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Continuous random variables and the normal distribution: WACE Year 12 Mathematics Methods Unit 4

Syllabus dot point

“Use probability density functions to find probabilities, mean and variance for continuous random variables, and apply the normal distribution with standardisation”

9 min read

Quick answer

A continuous random variable is described by a probability density function whose total area is 1; probabilities are areas (integrals). The normal distribution is the key model, and standardising to z=x−μσz = \dfrac{x - \mu}{\sigma} lets you find any normal probability.

Jump to a section
  1. What this dot point is asking
  2. Probability density functions
  3. The normal distribution
  4. Why standardisation works
  5. Standardisation and z-scores
  6. Exam-style questions

What this dot point is asking

SCSA Unit 4 moves from the discrete distributions of Unit 3 to continuous random variables, where outcomes form an interval rather than a list. Probabilities become areas under a probability density function (pdf), and the normal distribution is the central continuous model examined in the WACE written examination.

Probability density functions

Probability density function

A function f(x)f(x) is a pdf for a continuous random variable XX if f(x)≥0f(x) \ge 0 for all xx and the total area is 1:

∫−∞∞f(x) dx=1.\int_{-\infty}^{\infty} f(x)\,dx = 1.

For a continuous variable, the probability of any single value is 0, so P(X=a)=0P(X = a) = 0. Probabilities are areas:

P(a≤X≤b)=∫abf(x) dx.P(a \le X \le b) = \int_a^b f(x)\,dx.

Because single points have probability 0, P(a≤X≤b)=P(a<X<b)P(a \le X \le b) = P(a < X < b).

The mean (expected value) and variance are found by integration:

μ=E(X)=∫−∞∞x f(x) dx,Var(X)=∫−∞∞(x−μ)2f(x) dx=E(X2)−μ2.\mu = E(X) = \int_{-\infty}^{\infty} x\,f(x)\,dx, \qquad \mathrm{Var}(X) = \int_{-\infty}^{\infty} (x - \mu)^2 f(x)\,dx = E(X^2) - \mu^2.

Working with a pdf

The continuous random variable XX has pdf f(x)=kxf(x) = kx for 0≤x≤20 \le x \le 2 and f(x)=0f(x) = 0 otherwise. Find kk, then P(X≤1)P(X \le 1).

Step 1: Use the total-area condition to find kk

Every valid pdf must integrate to 1 over its support. Setting this integral equal to 1 is the equation we solve for the unknown constant kk.

∫02kx dx=k[x22]02=k⋅42=2k=1\int_0^2 kx\,dx = k\left[\frac{x^2}{2}\right]_0^2 = k \cdot \frac{4}{2} = 2k = 1

So k=12k = \dfrac{1}{2}.

Step 2: Compute the probability by integration

A probability for a continuous variable equals the area under the pdf over the required interval. We integrate the now-known pdf from 00 to 11.

P(X≤1)=∫0112x dx=12[x22]01=12⋅12=14P(X \le 1) = \int_0^1 \frac{1}{2}x\,dx = \frac{1}{2}\left[\frac{x^2}{2}\right]_0^1 = \frac{1}{2}\cdot\frac{1}{2} = \frac{1}{4}

Final answer: k=12k = \dfrac{1}{2} and P(X≤1)=0.25P(X \le 1) = 0.25.

The normal distribution

The normal distribution X∼N(μ,σ2)X \sim N(\mu, \sigma^2) has a symmetric bell-shaped pdf centred at the mean μ\mu with standard deviation σ\sigma. Its key features:

  • It is symmetric about x=μx = \mu, so P(X<μ)=P(X>μ)=0.5P(X < \mu) = P(X > \mu) = 0.5.
  • The total area under the curve is 1.
  • Larger σ\sigma gives a wider, flatter curve.
The 68-95-99.7 rule

For a normal distribution, approximately:

  • 68%68\% of values lie within 11 standard deviation of the mean (μ±σ\mu \pm \sigma),
  • 95%95\% within 22 standard deviations (μ±2σ\mu \pm 2\sigma),
  • 99.7%99.7\% within 33 standard deviations (μ±3σ\mu \pm 3\sigma).

Why standardisation works

Every normal distribution has the same shape; only its centre and width differ. Subtracting the mean shifts the centre to 00, and dividing by the standard deviation rescales the width to 11, producing the single standard normal Z∼N(0,1)Z\sim N(0,1). Because this transformation preserves areas, a probability for any normal variable equals the matching probability for ZZ, which is why one set of standard-normal values (or one calculator function) serves every normal model. This is the practical payoff of the symmetry and two-parameter structure described above.

Standardisation and z-scores

To compare values from different normal distributions, or to use tables and the calculator, convert to the standard normal Z∼N(0,1)Z \sim N(0, 1):

z=x−μσ.z = \frac{x - \mu}{\sigma}.

The zz-score is the number of standard deviations a value lies above (positive) or below (negative) the mean.

A normal probability with standardisation

Test scores are normally distributed with μ=70\mu = 70 and σ=8\sigma = 8. Find the proportion of students scoring above 8686.

Step 1: Standardise the boundary value

Converting x=86x = 86 to a zz-score tells us how many standard deviations above the mean it sits, so we can use the standard normal distribution.

z=86−708=168=2z = \frac{86 - 70}{8} = \frac{16}{8} = 2

Step 2: Apply the empirical rule to find the tail probability

Since z=2z = 2, we need P(Z>2)P(Z > 2). By the 68-95-99.7 rule, 95%95\% of values lie within 22 standard deviations, leaving 5%5\% in the two tails combined. Symmetry splits this equally, so each tail holds 2.5%2.5\%.

P(X>86)=P(Z>2)≈0.025P(X > 86) = P(Z > 2) \approx 0.025

Final answer: about 2.5%2.5\% of students score above 8686. (In the calculator section you would obtain P(Z>2)≈0.0228P(Z > 2) \approx 0.0228 directly.)

Common errors
Treating P(X=a)P(X = a) as nonzero
For a continuous variable the probability of an exact value is 0; probabilities are areas over intervals.
Forgetting to make total area 1
When a pdf has an unknown constant, you must set ∫f(x) dx=1\int f(x)\,dx = 1 over the support to find it before computing probabilities.
Mixing up σ\sigma and σ2\sigma^2
The notation N(μ,σ2)N(\mu, \sigma^2) uses the variance, but standardisation z=x−μσz = \frac{x-\mu}{\sigma} uses the standard deviation. Take the square root before dividing.
Sign of the z-score
A value below the mean gives a negative zz. Using symmetry, P(Z<−a)=P(Z>a)P(Z < -a) = P(Z > a), so keep track of which tail you want.

Exam-style questions

Questions in the style of SCSA exam questions on this dot point, each with a worked answer. They are written by ExamExplained unless tagged "Past paper"; the year shows the paper a question is modelled on.

WACE 2021-style7 marks
Calculator-assumed. The volume of soft drink in a can is normally distributed with mean μ=375\mu=375 mL and standard deviation σ=4\sigma=4 mL. (a) Find P(X<370)P(X<370). (b) Find P(372≤X≤378)P(372\le X\le 378). (c) Cans below a certain volume are rejected; the bottom 2%2\% are rejected. Find the rejection volume.
Show worked answer →

A normal-distribution question with an inverse part.

(a) z=370−3754=−1.25z=\dfrac{370-375}{4}=-1.25. P(X<370)=P(Z<−1.25)≈0.106P(X<370)=P(Z<-1.25)\approx 0.106.

(b) z1=372−3754=−0.75z_1=\dfrac{372-375}{4}=-0.75, z2=378−3754=0.75z_2=\dfrac{378-375}{4}=0.75. P(−0.75≤Z≤0.75)≈0.547P(-0.75\le Z\le 0.75)\approx 0.547.

(c) Bottom 2%2\%: P(Z<z)=0.02P(Z<z)=0.02, so z≈−2.054z\approx -2.054. Then x=μ+zσ=375−2.054(4)≈366.8x=\mu+z\sigma=375-2.054(4)\approx 366.8 mL.

Markers reward standardising, the calculator probabilities, and unstandardising with a negative zz in (c).

WACE 2023-style6 marks
Calculator-assumed. A continuous random variable has pdf f(x)=34(1−x2)f(x)=\dfrac{3}{4}(1-x^{2}) for −1≤x≤1-1\le x\le 1. (a) Verify the total area is 11. (b) Find P(0≤X≤0.5)P(0\le X\le 0.5). (c) State the mean, justifying by symmetry.
Show worked answer →

A pdf question combining integration and symmetry.

(a) ∫−1134(1−x2) dx=34[x−x33]−11=34(23+23)=34⋅43=1\displaystyle\int_{-1}^{1}\dfrac{3}{4}(1-x^{2})\,dx=\dfrac{3}{4}\left[x-\dfrac{x^{3}}{3}\right]_{-1}^{1}=\dfrac{3}{4}\left(\dfrac{2}{3}+\dfrac{2}{3}\right)=\dfrac{3}{4}\cdot\dfrac{4}{3}=1.

(b) ∫00.534(1−x2) dx=34[x−x33]00.5=34(0.5−0.1253)≈0.344\displaystyle\int_{0}^{0.5}\dfrac{3}{4}(1-x^{2})\,dx=\dfrac{3}{4}\left[x-\dfrac{x^{3}}{3}\right]_{0}^{0.5}=\dfrac{3}{4}\left(0.5-\dfrac{0.125}{3}\right)\approx 0.344.

(c) The pdf is even (symmetric about x=0x=0), so the mean is E(X)=0E(X)=0.

Markers reward the area check, the definite integral, and a symmetry justification for the mean.

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