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Module 4_CONTINUOUS PROBABILITY DISTRIBUTIONS
Module 4_CONTINUOUS PROBABILITY DISTRIBUTIONS
Chapter 4
Objectives:
After careful study of this chapter, you should be able to do the following:
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
A continuous random variable has a probability of 0 assuming exactly any of its values.
Consequently, its probability distribution cannot be given in tabular form. At first this may
seem startling, but it becomes more plausible when we consider a particular example.
A probability density function is constructed so that the area under its curve bounded
by the axis is equal to 1 when computed over the range of X for which f(x) is defined.
Should this range of X be a finite interval, it is always possible to extend the interval to
include the entire set of real numbers by defining f(x) to be zero at all points in the
extended portions of the interval. In figure below, the probability that X assumes a value
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
between a and b is equal to the shaded area under the density function between the
ordinates x = a and x = b, and from integral calculus is given by:
Example 4.1
Suppose that the error in the reaction temperature for a controlled laboratory
experiment is a continuous random variable X having the probability density function:
f (x) = { , -1 < x < 2}, elsewhere,
As an immediate consequence of the definition above, one can write the two results:
( )
P (a< X < b) = F(b) – F(a) and f(x) = , If the derivative exists.
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
Example 4.2
For the density function 4.1, find f(x) and use it to evaluate P (0 < X < 1).
One of the simplest continuous distributions in all of statistics s the continuous uniform
distribution. The distribution is characterized by a density function that is “flat”, and thus
the probability is uniform distribution are not as abundant as those for other distributions
discussed in this chapter, it is appropriate for the novice to begin this introduction to
continuous distributions with the uniform distribution.
The density function of the continuous uniform random variable X on the interval [A, B] is
𝟏
The density function forms a rectangular base B-A and constant height . As a result,
𝑩 𝑨
the uniform distribution is often called the rectangular distribution. Note, however that
the interval may not always be closed: [A, B]. It can be (A, B) as well. The density
function or a uniform random variable on the interval [1, 3] is shown in the figure below.
Probabilities are simple to calculate for the uniform distribution because of the simple
nature of the density function. However, note that the application of this distributions is
based on the assumption that the probability of failing in an interval of fixed length
within [A, B] is constant.
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
Example 4.3
Suppose that a large conference at certain company can be reserved for no more
than 4 hours. Both long and short conferences occur quite often. In fact, it can be
assumed that the length X of a conference has a uniform distribution on the interval [0,
4].
Example 4.4
Ace Heating and Air Conditioning Service finds that the amount of time a repairman
needs to fix a furnace is uniformly distributed between 1.5 and 4 hours. Let x = the
time needed to fix a furnace. Then x ~ U (1.5, 4).
a. Find the probability that a randomly selected furnace repair requires more than two
hours.
b. Find the probability that a randomly selected furnace repair requires less than three
hours.
c. Find the 30th percentile of furnace repair times.
d. The longest 25% of furnace repair times take at least how long? (In other words: find
the minimum time for the longest 25% of repair times.) What percentile does this
represent?
e. Find the mean and standard deviation
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
The normal, a continuous distribution, is the most important of all the distributions.
It is widely used and even more widely abused. Its graph is bell-shaped. You see the bell
curve in almost all disciplines. Some of these include psychology, business, economics,
the sciences, nursing, and, of course, mathematics. Some of your instructors may use
the normal distribution to help determine your grade. Most IQ scores are normally
distributed. Often real-estate prices fit a normal distribution. The normal distribution is
extremely important, but it cannot be applied to everything in the real world.
In this chapter, you will study the normal distribution, the standard normal distribution,
and applications associated with them.
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
The curve is symmetrical about a vertical line drawn through the mean, μ. In theory, the
mean is the same as the median, because the graph is symmetric about μ. As the
notation indicates, the normal distribution depends only on the mean and the
standard deviation. Since the area under the curve must equal one, a change in the
standard deviation, σ, causes a change in the shape of the curve; the curve becomes
fatter or skinnier depending on σ. A change in μ causes the graph to shift to the
left or right. This means there are an infinite number of normal probability distributions.
One of special interest is called the standard normal distribution.
The z-score tells you how many standard deviations the value x is above (to the right of)
or below (to the left of) the mean, μ. Values of x that are larger than the mean has
positive z-scores, and values of x that are smaller than the mean have negative z-
scores. If x equals the mean, then x has a z-score of zero.
Calculations of Probabilities:
The shaded area in the following graph indicates the area to the left of x. This area is
represented by the probability P (X <x). Normal tables, computers, and calculators
provide or calculate the probability P (X <x).
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
The area to the right is then P (X > x) = 1 – P (X < x). Remember, P (X < x) = Area to the
left of the vertical line through x. P (X < x) = 1 – P (X < x) = Area to the right of the vertical
line through x. P (X < x) is the same as P (X ≤ x) and P (X > x) is the same as P (X ≥ x) for
continuous distributions.
Example 4.5
The final exam scores in a statistics class were normally distributed with a mean of 63
and a standard deviation of five.
a. Find the probability that a randomly selected student scored more than 65 on the
exam.
b. Find the probability that a randomly selected student scored less than 85.
c. Find the 90th percentile (that is, find the score k that has 90% of the scores below
k and 10% of the scores above k). The variable k is often called a critical value.
d. Find the 70th percentile.
Example 4.6
The test scores of a physics class with 800 students are distributed normally with a mean
of 75 and a standard of 7.
a. What percentage of the class has a test score bet. 68 and 82?
b. Approximately how many students have a test score between 61 and 89.
c. What is the probability that a student chosen at a random has a test score
between 54 and 75?
d. Approximately how many students have a test score greater than or equal 96?
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
Probabilities associated with binomial experiments are readily obtainable from the
formula b (x; n, p) of the binomial distribution or form the table when n is small. In
addition, binomial probabilities are readily available in many computers’ software
packages. However, it is instructive to learn the relationship between the binomial and
the normal distribution. The Poisson distribution can be used to approximate binomial
probabilities when n is quite large and p is very close to 0. Both the binomial and the
Poisson distribution are discrete.
Let X be a binomial random variable with parameters n and p. For large n, X has
approximately a normal distribution with μ = np and σ2 = npq = np(1-p) and
Example 4.7
The probability that a patient recovers from a rare blood disease is 0.4. If 100 people
are known to have contracted this disease, what is the probability that fewer than 30
survive?
Example 4.8
A multiple-choice quiz has 200 questions, each with 4 possible answers of which only 1
is correct. What is the probability that sheer guesswork yields from 25 to 30 correct
answers for the 80 of the 200 problems about which the student has no knowledge?
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
The exponential distribution is often concerned with the amount of time until some
specific event occurs. For example, the amount of time (beginning now) until an
earthquake occurs has an exponential distribution. Other examples include the length,
in minutes, of long-distance business telephone calls, and the amount of time, in
months, a car battery lasts. It can be shown, too, that the value of the change that you
have in your pocket or purse approximately follows an exponential distribution.
Values for an exponential random variable occur in the following way. There are fewer
large values and more small values. For example, the amount of money customers
spend in one trip to the supermarket follows an exponential distribution. There are more
people who spend small amounts of money and fewer people who spend large
amounts of money.
The exponential distribution is widely used in the field of reliability. Reliability deals with
the amount of time a product lasts.
For example:
Let X = amount of time (in minutes) a postal clerk spends with his or her customer. The
time is known to have an exponential distribution with the average amount of time
equal to four minutes.
The curve is: f(x) = 0.25e–0.25x where x is at least zero and m = 0.25.
For example, f (5) = 0.25e−(0.25) (5) = 0.072. The postal clerk spends five minutes with
the customers.
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MATH 105 – ENGINEERING DATA ANALYSIS FOR CE
NOTE:
Example 4.9
On the average, a certain computer part lasts ten years. The length of time the
computer part lasts is exponentially distributed.
a. What is the probability that a computer part lasts more than 7 years?
a) On the average, how long would five computers last if they are used one
after another?
b) Eighty percent of computer last at most how long?
c) Find P (x < 9 < 11). Draw the graph.
Example 4.10
The time spent waiting between events is often modeled using the exponential
distribution. For example, suppose that an average of 30 customers per hour arrive
at a store and the time between arrivals is exponentially distributed.
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