Continuous Random Variables III Cheat Sheet AQA A Level Further Maths: Statistics

Cumulative Distribution Function (A Level Only) The Rectangular Distribution (A Level Only) Find 𝑉𝑎𝑟(𝑋) using 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − (𝐸(𝑋))2. 𝑎2 + 𝑎𝑏 + 𝑏2 𝑎+𝑏 2
𝑉𝑎𝑟(𝑋) = −( )
3 2
A cumulative distribution function, (CDF), measures the probability of the variable taking a value which is less Applicability of Modelling with the Rectangular Distribution 𝑎2 + 𝑎𝑏 + 𝑏2 𝑎2 + 2𝑎𝑏 + 𝑏2
= −( )
than or equal to a given value. For a cumulative distribution function 𝐹(𝑥), 3 4
A continuous random variable 𝑋 is said to have a rectangular distribution if it has uniform distribution. This 4𝑎 + 4𝑎𝑏 + 4𝑏 − 3𝑎 − 6𝑎𝑏 − 3𝑏2
2 2 2

𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥). =

means there is equal probability of 𝑋 taking a value within any ranges of the same width. 12
𝑎2 − 2𝑎𝑏 + 𝑏2
Relations Between the Probability Density and Cumulative Distribution Functions =
12
(𝑏 − 𝑎)2
For a continuous random variable 𝑋 with the probability density function (pdf) 𝑓(𝑥), its cumulative Calculating Probabilities with a Rectangular Distribution =
12
distribution function can be written as 𝐹(𝑥) and can be found by integrating 𝑓(𝑥) between −∞ and 𝑥. The
c) Calculate the standard deviation from 𝑉𝑎𝑟(𝑋),
cumulative probability of 𝑋 taking the values within the range 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) can be found by using 𝑎 and 𝑏 as The graph below represents the probability distribution of variable 𝑋 which follows a rectangular distribution (𝑏 − 𝑎)2 (5 − 1)2
substituting the values of 𝑎 and 𝑏. 𝜎=√ =√ = 1.15 (3 s.f.)
the limits in the integration. When 𝑎 and 𝑏 are the smallest and largest values which 𝑋 can take, 𝐹(𝑥) should over [𝑎, 𝑏], where 𝑏 > 𝑎. 12 12
equal to 1 as probability always adds up to 1.
𝑏−𝑎 d) Find 𝑃(3.5 < 𝑥 ≤ 4.7). 𝑃(3.5 < 𝑥 ≤ 4.7) = 𝐹(4.7) − 𝐹(3.5)
𝑏 4.7 − 1 3.5 − 1
1 = −
𝐹(𝑥) = 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) = ∫ 𝑓(𝑥) 𝑑𝑥 Area = 1 5−1 5−1
𝑎 𝑏−𝑎 4.7 − 3.5
=
This is the same formula used to find the median, lower quartile and upper quartile. It can also be used for 𝑎 𝑏 4
= 0.3
calculating percentiles, by setting the value of 𝐹(𝑥) to the desired percentile and finding the value of 𝑏.
Since the total area under graph is 1 and the base length of the rectangular region is 𝑏 − 𝑎, the probability can
The pdf can be found from a given cdf by differentiation: be calculated by the following:

1
Expectation and Variance of the Sum of Two Independent Random
𝑑 𝑓(𝑥) = .
𝑓(𝑥) =
𝑑𝑥
𝐹(𝑥). 𝑏−𝑎 Variables (Discrete or Continuous)
Example 1: The continuous random variable 𝑋 has the probability density function: The cumulative distribution function, derived using the area of the rectangle, is given by: When the independent random variables 𝑋 and 𝑌 are combined, the expectation and variance are given by:

3 2 0 𝑥<𝑎
𝑥−𝑎 𝐸(𝑋 + 𝑌) = 𝐸(𝑋) + 𝐸(𝑌)
𝑓(𝑥) = {50 (𝑥 − 4𝑥 + 5) 0 < 𝑥 ≤ 𝑘 𝐹(𝑥) = { 𝑎≤𝑥≤𝑏
𝑏−𝑎
0 otherwise 1 𝑥>b 𝑉𝑎𝑟(𝑋 + 𝑌) = 𝑉𝑎𝑟(𝑋) + 𝑉𝑎𝑟(𝑌)

Find the cumulative distribution function of 𝑋 and the value of 𝑘. Notice that this holds even if one is continuous and the other is discrete.
𝑘
Integrate 𝑓(𝑥), using 𝑘 and 0 as 𝑘
3 2 3 𝑥 3 4𝑥 2 Example 4: The random variable 𝑋 has the probability density function:
the limits. 𝐹(𝑥) = ∫ (𝑥 − 4𝑥 + 5) 𝑑𝑥 = [ − + 5𝑥] Proof of Mean, Variance and Standard Deviation of the Rectangular Distribution
0 50 50 3 2 0 2𝑘 1<𝑥<3
3 𝑘3 The mean and variance of 𝑋, which is a random variable following a rectangular distribution over [𝑎, 𝑏] , is 𝑓(𝑥) = { 𝑘 𝑥 = 5,6
= ( − 2𝑘 2 + 5𝑘) given by:
50 3 0 otherwise
Equate 𝐹(𝑥) to 1 and solve for 𝑘. 3 𝑘3
( − 2𝑘 2 + 5𝑘) = 1 𝑎+𝑏 Find the value of 𝑘, 𝐸(𝑋) and 𝑉𝑎𝑟(𝑋).
50 3 𝐸(𝑋) =
2
𝑘 3 − 6𝑘 2 + 15𝑘 = 50 Use the fact that the total probability equals to 3 6
𝑘=5 (𝑏 − 𝑎)2 1 to find 𝑘. ∫ 2𝑘 𝑑𝑥 + ∑ 𝑘 = 1
The cumulative distribution 0 𝑥≤0 𝑉𝑎𝑟(𝑋) = 1
12 𝑥=5
function can be written as: 3 𝑥3 3
𝐹(𝑥) = { ( − 2𝑥 2 + 5𝑘) 0 < 𝑥 ≤ 5 Example 3: For the random continuous variable 𝑋 following a rectangular distribution [𝑎, 𝑏], a) show that ∫ 2𝑘 𝑑𝑥 + 𝑘 + 𝑘 = 1
50 3
𝑎+𝑏 (𝑏−𝑎)2 1
1 𝑥≥5 𝐸(𝑋) = and b) 𝑉𝑎𝑟(𝑋) = . Given that 𝑎 = 1 and 𝑏 = 5, find c) the standard deviation of 𝑋 and d) [2𝑘𝑥]13 + 2𝑘 = 6𝑘 − 2𝑘 + 2𝑘
2 12
𝑃(3.5 < 𝑥 ≤ 4.7). 1
6𝑘 = 1 ⇒ 𝑘 =
6
Example 2: The continuous random variable 𝑋 has the cumulative distribution function: ∞ 1 𝑏
1
a) Find 𝐸(𝑋) using ∫−∞ 𝑥 𝑓(𝑥) 𝑑𝑥 and 𝑓(𝑥) = . Find the expectation for the first part where 𝑋 is 3 3
𝑥 𝑥2
3
9 1 4
𝑏−𝑎 𝐸(𝑋) = ∫ 𝑥 × 𝑑𝑥
0 𝑥<0 Use 𝑎 and 𝑏 as the limits for integration. 𝑎 𝑏−𝑎 continuous using integration, then the expectation ∫ 𝑥 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = [ ] = − =
1 1 3 6 1 6 6 3
𝑥 1 𝑥2
𝑏 for the second part where 𝑋 is discrete. Find the
0≤𝑥<1 =
6
4 [ ] sum. 1 1 11
𝑏−𝑎 2 𝑎 ∑ 𝑥 𝑓(𝑥) = 5 × + 6 × =
𝐹(𝑥) = 𝑥 1 1 ≤ 𝑥 < 19 6 6 6
+ 4 1 𝑏2 − 𝑎2 𝑥=5
5 20 = × 4 11
19 𝑏−𝑎 2 𝐸(𝑋) = +
1 𝑥≥ 𝑎+𝑏 3 6
{ 4 = Find the variance of the continuous part of 𝑋. 3 3 3
2 𝑥2 𝑥3 27 1 26
Find the probability density distribution and the median of 𝑋. ∞ 𝑏 ∫ 𝑥 2 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = [ ] = − =
b) Find 𝐸(𝑋 2 ) using ∫−∞ 𝑥 2 𝑓(𝑥) 𝑑𝑥 and 𝑓(𝑥) = 1 1 1 3 9 1 9 9 9
1
𝐸(𝑋 2 ) = ∫ 𝑥 2 × 𝑑𝑥
Find the pdf by differentiating each part of the cdf. 1 . Use 𝑎 and 𝑏 as the limits for integration. 𝑎 𝑏 − 𝑎 26 4 2 26 − 16 10
0≤𝑥<1 𝑏−𝑎 𝑏 −( ) = =
4 1 𝑥3 9 3 9 9
𝑓(𝑥) = 1 19 = [ ] 6
1≤𝑥< 𝑏−𝑎 3 𝑎 Find the variance of the discrete part of 𝑋. 1 1 25 + 36 61
5 4 ∑ 𝑥 2 𝑓(𝑥) = × 52 + × 62 = =
{0 otherwise 1 𝑏3 − 𝑎3 6 6 6 6
= × 𝑥=5
To find the median, find the value of 𝑥 when 𝐹(𝑥) = 𝑥 1 𝑏−𝑎 3
+ = 0.5 61 11 2 245
0.5. Note that the maximum value of 𝐹(𝑥) for 0 ≤ 5 20 𝑎2 + 𝑎𝑏 + 𝑏2 −( ) =
= 6 6 36
1 19 9 3
𝑥 < 1 is , so the median must lie within 1 ≤ 𝑥 < . 𝑥= Find 𝑉𝑎𝑟(𝑋) by adding up the variance of the two 10 245 285 95
4 4
4 𝑉𝑎𝑟(𝑋) = + = =
parts together. 9 36 36 12

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