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Probability Density Function

Probability and Statistics · FE Reference Handbook section

Probability and Statistics
1 formulas
10 exam-style examples
~47 min
All Probability and Statistics lectures

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.

Example 1
Working with a triangular probability density function — 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(1.5 ≤ X ≤ 3.5), the mean, and the median (0.50 fractile).

Given

  • f(x)=2x/52,0≤x≤5f(x) = 2x/5^{2}, 0 \le x \le 5

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

  1. Normalisation

    ∫052x/52dx=[x2/52]05=1✓\int_{0}^5 2x/5^{2} dx = [x^{2}/5^{2}]_{0}^5 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(3.52−1.52)/52=0.4000P = (3.5^{2} - 1.5^{2})/5^{2} = 0.4000
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(5)/3=3.333\mu = 2(5)/3 = 3.333
  6. Median — F(m) = 0.5 → m²/5² = 0.5 → m = 5/√2 = 3.536

Answer:
P=0.400,μ=3.333,median=3.536P = 0.400, \mu = 3.333, median = 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

Example 2
Working with a triangular probability density function — Probability Density Function (2)

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

  • f(x)=2x/52,0≤x≤5f(x) = 2x/5^{2}, 0 \le x \le 5

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

  1. Normalisation

    ∫052x/52dx=[x2/52]05=1✓\int_{0}^5 2x/5^{2} dx = [x^{2}/5^{2}]_{0}^5 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(4.02−2.52)/52=0.3900P = (4.0^{2} - 2.5^{2})/5^{2} = 0.3900
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(5)/3=3.333\mu = 2(5)/3 = 3.333
  6. Median — F(m) = 0.5 → m²/5² = 0.5 → m = 5/√2 = 3.536

Answer:
P=0.390,μ=3.333,median=3.536P = 0.390, \mu = 3.333, median = 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

Example 3
Working with a triangular probability density function — Probability Density Function (3)

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

  • f(x)=2x/42,0≤x≤4f(x) = 2x/4^{2}, 0 \le x \le 4

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

  1. Normalisation

    ∫042x/42dx=[x2/42]04=1✓\int_{0}^4 2x/4^{2} dx = [x^{2}/4^{2}]_{0}^4 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(3.52−2.02)/42=0.5156P = (3.5^{2} - 2.0^{2})/4^{2} = 0.5156
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(4)/3=2.667\mu = 2(4)/3 = 2.667
  6. Median — F(m) = 0.5 → m²/4² = 0.5 → m = 4/√2 = 2.828

Answer:
P=0.516,μ=2.667,median=2.828P = 0.516, \mu = 2.667, median = 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

Example 4
Working with a triangular probability density function — Probability Density Function (4)

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

  • f(x)=2x/62,0≤x≤6f(x) = 2x/6^{2}, 0 \le x \le 6

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

  1. Normalisation

    ∫062x/62dx=[x2/62]06=1✓\int_{0}^6 2x/6^{2} dx = [x^{2}/6^{2}]_{0}^6 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(4.02−1.52)/62=0.3819P = (4.0^{2} - 1.5^{2})/6^{2} = 0.3819
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(6)/3=4.000\mu = 2(6)/3 = 4.000
  6. Median — F(m) = 0.5 → m²/6² = 0.5 → m = 6/√2 = 4.243

Answer:
P=0.382,μ=4.000,median=4.243P = 0.382, \mu = 4.000, median = 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

Example 5
Working with a triangular probability density function — Probability Density Function (5)

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

  • f(x)=2x/42,0≤x≤4f(x) = 2x/4^{2}, 0 \le x \le 4

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

  1. Normalisation

    ∫042x/42dx=[x2/42]04=1✓\int_{0}^4 2x/4^{2} dx = [x^{2}/4^{2}]_{0}^4 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(2.52−0.52)/42=0.3750P = (2.5^{2} - 0.5^{2})/4^{2} = 0.3750
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(4)/3=2.667\mu = 2(4)/3 = 2.667
  6. Median — F(m) = 0.5 → m²/4² = 0.5 → m = 4/√2 = 2.828

Answer:
P=0.375,μ=2.667,median=2.828P = 0.375, \mu = 2.667, median = 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

Example 6
Working with a triangular probability density function — Probability Density Function (6)

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

  • f(x)=2x/32,0≤x≤3f(x) = 2x/3^{2}, 0 \le x \le 3

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

  1. Normalisation

    ∫032x/32dx=[x2/32]03=1✓\int_{0}^3 2x/3^{2} dx = [x^{2}/3^{2}]_{0}^3 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(2.02−1.52)/32=0.1944P = (2.0^{2} - 1.5^{2})/3^{2} = 0.1944
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(3)/3=2.000\mu = 2(3)/3 = 2.000
  6. Median — F(m) = 0.5 → m²/3² = 0.5 → m = 3/√2 = 2.121

Answer:
P=0.194,μ=2.000,median=2.121P = 0.194, \mu = 2.000, median = 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

Example 7
Working with a triangular probability density function — Probability Density Function (7)

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

  • f(x)=2x/62,0≤x≤6f(x) = 2x/6^{2}, 0 \le x \le 6

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

  1. Normalisation

    ∫062x/62dx=[x2/62]06=1✓\int_{0}^6 2x/6^{2} dx = [x^{2}/6^{2}]_{0}^6 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(4.52−2.52)/62=0.3889P = (4.5^{2} - 2.5^{2})/6^{2} = 0.3889
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(6)/3=4.000\mu = 2(6)/3 = 4.000
  6. Median — F(m) = 0.5 → m²/6² = 0.5 → m = 6/√2 = 4.243

Answer:
P=0.389,μ=4.000,median=4.243P = 0.389, \mu = 4.000, median = 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

Example 8
Working with a triangular probability density function — Probability Density Function (8)

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

  • f(x)=2x/82,0≤x≤8f(x) = 2x/8^{2}, 0 \le x \le 8

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

  1. Normalisation

    ∫082x/82dx=[x2/82]08=1✓\int_{0}^8 2x/8^{2} dx = [x^{2}/8^{2}]_{0}^8 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(7.52−3.52)/82=0.6875P = (7.5^{2} - 3.5^{2})/8^{2} = 0.6875
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(8)/3=5.333\mu = 2(8)/3 = 5.333
  6. Median — F(m) = 0.5 → m²/8² = 0.5 → m = 8/√2 = 5.657

Answer:
P=0.688,μ=5.333,median=5.657P = 0.688, \mu = 5.333, median = 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

Example 9
Working with a triangular probability density function — Probability Density Function (9)

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

  • f(x)=2x/62,0≤x≤6f(x) = 2x/6^{2}, 0 \le x \le 6

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

  1. Normalisation

    ∫062x/62dx=[x2/62]06=1✓\int_{0}^6 2x/6^{2} dx = [x^{2}/6^{2}]_{0}^6 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(3.52−2.52)/62=0.1667P = (3.5^{2} - 2.5^{2})/6^{2} = 0.1667
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(6)/3=4.000\mu = 2(6)/3 = 4.000
  6. Median — F(m) = 0.5 → m²/6² = 0.5 → m = 6/√2 = 4.243

Answer:
P=0.167,μ=4.000,median=4.243P = 0.167, \mu = 4.000, median = 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

Example 10
Working with a triangular probability density function — Probability Density Function (10)

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

  • f(x)=2x/32,0≤x≤3f(x) = 2x/3^{2}, 0 \le x \le 3

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

  1. Normalisation

    ∫032x/32dx=[x2/32]03=1✓\int_{0}^3 2x/3^{2} dx = [x^{2}/3^{2}]_{0}^3 = 1 ✓
  2. Formula

    P(x1≤X≤x2)=F(x2)−F(x1)=(x22−x12)/b2P(x_{1} \le X \le x_{2}) = F(x_{2}) - F(x_{1}) = (x_{2}^{2} - x_{1}^{2})/b^{2}
  3. Substituting

    P=(2.02−1.02)/32=0.3333P = (2.0^{2} - 1.0^{2})/3^{2} = 0.3333
  4. Formula

    μ=∫xf(x)dx=2b/3\mu = \int x f(x) dx = 2b/3
  5. Substituting

    μ=2(3)/3=2.000\mu = 2(3)/3 = 2.000
  6. Median — F(m) = 0.5 → m²/3² = 0.5 → m = 3/√2 = 2.121

Answer:
P=0.333,μ=2.000,median=2.121P = 0.333, \mu = 2.000, median = 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

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