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CONTINUOUS PROBABILITY

DISTRIBUTION
DUTIMOYI JAHANGIR
LECTURER
DEPARTMENT OF TEXTILE ENGINEERING
DISCRETE AND CONTINUOUS DISTRIBUTION

A Discrete distribution is based on A Continuous distribution


random variables which can usually results from measuring
assume only clearly separated something.
values.
Continuous distributions
Discrete distributions include: include:
o Binomial o Uniform
o Hypergeometric o Normal
o Poisson. o Others
UNIFORM DISTRIBUTION
The Uniform distribution
 Is rectangular in shape
 Is defined by minimum and maximum values Height
 Has a mean computed as follows:
𝑎+𝑏
µ=
2
where a and b are the minimum and maximum values
 Has a standard deviation computed as follows: Base/Length
𝑏−𝑎 2
 =√ 12
1
Calculates its height as, P(x) = if a < x < b and 0 elsewhere
𝑏−𝑎
1
Calculates its area as, Area = height* base = × (b-a) = 1
𝑏−𝑎
EXAMPLE
Southeast Arizona State University provides bus service to students while
they are on campus. A bus arrives at the North Main Street and College
Drive stop every 30 minutes between 6 AM and 11 PM. Students arrive at
the bus stop at random times. The time that a student waits in uniformly
distributed from 0 to 30 minutes.

1. Draw a graph of this distribution.


2. Show that the area of this uniform distribution is 1.00.
3. How long will a student ‘typically’ have to wait for a bus? What is the
standard deviation of the waiting times?
4. What is the probability a student will wait more than 25 minutes?
5. What is the probability a student will wait between 10 and 20 minutes?
SOLUTION
1. The graph of the uniform distribution is shown-
P
r
o
0.0333
b
a
bi
li
ty 0
10 20 30

Length of wait (minutes)

The horizontal line is drawn at a height of 0.0333, found by 1/(30-0).


The length of the distribution is 30 minutes.
2. The times students must wait for the bus is uniform over the interval
from 0 mins to 30 mins. So in this case a is 0 and b is 30.
𝟏
Area = height*base = × (30-0) = 1.00
𝟑𝟎−𝟎
3. To find the mean we use formula-
𝑎+𝑏 0+30
µ= = = 15
2 2
The mean of the distribution is 15 mins. So the typical wait time for
bus service is 15 mins.
To find the standard deviation of the wait times we use formula-
𝑏−𝑎 2 30−0 2
=√ = = 8.66
12 12
The standard deviation of the distribution is 8.66 mins. This measures
the variation in the student wait times.
4. The area within the distribution for the interval 25 to 30 represents
this probability. From the area formula-

𝟏
P(25< wait time < 30) = (height) (base) = (5) = 0.1667
𝟑𝟎−𝟎

5. The area within the distribution for the interval 10 to 20 represents


this probability.

𝟏
P(10< wait time < 20) = (height) (base) = (10) = 0.3333
𝟑𝟎−𝟎
EXERCISE
Suppose the time that you wait on the telephone for a live
representative of your phone company to discuss your problem with
them is uniformly distributed between 5 and 25 minutes.
1. What is the mean wait time?
2. What is the standard deviation of the wait time?
3. What is the probability of waiting more than ten minutes?
4. What is the probability of waiting between 15 and 20 minutes?
NORMAL PROBABILITY DISTRIBUTION
 It is bell-shaped and has a single peak at the center of the
distribution.
 It is symmetrical about the mean.
 It is asymptotic. That is the curve gets closer and closer to the X-
axis but never actually touches it.
 It has its mean, m, to determine its location and its standard
deviation, s, to determine its dispersion.
STANDARD NORMAL PROBABILITY DISTRIBUTION
To determine the probabilities for all normal probability distributions
Standard Normal Probability Distribution is used.
It is unique because it has a mean of 0 and a standard deviation of 1.
It is also called the z distribution.
A z-value is the distance between a selected value, designated X, and the
population mean, µ , divided by the population standard deviation,  .
The formula is:
X 
z =

EXAMPLE
The bi-monthly starting salaries of recent MBA graduates follows the
normal distribution with a mean of $2,000 and a standard deviation of
$200. What is the z-value for a salary of $2,200?
What is the z-value for $1,700?
SOLUTION
X 
z-value for a salary of $2,2000: z =

$2200−$2000
= = 1.00
$200
z-value for salary of $1700:
X 
z=

$1,700  $2,000
= = 1.50
$200

A z-value of 1 indicates that the value of $2,200 is one standard


deviation above the mean of $2,000. A z-value of –1.50 indicates
that $1,700 is 1.5 standard deviation below the mean of $2000.
THE EMPIRICAL RULE
Three areas under the normal curve
is used extensively. These facts are
called the Empirical rule.
1. About 68 percent of the area
under the normal curve is within
one standard deviation of the
mean.
This can be written as  + 1.
THE EMPIRICAL RULE
2. About 95 percent of the area under
the normal curve is within two
standard deviations of the mean.
Written  + 2.

3. Practically all is within three


standard deviations of the mean.
Written  + 3.
EXAMPLE
The daily water usage per person in New Providence, New Jersey is
normally distributed with a mean of 20 gallons and a standard
deviation of 5 gallons.
1. About 68 percent of those living in New Providence will use how
many gallons of water?
2. What is the probability that a person from New Providence
selected at random will use between 20 and 24 gallons per day?
3. What percent of the population use between 18 and 26 gallons per
day?
SOLUTION
1. About 68% of the daily water usage will lie between 15 and 25
gallons (+ 1).
X  24  20
2. z = = = 0.80
 5
X  20  20
z = = = 0.00
 5
The area under a normal curve between a z-value of 0 and a z-value of
0.80 is 0.2881.
We conclude that 28.81% of the residents use between 20 and 24
gallons of water per day.
3.
X  26  20
z= = = 1.20
 5
X  18  20
z= = = 0.40
 5
The area associated with a z-value of –0.40 is .1554.
The area associated with a z-value of 1.20 is .3849.
Adding these areas, the result is 0.1554+0.3849 = 0.5403.
We conclude that 54.03% of the residents use between 18 and 26
gallons of water per day.
EXAMPLE
Professor Mann has determined that the scores in his statistics
course are approximately normally distributed with a mean of 72 and
a standard deviation of 5. He announces to the class that the top 15
percent of the scores will earn an A.
What is the lowest score a student can earn and still receive an A?
SOLUTION
To begin let X be the score that separates an A from a B.
If 15 percent of the students score more than X, then 35 percent must
score between the mean of 72 and X.
𝑋−72
z=
5
The z-value associated corresponding to 35 percent of area is about
1.04.
We let z equal 1.04 and solve the standard normal equation for X.
The result is the score that separates students that earned an A from
those that earned a B.
X  72
1.04 =
5
X = 72  1.04(5) = 72  5.2 = 77.2

Those with a score of 77.2 or more earn an A.


NORMAL APPROXIMATION TO THE BINOMIAL
Using the Normal Distribution as a substitute for a Binomial
Distribution for large values of n seems reasonable because, as n
increases, a Binomial Distribution gets closer and closer to a Normal
Distribution.
The normal probability distribution is generally a good
approximation to the binomial probability distribution when np and
n(1- p ) are both greater than 5.
However, before we apply the Normal Approximation, we must
make sure that our distribution interest is in fact a Binomial
Distribution.
CONTINUITY CORRECTION FACTOR
To show the application of the Normal approximation to the Binomial
a correction factor is needed.

The value 0.5 subtracted or added, depending on the problem, to a


selected value when a binomial probability distribution (a discrete
probability distribution) is being approximated by a normal
probability distribution (a continuous distribution).
HOW TO APPLY CORRECTION FACTOR
Only four cases may arise. These cases are:

1. For the probability at least X occurs, use the area above (X-0.5).
2. For the probability that more than X occurs, use the area above
(X+0.5).
3. For the probability that X or fewer occurs, use the area below
(X+0.5).
4. For the probability that fewer than X occurs, use the area below
(X-0.5).
EXAMPLE
A recent study by a marketing research firm showed that 15% of
American households owned a video camera. For a sample of 200
homes
1. How many of the homes would you expect to have video cameras?
2. What is the probability that less than 40 homes in the sample have
video cameras?
SOLUTION
1. Mean number of homes to have video cameras:

 = n = (.15)(200) = 30
Variance:  = n (1   ) = (30)(1.15) = 255
2
.

Standard deviation:  = 25.5 = 5.0498


SOLUTION
2. We use the correction factor (X-.5) for fewer than 40, so X-.5 is
39.5.
The value of z is 1.88. X  39.5  30.0
z= = = 1.88
 5.0498
 From Appendix D the area between 0 and 1.88 on the z scale is
.4699.
 So the area to the left of 1.88 is (.5000 + .4699) = .9699.

The likelihood that less than 40 of the 200 homes have a video camera
is about 97%.

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