Ch 6 Continuous Probability Distributions 6.1 Uniform Distribution 6.

2 Normal Distribution

ContinuousRandomVariables
Arandomvariableiscontinuous ifitcan assumeanynumberinanintervalorcollection ofintervals. of intervals. Examples:
Heights,weights,temperature,etc. length of life of a particular product lengthoflifeofaparticularproduct Waitingtimes Measurementerrors

PDFforaContinuousRandomVariable PDF for a Continuous Random Variable

Recall:FordiscreteRVs,probabilitydistributionfunction , p y describeshowtheprobabilitiesaredistributedoverallpossible values. Aprobabilitydensityfunction(PDF) f A b bilit d it f ti (PDF) fora continuousrandom ti d variablex isspecifiedbyafunctionf(x). ForanycontinuousRV,thegraphofaPDFisasmoothcurve(fis For any continuous RV the graph of a PDF is a smooth curve (f is acontinuousfunction).
Curve: f(x)

ContinuousProbabilityDistribution
Supposewemeasureheightsofstudentsinthisclass.Ifwe S h i ht f t d t i thi l If discretizebyroundingtothenearestfeet,thediscrete probabilityhistogramisshownontheleft.Nowifheightis probability histogram is shown on the left Now if height is measuredtothenearestinches,apossibleprobabilityhistogram isshowninthemiddle.Wegetmorebinsandmuchsmoother is shown in the middle We get more bins and much smoother appearance.Imaginewecontinueinthiswaytomeasureheights moreandmorefinely,theresultingprobabilityhistograms more and more finely, the resulting probability histograms approachasmoothcurveshownontheright.

Properties of Continuous PDF: 1. f( ) 1 f(x) 0 2. The total area under the curve is equal to 1. 3. 3 P( a X b) = area under the curve between a and b.
f (x)

Uniform

f (x )

Normal N l

Note: For continuous random variable, P(X=a) == 0 for a , ( ) particular value of the random variable.

MethodofProbabilityCalculation y

b a P(x<a) P(x>b) Notice that for a continuous random variable x, P(x = a) == 0 for any specific value a because the area above a point under the curve is a line segment and hence has 0 area. Specifically this means P(x<a) = P(x a) P(a<x<b) = P(ax<b) = P(a<xb) = P(a xb)

MethodofProbabilityCalculation Method of Probability Calculation

Theprobabilitythatacontinuousrandomvariablex liesbetweenalowerlimita andanupperlimitb i li b l li i d li i b is P(a<x<b)=(cumulativeareatotheleftofb) (cumulativeareatotheleftofa) =P(x<b) P( < ) P( < b) P(x<a)

=
a b b

6.1UniformProbabilityDistribution
Def: A random variable is uniformly distributed whenever the probability is proportional to the intervals length. The uniform pdf is:

f ( ) = 1/(b a) f a < x < b (x) ) for =0 elsewhere

where: a = smallest value the variable can assume b = largest value the variable can assume

UniformProbabilityDistribution
GraphofuniformProbabilityDistribution
f( ) f(x)

1/(b-a) x b

Note: The total area under f(x) is equal to 1.

UniformProbabilityDistribution
Expected Value of X

E(X) = (a + b)/2
Variance of X

Var(X) = (b - a)2/12

UniformDistribution
Example:

In I a salad b customers are charged for the l d bar, h df h amount of salad they take. Sampling suggests that the amount of salad taken is uniformly distributed between 5 ounces and 15 ounces ounces.
Set x = salad plate filling weight Uniform Probability Density Function: f(x) = 1/10 for 5 < x < 15 =0 elsewhere

UniformProbabilityDistribution
GraphofUniformPDFforSaladPlateFillingWeight:
f( ) f(x)

1/10 x 15

5 10 Salad Weight (oz.)

Uniform Probability Distribution

What is the probability that a customer will take between 12 and 15 ounces of salad? f( ) f(x) P(12 < x < 15) = 1/10(3) = .3 1/10 x 15

5 10 12 Salad Weight (oz.)

Uniform Probability Distribution

Expected Value of X E(X) = (a + b)/2 5)/ = (5 +15)/2 = 10 Variance of x Var(X) = (b - a)2/12 = (15 5)2/12 = 8 33 8.33

NormalProbabilityDistribution
The normal probability distribution is the most important distribution for describing a continuous i di ib i f d ibi i random variable.
It is widely used in statistical inference (Ch7-Ch10). It has been used in a wide variety of applications including in which the random variables are :

Heights, weights Rainfall amounts

of people

Test scores Scientific measurements

TheNormalDistribution The Normal Distribution

Normal PDF is:

1 f ( x) = e for < x < 2 e = 2 7183 2.7183 = 3 1416 3.1416

1 x 2

and are the mean and standard deviation.

Two parameters, mean and standard deviation, completely determine the Normal distribution. The shape and location of the normal curve changes as the mean and standard deviation change.

Normal Curve
The shape of the normal distribution is illustrated by the b ll shaped normal curve. h bell h d l Its symmetric about its mean .

Standard Deviation

Mean

Normal Probability Distribution

Characteristics Probabilities for the normal random variable are given by areas under the curve. The total area under the curve is 1 (.5 to the left of the mean and .5 to the right).

.5 5

.5 5 x

Normal Distributions: =1
0.50 0.50

=0, =1 , =1, =1 =2, =1 =3, =1

=1, =1

is the measure of location of the curve. curve can be any value (negative, zero, positive).

0.40 0.40

0.30 0.30

0.20 0.20

0.10 0 10 10 0.10

0.00 0.00 -5.0 -5.0 -4.0 -4.0 -3.0 -3.0 -2.0 -1.0 0.0 1.0 1.0 2.0 2.0 3.0 3.0 4.0 4.0 5.0 5.0 6.0 6.0

NormalDistributions:=0 N l Di t ib ti 0
1.80 1.60 1.40 1.20 1.00 0.80 0 80 0.60 0.40 0 40 0.20 0.00 0 00 -5.0 -4.0 -3.0 -2.0 -1.0 0.0 1.0 2.0 3.0 4.0 5.0 6.0

is the measure of va iability. t e easu e variability. Larger value results in wider and flatter curves.

=0, =1 =0, =0 =2 =0, =3 0 05 =0, =0.5 =0, =0.25

How Probabilities Are Distributed?

Percentage of values in some commonly used intervals are: 99.7% 95.4% 68.3%

+ 3 3 1 + 1 2 + 2

StandardNormalDistribution Standard Normal Distribution

TofindP(X <=x),weneedtofindthearea undertheappropriatenormalcurve. under the appropriate normal curve. Tosimplifythecalculationoftheseareas,we standardize eachvalueofx b t d di h l f byexpressingitas i it azscore(orstandardizedvalue).

z=

Standard Normal Probability Distribution

Def: A random variable having a normal distribution with a mean of 0 and a standard deviation of 1 is said to have a standard normal probability di t ib ti h t d d l b bilit distribution. W We usually denote the letter Z as the standard normal RVs.

=1

z 0

StandardNormal DistributionforZ Di t ib ti f Z
z=

Mean=0;Standarddeviation=1 Symmetricaboutz =0 y Valuesofz totheleftofcenterarenegative Valuesofz totherightofcenterarepositive g p Totalareaunderthecurveis1. Areasonbothsidesofcenterequal.5 q

Using Standard Normal Probability Table (Table 1 on P648 and P649) Entries in the table gives the area under the standard normal curve between - and a positive value z, which is equal to P(Z<=z). (Notice that Z is the standard normal RV while z is the z-score of interest.) If z is negative , use the table on the left-hand page. If z is positive, use the table on the right-hand page. Three type of probabilities: 1: Z is less than or equal to a given value. P(Z<=1) 2: Z is between two given values. P(-0.5<=Z<=1.25) 3:Z is greater than a given value. P(Z>=1.58)

Using Cumulative Probability Table: g y WorkingBackwards

Often we know the area and want to find the z-value that gives the a ea. a g ves e area. Example: Find the value of a positive z that has area p p 0.9000 to its left.
1. Look for the four digit area closest to .9000 in the Table. 2. What row and column does this value correspond to? 3. z = 1.28
Note 7 of 5E

WorkingBackwards o g ac a ds
Exercise: Find the value of z that has area .05 to its 05 right.
1. The area to its left will be 1 - .05 = .95 1. Look for the four digit area closest to .9500 in the body of the table . 2. Since the value 0 .9500 is halfway between .9495 h lf b 9495 and .9505, we choose z halfway between 1.64 and 1 64 1.65. z=1.645

Note 7 of 5E

Standard Normal Probability Distribution

Example: Pep Zone It h b I has been determined that demand during d i d h d dd i replenishment lead-time is normally distributed with a mean of 15 gallons and a standard deviation h f ll d d dd of 6 gallons. The manager would like to know the probability of a stock out during replenishment lead-time. In other words, what is the probability that demand during lead-time will exceed 20 gallons? P(x > 20) = ?

Solving for the Stockout Probability Step 1: Convert x to the standard normal distribution. z = (x - )/ = (20 - 15)/6 ( )/ = .83 P(X > 20) = P(Z>0.83)=1-P(Z<=0.83) P(Z>0.83)=1Step 2: Find the area under the standard normal curve to the left of z = .83. Look up the table. Find P(Z<=0 83)=0 7976 P(Z<=0.83)=0.7976

Step 3 : P(Z > .83) = 1 P(Z < .83) = 1- 0.7967 = .2033 Area = 1 - .7967 = .2033

Area = .7967

.83

Example
The weights of packages of ground beef are normally d s bu ed w distributed with mean 1 pound a d s a da d ea pou d and standard deviation .10. What is the probability that a randomly selected package weighs between 0.80 and 0.85 p g g pounds?

.80 1 80 .85 1 85 P (.80 < X < .85) = P ( <Z< ) .1 .1 = P (2 < Z < 1.5) = P(1.5 < Z < 2) = P ( Z < 2) P ( Z < 1 5) <= 1.5) = .9772 .9332 = .0440

Example a pe
What is the weight of a package such that only 5% of all packages exceed this weight?

P ( X > ?) = .05 ? 1 P(Z > ) = .05 05 .1 ? 1 P(Z < ) = 1 .05 = .95 .1 ? 1 From Table , = 1.645 .1 ? = 1.645(.1) + 1 = 1.16

Example
A Company produces 20 ounce jars of a picante sauce. The true amounts of sauce in the jars of this brand sauce follow a normal distribution. Suppose the companies 20 ounce jars follow a normally 20 ounce distribution with a mean =20.2 ounces with a standard deviation =0 125 ounces =0.125 ounces.

Example
Whatproportionofthejarsareunderfilled(i.e., What proportion of the jars are underfilled (i e havelessthan20ouncesofsauce)?

z=

x 20 20 . 2 = = 1 . 60 0 . 125

P(z<-1.60) =.0548. The proportion of the sauce jars that are under-filled is .0548

Example
What proportion of the sauce jars contain between 20 and 20.3 ounces of sauce.

Z =

2 0 2 0 .2 = 1.6 0 0 .1 2 5

Z =

2 0 .3 2 0 .2 = 0 .8 0 0 .1 2 5

P(-1.60<z<.80) = P(z<0.8)-P(z<-1.60) =0.7881- 0.0548=.7333

Example
99% of the jars of this brand of picante sauce will contain more than what amount of sauce?
? 20 2 20.2 99% = 0.99 = P( X > ?) = P( Z > ) .125 ? 20 2 20.2 P( Z < ) = 1 0.99 = 0.01 .125 ? 20 2 20.2 From Table 3, = 2.33 .125 ? = 2.33(.125) + 20.2 = 19.91

KeyConcepts y p
I.ContinuousProbabilityDistributions 1.Continuousrandomvariables 1 Continuous random variables 2.Probabilitydistributionsorprobabilitydensityfunctions a.Curvesaresmooth. a C r es are smooth b.Theareaunderthecurvebetweena andb represents theprobabilitythatx fallsbetweena andb. the probability that x falls between a and b c.P(x= a)= 0forcontinuousrandomvariables. II.TheNormalProbabilityDistribution 1.Symmetricaboutitsmean . 2.Shapedeterminedbyitsstandarddeviation .

KeyConcepts
III.TheStandardNormalDistribution h d d l i ib i 1.Thenormalrandomvariablez hasmean0andstandard deviation1. deviation 1 2.Anynormalrandomvariablex canbetransformedtoa standardnormalrandomvariableusing g
z= x

3.Convertnecessaryvaluesofx toz. 4.UseTable1inAppendixBtocomputestandardnormal probabilities. b biliti 5.Severalimportantzvalueshavetailareasasfollows: TailArea:.005.01.025.05.10 zValue:2.582.331.961.6451.28