Probability and Statistics (MATH F113)

Pradeep Boggarapu

Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

February 3, 2025

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 1 / 16

 Continuous Random Variables

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 2 / 16

Outline

1 Definition of continuous random variable.

2 Density function and cumulative distribution of a
continuous random variable.
3 Expectation, Variance and Moment Generating
Functions.
4 Standard examples for continuous random variables

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 3 / 16

Random Variables

Definition 0.1 (Continuous random variable).

A random variable is continuous if it assumes any value in
some interval or intervals of real numbers and the
probability that it assumes any specific value is 0.

Example 1.
Two examples are the time that a train arrives at a
specified stop and the lifetime of a transistor

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 4 / 16

Definition and Examples

Example 2.
Let X be the length of a randomly selected telephone
call.
Let X be the volume of coke in a given bottle.
A pencil is broken into two pieces, at a random break
point. Let X be the length of the larger piece.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 5 / 16

Probability density function of continuous r.v.

Definition 0.2.
Let X be continuous random variable. A real valued
integrable function f on R such that
1 f (x) → 0, for x real
! ↑
2 f (x) dx = 1,
↓↑
! b
3 P[a ↔ X ↔ b] = f (x) dx for a and b real,
a
is called a density function for X .

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 6 / 16

Probability density function
Remark 0.3.
A real valued integrable function f (x) on R is a
probability density function for a continuous random
variable if and only if
1 f (x) → 0,
! ↑
2 f (x) dx = 1.
↓↑

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 7 / 16

Probability density function cont.

Let f (x) be density function of a continuous random

variable X , then
!
P[X ↗ B] = f (x) dx.
B

Let B = [a, b], we have that

! b
P[a ↔ X ↔ b] = f (x) dx.
a

If b = a in the above, we get that

! a
P[X = a] = f (x) dx = 0.
a
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 8 / 16
Problems.

Problem 3.
Fix b ↗ (↓↑, ↑) and a ↗ (0, ↑). Let f be given by
1 a
f (x) = ↘ 2 x ↗ (↓↑, ↑)
ω a + (x ↓ b)2
Is f a PDF for a continuous random variables?
Answer: Yes! u
FYI: The function f defined above is called Cauchy
distribution with parameters a and b.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 9 / 16

 ① clearly flak o
,
. Sofind a

= -birde
x - b= t

=
=> tatant (4)/
im ta = ( -

(2) Etail in
fail (2) =
/n
-

time
lin = . =
1 .
Problems.

Problem 4.

=
Let

-lift-checksound
f (x) =
ex
(1 + e x )2
, x → R.
is

Is f a continuous PDF?
Ans: Yes. FYI: The function f defined above is called Logistic
distribution.
Problem 5.
Let
find
5
2 /2
f (x) = xe →x , x > 0.
= nedo
2
o
Is f a continuous PDF?
Ans: Yes. FYI: The function f defined above is called Rayleigh
distribution.
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 10 / 16
Problems
Problem 6.
A college professor never finishes his lecture before the end of the
hour and always finishes his lectures within 2 min after the hour. Let
X = the time in minutes that elapses between the end of the hour and
the end of the lecture and suppose the pdf of X is

f (x) = kx 2 , 0 ↑ x ↑ 2

and 0 otherwise.
a. Find the value of k.
b. What is the probability that the lecture ends within 1 min of the
end of the hour?
c. What is the probability that the lecture continues beyond the hour
for between 60 and 90 sec?
d. What is the probability that the lecture continues for at least 90
sec beyond the end of the hour?
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 11 / 16
 2

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③ PEX11] = I find =
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Cumulative distribution function

Definition 0.4 (Cumulative distribution function (cdf)).

Let X be a continuous random variable with a density
function f (x). The cumulative distribution function for X ,
denoted by F , is defined by
! x
F (x) = P[X → x] = f (t)dt for x real.
↑↓

#1)
F(x)
- *
-

t
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 12 / 16
Cumulative distribution function
Remark 0.5.
Let F be the cdf of a random variable X :
1 F is a nondecreasing function; that is, if a < b, then
F (a) → F (b).
2 lim F (x) = 1, and lim F (x) = 0,
x↔↓ x↔↑↓

3 F (x) is right continuous function. That is for any x

and any decreasing sequence {xn } that converges to
x, lim F (xn ) = F (x).
n↔↓

4 If X is continuous rv and F is di!erentiable, then the

density of X is given by f (x) = F ↗ (x).
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 13 / 16
Problems

Example 7.
Suppose that X is a continuous random variable whose
probability density function is given by
"
C (4x ↑ 2x 2 ) if 0 → x → 2
f (x) = -

0 otherwise,

1 What is the value of C ?

2 Find CDF of X .
~
3 Find P[X > 1].

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 14 / 16

① fidu = =

② Ret 140 FF = And = 0

- 2

QUI: FI
= Mfd(47-25dt
= (2)

x = =
Y =
=
o + 1+ 0 =
1

it a <

Ezo
o

F() =
x>2
 1-FID
⑤ PIX1] = 1-PEXID =

1 =(2 3)
-
-
=

1-X
=

= 1- % =
Ye
Problems

Example 8.
The amount of time in hours that a computer functions
before breaking down is a continuous random variable
with probability density function given by
!
ωe →x/100 if x ↑ 0
f (x) =
-

0 otherwise,
X 100
=

what is the probability that

1 a computer will function between 50 and 150 hours
before breaking down? Ans 0 3834 .
.

2 it will function for fewer than 100 hours? Ans-0 6321 .

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 15 / 16

 Thank you for your attention

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 3, 2025 16 / 16