Cumulative distribution functions

115 questions · 22 question types identified

PDF to CDF derivation

Given a probability density function (often piecewise), find the cumulative distribution function by integration, specifying it for all values.

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7 The continuous random variable \(X\) has probability density function f given by $$f ( x ) = \begin{cases} \frac { 3 } { 4 x ^ { 2 } } + \frac { 1 } { 4 } & 1 \leqslant x \leqslant 3
0 & \text { otherwise } \end{cases}$$
  1. Find the distribution function of \(X\).
  2. Find the exact value of the interquartile range of \(X\).
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Continuous CDF with polynomial pieces

Given a continuous piecewise CDF with polynomial expressions, use continuity at boundaries and F(max)=1 to find unknown constants.

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  1. The continuous random variable \(X\) has the following cumulative distribution function:
$$F ( x ) = \begin{cases} 0 , & x < 2
k \left( 19 x - x ^ { 2 } - 34 \right) , & 2 \leq x \leq 5
1 , & x > 5 \end{cases}$$
  1. Show that \(k = \frac { 1 } { 36 }\).
  2. Find \(\mathrm { P } ( X > 4 )\).
  3. Find and specify fully the probability density function \(\mathrm { f } ( x )\) of \(X\).
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CDF to PDF derivation

Given a continuous cumulative distribution function, find the probability density function by differentiation, specifying it for all values.

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2 The continuous random variable \(U\) has (cumulative) distribution function given by $$\mathrm { F } ( u ) = \begin{cases} \frac { 1 } { 5 } \mathrm { e } ^ { u } & u < 0
1 - \frac { 4 } { 5 } \mathrm { e } ^ { - \frac { 1 } { 4 } u } & u \geqslant 0 \end{cases}$$
  1. Find the upper quartile of \(U\).
  2. Find the probability density function of \(U\).
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CDF of transformed variable

Given the CDF of X and a transformation Y = g(X), find the CDF of Y using the relationship F_Y(y) = P(g(X) ≤ y).

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6 The continuous random variable \(X\) has a uniform distribution on the interval \([ - \pi , \pi ]\).
The random variable \(Y\) is defined by \(Y = \sin X\).
Determine the cumulative distribution function of \(Y\).
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Discrete CDF to PMF

Given a discrete cumulative distribution function in table form, find the probability mass function, individual probabilities, or missing constants.

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6. The discrete random variable \(X\) can take only the values 2,3 or 4 . For these values the cumulative distribution function is defined by $$F ( x ) = \frac { ( x + k ) ^ { 2 } } { 25 } \text { for } x = 2,3,4$$ where \(k\) is a positive integer.
  1. Find \(k\).
  2. Find the probability distribution of \(X\).
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Find quantiles from CDF

Given a CDF, find specific quantiles (median, quartiles, percentiles) by solving F(x) = p for the appropriate probability p.

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2
\includegraphics[max width=\textwidth, alt={}, center]{43b2498f-73e2-4d33-adaf-fc3e460fa36a-2_358_1093_495_520} A random variable \(X\) takes values between 0 and 4 only and has probability density function as shown in the diagram. Calculate the median of \(X\).
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Calculate probabilities from CDF

Given a CDF, calculate P(X < a), P(X > a), or P(a < X < b) by direct substitution into F(x).

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7 The continuous random variable \(X\) has distribution function given by $$\mathrm { F } ( x ) = \begin{cases} 0 & x < 0
1 - \mathrm { e } ^ { - \frac { 1 } { 2 } x } & x \geqslant 0 \end{cases}$$ For a random value of \(X\), find the probability that 2 lies between \(X\) and \(4 X\). Find also the expected value of the width of the interval ( \(X , 4 X\) ).
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Multi-part piecewise CDF

Work with a CDF defined in three or more pieces with multiple unknown constants, finding constants using continuity and boundary conditions across all pieces.

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12 The cumulative distribution function of the continuous random variable \(X\) is given by
\(F ( x ) = \begin{cases} 0 & x < 20 ,
a \left( x ^ { 2 } + b x + c \right) & 20 \leqslant x \leqslant 30 ,
1 & x > 30 , \end{cases}\)
where \(a\), \(b\) and \(c\) are constants.
You are given that \(\mathrm { P } ( X < 25 ) = \frac { 11 } { 24 }\).
  1. Find \(\mathrm { P } ( X > 27 )\).
  2. Find the 90th percentile of \(X\).
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CDF with additional constraints

Given a CDF with unknown constants plus an additional constraint (such as given mean, variance, mode, median, or percentile value), use both the CDF properties and the extra constraint to solve for constants.

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4. A continuous random variable \(X\) has cumulative distribution function \(\mathrm { F } ( x )\) given by $$\mathrm { F } ( x ) = \left\{ \begin{array} { c c } 0 & x < 2
k \left( a x + b x ^ { 2 } - x ^ { 3 } \right) & 2 \leqslant x \leqslant 3
1 & x > 3 \end{array} \right.$$ Given that the mode of \(X\) is \(\frac { 8 } { 3 }\)
  1. show that \(b = 8\)
  2. find the value of \(k\).
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Interquartile range calculation

Find the interquartile range (IQR = Q₃ - Q₁) by calculating both the upper and lower quartiles from the CDF.

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6 The continuous random variable \(X\) has distribution function given by $$\mathrm { F } ( x ) = \begin{cases} 1 - \mathrm { e } ^ { - 0.4 x } & x \geqslant 0
0 & \text { otherwise } \end{cases}$$
  1. Find \(\mathrm { P } ( X > 2 )\).
  2. Find the interquartile range of \(X\).
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Distribution of order statistics

Find the CDF or PDF of order statistics (minimum, maximum) from independent observations, using P(S > s) = [P(X > s)]ⁿ or similar.

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  1. The three independent random variables \(A , B\) and \(C\) each have a continuous uniform distribution over the interval \([ 0,5 ]\).
    1. Find the probability that \(A , B\) and \(C\) are all greater than 3
    The random variable \(Y\) represents the maximum value of \(A , B\) and \(C\).
    The cumulative distribution function of \(Y\) is $$\mathrm { F } ( y ) = \begin{cases} 0 & y < 0
    \frac { y ^ { 3 } } { 125 } & 0 \leqslant y \leqslant 5
    1 & y > 5 \end{cases}$$
  2. Using algebraic integration, show that \(\operatorname { Var } ( Y ) = 0.9375\)
  3. Find the mode of \(Y\), giving a reason for your answer.
  4. Describe the skewness of the distribution of \(Y\). Give a reason for your answer.
  5. Find the value of \(k\) such that \(\mathrm { P } ( k < Y < 2 k ) = 0.189\)
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Conditional probability with CDF

Given a CDF, find conditional probabilities of the form P(X > a | X > b) or P(X < a | b < X < c).

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  1. The continuous random variable \(Y\) has cumulative distribution function given by
$$\mathrm { F } ( y ) = \left\{ \begin{array} { l r } 0 & y < 0
\frac { 1 } { 21 } y ^ { 2 } & 0 \leqslant y \leqslant k
\frac { 2 } { 15 } \left( 6 y - \frac { y ^ { 2 } } { 2 } \right) - \frac { 7 } { 5 } & k < y \leqslant 6
1 & y > 6 \end{array} \right.$$
  1. Find \(\mathrm { P } \left( \left. Y < \frac { 1 } { 4 } k \right\rvert \, Y < k \right)\)
  2. Find the value of \(k\)
  3. Use algebraic calculus to find \(\mathrm { E } ( Y )\)
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Verify CDF properties

Verify that a given function is a valid cumulative distribution function by checking monotonicity, limits, and continuity conditions.

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6 The function \(\mathrm { F } ( t )\) is defined as follows. $$\mathrm { F } ( t ) = \begin{cases} 0 & t < 0
\sin ^ { 4 } t & 0 \leqslant t \leqslant \frac { 1 } { 2 } \pi
1 & t > \frac { 1 } { 2 } \pi \end{cases}$$
  1. Verify that F is a (cumulative) distribution function. The continuous random variable \(T\) has (cumulative) distribution function \(\mathrm { F } ( t )\).
  2. Find the lower quartile of \(T\).
  3. Find the (cumulative) distribution function of \(Y\), where \(Y = \sin T\), and obtain the probability density function of \(Y\).
  4. Find the expected value of \(\frac { 1 } { Y ^ { 3 } + 2 Y ^ { 4 } }\).
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Expectation from CDF/PDF

Given a CDF or PDF, calculate E(X), E(X²), E(g(X)), or other expectations using integration with the density function.

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2 A continuous random variable \(X\) has cumulative distribution function given by $$\mathrm { F } ( x ) = \begin{cases} 1 - \frac { 1 } { x ^ { 3 } } & x \geqslant 1
0 & \text { otherwise } \end{cases}$$ Find \(E ( \sqrt { } X )\).
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Skewness from moments

Determine or describe the skewness of a distribution by comparing mean, median, and mode, or by calculating a skewness coefficient.

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7. The continuous random variable \(X\) has cumulative distribution function $$\mathrm { F } ( x ) = \begin{cases} 0 , & x < 0
2 x ^ { 2 } - x ^ { 3 } , & 0 \leqslant x \leqslant 1
1 , & x > 1 \end{cases}$$
  1. Find \(\mathrm { P } ( X > 0.3 )\).
  2. Verify that the median value of \(X\) lies between \(x = 0.59\) and \(x = 0.60\).
  3. Find the probability density function \(\mathrm { f } ( x )\).
  4. Evaluate \(\mathrm { E } ( X )\).
  5. Find the mode of \(X\).
  6. Comment on the skewness of \(X\). Justify your answer.
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PDF of transformed variable

Given the PDF of X and a transformation Y = g(X), find the PDF of Y, often after first finding the CDF of Y.

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7 The continuous random variable \(X\) has distribution function given by $$\mathrm { F } ( x ) = \begin{cases} 0 & x < 0 ,
\frac { 1 } { 90 } \left( x ^ { 2 } + x ^ { 4 } \right) & 0 \leqslant x \leqslant 3 ,
1 & x > 3 . \end{cases}$$ The random variable \(Y\) is defined by \(Y = X ^ { 2 }\).
  1. Find the probability density function of \(Y\).
  2. Find the mean value of \(Y\).
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CDF from grouped data

Draw or construct a cumulative frequency graph from grouped data presented in a frequency table.

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2 The circumferences, \(c \mathrm {~cm}\), of some trees in a wood were measured. The results are summarised in the table.
Circumference \(( c \mathrm {~cm} )\)\(40 < c \leqslant 50\)\(50 < c \leqslant 80\)\(80 < c \leqslant 100\)\(100 < c \leqslant 120\)
Frequency1448708
  1. On the grid, draw a cumulative frequency graph to represent the information.
    \includegraphics[max width=\textwidth, alt={}, center]{9c23b94b-e573-4e13-be90-e63a0daf18e5-03_1401_1404_854_413}
  2. Estimate the percentage of trees which have a circumference larger than 75 cm .
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Uniform distribution transformations

Given X has a uniform distribution, find the CDF or PDF of a transformed variable Y = g(X) such as Y = X², Y = sin(X), or Y = e^X.

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8 The radius, \(R\), of a sphere is a random variable with a continuous uniform distribution between 0 and 10 .
  1. Find the cumulative distribution function and probability density function of \(A\), the surface area of the sphere.
  2. Find \(\mathrm { P } ( \mathrm { A } \leqslant 200 \pi )\). \section*{END OF QUESTION PAPER}
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Discrete CDF table with constants

Given a discrete random variable with CDF values in a table containing unknown constants, use F(max)=1 and monotonicity to find the constants.

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  1. The cumulative distribution of a discrete random variable \(X\) is given by
\(x\)1234
\(\mathrm {~F} ( x )\)\(\frac { 1 } { 13 }\)\(\frac { 2 k - 1 } { 26 }\)\(\frac { 3 ( k + 1 ) } { 26 }\)\(\frac { k + 4 } { 8 }\)
where \(k\) is a positive constant.
  1. Show that \(k = 4\)
  2. Find the probability distribution of the discrete random variable \(X\)
  3. Using your answer to part (b), write down the mode of \(X\)
  4. Calculate \(\operatorname { Var } ( 13 X - 6 )\)
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Variance from CDF/PDF

Given a CDF or PDF, calculate Var(X) or Var(g(X)) using E(X²) - [E(X)]² or related formulas.

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Mode from PDF

Given a PDF (or CDF to differentiate), find the mode by locating the maximum of the density function, often using calculus.

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Sketch CDF or PDF

Sketch the graph of a cumulative distribution function or probability density function, showing key features like continuity and shape.

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