LECTURE

5
Continuous
Probability
Distributions
Concept
A continuous random variable is a variable that
can assume any value on a continuum (can
assume an uncountable number of values)
thickness of an item
time required to complete a task
temperature of a solution
height, in inches

These can potentially take on any value

depending only on the ability to precisely and
accurately measure
Next, we will study about the normal distribution
 Characteristics of the
Normal Distribution
‘Bell

Shaped’
Symmetrical f(X)
 Mean, Median and Mode
are Equal
Location is determined by the σ
mean, μ X

Spread is determined by the Meaμn

standard deviation, σ = Median
= Mode

The random variable has an

infinite theoretical range:
+  to  
 Normal curve is symmetrical
Two halves identical

Curve Curve
extends Area Area extends
to - = 0.5 = 0.5 to +

mean = median = mode

 Standard Normal Distribution
 The standard normal distribution or Z- distribution
is a special normal distribution with a mean of
0 and a standard deviation of 1
 Z ~ N(0, 1)
 Any normal distribution (with any
mean and
standard deviation combination) can
transformed into the be standardized
normal
distribution (Z)
 Need to transform X units into
Z units
Standard Normal Distribution

Z-score is the distance between a selected value,

designated x , and the population mean ()
divided by the population standard deviation ()
How to transform X unit to Z unit:
Use this formula:
 The Z-score is how far above or below the individual
value is compared to the population mean in units
of standard deviation.
 How to Use Z –Table?

Please note that the Cumulative Standardized Normal

table shows the probability for the area that less
than the Z value:

0.9032
Example:
P(Z < 1.30) =
0.9032 0 1.3 Z
to
B-9
By standardizing the
normal random
variable, the
probability
that a normal random
variable falls into any
interval could
be found using the
standardized normal
table (Z-table)

Notes: The Z-table provide the

probability for the area less than the
Z- value
Refer to
Table B-8
Refer to
Table B-9
More Example: Finding Normal
Probabilities
Let X represent the time it takes (in seconds)
to download an image file from the internet.
Suppose X is normal with a mean of 18.0 seconds
and a standard deviation of 5.0 seconds.
Find P(X < 18.6)

X
18.0
18.6
 Solution: Finding Normal
 Probabilities
Let X represent the time it takes, in seconds to download an image
file from the internet.
 Suppose X is normal with a mean of 18.0 seconds and a standard
deviation
 of 5.0 seconds.
Find P(X < 18.6)

Xμ 18.6 18.0

Z   0.12
σ 5.0
μ=0
μ = 18 σ=1
σ=5

18 18.6 X 0 0.12 Z
P(X < 18.6) P(Z < 0.12)
 Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 18.6)

Table (Portion)
= P(Z < 0.12)

Z .00 .01 .02 0.5478

0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871
Z
0.3 .6179 .6217 .6255 0.00
0.12
 Example: Finding Normal
Upper Tail Probabilities
Suppose X is normal with mean 18.0
and standard deviation 5.0.
Now Find P(X > 18.6)

X
18.0
18.6
 Solution: Finding Normal
Upper Tail Probabilities
Now Find P(X > 18.6)
…
P(X > 18.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - 0.5478 = 0.4522

0.5478
1.000 1.0 - 0.5478 =
0.4522

Z Z
0 0
0.12 0.12
 Example: Finding a Normal Probability
Between Two Values
 Suppose X is normal with mean 18.0 and
standard deviation 5.0. Find P(18 < X < 18.6)

Calculate Z-values:

Xμ 18 18
Z  0
18 18.6 X
σ 5
0 0.12 Z

P(18 < X < 18.6)

Xμ 18.6 18 = P(0 < Z < 0.12)

Z   0.12
 Solution: Finding P(0 < Z < 0.12)
P(18 < X < 18.6)
= P(0 < Z < 0.12)
Standardized Normal Probability
Table (Portion) = P(Z < 0.12) – P(Z ≤ 0)
= 0.5478 - 0.5000 = 0.0478
Z .00 .01 .02
0.0 .5000 .5040 .5080 0.0478
0.5000

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871

0.3 .6179 .6217 Z

.6255 0.00
0.12
Example: Probabilities in the
Lower Tail
Suppose X is normal with mean 18.0
and standard deviation 5.0.
Now Find P(17.4 < X < 18)

X
18.0
17.4
Probabilities in the Lower Tail
Now Find P(17.4 < X < 18)…
P(17.4 < X < 18)
= P(-0.12 < Z < 0)
= P(Z < 0) – P(Z < -0.12) 0.0478
= 0.5000 - 0.4522 = 0.0478

0.4522

17.4 18.0 X
-0.12 0
Z
Example 2
Determine the following probability.

a) P(Z > 1.53) = 0.0630

b) P(Z < -1.26) = 0.1038
c) P(Z < 1.46) = 0.9279
d) P(-2.1 < Z < 0) = 0.4821
e) P(-1.88 < Z < -0.5) = 0.2785
f) P(-1.4 < Z < 0.3) = 0.5371
g) P(-2 < Z < 2) = 0.9544
Solution for (a)

Find P(Z > 1.53)

Solve:
=1 - P(Z < 1.53)
= 1 – 0.9370
= 0.063
Example 3
Following their production, industrial generator shafts
are tested for static and dynamic balance, and the
necessary weight is added to predrilled holes in order
to bring each shaft within balance specifications.
From past experience, the amount of weight added
to a shaft has been normally distributed, with an
average of 35 grams and a standard deviation of 9
grams. What is the probability that a randomly
selected shaft will require
a) between 35 and 40 grams of weight for proper
balance?

P(35  X  40)  P 9

35  35 40  35
Z 

 9
 P(0  Z  0.56)  0.2123

b) between 41 and 49 grams of weight for proper

balance?

  41  35
P(41  X  49)  P 9 Z
49  35

  9
 P(0.67  Z  1.56) 
0.1920
c) more than 26 grams of weight for proper balance?

P(X  26 )  P  Z  9    P(Z  1) 

26  35

0.8413
Given a Normal
Probability Find the X Value
Sometime, we are required to
determine the value of Z given a
probability.
Steps to find the X value for a
known probability:
1. Find the Z-value for the known probability

Xμ
2. Convert to X units using the formula:

Zσ
 Finding the X value for
a Known Probability
Example:
Let X represent the time it takes (in seconds) to
download an image file from the internet.
Suppose X is normal with mean 18.0 and
standard deviation 5.0
Find X such that 20% of download times are less
than X.
0.2000

? 18.0 X
? 0 Z
 Find the Z-value for
20% in the Lower Tail
1. Find the Z-value for the known probability
Standardized Normal Probability 20% area in the lower
Table (Portion)
tail is consistent with a
Z … .03 .04 .05 Z- value of -0.845

-0.9 … .1762 .1736 .1711

0.2000
-0.8 … .2033 .2005 .1977
-0.7 … .2327 .2296 .2266
? X
18.0 Z
-0.84 0
 Finding the X
value
2. Convert to X units using the formula:

X  μ  Zσ
 18.0  (0.845)5.0
 13.8

So 20% of the values from a distribution with mean

18.0 and standard deviation 5.0 are less than 13.80
Example 5

During 2014, the average number of flying hours for

aircraft operated by a regional airline was 2389.

Assume a normal distribution and a standard deviation

of 300 hours, what number of annual flying hours
was exceeded by 75% of the aircraft?
 P(X  X m )  0.75

From Z- Table,
0.25
= -0.675 Refer to next
-Z0.25 slide : how to
Xm 2389 X get this
figure

Therefore,

Xm
 2389
300  0.675
0.25
Xm = 2186.5
-0.6745 0 Z
The value 0.25 located between 0.2514 and 0.2483.
The Z-values associated with these probabilities are -0.67 and -0.68.
Thus take the average = (0.67 + 0.68)/2 = 0.675
 EXERCISE

The height of 2-year-olds was normally

distributed with a mean of 32 inches and a
standard deviation of 1.5 inches. The
pediatricians will measure the child's height
to identify whether there is a growth
problem or not. Problems exist if children
are in the top or bottom 5%. Calculate the
percentage of 2-year-olds who may have
growth problems.