Concept:
(i) A random variable X is said to be of continuous type if its distribution function FX is continuous everywhere.
(ii) A random variable X with cumulative distribution function FX is said to be of absolutely continuous type if there exists an integral function fX : R → R such that fX(x) ≥ 0, for x ϵ R. It should also satisfy:
\({F_X}\left( x \right) = \mathop \smallint \limits_{ - \infty }^x {f_X}\left( x\right)dx,x\epsilon R\)
The function fX is called the probability density function (p.d.f.) of random variable X.
And FX(x) is the cumulative distribution function evaluated as the integration of the density function.
Properties of a valid PDF:
\({f_X}\left( x \right) \ge 0,\;\forall \;x\;\epsilon\;R\)
\(\mathop \smallint \limits_{ - \infty }^\infty {f_X}\left( x \right)dt = {F_X}\left( \infty \right) = 1\)
\(\;where\;{F_X}\left( \infty \right) = \begin{array}{*{20}{c}} {{\rm{lim}}}\\ {x \to \infty } \end{array}{F_X}\left( x \right)\)
Calculation:
\(\begin{array}{l} \mathop \smallint \limits_ \infty ^ \infty f\left( x \right)dx = 1\\ \mathop \smallint \limits_0^2 kx\;dx + \mathop \smallint \limits_2^4 2k\;dx + \mathop \smallint \limits_4^6 \left( { - kx + 6k} \right)dx = 1 \end{array}\)
\(\begin{array}{l} \Rightarrow {\left[ {\frac{{k{x^2}}}{2}} \right]_0}^2 + {\left[ {2kx} \right]_2}^4 + {\left[ {\frac{{ - k{x^2}}}{2} + 6kx} \right]_4}^6 = 1\\ \Rightarrow \frac{k}{2}\left( 4 \right) + 2k\left( 2 \right) + \left( {\frac{{ - k}}{2}\left[ {36 - 16} \right]} \right) + 6k\left( {6 - 4} \right) = 1 \end{array}\)
⇒ 2k + 4k - 10k + 12k = 1
\(\begin{array}{l} \Rightarrow k = \frac{1}{8} \end{array}\)
Important Points:
The mean value of (μ) of the probability distribution of a variate X is commonly known as expectation and it is denoted by E[X].
If f(x) is the probability density function of the variate X, then
Discrete distribution: \(E\left[ X \right] = \mathop \sum \limits_i {x_i}f\left( {{x_i}} \right)\)
Continuous distribution: \(E\left( X \right) = \mathop \smallint \limits_{ - \infty }^\infty xf\left( x \right)dx\)