Continuous Random Variable

A random variable assumes any values within an interval, then it is called continuous
random variable.
Probability Density function of a Continuous Random Variable

dx
dx
X x } f ( x)dx then
2
2
f (x) is called the probability density function (p.d.f) of X provided f (x) satisfies the
If X is a continuous random variable such that P{x

following conditions:
(i) f ( x) 0 for all x R

(ii) f ( x)dx 1

(iii) P (a x b) f ( x)dx
a

Mean and Variance of a Continuous Random Variable

The mean value of a continuous random variable X is defined as E ( X ) xf ( x)dx

and

the

variance

of

continuous

random

variable

is

defined

as

Var( X ) ( x mean)2 f ( x)dx

1. Diameter of an electric cable, say X , is assumed to be a continuous random variable

with the function

6 x(1 x) ; for 0 x 1
f ( x)
; for otherwise
0
Check whether f (x) is a probability density function.
Solution: From property (i) for p.d.f, it is obvious that for 0 x 1 , f ( x) 0 .
Now, for property (ii) consider,
1

x 2 x3
6 = 1
3
2
0
Therefore, f ( x) 6 x(1 x); 0 x 1 is a p.d.f of a random variable X .

1
1
2
f ( x)dx 6 x(1 x )dx = 6( x x )dx =

0
0

 1
( x 1); 1 x 1

2. If a random variable X has the p.d.f f ( x) 2

. Find the mean

otherwise

and variance of X .
1

Solution: Mean = xf ( x)dx

11
1
x( x 1)dx
2 1
3

1
1
1
1 ( x 1)
dx
Variance = ( x mean)2 f ( x)dx ( x )2
3
2
1
1
1 1 3
2

(9 x 3x 5 x 1)dx
18 1

2
9

Distribution Function of the Continuous Random Variable

The cumulative distribution function (c.d.f.) or briefly the distribution function for a
x

continuous random variable

is defined by FX ( x) F ( x) P( X x) f ( x)dx ,

x .
The distribution function F (x) has the following properties:
(i)

0 F ( x) 1 , x .

(ii) lim F ( x) 0 ; lim F ( x) 1

x

(iii) F (x) is continuous function of x on the right.

b

(iv) P (a x b) f ( x)dx .
a

1. Suppose that the error in the reaction temperature in degree celcious for a controlled
laboratory experiment is a continuous random variable X having the function

x2

f ( x) 3
0

; for - 1 x 2
; for otherwise

Obtain the cumulative distribution function F (x) .

x

Solution: By definition we know that, F ( x) P( X x) f ( x)dx

x x2
Now, F ( x)
1 3

x3
x3 1
=
=
dx
9
9 1

when
0
x3 1
when
Therefore, cumulative distribution F ( x)
9

when
1

x -1
-1 x 2
x2

Relationship between Probability Distribution Function F (x) and Probability Density

Function f (x)
The probability density function is defined as the derivative of the distribution function F (x) as

f ( x)

dF ( x)
dx

1. Suppose that the amount of money (in rupees) that a person has saved is found to be a
random phenomenon with a probability function specified by the distribution function
F (x) as

for
x 1
0

4
F ( x) k ( x 1) for 1 x 3
1
for
x3

(i) Find f (x) (ii) Find the value of k.

Solution:
(i) By definition we know that,

0
for
x 1

dF ( x)
3
f ( x)
4k ( x 1) for 1 x 3
dx

0
for
x3

(ii) Also we know that, f ( x)dx 1

3
4k ( x 1)3 dx 1
1
4 3

( x 1)
4k
4
1
k
16

1
1