝑥 = 𝑥 2 0≤𝑥≤1
𝟎 𝒙<𝟎
Therefore, 𝑭(𝒙) = {𝒙𝟐 𝟎≤𝒙≤𝟏
𝟏 𝒙>𝟏
𝑃(0.2 < 𝑋 < 0.5) = 𝐹(0.5) − 𝐹(0.2) = (0.5)2 − (0.2)2 = 0.21

Example (2): Let X be continuous random variable with probability density function given by,
𝒌𝒙(𝟏 − 𝒙) 𝟎≤𝒙≤𝟏
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆.
i) Find the value of the constant k. ii) Calculate the mean, variance and standard deviation.
iii) Find the cumulative distribution function F(x). iv) Find 𝑃(𝑥 < 0.5) 𝑎𝑛𝑑 𝑃(0.5 < 𝑥 < 1.5).
Solution
∞
i) Since, 𝑓(𝑥) is PDF therefore, ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1,
1 1 𝑥2 𝑥3 1 1 1 1
∴ ∫0 𝑘𝑥 (1 − 𝑥) 𝑑𝑥 = 𝑘 ∫0 (𝑥 − 𝑥 2 ) 𝑑𝑥 = 𝑘 ( 2 − )| = 𝑘 (2 − 3) = 𝑘 (6)
3 0
1
∴ 𝑘 (6) = 1 ⟹ 𝒌=𝟔
∞ 1 𝑥3 𝑥4 1 1
ii) The mean, 𝝁 = 𝑬(𝑿) = ∫−∞ 𝑥𝑓(𝑥) 𝑑𝑥 = 6 ∫0 (𝑥 2 − 𝑥 3 ) 𝑑𝑥 = 6 ( − )| = 2
3 4 0
∞
The variance, 𝝈𝟐 = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 − 𝝁𝟐
1
1 1 2 𝑥4 𝑥5 1 2 3 1 2
= 6 ∫0 (𝑥 3 − 𝑥 4 ) 𝑑𝑥 − (2) = 6 ( 4 − )| − (2) = 10 − (2) = 0.05
5 0

And the standard deviation, √𝝈𝟐 = √0.05 = 0.224

𝒙
iii) The Cumulative distribution function 𝑭(𝒙) is given by the formula: 𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖
3
 𝒙 𝑥 𝑢2 𝑢3 𝑥 𝑥2 𝑥3
∴ 𝑭(𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖 = 6 ∫0 (𝑢 − 𝑢2 ) 𝑑𝑥 = ( 2 − 3
)|
0
= 6(2 − 3) 0≤𝑥≤1

0 𝑥<0
∴ The 𝐶𝑢𝑚𝑢𝑙𝑎𝑡𝑖𝑣𝑒 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑭(𝒕) = {3𝑥 2 − 2𝑥 3 0≤𝑥≤1
1 𝑥>1
𝑥2 𝑥3
)| 0.5 = 3 (0.5 ) − 2 (0.5 ) = 0.5
0.5 0.5 2 3
iv) 𝑃(𝑥 < 0.5) = ∫0 𝑓(𝑥) 𝑑𝑥 = 6 ∫0 (𝑥 − 𝑥2 ) 𝑑𝑥 = 6 ( 2 − 𝑎𝑛𝑑 .
3 0
1 1
𝑃(0.5 < 𝑥 < 1.5) = ∫0.5 𝑓(𝑥) 𝑑𝑥 = 6 ∫0.5(𝑥 − 𝑥2 ) 𝑑𝑥 = 6 ( −
1 𝑥2 𝑥3
)|
2 0.5 3

= [3 − 2] − [3(0.52 ) − 2(0.53 )] = 1 − 0.5 = 0.5

Example (3): Suppose that the error in the reaction temperature, in 𝑪𝟎 , for controlled laboratory experiment is a
continuous random variable 𝑿 having the following probability density function:
𝟎. 𝟓 (𝒙 − 𝟏) 𝟏<𝒙<𝒌
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆.
i) Find the value of k. ii) Find the cumulative probability function 𝐹(𝑋) and use it to find 𝑃(0.5 < 𝑋 < 1.8).
Solution
∞
i) Since, 𝑓(𝑥) is PDF therefore, ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1,
𝑘 𝑥2 𝑘 𝑘2 1 𝑘2 1
∴ ∫1 𝑜. 5 (𝑥 − 1) 𝑑𝑥 = 0.5 ( 2 − 𝑥)| = 0.5 [( 2 − 𝑘) − (2 − 1)] = 0.5 [ 2 − 𝑘 + 2]
1
𝑘2 1 𝑘2 1
∴ 0.5 [ 2 − 𝑘 + 2] = 1 ⟹ −𝑘+2=2 ⟹ 𝑘 2 − 2𝑘 − 3 = 0
2
∴ (𝑘 − 3)(𝑘 + 1) = 0 ⟹ 𝒌=𝟑 𝑘 = −1 𝑟𝑒𝑗𝑒𝑐𝑡𝑒𝑑 ‼‼‼ Therefore,
𝟎. 𝟓 (𝒙 − 𝟏) 𝟏<𝒕<𝟑
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆.
𝒙
ii) The Cumulative distribution function 𝑭(𝒙) is given by the formula: 𝑭(𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖
𝒙 𝑥 𝑢2 𝑥 𝑥2 1 𝒙𝟐 𝒙 𝟏
∴ 𝑭(𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖 = 0.5 ∫1 (𝑢 − 1) 𝑑𝑢 = 0.5 ( 2 − 𝑢)| 1 = 0.5 [( 2 − 𝑥) − (2 − 1)] = 𝟒
−𝟐+𝟒

𝟎 𝒙≤𝟏
𝒙𝟐 𝒙 𝟏
∴ The Cumulative distribution function, 𝑭( 𝒙 ) = { −𝟐+𝟒 𝟏<𝒙<𝟑
𝟒
𝟏 𝒙≥𝟑
𝑃(0.5 < 𝑋 < 1.8) = 𝑭(𝟏. 𝟖) − 𝑭(𝟏) = 0.16 − 0 = 0.

Example (4): The probability density function of a random variable 𝑿, that represents the lifetime of certain
type of electronic devices (measured in hours), is given by,
𝟏𝟎/𝒙𝟐 𝒊𝒇 𝒙 > 𝟏𝟎
𝒇(𝒙) = {
𝟎 𝒙 ≤ 𝟏𝟎
4
 i) What is the cumulative function of the probability distribution of 𝑿?
ii) Find 𝑃(20 < 𝑋 < 40) and 𝑃(𝑋 > 20).
iii) What is the probability that of 6 such types of devices at least 3 will function for at least 15 hours?
Solution
i) The cumulative function of the probability distribution of 𝑋 is given by:
𝒙
𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖)𝒅𝒖 −∞≤𝒙≤∞
𝑥 10 1 𝑥 1 1 10
∴ 𝐹(𝑥) = ∫10 ( 𝑢2 ) 𝑑𝑢 = − 10 |𝑢 | = −10 [𝑥 − 10] = [1 − ]
10 𝑥

𝟏𝟎
𝟏− 𝒙 > 𝟏𝟎
𝒙
Therefore, the cumulative distribution, 𝑭(𝒙) = {
𝟎 𝒙 ≤ 𝟏𝟎
𝟏𝟎 𝟏𝟎 3 1 1
ii) 𝑷(𝟐𝟎 < 𝑿 < 𝟒𝟎) = 𝑭(𝟒𝟎) − 𝑭(𝟐𝟎) = [𝟏 − 𝟒𝟎] − [𝟏 − 𝟐𝟎] = 4 − 2 = 4 = 0.25 and,
∞ ∞ ∞ 1 1 𝟏
𝑷(𝑿 > 𝟐𝟎) = ∫𝟐𝟎 𝒇(𝒙)𝒅𝒙 = ∫20 (10/𝑥 2 ) 𝑑𝑥 = 10 ∫20 (𝑥 −2 ) 𝑑𝑥 = −10| 𝑥−1 |∞
20 = −10 [∞ − 20] = 𝟐

iii) What is the probability that of 6 such types of devices at least 3 will function for at least 15 hours?
This is another one of those problems that must be considered hierarchically in steps. Break the problem up
into two steps:
a) Finding the probability that 1 device functions for at least 15 hours, and
b) Finding the probability that 3 of the 6 devices function for at least 15 hours.
Step 1: One Device
First we must find the probability that one randomly selected device will function for at least 15 hours.
It is given that each device follows a probability distribution 𝒇(𝒙) given earlier. Let 𝑿 be the number of hours
that the device functions. Then,
∞ ∞ ∞ ∞ 1 1 10 𝟐
𝑷(𝑿 ≥ 𝟏𝟓) = ∫𝟏𝟓 𝒇(𝒙)𝒅𝒙 = ∫15 (10/𝑥 2 ) 𝑑𝑥 = 10 ∫15 (𝑥 −2 ) 𝑑𝑥 = −10| 𝑥 −1 |15 = −10 [∞ − 15] = 15 = 𝟑

Step 2: 3 of the 6 Devices

We are interested in 𝒏 = 𝟔 devices. Note that each device constitutes a trial with one of two outcomes: device
functions at least 15 hours or it doesn’t. Each of the 6 trials is Binomial trial and we assume the trials are
independent. We also have a constant probability of success 𝒑 = 𝟐/𝟑.
We use the binomial model: 𝑷(𝑿) = 𝒏𝑪𝒓 × 𝒑𝒓 × 𝒒𝒏−𝒓 𝒓 = 𝟎, 𝟏, 𝟐, 𝟑, … … . , 𝐧
Now let X be the number of devices that function at least 15 hours. Then,
𝑷(𝑿 ≥ 𝟑) = 𝑷(𝑿 = 𝟑) + 𝑷(𝑿 = 𝟒) + 𝑷(𝑿 = 𝟓) + 𝑷(𝑿 = 𝟔)
2 3 1 3 2 4 1 2 2 5 1 1 2 6 1 0
= [6𝐶3 × (3) × (3) ] + [6𝐶4 × (3) × (3) ] + [6𝐶5 × (3) × (3) ] + [6𝐶6 × (3) × (3) ]
𝟏𝟔𝟎 𝟐𝟒𝟎 𝟏𝟗𝟐 𝟔𝟒 𝟔𝟓𝟔
= 𝟕𝟐𝟗
+ 𝟕𝟐𝟗
+ 𝟕𝟐𝟗
+ 𝟕𝟐𝟗
= 𝟕𝟐𝟗
≈ 𝟎. 𝟗

5
Example (5): The time unit a chemical reaction is complete (in millisecond) is approximated by the cumulative
distribution function,
𝟏 − 𝒆−𝟎.𝟎𝟏 𝒙 𝒙≥𝟎
𝑭(𝒙) = {
𝟎 𝒙<𝟎
i) Determine the probability density function 𝑓(𝑥).
ii) What proportion of the reaction is complete within 200 milliseconds?
Solution
i) Using the result that the probability density function is the derivative of the 𝑭(𝒙), i.e

𝒅 𝟎. 𝟎𝟏𝒆−𝟎.𝟎𝟏 𝒙 𝒙≥𝟎
∵ 𝒇(𝒙) = 𝒅𝒙
𝑭(𝒙) . Therefore, 𝒇(𝒙) = {
𝟎 𝒙<𝟎
ii) The probability that a reaction completes within 200 milliseconds is;
𝑷(𝑿 < 𝟐𝟎𝟎) = 𝑭(𝟐𝟎𝟎) = 1 − 𝑒 (−0.01 )×(200) = 1 − 𝑒 −2 = 0.8647

𝝅𝒙
Example (6): Consider the function 𝒇(𝒙) = 𝒌 𝒔𝒊𝒏 ( ) , 𝟎 ≤ 𝒙 ≤ 𝟔. Where 𝒌 is a constant.
𝟔

i) Normalize the function 𝒇(𝒙) so that it describes a probability density.

ii) Find the cumulative distribution function 𝑭(𝒙).
Solution

i) The function is positive for all values of 𝒙, 0≤ 𝑥 ≤ 6,

To find the value of 𝒌 so that the function 𝑓(𝑥) is probability density function, put
+∞ 6 𝜋𝑥 6 𝜋𝑥 6
∫−∞ 𝒇(𝒙) 𝒅𝒙 = 𝟏 ⟹ 𝑘 ∫0 𝑠𝑖𝑛 ( 6 ) 𝑑𝑥 = 1 ⟹ − 𝑘 (𝜋) . [𝑐𝑜𝑠 ( 6 )] | = 1
0
6 12 𝝅
− 𝑘 ( ) . [−1 − 1] = 1 ⟹ 𝑘( ) =1 ⟹ 𝒌=
𝜋 𝜋 𝟏𝟐
𝝅 𝝅𝒙
And since the function is positive in the interval 0 ≤ 𝑥 ≤ 6. Therefore, 𝒇(𝒙) = 𝟏𝟐 . 𝒔𝒊𝒏 ( 𝟔 )
𝝅 𝝅𝒙
It is obvious that, 𝒇(𝒙) = 𝟏𝟐 . 𝒔𝒊𝒏 ( 𝟔 ) is a probability density function satisfies the two conditions:

1- 𝒇(𝒙) ≥ 𝟎 𝒇𝒐𝒓 𝒂𝒍𝒍 𝒙 ∈ ℝ

∞
2- ∫−∞ 𝒇(𝒙)𝒅𝒙 = 𝟏 𝒂𝒓𝒆𝒂 𝒖𝒏𝒅𝒆𝒓 𝒕𝒉𝒆 𝒆𝒏𝒕𝒊𝒓𝒆 𝒈𝒓𝒂𝒑𝒉 𝒐𝒇 𝒇(𝒙).

ii) We now compute the cumulative function 𝑭(𝒙),

𝒙 𝝅 𝒙 𝝅 𝝅 𝟔 𝜋 𝑥 𝟏 𝝅
𝑭(𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖 = 𝟏𝟐 . ∫𝟎 𝒔𝒊𝒏 ( 𝟔 𝒖) 𝒅𝒖 = − 𝟏𝟐 . 𝝅. [𝑐𝑜𝑠 ( 6 𝑢)] | = 𝟐 (𝟏 − 𝒄𝒐𝒔 ( 𝟔 𝒙))
0
0 𝑥 <0
1 𝜋
𝑭(𝑥) = { (1 − 𝑐𝑜𝑠 ( 𝑥)) 0≤ 𝑥 ≤ 6
2 6
1 𝑥>6

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MSA University Module Title: Probability and Statistics
Faculty of Engineering Module Code: MAT 361

Exercise on Continuous Probability Distributions

(1) Check whether of the following functions are suitable probability density functions over the given range:
1 1
a) 𝑓(𝑥) = 2 (𝑥 2 + 4) 0 ≤ 𝑥 ≤ 1, b) 𝑓(𝑥) = 12 (2𝑥 + 1) 0 ≤ 𝑥 ≤ 3,
10
c) 𝑓(𝑥) = 𝑥 2 − 4𝑥 + 3
0 ≤ 𝑥 ≤ 3, d) 𝑓(𝑥) = 6𝑥(1 − 𝑥) 0≤𝑥≤1
𝑥
e) 𝑓(𝑥) = 4 1≤𝑥≤3 f) 𝑓(𝑥) = 12𝑥(1 − 𝑥)2 0≤𝑥≤1

(2) Normalize each of the following functions over the given range:
a) 𝑓(𝑥) = 𝑘𝑒 −𝑥 0≤𝑥≤1 b) 𝑓(𝑥) = 𝑘𝑥(6 − 𝑥 2 ) 0<𝑥<6

(3) Let 𝑓(𝑥), be a probability density function, where k is constant, where

𝒌𝒙(𝟐 − 𝒙) 𝟎<𝒙<𝟐
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆.
Calculate:
i) The value of k and the mean. ii) The variance and standard deviation.
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iii) The Cumulative distribution F(x). iv) 𝑃(1 < 𝑋 < 1.5). v) 𝑃( 𝑋 < 3 ).

(4) If 𝐹(𝑥) is the cumulative distribution function for continuous random variable 𝑋 that represents the lifetime of
certain type of electronic devices (measured in hours) is given by the equation,

𝟏𝟎
𝑭(𝒙) = { 𝟏 − 𝒊𝒇 𝒙 > 𝟏𝟎
𝒙
𝟎 𝒙 ≤ 𝟏𝟎
i) Calculate; 𝑃(20 < 𝑋 < 40) and 𝑃(𝑋 ≥ 20).
ii) What is the probability that of 5 such types of devices, at least 3 will function for at least 20 hours?
iii) Find the probability density function 𝑓(𝑥) of the random variable 𝑋 ?

(5) Suppose that the life T (in months) of light bulb is a continuous random variable having the following
probability density function,
𝒕
𝒌− 𝟎 ≤ 𝒕 ≤ 𝟑𝟎
𝒇(𝒕) = { 𝟒𝟓𝟎
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆.
Calculate: i) Find the value of k. ii) The mean, variance and standard deviation.
iii) Cumulative distribution function 𝐹(𝑡).
iv) The probability that the light bulb will last at most 15 months using two methods.
v) The probability that the light bulb will last at least 15 months.

Dr.M.Said
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