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CHAPTER 3 Random Variables and Probability Distributions

Continuous Probability Distributions

A continuous random variable has a probability of zero of assuming

exactly any of its values. Consequently, its probability distribution cannot be
given in tabular form. We shall concern ourselves with computing
probabilities for various intervals of continuous random variables.
The probability distribution of a continuous random variable can be
stated as a formula which is necessarily a function of the numerical values
of the continuous variable X and can be represented by f(x). The function
f(x) is called the probability density function, or simply the density
function of X. Since X is defined over a continuous sample space, it is
possible for f(x) to have a finite number of discontinuities. However, most
density functions that have practical applications in the analysis of
statistical data are continuous.
f(x)
f(x)

x
x

f(x) f(x)

x x

Typical Density Functions

A probability distribution function is constructed so that the area

under its curve bounded by the x-axis is equal to 1 when computed over
the range of X for which f(x) is defined. Should this range of X be a finite

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interval, it is always possible to extend the interval to include the entire set
of real numbers by defining f(x) to be zero at all points in the extended
portions of the interval. The probability that X assumes a value between a
and b is given by

Pa  X  b   f ( x)dx .
b

f(x)

P( a < X < b )

Definition 3.6 (p.86, Walpole): The function f(x) is a probability density

function for the continuous random variable X, defined over the set of real
numbers R, if

1. f(x) > 0, for all x in R.


2. 

f ( x)dx  1.

3. Pa  X  b  a f ( x)dx .
b

Example 3.11(p.86): Suppose that the error in the reaction temperature, in

0
C, for a controlled laboratory experiment is a continuous random variable
X having the probability density function.

ì 2
ï x -1 < x < 2
ï 3
ï
f (x) = í
ï
ï
ï 0 elsewhere
î

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a) Verify condition 2 of definition 3.6.

b) Find P (0 < x < 1 ). Ans 1/9
c) Find P(x < 1.5) ans 0.4861
d) Find P(x > 1) ans 7/9
e) Find P (-2 < x < 3) = 1
f) Find P(x>3)= 0

Definition 3.7(p.86): The cumulative distribution F(x) of a continuous

random variable X with density function f(x) is

F ( x)  Pt  x   
x


f (t )dt for    x  .

Example 3.7: For the density function of Example 3.11 find F(x).

6.4 Joint Probability Distributions

If X and Y are two discrete random variables, the probability

distribution for their simultaneous occurrence can be represented by a
function with values f(x,y) for any pair values (x,y) within the range of the
random variables X and Y. We refer to this function as the joint probability
distribution of X and Y.
In the discrete case, f(a,b) = P(x = a, y = b); that is, the values
f(x,y) give the probability that outcomes x and y occur at the same time.

Example: If a television set is to be serviced and X represents the age to

the nearest year of the set and Y represents the number of defective tubes
in the set, then f(5,3) is the probability that the television set is 5 years old
and needs 3 new tubes.

Definition 3. 8: The function f(x,y) is a joint probability distribution or

probability mass function of the discrete random variables X and Y if

1. f(x,y) > 0 for all (x,y),

2.  f x, y   1,
x y
3. P (x = a, y = b) = f (a,b).
For any region A in the xy plane, P[(x,y)  A] =  A  f x, y .

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Example: Three refills for a ballpoint pen are selected at random from a
box that contains 3 blue refills, 2 red refills, and 3 green refills. If X is the
number of blue refills and Y is the number of red refills selected, find the (a)
the joint probability function f(x,y), and (b) P [(X,Y)  A] , where A is the
region {(x,y) | x + y < 1}. ANS 2/7

Definition 3.9 (p.93): The function f(x,y) is a joint density function of the
continuous random variables x and y if

1. f(x,y) > 0, for all (x,y)

∞ ∞
2. ∫−∞ ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = 1

3. 𝑃[(𝑥, 𝑦) ∈ 𝐴] = ∬𝐴 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦,

for any region A in the xy plane.

Definition 3.16 (p.94): The marginal distributions of x and y alone are

𝑔(𝑥) = ∑ 𝑓(𝑥, 𝑦) 𝑎𝑛𝑑 ℎ(𝑦) = ∑ 𝑓(𝑥, 𝑦),
𝑦 𝑥
For the discrete case, and
∞ ∞
𝑔(𝑥) = ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑦 𝑎𝑛𝑑 ℎ(𝑦) = ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑥,

For continuous case.

Definition 3.11: The conditional distribution of the random variable x

given that y=c is

𝑓(𝑥,𝑦)
𝑓(𝑥 |𝑦) = , ℎ(𝑦) > 0.
ℎ(𝑦)

Discrete: 𝑃(𝑎 < 𝑥 < 𝑏|𝑦 = 𝑐) = ∑𝑎<𝑥<𝑏 𝑓(𝑥|𝑦)

𝑏
Continuous: 𝑃(𝑎 < 𝑥 < 𝑏|𝑦 = 𝑐) = ∫𝑎 𝑓(𝑥|𝑦)𝑑𝑥

For conditional distribution of y, given x=c,

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𝑓(𝑥, 𝑦)
𝑓(𝑦 |𝑥) = , 𝑔(𝑥) > 0
𝑔(𝑥)
𝑃(𝑎 < 𝑦 < 𝑏|𝑥 = 𝑐) = ∑ 𝑓(𝑦|𝑥)
𝑎<𝑦<𝑏

𝑏
𝑃(𝑎 < 𝑦 < 𝑏|𝑥 = 𝑐) = ∫ 𝑓(𝑦|𝑥)𝑑𝑦
𝑎

Example: 3.40 p.101

A privately owned liquor store operates both a drive-in facility and a walk-in
facility. On a randomly selected day, let X and Y, respectively, be the
proportions of the time that the drive-in and walk-in facilities are in use, and
suppose that the joint density function of these random variables is

2
𝑓(𝑥, 𝑦) = { (𝑥 + 2𝑦) , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1,
3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

a) Verify f(x,y) is a joint density function.

b) Find 𝑃(0.25 ≤ 𝑥 ≤ 0.75, 0 ≤ 𝑦 ≤ 0.5)
c) Find the marginal density of x.
d) Find 𝑃(0 ≤ 𝑦 ≤ 0.5|𝑥 = 0.25)
1`23
∞
𝑔(𝑥) = ∫ 𝑓(𝑥, 𝑦)𝑑𝑦
−∞

Ans: b) 1/6
c) g(x)= 2/3 (x+1)
d) f(ylx)=(x+2y)/(x+1)
f(ylx=1/4) = (1+8y)/5
𝑃(0 ≤ 𝑦 ≤ 0.5|𝑥 = 0.25)=3/10

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3.49: Let X denote the number of times a certain numerical control

machine will malfunction: 1, 2, or 3 times a given day. Let Y denote
the number of times a technician is called an emergency call. Their
joint probability function is given as follows.

f(x,y) x=
1 2 3
1 0.05 0.05 0.1
y= 2 0.05 0.1 0.35
3 0 0.2 0.1

a) Evaluate the marginal distribution of X.

b) Evaluate the marginal distribution of Y.
c) Find P(Y=3 l X=2).

Note;Marginal distribution: 𝑔(𝑥) = ∑𝑦 𝑓(𝑥, 𝑦)

For conditional distribution of y, given x=c,

𝑓(𝑥, 𝑦)
𝑓(𝑦 |𝑥) = , 𝑔(𝑥) > 0
𝑔(𝑥)
𝑃(𝑦 = 𝑎|𝑥 = 𝑐) = ∑ 𝑓(𝑦|𝑥)
𝑦
HW 3.5, 3.11 p88, 3.39 p101, 3.47 p.102

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Seatwork:
#1:Let X denote the number of times a certain numerical control
machine will malfunction: 1, 2, or 3 times a given day. Let Y denote
the number of times a technician is called an emergency call. Their
joint probability function is given as follows.
f(x,y) x=
1 2 3
1 0.05 0.05 0.1
y= 2 0.05 0.1 0.35
3 0 0.2 0.1
Find P(x=y) ANS. 0.25

Seatwork
#1: The total number of hrs, measured in units of 100 hrs, that a family runs
a vacuum cleaner over a period of one year is a continuous random
variable X that has the density function
𝑥, 0<𝑥<1
𝑓(𝑥) = {2 − 𝑥, 1 ≤ 𝑥 ≤ 2.
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the probability that over a period of one year, a family runs their
vacuum cleaner
a) less than 120 hrs; ANS. 17/25
b) between 50 and 100 hrs. ANS 3/8
c) greater than 50 hrs.
#2: Determine the value c so that each of the following the given function
can serve as a probability distribution of the discrete random variable X:
(a) f(x) = c(x2 + 4), for x = 0, 1, 2, 3; ANS 1/30
(b) Find f(2). ANS 4/15

Project (Plus 10% in the final exams): 1. Think of some problem

situation in the mechanical engineering field where you can apply

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concepts learned in probability. 2. State the problem and solve. 3.

Include the ff topics:
1 problem each: Fundamental principle of counting , combination ,
permutation ,
2 problems: addition rule, conditional probability, product rule and Bayes
rule,
1 problem: discrete probability and continuous probability.

SEATWORK

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SEATWORK
Let X denote the reaction time, in seconds, to a certain stimulus and Y
denote the temperature (oF) at which a certain reaction starts to take place.
Suppose that two random variables X and Y have the joint density
4𝑥𝑦, 0 < 𝑥 < 1, 0 < 𝑦 < 1,
𝑓(𝑥, 𝑦) = { .
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1 1 1
Find: 𝑃 (0 ≤ 𝑋 ≤ 𝑎𝑛𝑑 ≤ 𝑌 ≤ ) and P(x>0.5, y>0.5)
2 4 2
#2: Let X denote the number of times a certain numerical control machine
will malfunction: 1, 2, or 3 times a given day. Let Y denote the number of
times a technician is called an emergency call. Their joint probability
function is given as follows.
f(x,y) x=
1 2 3
1 0.05 0.05 0.1
y= 2 0.05 0.1 0.35
3 0 0.2 0.1
Find: P(x<y) and P(x+y>1).

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d) .

3.43 p102, Walpole: Let X denote the reaction

time, in seconds, to a certain stimulus and Y
denote the temperature (oF) at which a certain
reaction starts to take place. Suppose that two
random variables X and Y have the joint density
4𝑥𝑦, 0 < 𝑥 < 1, 0 < 𝑦 < 1,
𝑓(𝑥, 𝑦) = { .
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1 1 1
Find: 𝑃 (0 ≤ 𝑋 ≤ 𝑎𝑛𝑑 ≤ 𝑌 ≤ )
2 4 2

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Seatwork:
3.7 p88, Walpole: The total number of hrs, measured in
units of 100 hrs, that a family runs a vacuum cleaner
over a period of one year is a continuous random
variable X that has the density function
𝑥, 0<𝑥<1
𝑓 (𝑥 ) = {2 − 𝑥, 1 ≤ 𝑥 ≤ 2.
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the probability that over a period of one year, a family
runs their vacuum cleaner
a) less than 120 hrs; b) bet. 50 and 100 hrs

3.49: Let X denote the number of times a certain

numerical control machine will malfunction: 1, 2, or 3 times
a given day. Let Y denote the number of times a
technician is called an emergency call. Their joint
probability function is given as follows.
f(x,y) x=
1 2 3
1 0.05 0.05 0.1

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y= 2 0.05 0.1 0.35

3 0 0.2 0.1
Find P(x=y) & P(x>y).

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