Continuous Random Variables

Probability Density Functions (pdfs) 1

A continuous random variable is described by a probability density function which is an

equation of the graph, where areas under the graph give probabilities. For an equation
to be a valid pdf, the following must be true:

 f ( x ) �0 for all values of x (i.e. the function is never negative, because we can’t
have negative probabilities)
 The total area under the graph must be 1
4 y

2 y

1.5
2

Example 1

x
1

–1 1 2 3 4 5 6
0.5

–1

Sketch the following functions and decide whether they are valid pdfs
–2
–1 1 2 3
x

–3 – 0.5

�x - 2 0< x<5 �1 x 0< x<3

f ( x) = � f ( x ) = �3
–4

(a) (b)
–1

�0 otherwise �0 otherwise

1 y

2 y

0.5

–1 1 2 3 4 5
x

–2 –1 1 2

– 0.5

–1

�1 x 0< x<4 �32 x 2 -1 < x < 1

f ( x ) = �8 f ( x) = �
–1

(c) (d) –2

�0 otherwise �0 otherwise
 0.5

Probability Density Functions 1

x

Question 1 2 3 4 5 6

Sketch the following functions and decide whether they are valid pdfs
– 0.5

�1 ( x - 2 ) 3< x <5
(a)
–1
f ( x ) = �4
� 0 otherwise

2 y

1.5

0.5

–1 1 2 3

–0.5

�x 0 �x �1
� –1

(b) f ( x ) = �2 - x 1 �x �2
�0 otherwise
�
4 y

–1 1 2 3 4

–1

�1 x 2 0< x<3
(c) f ( x ) = �3
�0 otherwise
 Probability Density Functions 2

Example

Given that the following is a pdf, find the value of k

�kx ( 4 - x ) 2< x<4

(a) f ( x) = �
� 0 otherwise

�k 0< x<2
�
(b) f ( x ) = �k ( 2 x - 3) 2 �x �3
�0 otherwise
�

Question

Given that the following is a pdf, find the value of k

�k ( 9 - x )
� -3 < x < 3
2

(a) f ( x) = �
�0 otherwise

�x 1< x < k
(b) f ( x ) = �4
�0 otherwise
 Probability Density Functions 3

When we have a continuous random variable, the probability that x is

equal to any number is always zero. But we can calculate the probability
that x lies between 2 values by calculating the area under the curve

b
P ( a < x < b ) = �f ( x ) dx
a
Example

�1 ( x - 3) 3< x <5
(a) f ( x ) = �2
�0 otherwise
Find P ( x < 4 )

�1 x 0< x<4
(b) f ( x ) = �8
�0 otherwise
Find P ( 1 < x < 2 )

Question

�10x + 25 0< x<2

(a) f ( x) = �
�0 otherwise
Find P ( x > 1)

�3 x 0< x<2
2

(b) f ( x ) = �8
�0 otherwise
Find P ( 0.5 < x < 1) giving your answer as a fraction
 Probability Density Functions 3 cont.

Example

�x 0 �x �1
�
f ( x ) = �2 - x 1 �x �2
�0 otherwise
�

Find the CDF

Find P ( 0.5 < x < 1.3)

Question

�14 x 0 �x �2
�
(a) f ( x ) = �14 ( 4 - x ) 2 �x �4
�0 otherwise
�
Find the CDF

Find P ( 1 < x < 3)

�18
2
x
0 �x �3
�1
(b) f ( x ) = �4 ( 5 - x ) 3 �x �5
�0 otherwise
�
Find P ( 1 < x < 4)