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Probability density functionsAQA A-Level Further Maths: Flashcards

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State the two conditions for $f(x)$ to be a pdf.

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State the two conditions for f(x)f(x) to be a pdf.
f(x)≥0f(x)\ge0 for all xx, and ∫−∞∞f(x) dx=1\int_{-\infty}^{\infty}f(x)\,dx=1.
What does f(a)f(a) represent for a continuous random variable?
A density, not a probability. Only areas under ff are probabilities.
Value of P(X=a)P(X=a) for a continuous random variable?
00
Formula for P(a<X<b)P(a<X<b)?
∫abf(x) dx\int_a^bf(x)\,dx
Why is P(X<a)=P(X≤a)P(X<a)=P(X\le a) for a continuous variable?
Because P(X=a)=0P(X=a)=0.
How do you find an unknown constant kk in a pdf?
Integrate ff over its range, set the total equal to 1 and solve for kk.
Equation that defines the median mm?
∫−∞mf(x) dx=12\int_{-\infty}^{m}f(x)\,dx=\frac12
Equation that defines the lower quartile?
∫−∞Q1f(x) dx=14\int_{-\infty}^{Q_1}f(x)\,dx=\frac14
Equation that defines the upper quartile?
∫−∞Q3f(x) dx=34\int_{-\infty}^{Q_3}f(x)\,dx=\frac34
What is f(x)f(x) outside the stated range?
00, so only integrate over the range where ff is non-zero.
What should you do with a root outside the range of XX when solving for a median?
Reject it.
Find kk if f(x)=kx2f(x)=kx^2 on [0,3][0,3].
9k=19k=1, so k=19k=\frac19.

Exam questions on Probability density functions

  1. The continuous random variable XX has probability density function f(x)=kx2f(x)=kx^2 for 0≤x≤30\le x\le3, and f(x)=0f(x)=0 otherwise, where kk is a constant.
    Find P(1<X<2)P(1<X<2).2 marks
  2. The continuous random variable XX has probability density function f(x)=x18f(x)=\frac{x}{18} for 0≤x≤60\le x\le6, and f(x)=0f(x)=0 otherwise.
    Find the median of XX.2 marks
  3. The continuous random variable XX has probability density function f(x)=kx(3−x)f(x)=kx(3-x) for 0≤x≤30\le x\le3, and f(x)=0f(x)=0 otherwise, where kk is a constant.
    Show that k=29k=\frac29.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).