Probability Distributions and Probability

Density Functions
• A probability density function f(x) can be used to describe the probability distribution of a
continuous random variable X

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Cumulative Distribution Functions

The cumulative distribute function is defined for all real numbers

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Mean and Variance of a Continuous Random
Variable

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Continuous Uniform Distribution

Figure 4.7 Continuous uniform Probability Density Function

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Continuous Uniform Distribution

The mean of the continuous uniform random variable X is

The variance of X is

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Example 4.7 | Uniform Current
The random variable X has a continuous uniform distribution on [4.9, 5.1]. The
probability density function of X is f(x) = 5, 4.9 ≤ x ≤ 5.1. What is the probability
that a measurement of current is between 4.95 & 5.0 mA?

The mean and variance formulas can be applied

with a = 4.9 and b = 5.1. Therefore,

Figure 4-9

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Normal Distribution

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Empirical Rule
For any normal random variable,

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Standard Normal Random Variable

Appendix Table III and computer packages (such as Excel and Minitab) provide cumulative
probabilities for a standard normal random variable.

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Example 4.9 | Standard Normal Distribution
Assume is a standard normal random variable.
• Find
Answer:
• Find
Answer:

The column headings refer to the hundredths digit of the value of in .

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Standardizing a Normal Random Variable

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Example 4.11 | Normally Distributed Current (a)

Suppose that the current measurements in a strip of wire are assumed

to follow a normal distribution with and , what is the
probability that a measurement exceeds ?
Answer:

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Standardizing to Calculate a Probability

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Example 4.12a | Normally Distributed Current

Continuing Example 4.11, what is the probability that a measurement is between ?

Answer:

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Example 4.12b | Normally Distributed Current

Continuing Example 4.12, determine the value for which the probability that a current measurement is
less than this value is 0.98.
Answer:

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Normal Approximation
• Calculates probabilities of models with extremely large values of n

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Example 4.14
The digital communication problem solved in Example 4.13 is solved as
follows:

Practical Interpretation:
Binomial probabilities that are difficult to compute exactly
can be approximated with easy–to-compute probabilities
based on the normal distribution

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Normal Approximation to the Poisson
Distribution

Example 4.16 | Normal Approximation to Poisson

Assume that the number of asbestos particles in a squared
meter of dust on a surface follows a Poisson distribution with
a mean of 1000. If a square meter of dust is analyzed, what is
the probability that 950 or fewer particles are found?

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Exponential Distribution

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Example 4.17a | Computer Usage
In a large corporate computer network, user log-ons to the system can be
modeled as a Poisson process with a mean of 1/25 log-ons per hour. What is
the probability that there are no log-ons in the next 6 minutes (0.1 hour)?
Let X denote the time in hours from the start of the interval until the first log-
on.

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Example 4.17b | Computer Usage
What is the probability that the time until the next Practical
log on is between 2 and 3 minutes ? Interpretation:
Organizations make
wide use of
probabilities for
exponential
What is the interval of time such that the random variables
probability that no log-on occurs during the to evaluate
resources and
interval is 0.90? staffing levels to
meet customer
service needs

What is the mean and standard deviation of the

time until the next log-in?

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Lack of Memory Property
The exponential distribution is the only continuous distribution with
this property

Figure 4.20 Lack of memory property of an exponential distribution.

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Example 4.18 | Lack of Memory Property
Let X denote the time between detections of a particle with a device. Assume X has an exponential
distribution with E(X) = 1.4 minutes. What is the probability that we detect a particle within 0.5
minute of starting the counter?

What is the probability that a particle is detected in the next 30 seconds?

Practical Interpretation: After waiting for 3
minutes without a detection, the probability
of a detection in the next 30 seconds is the
same as the probability of a detection in the
30 seconds immediately after starting the
counter. The fact that we have waited 3
minutes without a detection does not
change the probability of a detection in the
next 30 seconds.

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Beta Distribution

• The click-through rate of

websites
• The conversion rate in e-
commerce

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Example 4.23
• The service of a constant-velocity joint in an automobile requires disassembly, boot
replacement, and assembly. The proportion of the total service time for disassembly follows a
beta random variable with α = 2.5 and β = 1.
• What is the probability that a disassembly proportion exceeds 0.7?
• Let X denote the proportion.

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