Random Variables and Probablity Distribution

Continuous Random
Variables and
Probability Distributions
Module 3 : Session 2
Continuous Random Variables
A random variable X is continuous if possible values
comprise either a single interval on the number line or a
union of disjoint intervals.
Example: If in the study of the ecology of a lake, X, the R.V.

may be depth measurements at randomly chosen locations.
Then X is a continuous R. V.
The range for X is the minimum depth possible to the
maximum depth possible.
2
Continuous R.V.
In principle variables such as height, weight, and
temperature are continuous, in practice the limitations of
our measuring instruments restrict us to a discrete (though
sometimes very finely subdivided) world.
However, continuous models often approximate real-world

situations very well, and continuous mathematics (calculus)
is frequently easier to work with than mathematics of
discrete variables and distributions.
3
Probability Distributions for Continuous Variables
Suppose the variable X of interest is the depth of a lake at a

randomly chosen point on the surface.
Let M = the maximum depth (in meters), so that any

number in the interval [0, M] is a possible value of X.
If we “discretize” X by measuring depth to the nearest

meter, then possible values are nonnegative integers less
than or equal to M.
The resulting discrete distribution of depth can be pictured

using a probability histogram.
4
If we draw the histogram so that the area of the rectangle

above any possible integer k is the proportion of the lake
whose depth is (to the nearest meter) k, then the total area of
all rectangles is 1:
Probability histogram of depth measured to the nearest meter

5
If depth is measured much more accurately, each rectangle in

the resulting probability histogram is much narrower, though
the total area of all rectangles is still 1.
Probability histogram of depth measured to the nearest centimeter
6
If we continue in this way to measure depth more and more

finely, the resulting sequence of histograms approaches a
smooth curve.
Because for each histogram the total area of all rectangles
equals 1, the total area under the smooth curve is also 1.
A limit of a sequence of discrete histograms

7
Definition
Let X be a continuous R.V. Then a probability distribution
or probability density function (pdf) of X is a function f(x)
such that for any two numbers a and b with a ≤ b, we have,
"
P (a X b) = ! 𝑓 𝑥 𝑑𝑥
!
The probability that X is in the interval [a, b] can be

calculated by integrating the pdf of the random variable X.
8
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:
P (a ≤X ≤ b) = the area under the density curve between a and b.
9
For f(x) to be a legitimate pdf, it must satisfy the following

two conditions:
1. f(x) ≥ 0 for all x
2. = area under the entire graph of f(x) = 1
10
Comparison : Discrete vs Continuous
Discrete Distributions Continuous Distributions
Countable Uncountable
Discrete Points Continuous Intervals
Points have probability Points have no probability
𝑝(𝑥) is 𝑓(𝑥) is
probability distribution probability density function
function
𝑝(𝑥)≥0 𝑓(𝑥)≥0
Σ𝑝(𝑥)=1 Total Area under curve =1
Case Study : Driving to University
The time to drive to university for a community student is an
example of a continuous random variable.
The probability density function and areas of regions created
by the points 15 and 25 minutes are shown in the graph.
Case Study : Driving to University
1. Find the probability that a student takes less than 15 minutes to drive to
university.
2. Find the probability that a student takes no more than 15 minutes to
drive to university. [This answer is the same as the prior question,
because points have no probability with continuous random variables.]
3. Find the probability that a student takes more than 15 minutes to drive to
university.
4. Find the probability that a student takes between 15 and 25 minutes to
drive to university.
Solution
1. 𝑃(𝑋<15) = 0.20
2. 𝑃(𝑋≤15) = 0.20
3. 𝑃(𝑋>15) = 0.45+0.35 = 0.80
4. 𝑃(15≤𝑋≤25) = 0.45

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Continuous Random

Example: If in the study of the ecology of a lake, X, the R.V.

However, continuous models often approximate real-world

Suppose the variable X of interest is the depth of a lake at a

Let M = the maximum depth (in meters), so that any

If we “discretize” X by measuring depth to the nearest

The resulting discrete distribution of depth can be pictured

If we draw the histogram so that the area of the rectangle

Probability histogram of depth measured to the nearest meter

If depth is measured much more accurately, each rectangle in

Probability histogram of depth measured to the nearest centimeter

If we continue in this way to measure depth more and more

A limit of a sequence of discrete histograms

The probability that X is in the interval [a, b] can be

The probability that X takes on a value in the interval [a, b] is

P (a ≤X ≤ b) = the area under the density curve between a and b.

For f(x) to be a legitimate pdf, it must satisfy the following

2. = area under the entire graph of f(x) = 1

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