29-Mar-22

CONTINUOUSPROBABILITY DISTRIBUTLON
A probability distribution in which the random variable X can
take on any value (is continuous).
Because there are infinite values that X could assume,
the probability of X taking on any one specific value is zero.
The normal distribution is one example of a continuous
distribution
The probability that X falls between two values (a and b) equals
the integral (area under the curve) from a to b:
Probability Density Function
fomily
F)= P(aSxsb) = fxdx 20

BM
GCTS--=-

CONTINUOUS PROBABILITY DISTRIBUTION

Property:
If the data is continuous the distribution is shown using a
I probability density function.
We define the probability distribution function (pdf)
of Y as fly) where P(a<Y<b) is the area under fly) over the interval
from a to b.

To find probabilities over an interval P(a<Y<b), using the pdf

would require calculus.

BM
GCTS-----==
 29-Mar-22

CONTINUOUS PROBABILITY DISTRIBUTION

Expected value, Varianceof aContinuous Random Variable
continuous random
T h e expected value (or mean) of a
variable is denoted by m(or p)=E(Y).
The variance of a continuous random variable is denoted
by o=Var(Y). random variable is
The standard deviation of a continuous

denoted o=VVar(Y)
by
L Distribution or Gaussian
Distribution:
Normal
the nost important
Normal ( or Gaussian) Distribution is
distribution in statistics and is defined by
continuous probability
the probabilitydensityfunction
(pdf) --
Fx)=
aV2
=3.1416 and e =

mean, a
= standard deviation, T
Where, m(or p) =

2.71828 normal distribution.

caled parameters of the
Here m and a are BM
IGCTS==

CONTINUOUS PROBABILITYDISTRIBUTION
centered on the mean (=
distribution is symmetric and
The normal
median = mode).
to + o .
rangesfrom
-oo
Thex-axis
the area under the curve
That means
a and x = b where
between the ordinates
x =

represents the probability that lies

acx<b, area under
and b ie. P(a<x<b)
=

between a
carve between
the vertical lines x
the normal
= a and x =b which one standard

deviation
pb
fr)da
6hofdaca

95of data
total area
X=t 30 cover 99.73 % of thetotal area o9% f data
20 cover 9543 of the total area
X=t
%
X=t 10 cover 68.27
% of the
B M

GCTS

2
 29-Mar-22

C O N T I N U O U S P R O B A B I L I T Y D I S T R I B U T I O N

the-mean(m
about
symmetrical the right
curveis two tails
on
| Thebell-shaped and the extends to

and (m) mean

the left
sides of the
and =Mode)
infinity
(Mean =MedianX follows
normal

variable then
random d,
and SD
=
If mean m
with
|
distribution

variables z
defined by m)/a
the random var|(X-
for var(z)=
| z= (X- m)/a v a r ( X - m ) / o

Elz)=E[(X-m)/o = var(X)/ o
=1
=E(X- m)a = C/o)
m|/o
(E (X)
-

=
D i s t r i b u t i o n

m/o=0 Normal
{m
-

=
S t a n d a r d N o r m a l D i s t r i b u t i o n

Standard
obtain
the
we function.
with
by thedensity
a
= Z,
take (X-m)/
variable
defined
nomal
I fwe and SD
= 1
the
standard
p(z)is
saythat
zero
mean called
Iwith Here, z is in short
we
=1 and
and SD (o)
mean o -- BM
Pe)= N(0,1)
--
GCTS-=

CONTINUOUS P R O B A B I L I T YD I S T R I B U T I O N

distribution
Distribution:

Normal probability
of continuous
can be
Preperty distribution
is a distribution

Normal and o ie. the

deviation.
I parameter
m
and thestandard
with two values: the m e a n distribution
cannot

described by two The

normal

symmetric.
all
They're model skewed distributions.

median,
and mode are all equal.
1 to
The mean, is equal
thecurvethan the and half is
greater
, total a r e a under mean

The is less
population
H a l fof the of
t h a n the mean.
to
determine the proportion
Rule allows you from the
mean.

T h e Empirical certain
distances

values that
fall within

- - BM
--=

hGCTS -==
 29-Mar-22

STANDARD NoRMAL TABLE (2)

he
kses tow neen tfin r s (o) re s s9

0.01 0.02 0.03

O.004o0.00eo0.01200
0.0438 0.0478 0.0517 0
o.0832 0.0871 0.0910 o
255 0.129
1 628

764
051
33
0,3315 3389
D-302
30
0.4015
0.417
O.4319
0.444a
454

480
484
,aB78 0.4883
.4906 0.490
929 0.493
0.4948 0.4949
o0 0.4961 0.49
.4970 0.4971 0.49
0.4979 0.4979
8 0.4985
989 0.4990 0 4990

0.4993
0.499S
0.4997
O.395
0.4998
0.4999 0.4999
.4999
99 | 0.4999
00 0.50000.5000 0.4999 0.4999
0.5000 05000

CONTINUOUS PROBABILITY DISTRIBUTIONN

ExFind the area under the standard normal curve for the following, using
the z-table. Sketch each one.
Ans.
a) between z = o and z =o.78 From the z-table:
b) between z =
-0.56 and z = o (a) Area =0.2823
c) betweenz = -0.43 and z = o.78
d) between z =O.44 and z =150 0.78
e) to the right of z = -1.33 Portion of standard normal curve o< Z<0.78|
c) Area = 0.1664 +0.2823 = 4487
(b) Area = 0.2123

-0.43 0.78
-0.56

Portion of standard normal curve -o.43 <z<0.78

prtion of standard normal curve-.56< Z <o:d ) Area
d ) Area = 0.4332 0.1700 = O.2632 = o.4082 + 0.5 = 0.9082

13
0.d4 1.5 1.33

prtion of standard normal curve 44<z a5 Portion of standard normalcurve Z2-133

 CONTINUOUS PROBABILITY DISTRIBUTION

0.5 0.5
Ex2Pndthe probability of the following:
a) P(Z>1.06)
b) P(Z<-2.15)
c) P(1.06 <Z<4.00)
1.06
d)P-1.06 <Z<4.00) to the right ofz =

o andz=L06)
normal curve
under the between z =

a)P(Z>1.06) area

to the right of z =o)

-

(area
= (area
=0.5-0.3554 =0.1446
the left of z -2.155
=

c u r v e to o)
under the normal -2.15 and
z =
=
area betweenz
b)P(Z-2.15) (area to the left of z =o) -

(area
0.5-0.4842
= 0.0158
=
2.15) =

o and z
=
betweenz =

0.5-(area <Z< 106)

Z=4.00)=P( o
<Z <4) P(o -

c)P1.06 <l<4.00) =P( Z=1.06 and

= 0.5-0.3554

=O.1446

= P(Z=-1.o6 and Z=o)

+ P( Z=o and 4)
d) P(-1.06<Z<4.00)
0.3554+0.5
= 0.8554

CONTINUOUS PROBABILITY DISTRIBUTON

a lathe was
produced by
found that the
mean length of 100 parts that a part
Find the probability
Ex3was deviation of o . o 2
mm.
standard
with a
20.05 m m random would
have a length and 20.07 mm
20.06 mm
selected at 20.08 mm (b) between
between 20.03 mm and than 20.09 m m .
(a) 20.01 mm
(d) greater
(c) less than and Z (x-m)/o
20.05;
SD (o) 0.02 =

Ans: Mean (m) =

=
- 0.02/0.02 = -1
o.02
(20.03-20.05)/
then Z =

0.03/0.02= 15
a) When x
=
20.03 0.02 =

(20.08-20.05)/
20.08 then Z
P(Z=oand 1.5)
=

and
P(Z=-1 and Z=o)
x =
+
=

P(-1<Z<.5) = 0.3413 +0.4332

= 0.7745

0.01/0.02 =
0.5
(20.06-20.o5) / o.02

20.06 then Z =
0.02/0.02 = 1
When
-

x
/
=
o.02=
b) then Z = (20.07-20.05)
Z=o.5)
=1)-P(Z=o and
and x = 20.07

Plo.5<Z<1)
=
P( Z=o and Z
= 0.3413- 0.1915

= 0.1498
 29-Mar-22

CONTINUOUS PROBABILITY DISTRIBUTION

l e s s than 20.01 mm (d) greater than 20.09 nm.

Ans: Mean (m) = 20.05 : SD (o) = o.02 and

Z- (x-m)/a

-2
0.04/0.02=
.01-20.05)/ o.02 = -

c)Whenx = 20.01 then Z =

and Z=o)
-
P(Z=-2 andZ
=
o)
P(-0o Z<-2) = P(Z=- co

0.5 -0.4772
= 0.0228

O.04/0.02=2
=(20.09-20.05)/ o.02
=

20.09 then
Z
When x and co) P(Z=o andZ=2)
=

<Z< o)= P(Z=o

P(2 = O.5 -0.4772

= 0.0228

CONTINUOUS PROBABILITY D I S T R I B U T I O N

standard
type of motor is To
years, with a
life of a certain of the
Ex 4The average is willing to replace only 3%
If the
manufacturer
that the
deviation of years.
2 should offer? [Assume
a guarantee

motors because failures, how long

of distribution.]
motors follow
a normal
lives of the

m = 10 ;O= 2
Ans: X= life of motor; X =guarantee period;
the guarantee ie. P(X <x) =
0.03
under
will be repiaced
3% of motor find from the z-table
is 0.5 0.03 =
- =
0.47
The area that we can -1.88 (From the table)
z-score is Z
=

ie. The corresponding

Z= (X- m)/ a
or, 1.88= (x
- 10)/2 -

Or, X - 10 = - 3.766

or, X = 10 -3-76 = 6.24

should be 6.24 years.
Therefore, So the guarantee period
 29-Mar-22

CONTINUOUSPROBABILITY DISTRIBUTION
ExShe mean weight of 500 male student at a certain college 151 lb. and the
standard deviation 15 lb. Find how many students weight
(a) between 119.5 and 155.5lb
(b) More than 16o lb. Assume that the weight normally distributed]