Chapter 3

Continuous Random Variables

Problem 3.1 The cumulative distribution function of random variable X is


0,

 x < −1,
FX ( x ) = ( x + 1)/2, −1 ≤ x < 1,


1, x ≥ 1.


(a) What is P[ X > 1/2]?

(b) What is P[−1/2 < X ≤ 3/4]?

(c) What is P[| X | ≤ 1/2]?

(d) What is the value of a such that P[ X ≤ a] = 0.8?

Problem 3.2 The cumulative distribution function of the continuous random variable V is

0,

 v < −5,
FV (v) = c(v + 5)2 , −5 ≤ v < 7,


1, v ≥ 7.


(a) What is c?

(b) What is P[V > 4]?

(c) P[−3 < V ≤ 0]?

(d) What is the value of a such that P[V > a] = 2/3?

Problem 3.3 The cumulative distribution function of random variable X is


0,

 x < −1,
FX ( x ) = ( x + 1)/2, −1 ≤ x < 1,


1, x ≥ 1.


Find the PDF f X ( x ) of X.

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Problem 3.4 The random variable X has probability density function


cx, 0 ≤ x ≤ 2,
f X (x) =
0, otherwise.

Use the PDF to find

(a) the constant c,

(b) P[0 ≤ X ≤ 1],

(c) P[−1/2 ≤ X ≤ 1/2],

(d) the CDF FX ( x ).

Problem 3.5 The cumulative distribution function of the continuous random variable X is



 0, x≤0
1

F(x) = − k cos x, 0<x≤π


 2
1, x > π.

(a) What is k?
π
(b) What is P[0 < X < ]?
2
(c) What is E[ X ]?

Problem 3.6 The cumulative distribution function of the continuous random variable X is



 0, x ≤ −a
 x
F ( x ) = A + B arcsin , x ∈ (− a, a)

 a
1, x ≥ a.


(a) What are A and B?

(b) What is the PDF f X ( x )?

Problem 3.7 The cumulative distribution function of the continuous random variable X is
F ( x ) = a + b arctan x, (−∞ < x < +∞)

(a) What are a and b?

(b) What is the PDF f X ( x )?

(c) What is P[−1 < X < 1]?

Problem 3.8 The cumulative distribution function of the continuous random variable X is
F ( x ) = 1/2 + 1/π arctan x/2. What is the value of x1 such that P( X > x1 ) = 1/4?

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Problem 3.9 The continuous random variable X has probability density function

k sin 3x, x ∈ 0, π
  

f (x) =  3π 
0, x∈/ 0, .
3
Use the PDF to find

(a) the constant k,

(b) P[π/6 ≤ X < π/3],

(c) the CDF FX ( x ).

Problem 3.10 The continuous random variable X has PDF

c
f (x) = .
ex + e− x
What is E[ X ]?

Problem 3.11 The continuous random variable X has PDF f ( x ) = ae−| x| , (−∞ < x < +∞).
Define the random variable Y by Y = X 2 .

(a) What is a?

(b) What is the CDF FY ( x )?

(c) What is E[ X ]? What is Var [ X ]?

Problem 3.12 Continuous random variable X has PDF


1/4, −1 ≤ x ≤ 3,
f X (x) =
0, otherwise.

Define the random variable Y by Y = h( X ) = X 2 .

(a) Find E[ X ] and Var [ X ].

(b) Find h( E[ X ]) and E[h( X )].

(c) Find E[Y ] and Var [Y ].

Problem 3.13 Random variable X has CDF


0,

 x < 0,
FX ( x ) = x/2, 0 ≤ x ≤ 2,


1, x > 2.


(a) What is E[ X ]?

(b) What is Var [ X ]?

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Problem 3.14 Y is an exponential random variable with variance Var [Y ] = 25.

(a) What is the PDF of Y?

(b) What is E[Y 2 ]?

(c) What is P[Y > 5]?

Problem 3.15 Let X be a random variable denoting the proportion of students in a class who
get a grade lower than C. Suppose X is a random variable with the following probability
density function: 
kx2 (4 − x ), x ∈ [0; 4]
f (x) =
0, x∈/ [0; 4].

(a) Find k such that f ( x ) is a probability density function.

(b) Find E[ X ] and Var [ X ].

(c) Find the cumulative distribution function of X.

(d) A class is assumed to be unsuccessful if the proportion of students with a grade lower
than C is greater than 0.5. What is the probability that a class is unsuccessful?

(e) Assume 5 classes take the course and their successes are independent of each other. What
is the probability that at least two of the classes will be unsuccessful?

Problem 3.16 You arrive at a bus stop at 10 o’clock, knowing that the bus will arrive at some
time uniformly distributed between 10:00 and 10:30.

(a) What is the probability that you will have to wait longer than 10 minutes?

(b) If at 10:15 the bus has not yet arrived, what is the probability that you will have to wait
at least an additional 10 minutes?

Problem 3.17 X is a continuous uniform (−5, 5) random variable.

(a) What is the PDF f X ( x )?

(b) What is the CDF FX ( x )?

(c) What is E[ X ]?

(d) What is E[ X 5 ]?

(e) What is E[e X ]?

Problem 3.18 X is a uniform random variable with expected value µ X = 7 and variance
Var [ X ] = 3. What is the PDF of X?

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Problem 3.19 X is uniform random variable with parameters 0 and 1. Find a function g( x )
such that the PDF of Y = g( X ) is

3y2 , 0 ≤ y ≤ 1,
f Y (y) =
0, otherwise.

Problem 3.20 X is a uniform random variable with parameters −5 and 5. Given the event
B = {| X | ≤ 3},

(a) Find the conditional PDF, f X | B ( x ).

(b) Find the conditional expected value, E[ X | B].

(c) What is the conditional variance, Var [ X | B]?

Problem 3.21 Starting at 5:00 am, every half hour there is a flight from San Francisco airport
to Los Angeles International Airport. Suppose that none of these planes sold out and that
they alwayshave room for passengers. A person who wants to fly LA arrives at the airport at
a random time between 8:45-9:45 am.

(a) Find the probability that she waits at most 10 minutes.

(b) Find the probability that she waits at least 15 minutes.

Problem 3.22 Y is an exponential random variable with the PDF f X ( x ) is


5e−5x , x>0
f (x) =
0, x≤0

(a) What is E[ X ]?

(b) What is P[0, 4 < X < 1]?

Problem 3.23 Y is an exponential random variable with parameter λ = 0.2. Given the event
A = {Y < 2 } ,

(a) What is the conditional PDF, f Y | A (y)?

(b) Find the conditional expected value, E[Y | A].

Problem 3.24 Let X be an exponential random variable with the PDF f X ( x ) is


λe−λx , x>0
f (x) =
0, x≤0

and define Y = [ X ], the largest integer in X, (ie. [ x ] = 0 for 0 ≤ x < 1, [ x ] = 1 for 1 ≤ x < 2
etc.)

(a) Find the probability mass function for Y.

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(b) Find E[Y ].

(c) Find the cumulative distribution function of Y.

(d) Let Y represent the number of periods that a machine is in use before failure. What is the
probability that the machine is still working at the end of 10th period given that it does
not fail before 6th period?

Problem 3.25 X is a Gaussian random variable with E[ X ] = 0 and σX = 0, 4.

(a) What is P[ X > 3]?

(b) What is the value of c such that P[3 − c < X < 3 + c] = 0, 9?

Problem 3.26 The peak temperature T, as measured in degrees Fahrenheit, on a July day in
New Jersey is the Gaussian (85, 10) random variable. What is P[ T > 100], P[ T < 60], and
P[70 ≤ T ≤ 100]?

Problem 3.27 What is the PDF of Z, the standard normal random variable?

Problem 3.28 X is a Gaussian random variable with E[ X ] = 0 and P[| X | ≤ 10] = 0.1. What is
the standard deviation σX ?

Problem 3.29 The lifetimes of computer chips produced by a semi-conductor manufacturer

are having mean 4.4 × 106 hours with a standard deviation of 3 × 105 hours. If a mainframe
manufacturer requires that at least 90 per cent of the chips from large batch will have lifetimes
of at least 3.8 × 106 hours, should he contract with the semiconductor firm?

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