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f(x)dx =
1
2
.
Graphically, half the area under the graph of f(x) is to the left of M. See
Figure 16.1.
Figure 16.1
1
Example 16.1
The time in minutes between individuals joining the line at an Ottawa Post
Oce is a random variable with the density function
f(x) =
_
2e
2x
, x 0
0, x < 0.
Find the median time between individuals joining the line and interpret your
answer.
Solution.
To nd the median, we must solve
_
M
f(x)dx =
1
2
or
_
M
0
2e
2x
dx =
1
2
.
Thus,
e
2x
M
0
=
1
2
1 e
2M
=
1
2
e
2M
=
1
2
2M =ln 2
M =
ln 2
2
0.3466
This means that half the people get in line less than 0.3466 minutes (about
21 seconds) after the previous person, while half arrive more than 0.3466
minutes later.
Sometimes we cannot solve the equation
_
M
f(x)dx =
1
2
_
M
0
30x
4
(1 x)dx =
1
2
_
M
0
(30x
4
30x
5
)dx =
1
2
6x
5
5x
6
M
0
=
1
2
12M
5
10M
6
1 =0.
There is no general analytical method for obtaining the solution, the only
method we can use is numerical. Using a graphing calculator we nd M
0.735 or M 1.15
The Mean
Let S be a sample space and : S IR be a random variable. The mean
of is the average value of all the values of (s) where s is an element of S.
That is,
E() =
sS
(s)
|S|
where |S| denotes the number of elements of S. For a continuous random
variable, S usually has a large number of elements and therefore nding the
number of elements in S is tedious. Instead, we will try to replace the sum
by a denite integral.
Let f(x) be the density function (for a continuous random variable ) dened
on a nite interval [a, b]. We will nd the mean by the method of slicing.
Break up the interval into n subintervals [x
i1
, x
i
], each of length x, and
in which (x) = x
i
for all x
i1
x x
i
, as we did for Riemann sums. From
the previous section, we have
P(x
i1
x
i
) =
_
x
i
x
i1
f(x)dx f(x
i
)x,
3
i.e., the approximate area under the graph of f over [x
i1
, x
i
]. If we let S
i
be
the set of elements in S such that x
i1
(s) x
i
then
P(x
i1
x
i
) = P(S
i
) =
|S
i
|
|S|
.
Thus, |S
i
| |S|f(x
i
)x. Since for each s in S
i
we have (s) x
i
. Hence,
sS
i
(s)
sS
i
x
i
= x
i
sS
i
1 = x
i
|S
i
|.
That is, x
i
f(x
i
)|S|x = x
i
|S
i
| represents the sum of all values satisfying
x
i1
(s) x
i
. Adding together all of the values of (s) and averaging we
nd
E() =
sS
(s)
|S|
n
i=1
x
i
|S|f(x
i
)x
|S|
=
n
i=1
x
i
|S|f(x
i
)x.
Now these approximations get better as n , and we notice that the sum
above is a Riemann sum converging to
E() =
_
b
a
xf(x)dx.
The above argument applies if either a or b are innite. In this case, one has
to make sure that all improper integrals in question converge.
Since
_
b
a
f(x)dx = 1, we can then write
E() =
_
b
a
xf(x)dx
_
b
a
f(x)dx
.
But the right-hand side is the formula for the center of mass of a one-
dimensional rod with variable density function f(x). Hence, the mean is
the point on the horizontal axis where the region under the density function
would balance.
Example 16.3
Let be a continuous random variable with density function
f(x) =
_
2e
2x
, x 0
0, x < 0.
Find the mean of .
4
Solution.
Using the integral formula for the mean and integration by parts we nd
E() =
_
0
2xe
2x
dx
= lim
b
_
b
0
2xe
2x
dx
= lim
b
_
xe
2x
1
2
e
2x
_
b
0
= lim
b
_
1
2
1
2
e
2b
be
2b
_
=
1
2
Normal Distribution
When the graph of the density function f(x) of a random variable is bell-
shaped and symmetric about the line going through its central peak then we
say that has a normal distribution. Its density function has the formula
f(x) =
1
2
e
(x)
2
2
2
where > 0 and > 0 called the standard deviation.
Example 16.4
Consider the normal distribution, f(x).
(a) Show that f(x) has maximum when x = .
(b) Show that f(x) has points of inection at x = + and x = .
(c) Describe in your own words what and tell you about the distribution.
(d) Represents P( +) graphically.
Solution.
(a) Finding the derivative f
(x) we obtain
f
(x) =
(x )
2
e
(x)
2
2
2
.
Thus, x = is the only critical number. Finding the second derivative we
obtain
f
(x) =
1
2
e
(x)
2
2
2
_
(x )
2
2
1
_
.
5
Hence, f
() =
1
2
< 0 so that x = is a maximum.
(b) Solving the equation f
2
< 1 so that f