Problem 1:

A random variable x in the boundaries [0, 1] follows a triangular distribution

as shown in the figure below.

a) What is the largest value of the distribution f(x)?

b) Give the cumulative probability distribution F(x).

c) Calculate the mean value and the standard deviation of x.

EKIB-Entwurfsgrundlagen im Konstruktiven Ingenierbau Page 1

Problem 1:

Formulas:

1.)  f ( x).dx  1
a

The area under the probability density function must be unity. In this
formula, " a " and " b " are the border of probability density function.

2.) F ( x)   f (u ).du
0

The integration of probability density function (PDF) equals the cumulative

probability density function (CDF).

3.) Mean value of " x " can be written " mx " or " x " and it is calculated

from the formula:

b
mx  x   x. f ( x).dx
a

The variance of x can be notated "  x " and it is calculated from:

2
4.)
b
   ( x  x) 2 . f ( x).dx and standard deviation of x :
2
x
a

b
x    2
( x x ) . f ( x ).dx
a

EKIB-Entwurfsgrundlagen im Konstruktiven Ingenierbau Page 2

a) What is the largest value of the distribution f(x)?

Area under the probability density function must be unity.

1

 f ( x).dx  1
0
and f ( x)  c.x (linear function)

1
1 2 
1
1 2 2 c
0 c. x.dx   2 cx  
2
c (1  0 ) 
2
1  c  2
0

Then probability density function can be found: f ( x)  2 x

and the maximum value of x : f (1)  2

b) Give the cumulative probability distribution F(x).

x x x

F ( x)   f (u ).du   2u.du  u 2  c1   x 2 

 F ( x)  x 2
0 0 0

c) Calculate the mean value and the standard deviation of x.

1
1 1
 x3
1
 2  2
mx   x.f(x).dx   x.2 x.dx   2 x .dx   2  c2     c2    c2  
2

0 0 0  3 0  3  3

1 1 1
2 4 4
   ( x  x) . f ( x).dx   ( x  ) 2 .2 x.dx   ( x 2  x  ).2 x.dx
2
x
2

0 0
3 0
3 9
1
1
8x2 8x  x 4 8 x3 4 x 2  1 8 4 1 4 1
 x   (2 x 
2 3
 )dx      c3       
0
3 9 2 9 9  0 2 9 9 2 9 18

1 1 1
 x2   x 
  2
18 18 6

EKIB-Entwurfsgrundlagen im Konstruktiven Ingenierbau Page 3