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Topic summary · Student revision

Continuous Random Variables Topic Review summary

Self-review on continuous RVs: PDFs, CDFs, expectation, and variance.

Files: Topic-Review-Continuous-Random-Variables.pdf · Topic-Review-Continuous-Random-Variables-Answers.pdf · free public downloads · diagrams in the PDFs

Key learning points

  • int−inftyinftyf(x),dx=1\\int_{-\\infty}^{\\infty} f(x)\\,dx=1 with f(x)ge0f(x)\\ge0.
  • P(aleXleb)=intabf(x),dxP(a\\le X\\le b)=\\int_a^b f(x)\\,dx; points have probability 0.
  • F′(x)=f(x)F'(x)=f(x) when FF is the CDF.
  • E(X)=intxf(x),dxE(X)=\\int x f(x)\\,dx; mathrmVar(X)=E(X2)−[E(X)]2\\mathrm{Var}(X)=E(X^2)-[E(X)]^2.
  • Medians solve F(m)=frac12F(m)=\\frac12; modes maximise ff.

Worked example 1 — Normalise

Find kk if f(x)=kxf(x)=kx on [0,2][0,2].

Working

k=frac12k=\\frac12

int02kx,dx=1\\int_0^2 kx\\,dx=1.

Worked example 2 — CDF

Relation of FF and ff.

Working

f=F′f=F'

Fundamental theorem link.

Worked example 3 — \\\\int_{-\\\\infty}^{\\\\infty} f(x)\\\\,

int−inftyinftyf(x),dx=1\\\\int_{-\\\\infty}^{\\\\infty} f(x)\\\\,dx=1 with f(x)ge0f(x)\\\\ge0.

Working

see answers PDF\text{see answers PDF}

Attempt without notes, then check the answers PDF.

Worked example 4 — P(a\\\\le X\\\\le b)=\\\\int_a^b f(x)\\\\,

P(aleXleb)=intabf(x),dxP(a\\\\le X\\\\le b)=\\\\int_a^b f(x)\\\\,dx; points have probability 0.

Working

see answers PDF\text{see answers PDF}

Attempt without notes, then check the answers PDF.

Scaffolded Learning Sheet and answers (PDFs)

This page is a short, searchable overview for revision and search engines. Use the Scaffolded Learning Sheet first, then the Answers PDF for a full written solution. The printable PDFs remain the main classroom resource.