Edexcel International A Levels Mathematics (XMA01-YMA01)
Continuous random variables
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Short Notes - Continuous random variables
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Detailed Study Notes
Detailed notes on Statistics 2 for Edexcel International A Levels Mathematics, covering key concepts, explanations, examples, and exam-focused revision points.
Continuous Random Variables Study Notes — Edexcel IAL Mathematics S2 (WST02/01, 2018 spec — 2026 onwards)
Probability is AREA under a density. PDF f(x)≥0 with ∫f=1. CDF F(x)=P(X≤x) links to PDF via f=F′. Mean, variance, median, quartiles, and mode all flow from integration. The framework underpins the continuous uniform distribution, the normal distribution, and sampling theory.
At a glance
PDF: f(x)≥0, ∫−∞∞f=1.
Probability: P(a<X<b)=∫abf(x)dx.
Single value: P(X=c)=0.
CDF: F(x)=P(X≤x)=∫−∞xf(t)dt.
Link: f(x)=F′(x).
Mean: E(X)=∫xf(x)dx.
Variance: E(X2)−μ2.
Median: F(m)=1/2.
Mode: argmaxxf(x).
What you’ll learn
Mapped to the Pearson Edexcel International A Levels XMA01-YMA01 syllabus (2026 onwards).
S2 4.1 — Understand the concept of a continuous random variable and its PDF.
S2 4.2 — Verify a PDF; find unknown constants by normalisation.
S2 4.3 — Compute probabilities by integration.
S2 4.4 — Find and use the CDF including piecewise representation.
S2 4.5 — Compute mean, variance, median, quartiles, and mode.
PDF — the density function
f(x)≥0 with ∫f=1. Probability is area.
Definition. A continuous random variable X has a probability density function f(x) if:
f(x)≥0 for all x.
∫−∞∞f(x)dx=1.
P(a≤X≤b)=∫abf(x)dx for any a≤b.
Critical fact.P(X=c)=∫ccf(x)dx=0 for any single c. So:
P(a<X<b)=P(a≤X≤b)=P(a<X≤b)=P(a≤X<b).
Strict and non-strict inequalities give the SAME probability for continuous variables.
Piecewise PDFs. Typically f(x) is defined by a formula on an interval [a,b] and equals zero elsewhere. The 'and zero otherwise' clause is non-negotiable.
Worked example.f(x)=kx(4−x) for 0≤x≤4, zero otherwise.
Find k: ∫04kx(4−x)dx=1⇒k⋅32/3=1⇒k=3/32.
P(1≤X≤3)=(3/32)∫13x(4−x)dx=11/16.
For a continuous RV, probability is the area under the density curve f(x) over the interval [a, b].
f≥0 everywhere.
∫f=1 over all reals.
P(X=c)=0 for any single c.
Strict / non-strict inequalities equivalent.
Always state 'zero otherwise'.
CDF — cumulative distribution
F(x)=P(X≤x). Piecewise: 0 below support, integrand on support, 1 above.
Definition.
F(x)=P(X≤x)=∫−∞xf(t)dt.
Properties.
F is non-decreasing.
F(−∞)=0, F(∞)=1.
F is continuous (no jumps — the variable is continuous).
Relationship: f(x)=F′(x).
Piecewise structure. If f is non-zero only on [a,b], then:
F(x)=0 for x<a.
F(x)=∫axf(t)dt for a≤x≤b.
F(x)=1 for x>b.
ALL three pieces must be written out — examiners deduct for partial answers.
Worked example.f(x)=x/8 on [0,4].
x<0: F(x)=0.
0≤x≤4: F(x)=∫0x(t/8)dt=x2/16.
x>4: F(x)=1.
Check continuity: F(4)=16/16=1. Good.
Using the CDF.
P(X≤k)=F(k).
P(X>k)=1−F(k).
P(a≤X≤b)=F(b)−F(a).
Inverse for median / quartiles: solve F(x)=p.
F(x)=P(X≤x).
F piecewise: 0, integrand, 1.
f=F′.
Check F(upper bound)=1.
Mean and variance
E(X)=∫xfdx, Var(X)=E(X2)−μ2.
Mean.
E(X)=∫−∞∞xf(x)dx.
In practice, integrate only over the support of X.
Second moment.
E(X2)=∫−∞∞x2f(x)dx.
Variance (computational form — preferred).
Var(X)=E(X2)−[E(X)]2.
Definitional form (rarely used in S2 working).
Var(X)=∫(x−μ)2f(x)dx.
Both give the same answer, but the computational form involves easier integration.
Symmetry shortcut. If f is symmetric about c on its support, E(X)=c directly. The variance still needs integration.
Expectation of a function.E(g(X))=∫g(x)f(x)dx. Used for E(X2), but generalises.
E(X)=∫xfdx.
E(X2)=∫x2fdx.
Var(X)=E(X2)−μ2.
Symmetric f⇒E(X) = centre.
Median, quartiles, percentiles
Solve F(x)=p for the p-quantile. Median is p=0.5.
Median. Solve F(m)=1/2.
Quartiles.
Lower quartile Q1: F(Q1)=1/4.
Upper quartile Q3: F(Q3)=3/4.
Interquartile range IQR =Q3−Q1.
General percentile.pth percentile xp: F(xp)=p/100.
Worked example.F(x)=x2/16 on [0,4].
Median: m2/16=0.5⇒m=8=22≈2.83.
Q1: Q12/16=0.25⇒Q1=2.
Q3: Q32/16=0.75⇒Q3=12=23≈3.46.
IQR =23−2≈1.46.
Sanity check. Median, Q1, Q3 must all be in the support — here [0,4]. Confirmed.
Mean vs median. For a symmetric distribution, mean = median. For a skewed distribution, they differ. A PDF skewed right has mean > median; skewed left has mean < median.
Median: F(m)=1/2.
Q1: F(Q1)=1/4. Q3: F(Q3)=3/4.
Always check the solution lies in the support.
Skewness sign: mean vs median.
Mode — maximum of f
Differentiate f, set to zero, confirm max. Or take endpoint if monotonic.
Definition. Mode = value(s) of x that maximise f(x) on its support.
Method (smooth PDF).
Differentiate f: find f′(x).
Set f′(x)=0 and solve.
Confirm maximum: f′′(x)<0 at the critical point, or check behaviour at boundaries.
Method (monotonic on support). If f is strictly increasing on [a,b], mode is b. If strictly decreasing, mode is a. NO differentiation needed.
Worked example 1 (smooth).f(x)=(3/32)x(4−x), 0≤x≤4.
f′(x)=(3/32)(4−2x).
f′(x)=0⇒x=2.
f′′(x)=−3/16<0, so max.
Mode =2.
Worked example 2 (monotonic).f(x)=x/8, 0≤x≤4.
f increasing. Mode is at x=4 (the right endpoint).
Bimodal / multimodal. If f has multiple maxima of equal height, all are modes. Rare in S2.
No mode. If f is uniform (constant), every point in the support is a 'mode' — usually reported as 'no unique mode' or 'all values equally likely'.
Mode = argmaxxf(x).
Smooth: f′(x)=0, confirm max.
Monotonic: take the endpoint where f is larger.
Uniform: no unique mode.
Quick recap
PDF: f≥0, ∫f=1.
Probability is area: P(a<X<b)=∫abfdx.
CDF: F(x)=P(X≤x), piecewise with three regions.
f=F′.
E(X)=∫xfdx, Var(X)=E(X2)−μ2.
Median: F(m)=0.5. Quartiles: 0.25, 0.75.
Mode: argmaxf(x) — differentiate or take endpoint.
Memorise this
Verbatim phrases and definitions Edexcel mark schemes credit.
PDF: f≥0, ∫f=1.
CDF piecewise: 0 / integrand / 1.
f=F′.
E(X)=∫xfdx, Var(X)=E(X2)−μ2.
Median: F(m)=0.5.
Mode: maximum of f.
How it’s examined
Continuous random variables appear on every WST02/01 paper — typically a 12-15 mark multi-part question covering: find k (2-3 marks), find a probability (2-3 marks), derive the CDF (3-4 marks), find mean / variance (4-5 marks), find median / quartiles or mode (2-4 marks). The CDF question is where the most marks are dropped — examiners insist on the full piecewise statement. Symmetry of the PDF often gives E(X) without integration — exploit it. Variance always via E(X2)−μ2 (NEVER the direct definition).
(a) M1 for ∫04fdx=1. M1 for the antiderivative. A1 for k=3/32. (b) M1 for setting up ∫13fdx. A1 for 11/16. Decimal answer also acceptable.
2Mean and variance of a continuous RV (6 marks, S2)
Core• Adapted from WST02/01 June 2024 Q4• expectation, variance
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Question
X has PDF f(x)=323x(4−x) for 0≤x≤4, zero otherwise. Find (a) E(X), (b) Var(X).
Step-by-step solution
Step 1
(a) Mean:
E(X)=∫04x⋅323x(4−x)dx=323∫04(4x2−x3)dx
Step 2
Integrate:
∫04(4x2−x3)dx=[34x3−4x4]04=3256−64=364
Step 3
So
E(X)=323×364=2
Step 4
By symmetry of the PDF about x=2, E(X)=2 is expected — confirmed.
Step 5
(b) Variance via E(X2)−μ2:
E(X2)=323∫04x2⋅x(4−x)dx=323∫04(4x3−x4)dx
Step 6
Integrate:
∫04(4x3−x4)dx=[x4−5x5]04=256−51024=5256
Step 7
So E(X2)=323×5256=524=4.8. Then
Var(X)=4.8−22=0.8
Answer
(a) E(X)=2. (b) Var(X)=0.8.
Examiner tip
(a) M1 for the integral set-up. M1 for antiderivative. A1 for 2. (b) M1 for E(X2) set-up. A1 for 4.8. M1 for E(X2)−μ2. A1 for 0.8. Common error: integrating x⋅f but forgetting the k factor.
3Find and use the CDF (6 marks, S2)
Extended• Adapted from WST02/01 January 2024 Q5• cdf, piecewise
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Question
X has PDF f(x)=81x for 0≤x≤4, and zero otherwise. (a) Find the CDF F(x) for all x. (b) Hence find P(X≤2) and P(X>3).
Step-by-step solution
Step 1
(a) F(x)=∫−∞xf(t)dt. Three pieces:
Step 2
For x<0: F(x)=0.
Step 3
For 0≤x≤4:
F(x)=∫0x81tdt=161t20x=16x2
Step 4
For x>4: F(x)=1 (cumulative probability saturates).
Step 5
Check: F(4)=16/16=1 — continuity at the upper bound. Good.
Step 6
(b) From CDF: P(X≤2)=F(2)=4/16=1/4.
Step 7
And P(X>3)=1−F(3)=1−9/16=7/16.
Answer
(a) F(x)=0 for x<0; F(x)=x2/16 for 0≤x≤4; F(x)=1 for x>4. (b) P(X≤2)=1/4, P(X>3)=7/16.
Examiner tip
(a) M1 for ∫0xfdt. M1 for antiderivative. A1 for F(x)=x2/16. B1 for piecewise statement covering all three regions. (b) B1 each. Failing to state F(x)=0 and F(x)=1 for the outer regions loses a mark — the CDF must be defined everywhere.
4Find the median (4 marks, S2)
Extended• Adapted from WST02/01 June 2024 Q5• median, cdf inverse
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Question
The PDF of X is f(x)=81x for 0≤x≤4. Find the median m.
Step-by-step solution
Step 1
Median m satisfies F(m)=0.5.
Step 2
From previous: F(x)=x2/16 for 0≤x≤4. Set:
16m2=21
Step 3
Solve:
m2=8⇒m=8=22≈2.83
Step 4
Check m is in the support: 0≤22≤4. Yes.
Answer
m=22≈2.83.
Examiner tip
M1 for F(m)=0.5. M1 for the quadratic. A1 for m2=8. A1 for m=22 or 2.83. The PDF is increasing on [0,4], so the median is above the midpoint 2 — quick sanity check.
5Find the mode (3 marks, S2)
Extended• Adapted from WST02/01 January 2024 Q6• mode, differentiation
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Question
f(x)=323x(4−x) for 0≤x≤4. Find the mode of X.
Step-by-step solution
Step 1
Mode = location of maximum of f. Differentiate:
f′(x)=323(4−2x)
Step 2
Set f′(x)=0:
4−2x=0⇒x=2
Step 3
Confirm maximum: f′′(x)=−163<0, so x=2 is a max. (Or note f is a downward-opening parabola.)
Answer
Mode =2.
Examiner tip
M1 for differentiating f. M1 for f′=0. A1 for x=2. B1 (in some mark schemes) for justifying max — usually implicit if f is clearly a downward parabola. For PDFs that are monotonic on their support, the mode is at the endpoint where f is largest.
Key Formulae — Continuous random variables
The formulae you need to memorise for continuous random variables on the Pearson Edexcel IAL XMA01 / YMA01 paper, with every variable defined in plain English and a note on when to use it.
PDF properties
f(x)≥0 everywhere,∫−∞∞f(x)dx=1
f(x)
probability density function
When to use
Whenever you need to find an unknown constant in a PDF, or to verify a candidate PDF. Properties NOT in the booklet — fundamental definitions.
Example
f(x)=kx(4−x) on [0,4]: ∫04kx(4−x)dx=1⇒k=3/32.
Probability as area
P(a<X<b)=∫abf(x)dx
a,b
bounds (real numbers)
When to use
All interval probabilities. NOT in booklet — definition.
Example
P(1≤X≤3)=∫13323x(4−x)dx=11/16.
CDF definition
F(x)=P(X≤x)=∫−∞xf(t)dt
F(x)
cumulative distribution function
When to use
To find probabilities of half-infinite intervals; to find median / quartiles by solving F(x)=p.
Example
f(x)=x/8 on [0,4]: F(x)=x2/16 for 0≤x≤4.
Link between PDF and CDF
f(x)=F′(x)
F′(x)
derivative of CDF
When to use
When the question gives the CDF and asks for the PDF, or to verify consistency.
Example
F(x)=x2/16⇒f(x)=x/8.
Expectation
E(X)=∫−∞∞xf(x)dx
E(X)
mean of X
When to use
Whenever a question asks for E(X), mean, or expected value. Integral is over the support of X.
Example
f(x)=(3/32)x(4−x): E(X)=2.
Variance
Var(X)=E(X2)−[E(X)]2,E(X2)=∫x2f(x)dx
Var(X)
variance of X
When to use
Variance and SD. Compute E(X2) first, then subtract μ2.
Median, quartiles (Q1=F−1(0.25), Q3=F−1(0.75)), percentiles. Solve the equation for m.
Example
F(x)=x2/16: m2/16=0.5⇒m=22.
Mode
Mode=argmaxxf(x)
f
PDF
When to use
Mode of a continuous RV is the maximum point of the PDF. Differentiate f and set to zero.
Example
f(x)=(3/32)x(4−x): f′(x)=(3/32)(4−2x)=0⇒x=2.
Key Definitions and Keywords — Continuous random variables
Definitions to memorise and the exact keywords mark schemes credit for continuous random variables answers — sharpened from recent examiner reports for the 2026 Pearson Edexcel IAL XMA01 / YMA01 sitting.
Continuous random variable
Examiner keyword
A random variable X whose distribution is described by a PDF f(x) (rather than a PMF). X takes uncountably many values, and P(X=x)=0 for any single x.
Probability density function (PDF)
Examiner keyword
Function f(x)≥0 with ∫−∞∞f(x)dx=1, such that P(a<X<b)=∫abf(x)dx.
Var(X)=E(X2)−[E(X)]2. Measures spread about the mean. SD is Var(X).
Median
Examiner keyword
Value m with F(m)=0.5. Splits the distribution into two halves of equal probability.
Mode
Examiner keyword
Value(s) where f(x) is maximised. For differentiable PDFs, found by f′(x)=0.
Common Mistakes and Misconceptions — Continuous random variables
The traps other students keep falling into on continuous random variables questions — taken from recent Pearson Edexcel IAL XMA01 / YMA01 examiner reports and mark schemes — and how to avoid them.
✕Forgetting to find the normalisation constant k
WST02/01 examiner reports
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Why it happens
Students treat the PDF as already valid.
How to avoid it
Always check: if f involves an unknown constant, the FIRST step is ∫fdx=1 to find it.
✕CDF written only on the support, not as a piecewise function
WST02/01 examiner reports
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Why it happens
Students stop after the 'interesting' interval.
How to avoid it
Write F(x)=0 for x<a, F(x)=… for a≤x≤b, F(x)=1 for x>b. ALL three pieces.
✕Using Var(X)=∫(x−μ)2f(x)dx when it's awkward
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Why it happens
Definition is correct but harder to compute.
How to avoid it
Always use the computational version: Var(X)=E(X2)−μ2. Easier integration.
✕Missing endpoint modes
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Why it happens
Students automatically differentiate.
How to avoid it
If f is monotonic on its support, the mode is at the endpoint where f is largest — NOT from f′=0. Always check the behaviour on the support before differentiating.
✕Computing E(X) by integration when symmetry gives it directly
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Why it happens
Habit.
How to avoid it
If f is symmetric about c on its support, E(X)=c. Use the shortcut and save time; the variance still needs integration.
✕Forgetting to state 'f(x)=0 otherwise'
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Why it happens
Students focus on the formula.
How to avoid it
PDFs MUST be defined for all real x. Always close with 'and zero otherwise'.
Continuous random variables — frequently asked questions
The things students keep getting wrong in this sub-topic, answered.