ENGINEERING DATA

ANALYSIS

PRESENTED BY:
Harold Bienedict Adolfo
Quest BJ Ian Bandao
John Lloyd Tejero Natividad
Darryl Odyssey Pinkihan
(BSME 2C)

INSTRUCTOR:
Engr. Roma G. Ramel
 CONTINUOUS PROBABILITY
DISTRIBUTION

SUBTOPICS:
❖ Continuous Random Variable
and their Probability Function
❖ Expected Values of Continuous
Random Variable
❖ Normal Distribution
❖ Normal Approximation to the Binomial
And Poisson Distribution
❖ Exponential Distribution
CONTINUOUS PROBABILITY DISTRIBUTION

INTRODUCTION:
Suppose we measure the height of students in a class.

• If we “discretize” the variable of height by rounding to the nearest feet, the discrete
probability histogram is shown on the left figure.
• Now if height is measured to the nearest inch, a possible probability histogram is shown
in the middle figure.
• We get more bins and much smoother appearance.
• Imagine we continue in this way to measure height more and more finely; the resulting
probability histograms approach a smooth curve shown on the right figure.

• Probability distribution describes how the probabilities are distributed over all possible
values.
• A probability distribution for a continuous random variable x is specified by a
mathematical function denoted by f(x) which is called the density function.
• The graph of a density function f(x) is a smooth curve.
Properties of a Continuous Probability Distributions
• The density function 𝑓(𝑥) ≥ 0.
• The area under the curve is equal to 1.
• The probability of a continuous random variable to assume values between.
• a and b is denoted by 𝑃(𝑎 < 𝑥 < 𝑏)
• 𝑃(𝑎 < 𝑥 < 𝑏) = area under the curve between a and 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 < 𝒙𝒃 <) = 𝑷(𝒂 ≤ 𝒙 ≤ 𝒃) = 𝑷(𝒂 < 𝒙 ≤ 𝒃) = 𝑷(𝒂 ≤ 𝒙 ≤ 𝒃)
 Continuous Random Variable and their Probability
Distribution
Continuous Random Variable is a type of random variable that can be defined as a random
variable that can take on an infinite number of possible values. Due to this, the probability that a
continuous random variable will take on an exact value is 0.
We refer to continuous random variables with capital letters, typically X, Y, Z...
For instance, the heights of people selected at random would correspond to possible values of
the continuous random variable X defined as:
X: height, in cm, of a person selected at random

When working with continuous random variables, such as X, we only calculate the probability
that X lie within a certain interval; like

𝑷 (𝑿 ≤ 𝒌) or 𝑷 (𝒂 ≤ 𝑿 ≤ 𝒃)
We don't calculate the probability of X being equal to a specific value k. In fact, that following
result will always be true:

𝑷 (𝑿 = 𝒌) = 𝟎

Probability Density Function

A random variable X is said to have a continuous distribution if there exist a non-negative
function 𝑓 = 𝑓𝑥 such that
𝑏
𝑃(𝑎 ≤ 𝑋 ≤ 𝑏 ) = ∫ 𝑓(𝑥)𝑑𝑥
𝑎

for every a and b. Where 𝑓(𝑥) is called the density for X or the Probability Density Function
(PDF) for X.
The area enclosed by a probability density function and the horizontal axis equals to 1:
∞
∫ 𝑓(𝑥)𝑑𝑥 = 1
−∞
If the area isn't equal to 1 then X is not a continuous random variable.

Properties of Probability Distribution Function (PDF):

➢ 𝑓(𝑥) ≥ 0, 𝑥 ∈ 𝑅
∞
➢ The entire area under the graph of 𝑓(𝑥) and above x-axis is equal to 1 𝑓 ∫−∞ 𝑓(𝑥)𝑑𝑥 =
1
➢ Given a specific value c
𝑃(𝑋 = 𝑐) = 0
 Cumulative Distribution Function
Given a continuous random variable 𝑋and its probability density function 𝑓(𝑥), the cumulative
density function F(x), calculates the probability that X be less than, or equal to, any value of x.
Defined as: 𝑃(𝑋 ≤ 𝑥) = 𝐹(𝑥) where:
𝑥
𝐹 (𝑥) = ∫ 𝑓(𝑡 )𝑑𝑡
−∞
since 𝑓(𝑥) = 𝑃(𝑋 ≤ 𝑥), therefore:
𝑘
𝑃(𝑋 ≤ 𝑘 ) = ∫ 𝑓 (𝑥)𝑑𝑥
−∞

This tells us that the probability that the continuous random variable X be less than or equal to some
value k equal to the area enclosed by the probability density function and the horizontal axis,
between −∞ and k.

To calculate the probability that a continuous random variable X, lie between two values say a
and b we use the following result:
𝑏
𝑃(𝑎 ≤ 𝑋 ≤ 𝑏 ) = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
To calculate the probability that a continuous random variable X be greater than some value k
we use the following result:
∞
𝑃(𝑋 ≥ 𝑘 ) = ∫ 𝑓 (𝑥)𝑑𝑥
𝑘

Sample Problem:
A continuous random variable X has probability density function define as:
3
𝑓(𝑥) = {− 4 𝑥(𝑥 − 2), 0≤𝑥≤2
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1. Find 𝑃(𝑋 ≤ 1.5)
2. Find 𝑃(0.5 ≤ 𝑋 ≤ 1)
3. Find 𝑃(𝑋 ≥ 1)
Solution:

1. 𝑃(𝑋 ≤ 𝑥); Find 𝑃(𝑋 ≤ 1.5)

1.5
𝑃(𝑋 ≤ 1.5) = ∫−∞ 𝑓 (𝑥 )𝑑𝑥
3
2
= ∫ 𝑓 (𝑥 )𝑑𝑥
−∞
3
2 3
= ∫ − 𝑥 (𝑥 − 2)𝑑𝑥
−∞ 4
3
3 2
= − ∫ 𝑥 (𝑥 − 2)𝑑𝑥
4 −∞
 3
3 2
= − ∫ (𝑥 2 − 2𝑥)𝑑𝑥
4 −∞
3
3 𝑥3
= − [ − 𝑥2] 2
4 3
0
1 3 3
[ 2]
= − 𝑥 − 3𝑥 2
4
0
1 3 3 3 2
= − [( ) − 3 ⋅ ( ) − 0]
4 2 2
1 27 27
=− [ − ]
4 8 4
1 27
= − [− ]
4 8
27
=
32

𝑃(𝑋 ≤ 1.5) = 𝟎. 𝟖𝟒𝟒

𝑏
2. 𝑃 (𝑎 ≤ 𝑋 ≤ 𝑏) = ∫𝑎 𝑓(𝑥 )𝑑𝑥; Find 𝑃(0.5 ≤ 𝑋 ≤ 1)
1
𝑃(0.5 ≤ 𝑋 ≤ 1) = ∫ 𝑓 (𝑥 )𝑑𝑥
0.5
1
3
= ∫ − 𝑥(𝑥 − 2)𝑑𝑥
0.5 4
3 1
= − ∫ 𝑥(𝑥 − 2)𝑑𝑥
4 0.5
3 1 2
= ∫ (𝑥 − 2)𝑑𝑥
4 1
2
1
3 𝑥3
= − [ − 𝑥2] 1
4 3
2
3 1 3 1
= − ⋅ [𝑥 − 3𝑥 ]1 2
4 3
2
1 3 1
= − [𝑥 − 3𝑥 2 ]1
4
2
1 3 2)
1 3 1 2
(
= − [ 1 − 3 ⋅ 1 − (( ) − 3 ( ) )]
4 2 2
1 1 1
= − [(1 − 3) − ( − 3 ⋅ )]
4 8 4
1 1 3
= − [(−2) − ( − )]
4 8 4
1 1 6
= − [(−2) − ( − )]
4 8 8
1 5
= − [−2 − (− )]
4 8
1 5
= − [−2 + ]
4 8
1 11
= − [− ]
4 8
 11
=
8
𝑃(0.5 ≤ 𝑋 ≤) = 𝟎. 𝟑𝟒𝟒

∞
3. 𝑃 (𝑋 ≥ 𝑘 ) = ∫𝑘 𝑓 (𝑥 )𝑑𝑥; Find 𝑃(𝑋 ≥ 1)
+∞
𝑃(𝑋 ≥ 1) = ∫ 𝑓 (𝑥 )𝑑𝑥
1
2
3
= ∫ − 𝑥(𝑥 − 2)𝑑𝑥
1 4
3 2
= − ∫ 𝑥(𝑥 − 2)𝑑𝑥
4 1
3 2 2
= − ∫ (𝑥 − 2)𝑑𝑥
4 1
3 𝑥3 2
2
=− [ −𝑥 ]
4 3
1
3 1 3 2
= − ⋅ [𝑥 − 3𝑥 2 ]
4 3 1
1 3
= − [(2 − 3 ⋅ 22 ) − (13 − 3 ⋅ 12 )]
4
1
= − [(8 − 12) − (1 − 3)]
4
1
= − [(−4) − (−2)]
4
1
= − [(−4) + 2]
4
1
= − [−2]
4
1
=
2
𝑃(𝑋 ≥ 1) = 𝟎. 𝟓
 Expected value, Variance, Standard Deviation of
Continuous Random Variable
𝑏

𝐸 (𝑋) = ∫ 𝑥 ⋅ 𝑓(𝑥) 𝑑𝑥
𝑎
𝑏

𝐸 (𝑋) = ∫ 𝑥 2 ⋅ 𝑓 (𝑥) 𝑑𝑥
𝑎
VARIANCE:

𝑉 (𝑥) = 𝐸 (𝑥 2 ) − [𝐸 (𝑥)]2
STANDARD DEVIATION:

𝑆. 𝐷. = √𝑉(𝑥)

Sample Problem:
1. Find mean, standard deviation of continuous random variable if,
𝑓 (𝑥 ) = 6𝑥 (1 − 𝑥 ) 𝑤ℎ𝑒𝑛 0 < 𝑥 < 1; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒, 𝑓 (𝑥 ) = 0

𝑓 (𝑥) = 6𝑥(1 − 𝑥) = 6𝑥 − 6𝑥 2
1 1

E(𝑥) = ∫ 𝑥 ⋅ (6𝑥 − 6𝑥 2 ) 𝑑𝑥 = ∫(6𝑥 2 − 6𝑥 3 ) 𝑑𝑥

0 0
1
2 3)
𝑥3 𝑥4 1
= 6 ∫(𝑥 − 𝑥 𝑑𝑥 = 6 [ − ]
3 4
0 0
1 1 4⋅1 3⋅1 4−3 1
= 6[ − ] = 6[ − ] = 6[ ] = 6 [ ] = 𝟎. 𝟓
3 4 4⋅3 3⋅4 12 12
1 1

𝐸 (𝑋) = ∫ 𝑥 2 (6𝑥 − 6𝑥 2 ) 𝑑𝑥 = ∫(6𝑥 3 − 6𝑥 4 ) 𝑑𝑥

0 0
1
3 4)
𝑥 𝑥5 1 4
= 6 ∫(𝑥 − 𝑥 𝑑𝑥 = 6 [ − ]
4 5
0 0
1 1 5⋅1 4⋅1 5−4 1 3
= 6[ − ] = 6[ − ] = 6[ ] = 6[ ] = = 𝟎. 𝟑
4 5 5⋅4 4⋅5 20 20 10

𝑉 (𝑥) = 𝐸 (𝑥 2 ) − [𝐸 (𝑥)]2 = 0.3 − (0.5)2

= 0.3 − 0.25 = 𝟎. 𝟎𝟓
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 = √𝟎. 𝟎𝟓

2. Find the mean of continuous random variable if,

𝑓 (𝑥 ) = 𝑘𝑥 𝑤ℎ𝑒𝑛 0 ≤ 𝑥 ≤ 2; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒, 𝑓 (𝑥 ) = 0
Find (i) k; (ii) E(x); (iii) V(x)
2 2

∫ 𝑓 (𝑥)𝑑𝑥 = 1 ∴ ∫ 𝑘𝑥 1 𝑑𝑥 = 1
0 0
𝑥 2 2 42
∴ 𝑘 [ ] = 1 ∴ 𝑘 [ − 0] = 1
2 2
0
1
∴ 2𝑘 = 1 ∴ 𝑘 =
2
1 𝑥
𝑓 (𝑥) = 𝑘𝑥 = 𝑥
2
2 2
𝑥 1 2
1 𝑥3 2
𝐸 (𝑋) = ∫ 𝑥 ⋅ 𝑑𝑥 = ∫ 𝑥 𝑑𝑥 = [ ]
2 2 2 3
0 0 0
1 8 𝟒
= [ ]=
2 3 𝟑
2 2
𝑥 1
𝐸 (𝑋) = ∫ 𝑥 2 ⋅ 𝑑𝑥 = ∫ 𝑥 3 𝑑𝑥
2 2
0 0
1 𝑥 4 2 1 16
= [ ] = ⋅[ ]= 𝟐
2 4 2 4
0
2)
42
𝑉 (𝑥) = 𝐸 (𝑥 − [𝐸 (𝑥 )]2 =2−[ ]
3

2 16 9 ⋅ 2 16 18 − 16 𝟐
= − = − = =
9 9 1⋅9 9 9 𝟗
 Normal Distribution
Normal distributions are extremely important because they occur so often in real applications
and they play such an important role in methods of inferential statistics.
If a continuous random variable has a distribution with a graph that is symmetric and bell-
shaped, as in the figure on the bottom, and it can be described by
the function
we say that it has a normal distribution.

Standardizing a Normally Distributed Variable

Now the question is: How do we find areas under a normal curve? Conceptually, we need a
table of areas for each normal curve. This, of course, is impossible because there are infinitely
many different normal curves — one for each choice of µ and σ. The way out of this difficulty is
standardizing, which transforms every normal distribution into one particular normal distribution,
the standard normal distribution.

A normally distributed variable having mean 0 and standard deviation 1 is said

to have the standard normal distribution. Its associated normal curve is called
the standard normal curve, which is shown in the Figure below.

We can interpret the above statement in several ways. Theoretically, it says that standardizing
converts all normal distributions to the standard normal distribution, as depicted in the Figure
below.
 Basic Properties of the Standard Normal Curve:
Property 1: The total area under the standard normal curve is 1.
Property 2: The standard normal curve extends indefinitely in both directions,
approaching, but never touching, the horizontal axis as it does so.
Property 3: The standard normal curve is symmetric about 0.
Property 4: Almost all the area under the standard normal curve lies between -3
and 3.

Areas Under the Standard Normal Curve

EXAMPLES: Determine the area under the standard normal curve.

EXAMPLE: Find z if

(a) the standard-normal-curve area between 0 and z is 0.4484

(b) the standard-normal-curve area to the left of z is 0.9868
Solution:

(a) z = 1.63
(b) 0.9868 − 0.5000 = 0.4868 =⇒ z = 2.22
EXAMPLE: Find z if the standard-normal-curve area

(a) between 0 and z is 0.4788

(b) to the left of z is 0.8365
(c) between −z and z is 0.8584

(d) to the left of z is 0.3409

Solution:

(a) z = 2.03
(b) 0.8365 − 0.5 = 0.3365 =⇒ z = 0.98

(c) 0.8584/2 = 0.4292 =⇒ z = 1.47

(d) 0.5 − 0.3409 = 0.1591 =⇒ z = −0.41

EXAMPLE: If a random variable has the normal distribution with µ = 82.0 and σ = 4.8, find the
probabilities that it will take on a value

(a) less than 89.2

(b) greater than 78.4
(c) between 83.2 and 88.0 (d) between 73.6 and 90.4
Solution:

(a) We have

Therefore, the probability is 0.4332 + 0.5 = 0.9332.

(b) We have z = 78.44.−8 82 = −0.75

Therefore, the probability is 0.2734 + 0.5 = 0.7734.

(c) We have

25 and
Therefore, the probability is 0.3944 − 0.0987 = 0.2957.

(d) We have

75 and
Therefore, the probability is 0.4599 + 0.4599 = 0.9198.
 Applications of the Normal Distribution
EXAMPLE: Intelligence quotients (IQs) measured on the Stanford Revision of the Binet-Simon
Intelligence Scale are normally distributed with a mean of 100 and a standard deviation of 16.
Determine the percentage of people who have IQs between 115 and 140. Solution: We have

9375 and
therefore, the probability is 0.4938 − 0.3264 = 0.1674. It follows that 16.74% of all people have
IQs between 115 and 140. Equivalently, the probability is 0.1674 that a randomly selected
person will have an IQ between 115 and 140.

EXAMPLE: One of the larger species of tarantulas is the Grammostola mollicoma, whose
common name is the Brazilian giant tawny red. A tarantula has two body parts. The anterior part
of the body is covered above by a shell, or carapace. From a recent article by F. Costa and F.
Perez-Miles titled Reproductive Biology of Uruguayan Theraphosids (The Journal of
Arachnology, Vol. 30, No. 3, pp. 571-587), we find that the carapace length of the adult male G.
mollicoma is normally distributed with mean 18.14 mm and standard deviation 1.76 mm.

(a) Find the percentage of adult male G. mollicoma that have carapace length between 16
mm and 17 mm.

(b) Find the percentage of adult male G. mollicoma that have carapace length exceeding 19
mm.
Solution:
(a) We have

22 and
therefore, the probability is 0.3888 − 0.2422 = 0.1466. It follows that 14.66% of adult male G.
mollicoma have carapace length between 16 mm and 17 mm. Equivalently, the probability is
0.1466 that a randomly selected adult male G. mollicoma has carapace length between 16 mm
and 17 mm. (b) We have

therefore, the probability is 0.5 − 0.1879 = 0.3121. It follows that 31.21% of adult male G.
mollicoma have carapace length exceeding 19 mm. Equivalently, the probability is 0.3121 that a
randomly selected adult male G. mollicoma has carapace length exceeding 19 mm.

EXAMPLE: As reported in Runner’s World magazine, the times of the finishers in the New York
City 10-km run are normally distributed with mean 61 minutes and standard deviation 9 minutes.

(a) Determine the percentage of finishers with times between 50 and 70 minutes.
(b) Determine the percentage of finishers with times less than 75 minutes.
Solution:

(a) We have

22 and
Therefore, the probability is 0.3888 + 0.3413 = 0.7301 =⇒ 73.01%.

(b) We have
z = 75 − 61 = 1.5556
9
Therefore, the probability is 0.5 + 0.4406 = 0.9406 =⇒ 94.06%.
Normal Approximation to Binomial or Poisson Distribution:
LEARNING OUTCOME:
➢ Recognize as Original Binomial or Poisson Probability distribution
➢ Define the probability as ORIGINAL BINOMIAL/POISSON with the relevant parameters
➢ Recognise the conditions which allow for normal approximation
➢ Follow the steps:
o Convert to Normal distributions
o Correction for inequalities and boundaries
o Convert to Standardised scores
o Use the calculator to find the probabilities

Conditions ≥
Conditions – Binomial → Normal Conditions – Poisson → Normal
Original Binomial Q solved using Normal. Original Poisson Q solved using Normal
Conditions for Approximation
n is large, n ≥ 20 𝝀 is large, n ≥ 10
p is small, p ~ 0.5
np > 5
If the number of probability is greater than 9. If the number of probability is greater than 9.

P(X ≥ 10) use normal to solve. P(X ≥ 10) use normal to solve.
Questions asks to ESTIMATE or Questions asks to ESTIMATE or
APPROXIMATE APPROXIMATE
X ~ B (n, p) → X∗ ~ N (μ, 𝜎 2 ) X ~ Po (λ) → X ∗ ~ N (μ, 𝜎 2 )

μ = np μ= λ
σ = √(𝑛𝑝𝑞) σ = √(𝜆)

Continuity Corrections
Binomial or Poisson → Normal
Discrete → Continuous
Discrete Distribution, X Normal Distribution, 𝐗 ∗
P (X ≤ 3) P (𝐗 ∗ ≤ 3.5)
P (X < 3) → P (X ≤ 2) P (𝐗 ∗ ≤ 2.5)
P (X = 3) No need
CAN USE discrete
P (5 ≤ X ≤ 8) P (4.5 ≤ 𝐗 ∗ ≤ 8.5)
P (5 < X < 8) → P (6 ≤ X ≤ 8) P (5.5 ≤ 𝐗 ∗ ≤ 8.5)
P (5 ≤ X < 8) → P (5 ≤ X ≤ 7) P (4.5 ≤ 𝐗 ∗ ≤ 7.5)
P (X ≥ 4) P (𝐗 ∗ ≥ 3.5)
P (X > 4) → (P (X ≥ 5) P(𝐗 ∗ ≥ 4.5)

2 Steps in Step 1: Step 2: ≥ 𝐿𝑒𝑠𝑠 𝑡ℎ𝑎𝑛 − 𝐸𝑁𝐷 − 𝑈𝐵

continuity Symbol Change
corrections >/< to ≥ /≤ boundary ≥ 𝑀𝑜𝑟𝑒 𝑡ℎ𝑎𝑛 − 𝑆𝑇𝐴𝑅𝑇 − 𝐿𝐵
 Steps for Normal Approximation to Binomial / Poisson
Step Action
1 Define event, X
2 Define Binomial / Poisson Probability
3 Find the mean and the standard deviation
4 Redefine the probability as 𝐗 ⋆ → the Normal Distribution with the relevant
parameters
5 Perform continuity correction
6 Convert to Standardised Normal Distribution
7 Find Answer

Example 1
➢ Find the probability of obtaining between 4 and 15 heads inclusive with 32 tosses of a
fair coin,
➢ a. using the binomial distribution
➢ b. using the normal approximation to the binomial distribution

Example 1 – BINOMIAL
➢ Find the probability of obtaining between 4 and 15 heads inclusive with 32 tosses of a
fair coin,
➢ a. using the binomial distribution
X = Number of heads
X ~ B (32, 0.5)
P( 4 ≤ X ≤ 15)
= P(X = 4) + P(X = 5) + P(X = 6) + P(X = 7) + P(X = 8) + P(X = 9) + P(X = 10) + P(X = 11) +
P(X = 12) + P(X = 13) + P(X = 14) + P(X = 15)
= 8.3726𝑥10 − 6 + 4.6887𝑥10 − 5 + 2.1099𝑥10 − 4 + 7.8367𝑥10 − 4 + 2.4490𝑥10 − 3 +
6.5306𝑥10 − 3 + 0.0150 + 0.0300 + 0.0526 + 0.0809 + 0.1098 + 0.1317
= 𝟎. 𝟒𝟑𝟎𝟎

Example 1 – NORMAL
➢ Find the probability of obtaining between 4 and 15 heads inclusive with 32 tosses of a
fair coin,
➢ b. using the normal approximation to the binomial distribution
X = Number of heads 𝑥−𝜇
𝑋 ~ 𝐵(32, 0.5) 𝑧=
𝜎
𝑋 ⋆ ~𝑁(16, 2.82842 )
𝑃(4 ≤ 𝑋 ≤ 15) 𝜇 = 𝑛𝑝
= 𝑃(3.5 ≤ 𝑋 ⋆ ≤ 15.5)
= 𝑃(−4.42 ≤ 𝑍 ≤ −0.18) 𝜎 = √𝑛𝑝𝑞
= 𝑅(−4.42) − 𝑅(−0.18)
= 𝟎. 𝟒𝟐𝟖𝟔

Step Action
1 Define event, X X = Number of heads
2 Define Binomial / Poisson Probability 𝑋 ~ 𝐵(32, 0.5)
3 Find the mean and the standard 𝜇 = 𝑛𝑝 = 32 × 0.5 = 16
deviation 𝜎 = √𝑛𝑝𝑞 = √32 × 0.5 × 0.5 = 2.8284
4 X → 𝑿⋆ 𝑋 ⋆ ~𝑁(16, 2.82842 )
5 Perform continuity correction 𝑃(4 ≤ 𝑋 ≤ 15)
 = 𝑃(3.5 ≤ 𝑋 ⋆ ≤ 15.5)
6 Z-score = 𝑃(−4.42 ≤ 𝑍 ≤ −0.18)
7 Find answer = 𝑅(−4.42) − 𝑅(−0.18)
= 0.4286

Example 2
It is known that in a sack of mixed grass seeds 35% are ryegrass. Use approximation to find the
probability that in a sample of 400 seeds, there are
➢ a. less than 120 ryegrass seeds
➢ b. between 120 and I50 ryegrass seeds inclusive
➢ c. more than 160 ryegrass seeds

Example 2
It is known that in a sack of mixed grass seeds 35% are ryegrass. Use approximation to find the
probability that in a sample of 400 seeds, there are

1 Define event 𝑋 ≡ 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑟𝑦𝑒𝑔𝑟𝑎𝑠𝑠 𝑠𝑒𝑒𝑑𝑠

2 Define Binomial 𝑋 ~ 𝐵 (400, 0.35)
Probability
3 Find the 𝜇 and 𝜎 𝜇 = 140; 𝜎 = 9.5394
4 Redefine the 𝑋 ⋆ − 𝑁(140, 9.53942 )
probability as 𝑿⋆
Less than 120 Between 120 and 150 More than 160
ryegrass seeds ryegrass seeds ryegrass seeds.
inclusive
5 Change inequality 𝑃(𝑋 < 120) 𝑃( 120 ≤ 𝑋 ≤ 150) 𝑃(𝑋 > 160)
= 𝑃(𝑋 ≤ 119) = 𝑃(𝑋 ≥ 161)
6 Perform continuity = 𝑃(𝑋 ⋆ < 119.5) = 𝑃(119.5 ≤ 𝑋 ⋆ 150.5) = 𝑃(𝑋 ⋆ ≥ 160.5)
correction
7 Z-score = 𝑃(𝑍 ≤ −2.15) = 𝑃(−2.15 ≤ 𝑍 ≤ 1.10) = 𝑃(𝑍 ≥ 2.15)
8 Find answer. =1−R(−2.15) = 𝑅(−2.15) − 𝑅(1.10) = 𝑅(2.15)
= 0.0158 = 0.8486 = 0.0158

Example 3
a. Weather balloons have an 80% chance of being recovered within 3 months of being
released. Fifty balloons are released around Geraldton in June 1997. Estimate the
probability that within a three-month period,
a. less than 35 are recovered
b. at least 42 are recovered

Example 3
❖ Weather balloon have an 80% chance of being recovered within 3 months of being
released. Fifty balloons are released around Geraldton in June 1997. Estimate the
probability that within a three-month period,

Less than 35 are recovered At least 42 are

Step Action
recovered
1 Define event, X X = Number of balloons recovered
2 Define Binomial Probability 𝑋 ~ 𝐵 (50, 0.8)
3 Find the mean and the
𝑛𝑝 = 40; 𝜎 = 2.8284
standard deviation
4 X→𝑿⋆ 𝑋 ⋆ ~ 𝑁(40, 2.82842 )
5 Change inequality 𝑃(𝑋 < 35) 𝑃(𝑋 ≥ 42)
 = 𝑃(𝑋 ≤ 34)
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≤ 34.5) = 𝑃(𝑋 ⋆ ≥ 41.5)
7 Convert to Standardised 𝑃(𝑍 ≤ −1.94) = 𝑃(𝑍 ≥ 0.53)
Normal Distribution
8 Find answer. = 1 − 𝑅(−1.94) = 0.2981
= 0.0262

Example 4
A random variable X is Poisson distributed with a mean of 42. Use a Normal approximation to
calculate:
𝑋~𝑃𝑜 (42)
𝑋 ⋆ ~ 𝑁 (42, 6.48072 )

Step Action 𝑃(𝑋 < 50) 𝑃(30 ≤ 𝑋 ≤ 49) 𝑃(43 < 𝑋 < 53)
5 Change inequality 𝑃(43 < 𝑋 < 53)
𝑃(𝑋 < 50)
𝑃(30 ≤ 𝑋 ≤ 49) = 𝑃(44 ≤ 𝑋
= 𝑃(𝑋 ≤ 49)
≤ 52)
6 Perform continuity = 𝑃(𝑋 ⋆ 𝑃(29.5 ≤ 𝑋 ⋆ 𝑃(43.5 ≤ 𝑋 ⋆
correction ≤ 49.5) ≤ 49.5) ≤ 52.5)
7 Convert to Standardised = 𝑃(𝑍 ≤ 1.16) 𝑃(−1.93 ≤ 𝑍 𝑃(0.23 ≤ 𝑍
Normal Distribution ≤ 1.16) ≤ 1.62)
8 Final answer = 1 − 𝑅(1.16) = 𝑅(−1.93) = 𝑅(0.23)
= 0.8770 − 𝑅(1.16) − 𝑅(1.62)
= 0.8502 = 0.3564

Example 5
An online bookshop is a new internet site. In a 24-hour period the site receives 600 hits on
average. Assume the number of hits per hour is a Poisson Distribution. What is the probability of
receiving less than 20 hits in hour?
Y = Number of hits per 24 hours
𝑌 ~ 𝑃𝑜 (600)

X = Number of hits per 1 hour

𝑋 ~ 𝑃𝑜 (25)
𝑋 ⋆ ~ 𝑁 (25, 52 )

𝑷(𝑿 < 𝟐𝟎)

= 𝑷(𝑿 ≤ 𝟏𝟗)
= 𝑃(𝑋 ⋆ ≤ 19.5)
= 𝑃(𝑍 ≤ −1.1)
= 1 − 𝑅(−1.1)
= 𝟎. 𝟏𝟑𝟓𝟕
 Example 6
The mass of coffee powder in a randomly selected jar sold by a certain supermarket may be
taken to have a normal distribution with mean 403g and standard deviation 3g.
i) Find the probability that a randomly selected jar will contain at least 400g of coffee.

Let X = mass of coffee in a randomly selected jar

𝑋 ~𝑁 (403, 32 )
𝑃 (𝑋 ≥ 400) = 𝑃(𝑍 ≥
400−403
= 𝑃 (𝑍 ≥ ) − 1)
3
= 𝟎. 𝟖𝟒𝟏𝟒

ii) Find the mass m such that only 3% of jars contain more than m grams of coffee
powder.
𝑃(𝑍 ≥ 𝑚) = 0.03
𝑚−403
𝑃 (𝑍 ≥ ) = 0.03
3
𝑚 − 403
= 0.1881
3
𝑚 = 𝟒𝟎𝟖. 𝟔𝟒𝒈

Exercise 4.2 – Q1
A poll reveals that 40% of the population believe that the Prime Minister is doing a good job. If
30 people are interviewed, determine the probability that:
➢ X = Number of people who believe that the PM is doing a good job.
➢ 𝑋 ~ 𝐵(30, 0.4)
➢ 𝑋 ⋆ ~𝑁(12, 2.68332 )

Step Action 15 or less believe the 20 or more believe the

Prime Minister is doing a Prime Minister is doing
good job. a good job
5 Change inequality 𝑃(𝑋 ≤ 15) 𝑃(𝑋 ≥ 20)
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≤ 15.5) = 𝑃(𝑋 ⋆ ≥ 19.5)
7 Convert to Standardised
= 𝑃(𝑍 ≤ 1.30) = 𝑃(𝑍 ≥ 2.80)
Normal Distribution
8 Find answer = 1 − 𝑅(1.30) = 𝑅(2.80)
= 0.9032 = 0.0026

Exercise 4.2 – Q2
❖ If 50 coins are tossed into the air, what is the probability that 23, 24, 25, 26 or 27 heads
are obtained?
➢ X = Number of heads
➢ 𝑋~𝐵 (50, 0.5)
➢ 𝑋 ⋆ ~ 𝑁(25, 3.53552

Use Binomial to solve because although the conditions are met, the number of
probabilities is less than 10.
USING BINOMIAL
❖ 𝑃(23 ≤ 𝑋 ≤ 27)
❖ = 𝑃(𝑋 = 23) + 𝑃(𝑋 = 24) + 𝑃(𝑋 = 25) + 𝑃(𝑋 = 26) + 𝑃(𝑋 = 27)
❖ = 0.0960 + 0.1080 + 0.1123 + 0.1080 + 0.0960
❖ = 0.5203 𝑜𝑟 0.5201 (𝑖𝑓 𝑝𝑢𝑛𝑐ℎ 1 𝑠ℎ𝑜𝑡)

Exercise 4.2 – Q3
➢ During a flu epidemic, a doctor finds that 30% of her patients show symptoms of flu. In
one day she sees 45 patients. Determine the probability that:
o More than 20 patients will show symptoms of flue
o Only 8, 9 or 10 will show symptoms of flu
o X = Number of patients will show symptoms of flu
o 𝑋 ~𝐵(45, 0.3)
o 𝑋 ⋆ ~ 𝑁(13.5, 3.07412 )

Step Action More than 20 patients Only 8, 9 or 10

5 Change inequality 𝑃(𝑋 > 20)
Use Binomial to solve
= 𝑃(𝑋 ≥ 21)
because although the
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≥ 20.5)
conditions are met, the
7 Convert to Standardised Normal
= 𝑃(𝑍 ≥ 2.28) number of probabilities
Distribution
is less than 10.
8 Find answer = 𝑅(2.28)
= 0.0113

USING BINOMIAL
➢ 𝑃(8 ≤ 𝑋 ≤ 10)
➢ = 𝑃(𝑋 = 8) + 𝑃(𝑋 = 9) + 𝑃(𝑋 = 10)
➢ = 0.0263 + 0.0463 + 0.0714
➢ = 𝟎. 𝟏𝟒𝟒𝟎

Exercise 4.2 – Q4
A fair die is thrown 200 times. Using normal approximation, what is the probability that a five will
turn up
➢ X = Number of fives
➢ 𝑋 ~ 𝐵(200, 0.1667)
➢ 𝑋 ⋆ ~𝑁(33.3333, 5.27092 )

More than 40 patients More than 40 but less

Step Action
times than 50 times
5 Change inequality 𝑃(𝑋 > 40) 𝑃(40 < 𝑋 < 50)
= 𝑃(𝑋 ≥ 41) = 𝑃(41 ≤ 𝑋 ≤ 49)
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≥ 40.5) = 𝑃(40.5 ≤ 𝑋 ⋆ ≤ 49.5)
7 Convert to Standardised Normal
= 𝑃(𝑍 ≥ 1.36) = 𝑃(1.36 ≤ 𝑍 ≤ 3.07)
Distribution
8 Find answer = 𝑅(1.36) 𝑅(1.36) − 𝑅(3.07)
= 0.0869 = 0.0858
 Exercise 4.2 – Q5
Old tyres are often given a new tread. Only 60% of these last more than 10000km. What is the
probability that, in a sample of 50 rethreaded tyres?
➢ X = Number of tyres which will last for more than 10000km
➢ 𝑋 ~ 𝐵(50, 0.6)
➢ 𝑋 ⋆ ~𝑁(30, 3.46412 )

Step Action At least 40 At most 14

5 Change inequality 𝑃(𝑋 ≥ 40) 𝑃(𝑋 ≤ 14)
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≥ 39.5) = 𝑃(𝑋 ⋆ ≤ 14.5)
7 Convert to Standardised Normal
= 𝑃(𝑍 ≥ 2.74) = 𝑃(𝑍 ≤ −4.47)
Distribution
8 Find answer = 𝑅(2.74) = 1 − 𝑅(−4.47)
= 0.0031 =0

Exercise 4.2 – Q6
A test has 100 MCQs and each question has 4 alternative answers. Only one alternative is
correct. If a person answers all of the questions randomly, what is the probability that the person
➢ X = Number of questions correct
➢ 𝑋 ~ 𝐵(100, 0.25)
➢ 𝑋 ⋆ ~𝑁(25, 4.33012 )

Gets 50 or more Gets more than Gets less than

Step Action
40 25
5 Change inequality 𝑃(𝑋 ≥ 50) 𝑃(𝑋 > 40) 𝑃(𝑋 < 25)
𝑃(𝑋 ≥ 41) = 𝑃(𝑋 ≤ 24)
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≥ 49.5) = 𝑃(𝑋 ⋆ ≥ 40.5) = 𝑃(𝑋 ⋆ ≤ 24.5)
7 Convert to Standardised
= 𝑃(𝑍 ≥ 5.66) = 𝑃(𝑍 ≥ 3.58) = 𝑃(𝑍 ≤ −0.12)
Normal Distribution
8 Find answer = 𝑅(5.66) = 𝑅(3.58) = 1 − 𝑅(−0.12)
=0 = 0.0002 = 0.4522

Exercise 4.2 – Q7
Insurance companies in Australia use tables which give the probability of death within 1, 5, and
10 years for a person of any age. For example, the probability that a man aged 71 dies within a
year is 0.01. An insurance company has 521 policies for men of this age. Estimate the
probability that the company will have to pay out next year on
➢ X = Number of policies paid out
➢ 𝑋 ~ 𝐵(5251, 0.01)
➢ 𝑋 ⋆ ~𝑁(52.51, 7.21012 )

Step Action Over 50 60 or more 70 or more

5 Change inequality 𝑃(𝑋 > 50) 𝑃(𝑋 ≥ 60) 𝑃(𝑋 ≥ 70)
= 𝑃(𝑋 ≥ 51)
6 Perform continuity correction = 𝑃(𝑋 ⋆ ≥ 50.5) = 𝑃(𝑋 ⋆ ≥ 59.5) = 𝑃(𝑋 ⋆ ≥ 69.5)
7 Convert to Standardised
= 𝑃(𝑍 ≥ −0.28) = 𝑃(𝑍 ≥ 0.97) = 𝑃(𝑍 ≥ 2.36)
Normal Distribution
8 Find answer = 𝑅(−0.28) = 𝑅(0.97) = 𝑅(2.36)
= 0.6103 = 0.1660 = 0.0091
 Exponential Distribution
The time between events in a Poisson process (i.e. the “inverse” of Poisson!)

Poisson Exponential
Number of cars passing a Number of hours between car
tollgate in one our arrivals

Number of hipsters arriving at Number of minutes between

the Apple genius bar in one new arrivals at the genius bar
min

Number of soldiers killed by Number of years between

horse-kick per year horse-kick deaths in the
Prussian Army

Poisson Exponential
Events per single unit of time Time per single event

The Exponential may be used to answer the following questions:

➢ How much time will elapse before an earthquake occurs in a given region?
➢ How long do we need to wait before a customer enters a shop?
➢ How long will it take before a call center receives the next phone call?
➢ How long will a piece of machinery work without breaking down?
All these questions concern the time we need to wait before a given event occurs.
If this waiting time is unknown, it is often appropriate to think of it as a random variable having
an exponential distribution.
The time X we need to wait before an event occurs has an exponential distribution if the
probability that the event occurs during a certain time interval is proportional to the length of that
time interval.
Probability density function
The probability density function (PDF) of an exponential distribution is

⋋ 𝑒 −𝝀𝑥 , 𝑥 ≥ 0,
𝑓(𝑥; 𝜆) = {
0, 𝑥 < 0,
The parameter ⋋ is called rate parameter. It is the inverse of the expected duration (𝜇).

If the expected duration is 5 (e.g. five minutes) then the rate parameter value is 0.2.

Exponential Distribution: Cumulative density function

The cumulative distribution function (CDF) of an exponential distribution is
−𝜆𝑥
1 − 𝑒 , 𝑥 ≥ 0,
𝑓(𝑥; 𝜆) = {
0, 𝑥 < 0,
The CDF can be written as the probability of the lifetime being less than some value x.

𝑃(𝑋 ≤ 𝑥 ) = 1 − 𝑒 −𝜆𝑥

Expected Value and Variance

The expected value of an exponential random variable X is:

1
𝐸 [𝑋 ] =
𝜆
The variance of an exponential random variable X is:

1
𝑉 [𝑋 ] =
𝜆2

Exponential Distribution: Expected Value and Variance

The expected value of an exponential random variable X is:

1
𝐸 [𝑋 ] = = 𝜇
𝜆
The variance of an exponential random variable X is:

1
𝐸[𝑋]2 = 𝑉[𝑋 ] = 2
= 𝜇2
𝜆
Exponential Distribution: Example
Assume that the length of a phone call in minutes is an exponential random variable X with
parameter 𝜆 = 1/10

If someone arrives at a phone booth just before you arrive, find the probability that you will have
to wait
(a) less than 5 minutes,
(b) greater than 10 minutes,
(c) between 5 and 10 minutes.
Also compute the expected value and variance.
Solution:

(a) Compute 𝑃(𝑋 ≤ 5) with 𝜆 = 1/10

➢ 𝑃(𝑋 ≤ 𝑥) = 1 − 𝑒 −⋋𝑥
➢ 𝑃(𝑋 ≤ 5) = 1 − 𝑒 −5/10
➢ 𝑃(𝑋 ≤ 5) = 1 − 𝑒 −0.5
➢ 𝑃(𝑋 ≤ 5) = 1 − 0.6065
➢ 𝑃(𝑋 ≤ 5) = 𝟎. 𝟑𝟗𝟑𝟒

(b) Compute 𝑃(𝑋 ≥ 10) with 𝜆 = 1/10

➢ 𝑃(𝑋 ≤ 𝑥) = 𝑒 −⋋𝑥
➢ 𝑃(𝑋 ≤ 𝑥) = 𝑒 −10/10
➢ 𝑃(𝑋 ≤ 𝑥) = 𝑒 −1
➢ 𝑃(𝑋 ≤ 𝑥) = 𝟎. 𝟑𝟔𝟕𝟖

(c) Compute 𝑃(5 ≤ 𝑋 ≤ 10) with 𝜆 = 1/10

➢ Probability of being inside this interval is the complement of being outside the
interval.
➢ The probability of being outside the interval is the composite event of being too
low for the interval (i.e. 𝑃(𝑋 ≤ 5)) and being too high for the interval (i.e. 𝑃(𝑋 ≤
10)).
➢ 𝑃(5 ≤ 𝑋 ≤ 10) = 1 − [𝑃(𝑋 ≤ 5) + 𝑃(𝑋 ≥ 10)]

Compute 𝑃(5 ≤ 𝑋 ≤ 10) with 𝜆 = 1/10

➢ 𝑃(5 ≤ 𝑋 ≤ 10) = 1 − [𝑃(𝑋 ≤ 5) + 𝑃(𝑋 ≥ 10)]
➢ Too Low 𝑃(𝑋 ≤ 5) = 𝟎. 𝟑𝟗𝟑𝟒
➢ Too High 𝑃(𝑋 ≤ 10) = 𝟎. 𝟑𝟔𝟕𝟖
➢ Outside 𝑃(𝑋 ≤ 5) + 𝑃(𝑋 ≤ 10) = 𝟎. 𝟕𝟔𝟏𝟐
Inside 𝑃(5 ≤ 𝑋 ≤ 10) = 1 − 0.7612 = 𝟎. 𝟐𝟑𝟖𝟖
REFERENCES:
https://logicplum.com/knowledge-base/continuous-probability-distribution/
https://probability.oer.math.uconn.edu/wp-content/uploads/sites/2187/2018/01/prob3160ch7.pdf
https://online.stat.psu.edu/stat500/lesson/3/3.3
https://sites.nicholas.duke.edu/statsreview/continuous-probability-
distributions/#:~:text=Continuous%20probability%20distribution%3A%20A%20probability%20di
stribution%20in%20which,taking%20on%20any%20one%20specific%20value%20is%20zero.
https://www.radfordmathematics.com/probabilities-and-statistics/continuous-probability-
distributions/continuous-random-variables-probability-ditributions/probability-density-functions-
continuous-random-variables.html