Continuous Density Functions
$begingroup$
First of all I know this question has been solved, but none of the online forums really explain it well, I am really confused with this question.
Suppose you choose at random a real number X from the interval $[2; 10]$.
(a) Find the density function $f(x)$ and the probability of an event $E$ for this experiment, where $E$ is a subinterval $[a; b]$ of $[2; 10]$.
(b) From (a), find the probability that $X > 5$, that $5 < X < 7$, and that
$X^2 -12X + 35 > 0$.
For instance for part a, $f(x)= 1/8$. Why? If $X$ is chosen from the interval $[2;10]$, which means $2le xle 10$, from here there are nine numbers, so why is it $1/8$?
probability density-function
$endgroup$
add a comment |
$begingroup$
First of all I know this question has been solved, but none of the online forums really explain it well, I am really confused with this question.
Suppose you choose at random a real number X from the interval $[2; 10]$.
(a) Find the density function $f(x)$ and the probability of an event $E$ for this experiment, where $E$ is a subinterval $[a; b]$ of $[2; 10]$.
(b) From (a), find the probability that $X > 5$, that $5 < X < 7$, and that
$X^2 -12X + 35 > 0$.
For instance for part a, $f(x)= 1/8$. Why? If $X$ is chosen from the interval $[2;10]$, which means $2le xle 10$, from here there are nine numbers, so why is it $1/8$?
probability density-function
$endgroup$
$begingroup$
REAL numbers, not integers.
$endgroup$
– Graham Kemp
Jan 22 '16 at 2:57
$begingroup$
This is known as the "Fence Post Error". If I have nine fence posts and place them in a line one metre apart, what length of fencing do I need?
$endgroup$
– Graham Kemp
Jan 22 '16 at 3:20
add a comment |
$begingroup$
First of all I know this question has been solved, but none of the online forums really explain it well, I am really confused with this question.
Suppose you choose at random a real number X from the interval $[2; 10]$.
(a) Find the density function $f(x)$ and the probability of an event $E$ for this experiment, where $E$ is a subinterval $[a; b]$ of $[2; 10]$.
(b) From (a), find the probability that $X > 5$, that $5 < X < 7$, and that
$X^2 -12X + 35 > 0$.
For instance for part a, $f(x)= 1/8$. Why? If $X$ is chosen from the interval $[2;10]$, which means $2le xle 10$, from here there are nine numbers, so why is it $1/8$?
probability density-function
$endgroup$
First of all I know this question has been solved, but none of the online forums really explain it well, I am really confused with this question.
Suppose you choose at random a real number X from the interval $[2; 10]$.
(a) Find the density function $f(x)$ and the probability of an event $E$ for this experiment, where $E$ is a subinterval $[a; b]$ of $[2; 10]$.
(b) From (a), find the probability that $X > 5$, that $5 < X < 7$, and that
$X^2 -12X + 35 > 0$.
For instance for part a, $f(x)= 1/8$. Why? If $X$ is chosen from the interval $[2;10]$, which means $2le xle 10$, from here there are nine numbers, so why is it $1/8$?
probability density-function
probability density-function
edited Jan 22 '16 at 3:16
Graham Kemp
86.1k43478
86.1k43478
asked Jan 22 '16 at 2:45
learnmorelearnmore
959
959
$begingroup$
REAL numbers, not integers.
$endgroup$
– Graham Kemp
Jan 22 '16 at 2:57
$begingroup$
This is known as the "Fence Post Error". If I have nine fence posts and place them in a line one metre apart, what length of fencing do I need?
$endgroup$
– Graham Kemp
Jan 22 '16 at 3:20
add a comment |
$begingroup$
REAL numbers, not integers.
$endgroup$
– Graham Kemp
Jan 22 '16 at 2:57
$begingroup$
This is known as the "Fence Post Error". If I have nine fence posts and place them in a line one metre apart, what length of fencing do I need?
$endgroup$
– Graham Kemp
Jan 22 '16 at 3:20
$begingroup$
REAL numbers, not integers.
$endgroup$
– Graham Kemp
Jan 22 '16 at 2:57
$begingroup$
REAL numbers, not integers.
$endgroup$
– Graham Kemp
Jan 22 '16 at 2:57
$begingroup$
This is known as the "Fence Post Error". If I have nine fence posts and place them in a line one metre apart, what length of fencing do I need?
$endgroup$
– Graham Kemp
Jan 22 '16 at 3:20
$begingroup$
This is known as the "Fence Post Error". If I have nine fence posts and place them in a line one metre apart, what length of fencing do I need?
$endgroup$
– Graham Kemp
Jan 22 '16 at 3:20
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
From the first sentence we obtain that there is given a random variable $X:Omegato [2;10]$ such that for any Lebesgue measurable $Asubset[2;10]$ one has
$$mathbb{P}(Xin A)=frac{int_A1dx}{int_{[2;10]}1dx}=frac{|A|}{8},$$
where by $|A|$ I denote the one dimensional Lebesgue measure.
a) By definition a density function of a random variable $X$ is a Lebesgue measurable function defined on $X(Omega)$ such that for
$$mathbb{P}(Xin A)=int_Af(x)dx.$$
Getting back to our problem we look for $f$ such that
$$frac{|A|}{8}=int_Af(x)dx.$$
Clearly $f(x)equivfrac{1}{8}$, satisfies the above condition. To answer the second part of a) we compute
$$mathbb{P}(Xin[a;b])=int_{[a;b]}f(x)dx=frac{b-a}{8}.$$
b) We have
$$mathbb{P}(X > 5)=int_{(5;10]}f(x)dx=frac{10-5}{8}=frac{5}{8},\
mathbb{P}(5 < X < 7)=int_{(5;7)}f(x)dx=frac{7-5}{8}=frac{1}{4}.\
$$
To compute the last probability we first solve the inequality $x^2-12x+25>0$ for $xin[2;10]$. The roots of the quadratic function are $x_{1,2}=6pmsqrt{6}$, so the solution is $xin[2;6-sqrt{6})cup(6+sqrt{6};10]$. Finally
$$mathbb{P}(X^2-12X+25>0)=mathbb{P}(Xin[2;6-sqrt{6})cup(6+sqrt{6};10])=int_{[2;6-sqrt{6})cup(6+sqrt{6};10]}f(x)dx=frac{1}{8}(6-sqrt{6}-2+10-(6+sqrt{6}))=frac{1}{8}(8-2sqrt{6})=1-frac{sqrt{6}}{4}.$$
$endgroup$
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
add a comment |
$begingroup$
You are dealing with continuous random variable, not a discrete one.
The interval is a real number line segment of length $8$. The uniform selection of REAL numbers from this interval will thus require a probability density of $tfrac 1 8$, in order that this integral is unity.
$$int_{[2;10]} f_X(x)operatorname d x = int_2^{10} frac 1 8 operatorname d x = 1$$
This leads into (b):
$$mathsf P(aleq Xleq b) = int_a^b tfrac 1 8operatorname d x = frac {b-a}{8} qquad mbox{iff }Big[ 2leq aleq bleq 10Big]$$
PS:
If $X$ is chosen from the interval $[2;10]$, which means $2≤x≤10$, from here there are nine numbers, so why is it $1/8$ ?
As mentioned above, you are dealing with a real number interval, so there are many, many, many more real numbers in the interval than those integers. As to why the interval is of length $8$ when there are nine integers in the interval, refer to what is known as the "Fence Post Error".
Consider this: If I have nine fence posts placed in a line one metre apart, what length of fencing do I need?
$endgroup$
add a comment |
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2 Answers
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2 Answers
2
active
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$begingroup$
From the first sentence we obtain that there is given a random variable $X:Omegato [2;10]$ such that for any Lebesgue measurable $Asubset[2;10]$ one has
$$mathbb{P}(Xin A)=frac{int_A1dx}{int_{[2;10]}1dx}=frac{|A|}{8},$$
where by $|A|$ I denote the one dimensional Lebesgue measure.
a) By definition a density function of a random variable $X$ is a Lebesgue measurable function defined on $X(Omega)$ such that for
$$mathbb{P}(Xin A)=int_Af(x)dx.$$
Getting back to our problem we look for $f$ such that
$$frac{|A|}{8}=int_Af(x)dx.$$
Clearly $f(x)equivfrac{1}{8}$, satisfies the above condition. To answer the second part of a) we compute
$$mathbb{P}(Xin[a;b])=int_{[a;b]}f(x)dx=frac{b-a}{8}.$$
b) We have
$$mathbb{P}(X > 5)=int_{(5;10]}f(x)dx=frac{10-5}{8}=frac{5}{8},\
mathbb{P}(5 < X < 7)=int_{(5;7)}f(x)dx=frac{7-5}{8}=frac{1}{4}.\
$$
To compute the last probability we first solve the inequality $x^2-12x+25>0$ for $xin[2;10]$. The roots of the quadratic function are $x_{1,2}=6pmsqrt{6}$, so the solution is $xin[2;6-sqrt{6})cup(6+sqrt{6};10]$. Finally
$$mathbb{P}(X^2-12X+25>0)=mathbb{P}(Xin[2;6-sqrt{6})cup(6+sqrt{6};10])=int_{[2;6-sqrt{6})cup(6+sqrt{6};10]}f(x)dx=frac{1}{8}(6-sqrt{6}-2+10-(6+sqrt{6}))=frac{1}{8}(8-2sqrt{6})=1-frac{sqrt{6}}{4}.$$
$endgroup$
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
add a comment |
$begingroup$
From the first sentence we obtain that there is given a random variable $X:Omegato [2;10]$ such that for any Lebesgue measurable $Asubset[2;10]$ one has
$$mathbb{P}(Xin A)=frac{int_A1dx}{int_{[2;10]}1dx}=frac{|A|}{8},$$
where by $|A|$ I denote the one dimensional Lebesgue measure.
a) By definition a density function of a random variable $X$ is a Lebesgue measurable function defined on $X(Omega)$ such that for
$$mathbb{P}(Xin A)=int_Af(x)dx.$$
Getting back to our problem we look for $f$ such that
$$frac{|A|}{8}=int_Af(x)dx.$$
Clearly $f(x)equivfrac{1}{8}$, satisfies the above condition. To answer the second part of a) we compute
$$mathbb{P}(Xin[a;b])=int_{[a;b]}f(x)dx=frac{b-a}{8}.$$
b) We have
$$mathbb{P}(X > 5)=int_{(5;10]}f(x)dx=frac{10-5}{8}=frac{5}{8},\
mathbb{P}(5 < X < 7)=int_{(5;7)}f(x)dx=frac{7-5}{8}=frac{1}{4}.\
$$
To compute the last probability we first solve the inequality $x^2-12x+25>0$ for $xin[2;10]$. The roots of the quadratic function are $x_{1,2}=6pmsqrt{6}$, so the solution is $xin[2;6-sqrt{6})cup(6+sqrt{6};10]$. Finally
$$mathbb{P}(X^2-12X+25>0)=mathbb{P}(Xin[2;6-sqrt{6})cup(6+sqrt{6};10])=int_{[2;6-sqrt{6})cup(6+sqrt{6};10]}f(x)dx=frac{1}{8}(6-sqrt{6}-2+10-(6+sqrt{6}))=frac{1}{8}(8-2sqrt{6})=1-frac{sqrt{6}}{4}.$$
$endgroup$
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
add a comment |
$begingroup$
From the first sentence we obtain that there is given a random variable $X:Omegato [2;10]$ such that for any Lebesgue measurable $Asubset[2;10]$ one has
$$mathbb{P}(Xin A)=frac{int_A1dx}{int_{[2;10]}1dx}=frac{|A|}{8},$$
where by $|A|$ I denote the one dimensional Lebesgue measure.
a) By definition a density function of a random variable $X$ is a Lebesgue measurable function defined on $X(Omega)$ such that for
$$mathbb{P}(Xin A)=int_Af(x)dx.$$
Getting back to our problem we look for $f$ such that
$$frac{|A|}{8}=int_Af(x)dx.$$
Clearly $f(x)equivfrac{1}{8}$, satisfies the above condition. To answer the second part of a) we compute
$$mathbb{P}(Xin[a;b])=int_{[a;b]}f(x)dx=frac{b-a}{8}.$$
b) We have
$$mathbb{P}(X > 5)=int_{(5;10]}f(x)dx=frac{10-5}{8}=frac{5}{8},\
mathbb{P}(5 < X < 7)=int_{(5;7)}f(x)dx=frac{7-5}{8}=frac{1}{4}.\
$$
To compute the last probability we first solve the inequality $x^2-12x+25>0$ for $xin[2;10]$. The roots of the quadratic function are $x_{1,2}=6pmsqrt{6}$, so the solution is $xin[2;6-sqrt{6})cup(6+sqrt{6};10]$. Finally
$$mathbb{P}(X^2-12X+25>0)=mathbb{P}(Xin[2;6-sqrt{6})cup(6+sqrt{6};10])=int_{[2;6-sqrt{6})cup(6+sqrt{6};10]}f(x)dx=frac{1}{8}(6-sqrt{6}-2+10-(6+sqrt{6}))=frac{1}{8}(8-2sqrt{6})=1-frac{sqrt{6}}{4}.$$
$endgroup$
From the first sentence we obtain that there is given a random variable $X:Omegato [2;10]$ such that for any Lebesgue measurable $Asubset[2;10]$ one has
$$mathbb{P}(Xin A)=frac{int_A1dx}{int_{[2;10]}1dx}=frac{|A|}{8},$$
where by $|A|$ I denote the one dimensional Lebesgue measure.
a) By definition a density function of a random variable $X$ is a Lebesgue measurable function defined on $X(Omega)$ such that for
$$mathbb{P}(Xin A)=int_Af(x)dx.$$
Getting back to our problem we look for $f$ such that
$$frac{|A|}{8}=int_Af(x)dx.$$
Clearly $f(x)equivfrac{1}{8}$, satisfies the above condition. To answer the second part of a) we compute
$$mathbb{P}(Xin[a;b])=int_{[a;b]}f(x)dx=frac{b-a}{8}.$$
b) We have
$$mathbb{P}(X > 5)=int_{(5;10]}f(x)dx=frac{10-5}{8}=frac{5}{8},\
mathbb{P}(5 < X < 7)=int_{(5;7)}f(x)dx=frac{7-5}{8}=frac{1}{4}.\
$$
To compute the last probability we first solve the inequality $x^2-12x+25>0$ for $xin[2;10]$. The roots of the quadratic function are $x_{1,2}=6pmsqrt{6}$, so the solution is $xin[2;6-sqrt{6})cup(6+sqrt{6};10]$. Finally
$$mathbb{P}(X^2-12X+25>0)=mathbb{P}(Xin[2;6-sqrt{6})cup(6+sqrt{6};10])=int_{[2;6-sqrt{6})cup(6+sqrt{6};10]}f(x)dx=frac{1}{8}(6-sqrt{6}-2+10-(6+sqrt{6}))=frac{1}{8}(8-2sqrt{6})=1-frac{sqrt{6}}{4}.$$
answered Jan 22 '16 at 3:22
Marcin MalogroszMarcin Malogrosz
1,72557
1,72557
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
add a comment |
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
$begingroup$
While I'm sure the work is correct, I believe introducing Lebesgue measurability into your answer is beyond the scope of the OP's course based on this question and others the OP has asked. While Lebesgue measurability is important for defining random variables, I don't see much necessity to introduce it here.
$endgroup$
– Brenton
Jan 22 '16 at 3:38
add a comment |
$begingroup$
You are dealing with continuous random variable, not a discrete one.
The interval is a real number line segment of length $8$. The uniform selection of REAL numbers from this interval will thus require a probability density of $tfrac 1 8$, in order that this integral is unity.
$$int_{[2;10]} f_X(x)operatorname d x = int_2^{10} frac 1 8 operatorname d x = 1$$
This leads into (b):
$$mathsf P(aleq Xleq b) = int_a^b tfrac 1 8operatorname d x = frac {b-a}{8} qquad mbox{iff }Big[ 2leq aleq bleq 10Big]$$
PS:
If $X$ is chosen from the interval $[2;10]$, which means $2≤x≤10$, from here there are nine numbers, so why is it $1/8$ ?
As mentioned above, you are dealing with a real number interval, so there are many, many, many more real numbers in the interval than those integers. As to why the interval is of length $8$ when there are nine integers in the interval, refer to what is known as the "Fence Post Error".
Consider this: If I have nine fence posts placed in a line one metre apart, what length of fencing do I need?
$endgroup$
add a comment |
$begingroup$
You are dealing with continuous random variable, not a discrete one.
The interval is a real number line segment of length $8$. The uniform selection of REAL numbers from this interval will thus require a probability density of $tfrac 1 8$, in order that this integral is unity.
$$int_{[2;10]} f_X(x)operatorname d x = int_2^{10} frac 1 8 operatorname d x = 1$$
This leads into (b):
$$mathsf P(aleq Xleq b) = int_a^b tfrac 1 8operatorname d x = frac {b-a}{8} qquad mbox{iff }Big[ 2leq aleq bleq 10Big]$$
PS:
If $X$ is chosen from the interval $[2;10]$, which means $2≤x≤10$, from here there are nine numbers, so why is it $1/8$ ?
As mentioned above, you are dealing with a real number interval, so there are many, many, many more real numbers in the interval than those integers. As to why the interval is of length $8$ when there are nine integers in the interval, refer to what is known as the "Fence Post Error".
Consider this: If I have nine fence posts placed in a line one metre apart, what length of fencing do I need?
$endgroup$
add a comment |
$begingroup$
You are dealing with continuous random variable, not a discrete one.
The interval is a real number line segment of length $8$. The uniform selection of REAL numbers from this interval will thus require a probability density of $tfrac 1 8$, in order that this integral is unity.
$$int_{[2;10]} f_X(x)operatorname d x = int_2^{10} frac 1 8 operatorname d x = 1$$
This leads into (b):
$$mathsf P(aleq Xleq b) = int_a^b tfrac 1 8operatorname d x = frac {b-a}{8} qquad mbox{iff }Big[ 2leq aleq bleq 10Big]$$
PS:
If $X$ is chosen from the interval $[2;10]$, which means $2≤x≤10$, from here there are nine numbers, so why is it $1/8$ ?
As mentioned above, you are dealing with a real number interval, so there are many, many, many more real numbers in the interval than those integers. As to why the interval is of length $8$ when there are nine integers in the interval, refer to what is known as the "Fence Post Error".
Consider this: If I have nine fence posts placed in a line one metre apart, what length of fencing do I need?
$endgroup$
You are dealing with continuous random variable, not a discrete one.
The interval is a real number line segment of length $8$. The uniform selection of REAL numbers from this interval will thus require a probability density of $tfrac 1 8$, in order that this integral is unity.
$$int_{[2;10]} f_X(x)operatorname d x = int_2^{10} frac 1 8 operatorname d x = 1$$
This leads into (b):
$$mathsf P(aleq Xleq b) = int_a^b tfrac 1 8operatorname d x = frac {b-a}{8} qquad mbox{iff }Big[ 2leq aleq bleq 10Big]$$
PS:
If $X$ is chosen from the interval $[2;10]$, which means $2≤x≤10$, from here there are nine numbers, so why is it $1/8$ ?
As mentioned above, you are dealing with a real number interval, so there are many, many, many more real numbers in the interval than those integers. As to why the interval is of length $8$ when there are nine integers in the interval, refer to what is known as the "Fence Post Error".
Consider this: If I have nine fence posts placed in a line one metre apart, what length of fencing do I need?
edited Jan 22 '16 at 3:31
answered Jan 22 '16 at 3:01
Graham KempGraham Kemp
86.1k43478
86.1k43478
add a comment |
add a comment |
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$begingroup$
REAL numbers, not integers.
$endgroup$
– Graham Kemp
Jan 22 '16 at 2:57
$begingroup$
This is known as the "Fence Post Error". If I have nine fence posts and place them in a line one metre apart, what length of fencing do I need?
$endgroup$
– Graham Kemp
Jan 22 '16 at 3:20