Applications of Integrals · Centroids & Averages

Probability (Continuous)

P(aXb)=abf(x)dxwhere f(x)dx=1P(a \leq X \leq b) = \int_a^b f(x)\, dx \quad \text{where } \int_{-\infty}^{\infty} f(x)\, dx = 1

For a continuous random variable with probability density function f(x), the probability that X falls between a and b is the integral of f from a to b.

  • 0 variables
  • 2 worked examples
  • 14 in Applications of Integrals

Worked examples

If f(x) = 2x on [0, 1] (and 0 elsewhere), find P(0.25 ≤ X ≤ 0.75).
  1. ∫₀.₂₅^0.75 2x dx = [x²]₀.₂₅^0.75 = 0.5625 - 0.0625 = 0.5

Answer: 0.5 (50%)

1 more worked examplePremium

A waiting time has density f(x) = 2e^(-2x) for x ≥ 0. Find P(X ≥ 1).

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