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

Mean, Variance and Standard Deviation of a Given Probability Density Functions of a Continuous Random Variable
Function Expectation and Variance of a Linear Function of a Continuous Random Variable Mean, Variance and Standard Deviation of Non-Linear Functions of a Continuous
Expectation of a Continuous Random Variable When a variable 𝑋 undergoes a linear transformation, such as multiplication by the constant 𝑎, or adding a Random Variable
constant 𝑏, the expectation and variance of the new variable can be found in terms of 𝐸(𝑋) and 𝑉𝑎𝑟(𝑋).
The mean, or the expectation of a continuous variable 𝑋, which is defined on the domain 𝑎 < 𝑥 < 𝑏, is given By using the formula for the expectation of a general function of a continuous random variable, the variance
by: 𝐸(𝑎𝑋 + 𝑏) = 𝑎𝐸(𝑋) + 𝑏 and standard deviation can also be found for non-linear functions of a continuous random variable.
𝑏
𝑉𝑎𝑟(𝑎𝑋 + 𝑏) = 𝑎2 𝑉𝑎𝑟(𝑋) Example 4: The continuous random variable 𝑋 has the probability density function:
𝐸(𝑋) = ∫ 𝑥 𝑓(𝑥) 𝑑𝑥
𝑎
Example 2: The continuous random variable 𝑋 has the expectation and variance: 3𝑥
Expectation of the Square of a Continuous Random Variable 𝑓(𝑥) = { 4 (2 − 𝑥) 0<𝑥<2
𝐸(𝑋) = 1.24 0, otherwise
The expectation of the square of a continuous variable 𝑋 which is defined for the domain 𝑎 < 𝑥 < 𝑏, is given
by: 𝑉𝑎𝑟(𝑋) = 1.86 Find 𝑉𝑎𝑟(𝑋 2 ) and the standard deviation.
𝑏
Given that 𝑌 is a continuous random variable such that 𝑌 = 3𝑋 − 2, find: Let 𝑌 = 𝑋 2 so 𝑉𝑎𝑟(𝑋 2 ) = 𝑉𝑎𝑟(𝑌) = 𝐸(𝑌 2 ) − (𝐸(𝑌))2 . 𝐸(𝑌) = 𝐸(𝑋 2 )
𝐸(𝑋 2 ) = ∫ 𝑥 2 𝑓(𝑥) 𝑑𝑥
𝑎 Find 𝐸(𝑌). 2
a) 𝐸(𝑌) 3𝑥
= ∫ 𝑥2 × (2 − 𝑥) 𝑑𝑥
Variance of a Continuous Random Variable 0 4
b) 𝑉𝑎𝑟(𝑌)
The variance of a continuous random variable can be calculated by: 3 2 3
= ∫ 2𝑥 − 𝑥 4 𝑑𝑥
2
c) 𝐸(𝑌 ) 4 0
𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − (𝐸(𝑋))2
2
3 2𝑥 4 𝑥 5
The standard deviation can be obtained by square rooting the variance. d) the standard deviation of 𝑌 = [ − ]
4 4 5 0
Example 1: The continuous random variable 𝑋 has the probability density function: a) Find 𝐸(𝑌) from 𝐸(𝑋). 𝐸(𝑌) = 3𝐸(𝑋) − 2 3 32 32
= 3(1.24) − 2 = ( − − 0)
4 4 5
3 = 1.72
2 3 = 1.2
𝑓(𝑥) = {20 (4𝑥 − 𝑥 ) 0 < 𝑥 < 2 b) Find 𝑉𝑎𝑟(𝑌) from 𝑉𝑎𝑟(𝑋). 𝑉𝑎𝑟(𝑌) = 32 (1.86)
0 otherwise = 16.74 2
Find 𝐸(𝑌 ). 𝐸(𝑌 2)
= 𝐸((𝑋 2 )2 )
c) Find 𝐸(𝑌 2 ) using 𝑉𝑎𝑟(𝑌) = 𝐸(𝑌 2 ) − (𝐸(𝑌))2 . 16.74 = 𝐸(𝑌 2 ) − (1.72)2
Find the standard deviation of 𝑋. 𝐸(𝑌 2 ) = 16.74 − 2.9584 = 𝐸(𝑋 4 )
= 13.7816 2
3𝑥
2
Find 𝐸(𝑋). 3 d) Calculate the standard deviation from 𝑉𝑎𝑟(𝑌). = ∫ 𝑥4 × (2 − 𝑥) 𝑑𝑥
𝐸(𝑋) = ∫ 𝑥 × (4𝑥 2 − 𝑥 3 ) 𝑑𝑥 𝜎 = √16.74 0 4
0 20 = 4.09 (3s.f.)
3 2 5
3 2 3 = ∫ 2𝑥 − 𝑥 6 𝑑𝑥
= ∫ 4𝑥 − 𝑥 4 𝑑𝑥 4 0
20 0
2
Expectation of a General Function of a Continuous Random Variable 3 2𝑥 6 𝑥 7
2
3 4 𝑥5 The expectation of any general function 𝑔(𝑥) for a continuous random variable 𝑋 with the probability density = [ − ]
= [𝑥 − ] 4 6 7 0
20 5 1 function 𝑓(𝑥) can be found by:
3 128 128
3 32 1 ∞ = ( − − 0)
= [(16 − ) − (1 − )] 𝐸(𝑔(𝑥)) = ∫ 𝑔(𝑥) 𝑓(𝑥) 𝑑𝑥 4 6 7
20 5 5
−∞ 16
3 48 4 =
= ( − ) 7
20 5 5
= 1.32 Find 𝑉𝑎𝑟(𝑌). 𝑉𝑎𝑟(𝑌) = 𝐸(𝑌 2 ) − (𝐸(𝑌))2
Example 3: The continuous random variable 𝑋 has the probability density function: 16
= − (1.2)2
Find 𝐸(𝑋 2 ). 2
3 7
𝐸(𝑋 2 ) = ∫ 𝑥 2 × (4𝑥 2 − 𝑥 3 ) 𝑑𝑥 3𝑥 2 0<𝑥<1 = 0.846 (3s.f.)
0 20 𝑓(𝑥) = {
0, otherwise 𝑉𝑎𝑟(𝑋 2 ) = 0.846 (3s.f.)
3 2 4 Find the standard deviation from 𝑉𝑎𝑟(𝑌). 𝜎 = √0.84571 …
= ∫ 4𝑥 − 𝑥 5 𝑑𝑥 4
20 0 Find 𝐸 ( ). = 0.920 (3s.f.)
𝑋
2
3 4𝑥 5 𝑥 6 4 1
= [ − ] Find 𝐸 ( ) using the formula above. 4 4
20 5 6 1 𝑋 𝐸( )=∫ 𝑓(𝑥) 𝑑𝑥
𝑋 0 𝑥
3 128 64 4 1 1
4
= [( − ) − ( − )] =∫ (3𝑥 2 ) 𝑑𝑥
20 5 6 5 6 𝑥
0
3 224 19 1
= ( − )
20 15 30 = ∫ 12𝑥 𝑑𝑥
0
= 2.145
1
12𝑥 2
Calculate the variance using 𝑉𝑎𝑟(𝑋) = 2.145 − (1.32)2 =[ ] =6
𝐸(𝑋 2 ) − (𝐸(𝑋))2. = 0.4026 2 0
Calculate the standard deviation as 𝜎 = √0.4026
the square root of variance. = 0.635 (3s.f.)

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