Continous Probability

Distribution
Normal Distribution
• The most important continuous probability distribution in the entire
field of statistics is the normal distribution. Its graph, called the
normal curve, is the bell-shaped curve of Figure 6.2, which
approximately describes many phenomena that occur in nature,
industry, and research.
• For example, physical measurements in areas such as meteorological
experiments, rainfall studies, and measurements of manufactured
parts are often more than adequately explained with a normal
distribution.
• In addition, errors in scientific measurements are extremely well
approximated by a normal distribution.
Normal Distribution
• In 1733, Abraham DeMoivre developed the mathematical equation of
the normal curve. It provided a basis from which much of the theory
of inductive statistics is founded.
• The normal distribution is often referred to as the Gaussian
distribution, in honor of Karl Friedrich Gauss (1777–1855), who also
derived its equation from a study of errors in repeated measurements
of the same quantity.
 The Normal Distribution
1. It is bell shaped and has a
single peak at the center of
the distribution
2. The arithmetic mean, median
and mode are equal
3. The total area under the curve
is 1.00.
4. It is symmetrical about the
mean
5. It is asymptotic
6. The location of a normal
distribution is determined by
the mean, the dispersion or
spread is determined by the
standard deviation Mean
Median
Mode
 There are an
Infinite Number

Varying the Parameters s and m, we obtain

Different Normal Distributions.
Areas Under the Normal Curve
Normal Distribution
A newly hired Mechanical Engineer commutes daily from his home to
work. The average time for a one-way trip is 24 minutes, with a
standard deviation of 3.8 minutes. Assume the distribution of trips to
be normally distributed, what is the probability that a trip will take at
least ½ hour?
• A newly hired Mechanical Engineer commutes daily from his
home to work. The average time for a one-way trip is 24
minutes, with a standard deviation of 3.8 minutes. Assume
the distribution of trips to be normally distributed. If their
office opens at 8:00AM and he leaves their house at 7:45AM
daily, what percentage of the time is he late for work:
• A newly hired Mechanical Engineer commutes daily from his
home to work. The average time for a one-way trip is 24
minutes, with a standard deviation of 3.8 minutes. Assume
the distribution of trips to be normally distributed. If he
leaves the house at 7:35AM and coffee is served at the office
from 7:50AM until 8:00AM only, what is the probability that
he misses coffee?
• An electrical firm manufactures light bulbs that have a life,
before burn-out, that is normally distributed with mean
equal to 800 hours and a standard deviation of 40 hours.
Find the probability that a bulb burns between 778 and 834
hours.
In an industrial process, the diameter of a ball bearing is an important measurement.
The buyer sets specifications for the diameter to be 3.0 ± 0.01 cm. The implication is
that no part falling outside these specifications will be accepted. It is known that in
the process the diameter of a ball bearing has a normal distribution with mean μ = 3.0
and standard deviation σ = 0.005. On average, how many manufactured ball bearings
will be scrapped?
P(X>3.01) + P(X<2.99)=P(Z>2) + P(Z<-2)
=(1-0.9772) + 0.0228
=0.0456
Continuity Correction
• The binomial and Poisson distributions are discrete random variables, whereas the normal
distribution is continuous. We need to take this into account when we are using the normal
distribution to approximate a binomial or Poisson using a continuity correction.
• In the discrete distribution, each probability is represented by a rectangle (right hand diagram):
Continuity Correction
Continuity Correction
• To illustrate the normal approximation to the binomial distribution,
we first draw the histogram for b(x; 15, 0.4) and then superimpose
the particular normal curve having the same mean and variance as
the binomial variable X. Hence, we draw a normal curve with
Continuity Correction
• The exact probability that the binomial random variable X assumes a given value
x is equal to the area of the bar whose base is centered at x. For example, the
exact probability that X assumes the value 4 is equal to the area of the rectangle
with base centered at x = 4.

which is approximately equal to the area of the shaded region under the normal
curve between the two ordinates x1 = 3.5 and x2 = 4.5 in Converting to z values, we
have
Joint Probability Distribution
• Our study of random variables and their probability distributions in
the preceding sections is restricted to one-dimensional sample
spaces, in that we recorded outcomes of an experiment as values
assumed by a single random variable. There will be situations,
however, where we may find it desirable to record the simultaneous
outcomes of several random variables. For example, we might
measure the amount of precipitate P and volume V of gas released
from a controlled chemical experiment, giving rise to a two-
dimensional sample space consisting of the outcomes (p, v), or we
might be interested in the hardness H and tensile strength T of cold-
drawn copper, resulting in the outcomes (h, t). In a study to
determine the likelihood of success in college based on high school
data, we might use a three dimensional sample space and record for
each individual his or her aptitude test score, high school class rank,
and grade-point average at the end of freshman year in college.
• If X and Y are two discrete random variables, the probability distribution for
their simultaneous occurrence can be represented by a function with
values f(x, y) for any pair of values (x, y) within the range of the random
variables X and Y. It is customary to refer to this function as the joint
probability distribution of X and Y.
• Hence, in the discrete case,
f (x, y) = P (X = x, Y = y)
• that is, the values (x, y) give the probability that outcomes x and y occur at
the same time. For example, if an 18 wheeler is to have its tires serviced
and X represents the number of miles these tires have been driven and Y
represents the number of tires that need to be replaced, then f(30000,5) is
the probability that the tires are used over 30,000 miles and the truck
needs 5 new tires.
Joint Probability Distribution
Two ballpoint pens are selected at random from a box that contains 3
blue pens, 2 red pens, and 3 green pens. If X is the number of blue pens
selected and Y is the number of red pens selected, find
(a) the joint probability function f(x, y),
Two ballpoint pens are selected at random from a box that contains 3
blue pens, 2 red pens, and 3 green pens. If X is the number of blue pens
selected and Y is the number of red pens selected, find
(b) P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}.
Joint Probability Distribution
• A privately owned business
operates both a drive-in facility
and a walk-in facility. On a
randomly selected day, let X
and Y , respectively, be the
proportions of the time that
the drive-in and the walk-in
facilities are in use, and
suppose that the joint density
function of these random
variables is
• A privately owned business operates both a drive-in facility and a
walk-in facility. On a randomly selected day, let X and Y , respectively,
be the proportions of the time that the drive-in and the walk-in
facilities are in use, and suppose that the joint density function of
these random variables is
Marginal Distributions
• The marginal distributions of X alone and of Y alone are

• for the discrete case, and for the continuous case.

• Two ballpoint pens are selected at random from a box that contains 3 blue pens,
2 red pens, and 3 green pens. If X is the number of blue pens selected and Y is the
number of red pens selected. Show that the column and row totals give the
marginal distribution of X alone and of Y alone.
• A privately owned business
operates both a drive-in facility
and a walk-in facility. On a
randomly selected day, let X and
Y , respectively, be the
proportions of the time that the
drive-in and the walk-in facilities
are in use, and suppose that the
joint density function of these
random variables is. Find g(x) and
h(y) for the joint density function
Conditional Probability Distributions
• Let X and Y be two random variables, discrete or continuous. The conditional
distribution of the random variable Y given that X = x is

• Similarly, the conditional distribution of X given that Y = y is

• Two ballpoint pens are selected at random from a box that contains 3 blue pens,
2 red pens, and 3 green pens. If X is the number of blue pens selected and Y is the
number of red pens selected. find the conditional distribution of X, given that Y =
1, and use it to determine P(X = 0 | Y = 1).
Statistical Independence
• Let X and Y be two random variables, discrete or continuous,
with joint probability distribution f(x, y) and marginal
distributions g(x) and h(y), respectively. The random
variables X and Y are said to be statistically independent if
and only if

• for all (x, y) within their range.

• Two ballpoint pens are selected at random from a box that
contains 3 blue pens, 2 red pens, and 3 green pens. If X is the
number of blue pens selected and Y is the number of red
pens selected. Show that the random variables are not
statistically independent. Consider the point (0, 1).