Continuous Random Variable

and Probability Distribution

Prepared by:
John Joko Banawa Marvin Tapao
Jose Miguel Maulion Ronan Bruna
John Justine Fermalan Ryan Jester Famorcan
Juliana Marie Galon Najievah Forio
John Carl Mameng
Recap
Determine if the given example is discrete or continuous
random variable.
1) Number of defective light bulbs in a box of ten.
2) Tossing a coin.
3) Time.
4) Height.
5) Weight.
6) Number of books you read in the library.
7) Amount of sugar in an orange.
8) Rolling a dice.
9) Population in Roxas, Oriental Mindoro.
10) Temperature.
What is a Continuous Random
Variable?
A continuous random variable can be
defined as a random variable that can take
on an infinite and uncountable set of
positive values known as range. Due to this,
the probability that a continuous random
variable will take on an exact value is 0.
The probability density function and the
cumulative distribution function are used to
describe the characteristics of a continuous
random variable.
Probability density function of
continuous random variable
Recall that continuous random variables
have uncountably many possible values. Just as
for discrete random variables, we can talk about
probabilities for continuous random variables
using density functions.
The probability density function, denoted f, of a
continuous random variable X satisfies the
following:

1. f is piecewise continuous
 The first three conditions in the definition state the
properties necessary for a function to be valid probability
density function for a continuous random variable. The
fourth condition tells us how to us a probability density
function to calculate probabilities for continuous random
variables, which are given by integrals the continuous analog
to sums.

Let X be a continuous random variable. Then a

probability distribution or probability density function of X
is a function f(x) such that for any two numbers a and b with
, we have:
 The probability that X is in the interval [a,
b] can be calculated by integrating the probability
density function of the random variable X.
The probability that X takes on a value in the
interval [a, b] is the area above this interval and
under the graph of the density function:
Consider the reference line connecting the valve stem on a
tire to the center point. Let X be the angle measured
clockwise to the location of an imperfection. One possible
probability density function for X is
0 ≤ 𝑥< 360
𝑜𝑡h𝑒𝑟𝑤𝑖𝑠𝑒

Clearly How can we show that the area of this probability

density distribution is equal to 1?

How do we calculate
Example:
Let the random variable X denote the
time a person waits for an elevator to arrive.
Suppose the lonest one would need to wait
for the elevator is 2 minutes, so that the
possible values of X(in minutes) are given by
the interval [0, 2]. A possible probability
density distribution for X is given by:

for
, for
otherwise
 So, if we wish to calculate the
probability that a person waits less than 30
seconds(or 0.5 minutes) for the elevator to
arrive, then we calculate the following
probability using the probability density
function:
Cumulative distribution function
The cumulative distribution
function of a continuous random variable
can be determined by integrating the
probability density function. It can be
defined as the probability that the random
variable, X, will take on a value that is
lesser than or equal to a particular value, x.
The formula for the cumulative distribution
function of a continuous random variable,
evaluated between two points a and b, is
 Example:
1. The cumulative distribution function for the random
variable X is given by:

0≤ 𝑥≤ 4
𝑥> 4
Calculate

2. The cumulative distribution function for the random

variable X is given by:

0≤ 𝑥≤ 4
𝑥> 4
Calculate .
Mean and Variance of Continuous
Random Variable
 Mean of Continuous Random Variable-
The mean of a continuous random
variable can be defined as the weighted
average value of the random variable, X.
It is also known as the expectation of the
continuous random variable. The formula
is given as
Example:
The random variable X has a probability density
function given by:
Find the mean of the continuous random variable.
otherwise

The probability density function for the random

variable X is given by:

Find the mean. 2≤𝑥 ≤4

𝑜 𝑡h𝑒𝑟𝑤𝑖𝑠𝑒
Variance of Continuous Random
Variable- The variance of a continuous
random variable can be defined as the
expectation of the squared differences from
the mean. It helps to determine the
dispersion in the distribution of the
continuous random variable with respect to
the mean. The formula is given as
Standard Deviation(
Is a measure of how dispersed the data
is in relation to the mean. Low, or small,
standard deviation indicates data are
clustered tightly around the mean, and high,
or large, standard deviation indicates data or
more spread out.
Example:
The random variable X has a probability density
function given by:
Find the mean and variance of X. otherwise

The probability density function for the random

variable X is given by:

≤ 𝑥 ≤of4X.
2 deviation
Find the mean and standard
𝑜 𝑡h𝑒𝑟𝑤𝑖𝑠𝑒
Probability Distributions of Continuous
Random Variable
A continuous random variable is usually used to
model situations that involve measurements. For
example, the possible values of the temperature on
any given day. As the temperature could be any real
number in a given interval thus, a continuous random
variable is required to describe it. Some important
continuous random variables associated with certain
probability distributions are given below.
Uniform Random Variable
Normal Random Variable
Exponential Random Variable
Continuous Uniform Random Variable
A continuous random variable that is used to
describe a uniform distribution is known as a
uniform random variable. Such a distribution
describes events that are equally likely to occur,
all outcomes are equally possible. Each variable
has the same chance of being hit as a result.
Random variables are spaced evenly in this
symmetric probabilistic distribution, with a
probability. The probability density function of a
uniform random variable is as follows:
otherwise

Example:
1) Bus is uniformly late between 2 and 10
minutes. How long can you expect to wait?
With what Standard Deviation? If it’s >7
minutes late, you’ll be late for your class in
Engineering Data Analysis subject. What’s
the probability of you being late?
2) The amount of time that it takes a student to
complete a chemistry test is uniformly
distributed between 20 and 45 minutes. What
is the probability that a student will take
more than 36 minutes to complete the exam?
Normal Distribution
Normal Distribution is one of the most
basic continuous distribution types. It is
probably the most important distribution in
all of probability and statistics. Around its
mean value, this probability distribution is
symmetrical. It also demonstrates that data
close to the mean occurs more frequently
than data far from it. Here, the mean is 0,
and the variance is a finite value.
Example:
A 100-watt light bulb has an average
brightness of 1640 lumens, with a standard
deviation of 62 lumens.
a) What is the probability that a 100-watt
light bulb will have a brightness more
than 1800 lumens?
b) What is the probability that a 100-watt
light bulb will have a brightness less
than 1550 lumens?
Exponential Random Variable
The exponential distribution describes distance(or
length, area, volume) between events described by a
Poisson process(discrete events occurring on a
continuous interval).
In the exponential distribution, the random
variable, X, is the interval between two events. It is a
continuous random variable and can be described by:

Oftentimes, we are interested in the cumulative

exponential distribution function:

Mean Variance
Example 1:
In the last 40 years, there have been 200
earthquakes. What is the probability that
there will be at least 3 months until the next
earthquake?
Example 2:
Laptops are produced by JJ tech. last, on
average, for 5 years. The life span of each
laptop follows an exponential distribution.
a) Calculate the rate parameter.
b) Write the probability density function and
graph it.
c) what is the probability that a laptop will last
less than 3 years?
d) What is the probability that a laptop will
last mmore than 10 years?
e) What is the probability that a laptop will
last between 4 and 7 years?
Activity:
Part I: Directions: Rearrange the jumbled letters and fill the missing puzzle with the
corresponding words from the jumbled letters in each item.
ACROSS
2. A _______ random variable can be defined as a random variable that can take on an
infinite and uncountable set of positive values. UUNTCSOINO
3. ______ distribution is one of the most basic continuous distribution types. It is probably
the most important distribution in all of probability and statistics. MLOARN
4. Such a distribution describes events that are equally likely to occur, all outcomes are
equally possible. Each variable has the same chance of being hit as a result. IMORFUN
7. The ________ distribution describes between events described by a Poisson process.
PTNEAOXENLI
8. __________ can be defined as the expectation of the squared differences from the mean.
It helps to determine the dispersion in the distribution of the continuous random variable
with respect to the mean. RACEAVNI
DOWN
1. The _________ distribution function of a continuous random variable can be determined
by integrating the probability density function. It can be defined as the probability that the
random variable, X, will take on a value that is lesser than or equal to a particular value x.
MAEUCULVIT
5. ________ can be defined as the weighted average value of the random variable, X. It is
also known as the expectation of the continuous random variable. NAME
6. The probability ________ function of a continuous random variable can be defined as a
function that gives the probability that the value of the random variable will fall between a
range of values. YSEDINT
 1

6 5

8
Part II: Problem Solving
1. If the probability density function is give
as
x 𝑥≥3
Find
2. Ronan toss a coin twice. Let X be the number of
observed heads. Find the cumulative distribution function
of X.
3. The probability density function of a continuous random
variable, X, is given as follows.

X+3 1< 𝑥 ≤ 2
0 otherwise
Find
Answer Key:
Part I:
1. Cumulative
2. Continuous
3. Normal
4. Uniform
5. Mean
6. Density
7. Exponential
8. Variance
Part II:
1) 5/6
2) ¾
3) 0.125
THANK YOU FOR LISTENING!!!