Probability Density Function
Probability and Statistics · FE Reference Handbook section
Handbook notes for this section
Definitions and conditions exactly as the handbook states them.
- If X is continuous, the probability density function, f, is defined such that
Core formulas for this FE topic
Definitions, applicability, units, assumptions and worked examples for each relation.
Worked exam-style examples
The four ways this section is written on the real exam — thoughts first, then equations, then substitution.
A random variable has the probability density function f(x) = 2x/5² on 0 ≤ x ≤ 5 and zero elsewhere. Verify that it integrates to one, find P(1.5 ≤ X ≤ 3.5), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/5² = 0.5 → m = 5/√2 = 3.536
Why the other options are there
- μ = 2.50 (assumed a uniform density)
- P = 0.400 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/5² on 0 ≤ x ≤ 5 and zero elsewhere. Verify that it integrates to one, find P(2.5 ≤ X ≤ 4.0), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/5² = 0.5 → m = 5/√2 = 3.536
Why the other options are there
- μ = 2.50 (assumed a uniform density)
- P = 0.300 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/4² on 0 ≤ x ≤ 4 and zero elsewhere. Verify that it integrates to one, find P(2.0 ≤ X ≤ 3.5), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/4² = 0.5 → m = 4/√2 = 2.828
Why the other options are there
- μ = 2.00 (assumed a uniform density)
- P = 0.375 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/6² on 0 ≤ x ≤ 6 and zero elsewhere. Verify that it integrates to one, find P(1.5 ≤ X ≤ 4.0), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/6² = 0.5 → m = 6/√2 = 4.243
Why the other options are there
- μ = 3.00 (assumed a uniform density)
- P = 0.417 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/4² on 0 ≤ x ≤ 4 and zero elsewhere. Verify that it integrates to one, find P(0.5 ≤ X ≤ 2.5), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/4² = 0.5 → m = 4/√2 = 2.828
Why the other options are there
- μ = 2.00 (assumed a uniform density)
- P = 0.500 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/3² on 0 ≤ x ≤ 3 and zero elsewhere. Verify that it integrates to one, find P(1.5 ≤ X ≤ 2.0), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/3² = 0.5 → m = 3/√2 = 2.121
Why the other options are there
- μ = 1.50 (assumed a uniform density)
- P = 0.167 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/6² on 0 ≤ x ≤ 6 and zero elsewhere. Verify that it integrates to one, find P(2.5 ≤ X ≤ 4.5), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/6² = 0.5 → m = 6/√2 = 4.243
Why the other options are there
- μ = 3.00 (assumed a uniform density)
- P = 0.333 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/8² on 0 ≤ x ≤ 8 and zero elsewhere. Verify that it integrates to one, find P(3.5 ≤ X ≤ 7.5), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/8² = 0.5 → m = 8/√2 = 5.657
Why the other options are there
- μ = 4.00 (assumed a uniform density)
- P = 0.500 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/6² on 0 ≤ x ≤ 6 and zero elsewhere. Verify that it integrates to one, find P(2.5 ≤ X ≤ 3.5), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/6² = 0.5 → m = 6/√2 = 4.243
Why the other options are there
- μ = 3.00 (assumed a uniform density)
- P = 0.167 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function
A random variable has the probability density function f(x) = 2x/3² on 0 ≤ x ≤ 3 and zero elsewhere. Verify that it integrates to one, find P(1.0 ≤ X ≤ 2.0), the mean, and the median (0.50 fractile).
Given
Find
Total area, an interval probability, the mean and the median
Start with the thinking
- A valid probability density function must integrate to exactly 1 over its support.
- Interval probabilities come from the cumulative distribution F(x) = x²/b².
Step-by-step solution
Normalisation
Formula
Substituting
Formula
Substituting
Median — F(m) = 0.5 → m²/3² = 0.5 → m = 3/√2 = 2.121
Why the other options are there
- μ = 1.50 (assumed a uniform density)
- P = 0.333 (used a uniform density)
Reference: FE Reference Handbook — Probability and Statistics → Probability Density Function