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Worked Examples · Example 6

Q.A continuous random variable XX has probability density function f(x)=2xf(x) = 2x for 0≤x≤10 \leq x \leq 1, and f(x)=0f(x)=0 elsewhere.

(i) Verify that f(x)f(x) is a valid probability density function.
(ii) Find P(X<0.5)P(X < 0.5).
(iii) Find E(X)E(X).
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(i) Verifying f(x)=2xf(x)=2x is a valid p.d.f. on [0,1][0,1]:

For 0≤x≤10\leq x\leq1, f(x)=2x≥0f(x)=2x\geq0 throughout (it is 00 at x=0x=0 and rises to 22 at x=1x=1), so the first condition holds.

∫012x dx=[x2]01=12−02=1\int_{0}^{1} 2x\, dx = \Big[x^2\Big]_0^1 = 1^2 - 0^2 = 1

Since the total area under the curve is exactly 11, both conditions for a valid p.d.f. are satisfied.

(ii) Finding P(X<0.5)P(X<0.5):

P(X<0.5)=∫00.52x dx=[x2]00.5=(0.5)2−02=0.25P(X<0.5) = \int_{0}^{0.5} 2x\, dx = \Big[x^2\Big]_0^{0.5} = (0.5)^2 - 0^2 = 0.25

(iii) Finding E(X)E(X):

For a continuous random variable, E(X)=∫xf(x) dxE(X) = \int x f(x)\, dx over the range:

E(X)=∫01x⋅2x dx=∫012x2 dx=[2x33]01=23−0=23E(X) = \int_{0}^{1} x \cdot 2x\, dx = \int_{0}^{1} 2x^2\, dx = \left[\frac{2x^3}{3}\right]_0^1 = \frac{2}{3} - 0 = \frac{2}{3} …

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