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Probability Density Functions
For a continuous variable, probability lives in area. A probability density function is a curve whose total area is ; the probability of landing between and is the area under the curve between them, found by integration.
Learning objectives
- Know the properties of a pdf: and .
- Find an unknown constant in a pdf.
- Find probabilities as .
- Sketch a pdf and find its mode.
A bus arrives at a random moment in a -minute window. What is the probability it arrives at exactly minutes seconds? What about between and minutes?
Core idea
A runner's reaction time could be s, s, s... infinitely many values. The chance of hitting any one exactly is zero. So for continuous quantities, probability lives in intervals, measured as area under a curve.
A probability density function has total area . . , so and are interchangeable.
1. Area is probability
- where
- density: probability per unit of (can exceed 1).
Find and .
- Goal
- ; probability.
- Strategy
- Total area .
- Normalise.
- Integrate.
on . ?
Summary
- Probability = area.
- Total area 1 fixes constants.
- Probability density function.
Key formulae
Worked examples
Explore the graph
- The curve is on ; the shaded area is .
- Only one value of makes the total area . Set : the area is , so .
- With and , the shaded area is . Does that match the picture?
A pdf must enclose exactly one unit of area.
Common mistakes
. Me: "a probability of ?!"
The pdf: "I'm a density, not a probability. Relax."
Exam tip
Guided practice
Practice questions
More questions on every skill in this subtopic are in the question bank under Practise.
Challenge
Summary
- and total area .
- ; .
- Find by setting the total integral equal to .
- Mode: where is largest.
Quick quiz
Same topic, different board
- Specification
- 9709 AS & A Level Mathematics
- Where
- Paper 6, Probability & Statistics 2 · 6.3 Continuous random variables
- Expected
- Understand the concept of a continuous random variable, and recall and use properties of a probability density function (restricted to functions defined over a single interval); use a pdf to find probabilities.
- Calculator
- Permitted. Give non-exact answers to 3 significant figures; probabilities may be fractions or decimals.
- Typical style
- f(x) = kx(4 − x) on an interval: find k, sketch the pdf, then find a probability by integration.
- Open in
- 9709 · Paper 69231 · Paper 4
Past paper questions
5 questions (47 marks) from real exams test this subtopic. Try each one under timed conditions, then mark it with the official mark scheme.
Find a constant in a probability density function, then use the median for a probability.
Probability density function: find a constant, a parameter from the mean, and the median.
Continuous distribution: constants and the median.
Probability density function: a constant, the median and E(X).
Linear density function: constant, expectation and a limit from the median.
Salam Academy original content · Content status: reviewed and published. Syllabus mapping: Cambridge International 9709, 2026–2027 (official specification).