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NotesMath AA HLTopic 4.14Continuous random variables: the pdf
Back to Math AA HL Topics
4.14.23 min read

Continuous random variables: the pdf (Math AA HL)

IB Mathematics: Analysis and Approaches · Unit 4

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Contents

  1. 1What a pdf is: area = probability, total area = 1
  2. 2Finding the unknown constant k from total area = 1
Probability is the area under the curve: For a continuous variable (like a waiting time or a length), single values have probability 0 — instead probability lives in areas under a curve f(x).

Two rules make f(x) a genuine probability density function

  • it is never negative (an area below the axis would be a negative probability), and
  • the total area under it is exactly 1 (something is certain to happen).
Probability of an interval: The probability that X lands in an interval is just the area of that strip.
A valid pdf is non-negative and the total area under it is 1.
The probability X lies between a and b is the area under f from a to b.

IB-style question — probability as an area

A continuous random variable X has pdf f(x) = (3/8)x² for 0 ≤ x ≤ 2, and f(x) = 0 elsewhere.

Find P(0 ≤ X ≤ 1).

Step by step

  1. The probability is the area, so integrate f from 0 to 1.
  2. Integrate: the antiderivative of x² is x³/3, so (3/8)(x³/3) = x³/8.
  3. Evaluate at the limits.

Final answer

P(0 ≤ X ≤ 1) = 1/8 = 0.125.

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Integrate over the whole support, set it equal to 1: Many exam pdfs come with an unknown constant, e.g. f(x) = kx² on some interval. Here is how to find k.

Finding k

1

Integrate

Integrate f over the interval where it's non-zero.

2

Set equal to 1

The total area must be 1, so set the answer equal to 1. This always gives one equation in one unknown.

3

Solve

Solve that equation for k.

Integrate, set = 1, solve.

Exam pattern: This is the single most common opening part of a continuous-distribution question.

IB-style question — find k

A continuous random variable X has pdf f(x) = kx for 0 ≤ x ≤ 4, and f(x) = 0 elsewhere.

Find the value of k.

Step by step

  1. The total area must be 1: integrate kx from 0 to 4 and set equal to 1.
  2. Integrate: the antiderivative of kx is k·x²/2.
  3. Evaluate at the limits.
  4. Solve for k.

Final answer

k = 1/8 = 0.125.

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IB-style question — k with a quadratic pdf

A continuous random variable X has pdf f(x) = kx² for 0 ≤ x ≤ 3, and 0 elsewhere.

Find k.

Step by step

  1. Set the total area to 1.
  2. Integrate: antiderivative of kx² is k·x³/3.
  3. Evaluate.
  4. Solve.

Final answer

k = 1/9.

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A continuous random variable has probability density function for , and otherwise. It is given that .

The discrete random variable
is defined as rounded to the nearest integer, so takes the values 0, 1 or 2.

Write down
.
[1 mark]

Related Math AA HL Topics

Continue learning with these related topics from the same unit:

4.1.1Populations & samples4.1.2Sampling techniques4.10.1Prediction4.11.1Conditional probability
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Improve your exam techniqueCommand terms, paper structure, and mark-scheme tips for Math AA HL
Previous4.14.1Discrete random variables: E(X) & Var(X)NextContinuous: mean, median, mode, variance4.14.3

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