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Year 12 · Continuous probability and normal distributions · 22 min

Probability density functions and total area

Recognise a valid density and find its normalising constant.

01 / LEARN

The idea, step by step

Probability is area

A continuous random variable can take any real value in an interval. Its density describes how probability is spread. A density height is not a probability: an interval probability is the area beneath the curve over that interval.

A density must be nonnegative on its support and have total area one. Outside the stated support it is zero. Including or excluding individual boundary points does not change the area.

f⁡(x)≥0,∫−∞∞f⁡(x)d⁢x=1

Normalise, then check

When a model contains an unknown constant, first make its total area equal to one. Then check nonnegativity throughout the support. A total integral of one cannot repair a negative part of the proposed density.

A density can be taller than one: a rectangle of height 2 and width 0.5 has area one. It is probabilities, not density heights, that must stay between zero and one. A single exact value has probability zero.

A common trap

Rejecting any density height above one.

Instead: Check nonnegativity and total area, not an upper bound on height.

02 / WORKED EXAMPLES

See the thinking

Example 1

Find the scale factor

Find k if f⁡(x)=k⁢x on [0,2] is a density.

  1. ∫02k⁢xd⁢x=2⁢k=1.
  2. Thus k=1⁢/2.
  3. The resulting x⁢/2 is nonnegative on [0,2].
k=1⁢/2.
Example 2

A tall density

Is f⁡(x)=2 on [0,0.5], zero elsewhere, a density?

  1. It is nonnegative.
  2. Total area is 2⁢(0.5)=1.
  3. A height greater than one is allowed.
Yes.

Check your understanding

Find c if f⁡(x)=c on [1,5] is a density.

Show answer

c=1⁢/4.

Width 4 gives 4⁢c=1.

03 / WORKSHEET

Your turn

6 questions · 12 marks · Work at your own pace.

Read the questions online
  1. Is f⁡(x)=0.8 on [0,2] a density? Explain.
    2 marks
  2. Find k if f⁡(x)=k⁢x on [0,3] is a density.
    2 marks
  3. Check both conditions for f⁡(x)=3x2 on [0,1].
    2 marks
  4. For any continuous density, find P⁢(X=0.7).
    2 marks
  5. A nonnegative triangular density has width 1 and height 2. Is its area correct?
    2 marks
  6. A function has integral one but is negative on part of its support. Is it a density?
    2 marks
Read the worked solutions

Equivalent correct methods earn the corresponding marks. Include units where asked.

  1. Is f⁡(x)=0.8 on [0,2] a density? Explain.
    2 marks

    Total area 0.8⁢(2)=1.6, not one.

    No.
  2. Find k if f⁡(x)=k⁢x on [0,3] is a density.
    2 marks

    ∫03k⁢xd⁢x=9⁢k⁢/2=1.

    k=2⁢/9.
  3. Check both conditions for f⁡(x)=3x2 on [0,1].
    2 marks

    3x2≥0 and ∫013x2d⁢x=1.

    It is valid.
  4. For any continuous density, find P⁢(X=0.7).
    2 marks

    One point has zero width and zero area.

    0.
  5. A nonnegative triangular density has width 1 and height 2. Is its area correct?
    2 marks

    12⁢(1)⁢(2)=1.

    Yes.
  6. A function has integral one but is negative on part of its support. Is it a density?
    2 marks

    Densities must be nonnegative on their support.

    No.
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Curriculum reference & lesson scope

SACE Board of South Australia

Stage 2 Mathematical Methods: continuous random variables, normal distributions and sampling distributions of sample means. Original lessons and practice.

Official curriculum source ↗
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