Probability and Statistics

MATH2010

October 21, 2024

Table of contents

1. Review

2. Cumulative function

3. Uniform distribution

4. Normal distribution

1
Review
Review

1. Continuous random variable X with probability density f :

(a) f (x) ≥ 0 for any x ∈ (−∞, ∞); and
(b) P(X ∈ B) = B f (x)dx for any measurable B ⊆ R; and
R
R∞
(c) −∞ f (x) = 1.

2
Review

1. Continuous random variable X with probability density f :

(a) f (x) ≥ 0 for any x ∈ (−∞, ∞); and
(b) P(X ∈ B) = B f (x)dx for any measurable B ⊆ R; and
R
R∞
(c) −∞ f (x) = 1.
R∞
2. Expectation: E[X] = −∞ xf (x)dx

2
Review

1. Continuous random variable X with probability density f :

(a) f (x) ≥ 0 for any x ∈ (−∞, ∞); and
(b) P(X ∈ B) = B f (x)dx for any measurable B ⊆ R; and
R
R∞
(c) −∞ f (x) = 1.
R∞
2. Expectation: E[X] = −∞ xf (x)dx
R∞
3. Expectation of function: E[g(X)] = −∞ g(x)f (x)dx

2
Review

1. Continuous random variable X with probability density f :

(a) f (x) ≥ 0 for any x ∈ (−∞, ∞); and
(b) P(X ∈ B) = B f (x)dx for any measurable B ⊆ R; and
R
R∞
(c) −∞ f (x) = 1.
R∞
2. Expectation: E[X] = −∞ xf (x)dx
R∞
3. Expectation of function: E[g(X)] = −∞ g(x)f (x)dx
4. Variance: Var(X) = E[(X − E[X]2 )] = E[X 2 ] − (E[X])2

2
Review

1. Continuous random variable X with probability density f :

(a) f (x) ≥ 0 for any x ∈ (−∞, ∞); and
(b) P(X ∈ B) = B f (x)dx for any measurable B ⊆ R; and
R
R∞
(c) −∞ f (x) = 1.
R∞
2. Expectation: E[X] = −∞ xf (x)dx
R∞
3. Expectation of function: E[g(X)] = −∞ g(x)f (x)dx
4. Variance: Var(X) = E[(X − E[X]2 )] = E[X 2 ] − (E[X])2

2
Cumulative function
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

F(0) =

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0
F(1) =

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = f (x)d(x) = 0
R−∞
1
F(1) = −∞ f (x)d(x) =

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0
R1 1
1 2 1
F(1) = −∞ f (x)d(x) = 4
x = 4
0

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0
R1 1
1 2 1
F(1) = −∞ f (x)d(x) = 4
x = 4
0
F(1.5) =

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0
R1 1
1 2 1
F(1) = −∞ f (x)d(x) = 4 x 0 = 4
R 1.5
F(1.5) = −∞ f (x)d(x) =

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0
R1 1
1 2
F(1) = −∞ f (x)d(x) = 4
x = 14
0
R 1.5 1.5
1 2 9
F(1.5) = −∞ f (x)d(x) = 4x = 16
0

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0
F(0) = −∞ f (x)d(x) = 0 F(a) =
R1 1
1 2
F(1) = −∞ f (x)d(x) = 4 x = 14
0
R 1.5 1.5
1 2 9
F(1.5) = −∞ f (x)d(x) = 4 x = 16
0

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0 Ra
F(0) = −∞ f (x)d(x) = 0 F(a) = −∞ f (x)d(x) =
R1 1
1 2
F(1) = −∞ f (x)d(x) = 4 x = 14
0
R 1.5 1.5
1 2 9
F(1.5) = −∞ f (x)d(x) = 4 x 0 = 16

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0 Ra
F(0) = −∞ f (x)d(x) = 0 F(a) = −∞ f (x)d(x) =
1 1 2
a
= 1
R1
F(1) = 1 2
f (x)d(x) = 4 x = 1 4
x 4
a2
−∞ 0 4 0
R 1.5 1.5
1 2 9
F(1.5) = −∞ f (x)d(x) = 4 x 0 = 16

3
Cumulative function

L Definition  5.1
Given a continuous random variable with probability density function f , then the
cumulative function of X is defined as
Z a
F(a) = P(X ≤ a) = f (x)d(x)
−∞

d
In addition, da
F(a) = F ′ (a) = f (a).

Example
Let X be a continuous random variable whose probability density function is given by

1
(
2
x 0<x<2
f (x) =
0 otherwise

R0 Ra
F(0) = −∞ f (x)d(x) = 0 F(a) = −∞ f (x)d(x) =
1 1 2
a
= 1
R1
F(1) = −∞ f (x)d(x) = 4 1 2
x = 1 4
x 4
a2
0 4 0
R 1.5 1.5
1 2 9
F(1.5) = −∞ f (x)d(x) = 4 x = 16
0

3
Uniform distribution
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.


Ra  0
 if a ≤ 0
F(a) = −∞ f (x)dx = x if 0 < a < 1
 1

otherwise

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.


Ra  0
 if a ≤ 0
F(a) = −∞ f (x)dx = x if 0 < a < 1
 1

otherwise

• Find the expected value.

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.


Ra  0
 if a ≤ 0
F(a) = −∞ f (x)dx = x if 0 < a < 1
 1

otherwise
R∞ R1 1
• Find the expected value. E[X] = −∞ xf (x)dx = 0 xdx = 2

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.


Ra  0
 if a ≤ 0
F(a) = −∞ f (x)dx = x if 0 < a < 1
 1

otherwise
R∞ R1 1
• Find the expected value. E[X] = −∞ xf (x)dx = 0 xdx = 2
• Find the variance.

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.


Ra  0
 if a ≤ 0
F(a) = −∞ f (x)dx = x if 0 < a < 1
 1

otherwise

xf (x)dx = 01 xdx = 1
R∞
• Find the expected value. E[X] = −∞
R
2
• Find the variance.
E[X 2 ] = −∞ x f (x)dx = 01 x2 dx = 1
R∞ 2 R
3

4
Uniform distribution

L Definition U [0, 1]  5.3

A random variable is said to be uniformly distributed over the interval (0, 1) if its
probability density function is given by
(
1 0<x<1
f (x) =
0 otherwise

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
f (x)dx = 01 1dx = x|1
R∞
(c) −∞ 0 = 1
R

• Find the cumulative function.


Ra  0
 if a ≤ 0
F(a) = −∞ f (x)dx = x if 0 < a < 1
 1

otherwise

xf (x)dx = 01 xdx = 1
R∞
• Find the expected value. E[X] = −∞
R
2
• Find the variance.
E[X 2 ] = −∞ x f (x)dx = 01 x2 dx = 1
R∞ 2 R
3
1
Therefore, Var(X) = E[X 2 ] − (E[X])2 = 12

4
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.
∞ 1
Z
1= cdx = cx|β
α = c(β − α) ⇔ c =
−∞ β−α

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.
∞ 1
Z
1= cdx = cx|β
α = c(β − α) ⇔ c =
−∞ β−α

• Find the expected value.

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.
∞ 1
Z
1= cdx = cx|β
α = c(β − α) ⇔ c =
−∞ β−α

• Find the expected value.

1
R∞ Rβ β+α
E[X] = −∞ xf (x)dx = α x β−α dx = 2

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.
∞ 1
Z
1= cdx = cx|β
α = c(β − α) ⇔ c =
−∞ β−α

• Find the expected value.

1
R∞ Rβ β+α
E[X] = −∞ xf (x)dx = α x β−α dx = 2

• Find the variance.

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.
∞ 1
Z
1= cdx = cx|β
α = c(β − α) ⇔ c =
−∞ β−α

• Find the expected value.

1
R∞ Rβ β+α
E[X] = −∞ xf (x)dx = α x β−α dx = 2

• Find the variance.

R1 1 β 2 +αβ+α2
E[X 2 ] = x2 f (x)dx = x2 β−α
R∞
−∞ 0 dx = 3

5
Uniform distribution

Uniform distribution on [α, β], denoted by U [α, β]

A random variable is said to be uniformly distributed over the interval (α, β) if its
probability density function is given by
(
c α<x<β
f (x) =
0 otherwise

• Find constant c.
∞ 1
Z
1= cdx = cx|β
α = c(β − α) ⇔ c =
−∞ β−α

• Find the expected value.

1
R∞ Rβ β+α
E[X] = −∞ xf (x)dx = α x β−α dx = 2

• Find the variance.

R1 1 β 2 +αβ+α2
E[X 2 ] = x2 f (x)dx = x2 β−α
R∞
−∞ 0 dx = 3

(β−α)2
Therefore, Var(X) = E[X 2 ] − (E[X])2 = 12

5
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30).

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits less than 5 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits less than 5 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• The passenger will have to wait less than 5 minutes if (and only if) he arrives
between 7:10 and 7:15 or between 7:25 and 7:30.

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits less than 5 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• The passenger will have to wait less than 5 minutes if (and only if) he arrives
between 7:10 and 7:15 or between 7:25 and 7:30.

P{10 < X < 15} + P{25 < X < 30} =

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits less than 5 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• The passenger will have to wait less than 5 minutes if (and only if) he arrives
between 7:10 and 7:15 or between 7:25 and 7:30.
Z 15 Z 30
P{10 < X < 15} + P{25 < X < 30} = 1/30dx + 1/30dx = 1/3
10 25

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• He waits more than 10 minutes if he arrives between 7:00 and 7:05 or between
7:15 and 7:20,

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• He waits more than 10 minutes if he arrives between 7:00 and 7:05 or between
7:15 and 7:20,
P{0 < X < 5} + P{15 < X < 20} = 1/3

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• If t > 10 then

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• If t > 10 then

P{0 < X < t − 10} + P{15 < X < 20} = (t − 10)/30 + 1/6

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• If t > 10 then

P{0 < X < t − 10} + P{15 < X < 20} = (t − 10)/30 + 1/6

If 5 < t ≤ 10 then

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• If t > 10 then

P{0 < X < t − 10} + P{15 < X < 20} = (t − 10)/30 + 1/6

If 5 < t ≤ 10 then P{15 < X < 20} = 1/6

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• If t > 10 then
P{0 < X < t − 10} + P{15 < X < 20} = (t − 10)/30 + 1/6
If 5 < t ≤ 10 then P{15 < X < 20} = 1/6
If t < 5 then

6
Uniform distribution

Example
Buses arrive at a specified stop at 15-minute intervals starting at 7:00 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, etc. Suppose that a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30. Let X denote the
arriving minutes (that is, from 00 to 30). Write the probability density function of X.

• Find the probability that he waits more than 10 minutes for a bus if the City Hall
imposes one more bus at 7:t with 0 < t < 15.

Since X is a uniform
random variable over the
interval (0,30), the p.d.f. is
f (x) =
(
1/30 if 0 < x < 30
0 otherwise

• If t > 10 then
P{0 < X < t − 10} + P{15 < X < 20} = (t − 10)/30 + 1/6
If 5 < t ≤ 10 then P{15 < X < 20} = 1/6
If t < 5 then
P{t < X < 5} + P{15 < X < 20} = (5 − t)/30 + 1/6 6
Normal distribution
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

7
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
R∞
(c) Have to show that −∞ f (x)dx = 1 (self-read)

7
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
R∞
(c) Have to show that −∞ f (x)dx = 1 (self-read)
• Find the expected value of N (0, 1).

7
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
R∞
(c) Have to show that −∞ f (x)dx = 1 (self-read)
• Find the expected value of N (0, 1).
2 2
√1 = − √1 e−x
R∞
E[X] = −∞ xe−x /2 dx /2 |∞
−∞ =0
2π 2π

7
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
R∞
(c) Have to show that −∞ f (x)dx = 1 (self-read)
• Find the expected value of N (0, 1).
2 2
√1 = − √1 e−x
R∞
E[X] = −∞ xe−x /2 dx /2 |∞
−∞ =0
2π 2π

• Find the variance of N (0, 1).

7
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
R∞
(c) Have to show that −∞ f (x)dx = 1 (self-read)
• Find the expected value of N (0, 1).
2 2
√1 = − √1 e−x
R∞
E[X] = −∞ xe−x /2 dx /2 |∞
−∞ =0
2π 2π

• Find the variance of N (0, 1).

2 R ∞ −x2 /2  2

E[X 2 ] = √1 √1
R∞
−xe−x /2 |∞−∞ + −∞ e dx −∞ e−x /2 dx =1
2π 2π

7
Normal distribution

L Definition  5.4
We say that X is a normal random variable, or simply that X is normally distributed,
with parameters µ and σ 2 if the density of X is given by

1 2
/2σ 2
f (x) = √ e−(x−µ) for any − ∞ < x < ∞
2πσ

• Verify that f is a valid probability density function.

(a) f (x) ≥ 0 for any x ∈ R
R∞
(c) Have to show that −∞ f (x)dx = 1 (self-read)
• Find the expected value of N (0, 1).
2 2
√1 = − √1 e−x
R∞
E[X] = −∞ xe−x /2 dx /2 |∞
−∞ =0
2π 2π

• Find the variance of N (0, 1).

2 R ∞ −x2 /2  2

E[X 2 ] = √1 √1
R∞
−xe−x /2 |∞−∞ + −∞ e dx −∞ e−x /2 dx =1
2π 2π

Therefore, Var(X) = E[X 2 ] − (E[X])2 = 1