Continuous Probability

Distribution

Lecture No. 2
Continuous Probability Distribution
A continuous random variable has a
probability of zero of assuming exactly
any of its values. Consequently, its
probability distribution cannot be given
in tabular form. However, it can be stated
as a formula, called the probability
density function (pdf).
Continuous Probability Distribution

The probability that a continuous

random variable assumes a value
between a and b is equal to the area
under this density function between the
ordinates x=a and x=b. This is given by
the integral of the function from a to b.
 Continuous Probability Distribution
Since areas will be used to represent
probabilities and probabilities are positive
numerical values, the density function
must lie entirely above the x-axis.

A density function is constructed so that

the area under its curve bounded by the x-
axis is equal to 1.0 when computed over
the range of X for which f(x) is defined.
Continuous Probability Distribution
The continuous probability function can
be characterized through the following
properties:
 Types
Uniform Continuous
Exponential
Normal
Gamma-based
 1.0 Uniform Continuous
One of the simplest distributions in all of
statistics is the continuous uniform
distribution. This is used when an event occurs
with equal probabilities between two extreme
values. The distribution is characterized by a
density function that is flat, and thus the
probability is uniform in a closed interval, say
[A,B].
 1.0 Uniform Continuous
It is also called the rectangular
distribution because the function is
determined by a rectangle with a base
(b a) and a constant height of .
 1.0 Uniform Continuous
The density function of the continuous
uniform random variable X on the random
interval [A,B] is

Probability Density Function

 1.0 Uniform Continuous
Cumulative Distribution Function
 1.0 Uniform Continuous
Mean Variance
 Examples
1. The daily amount of coffee, in liters, dispensed by
a machine located in an airport lobby is a random
variable with X having a continuous uniform
distribution with A=7 and B=10. Find the
probability that on a given day the amount of
coffee dispensed by this machine will be
a. at most 8.8 liters.
b. more than 7.4 liters but less than 9.5 liters.
c. at least 8.5 liters.
 Examples
2. A bus arrives every 10 minutes at a bus stop.
It is assumed that the waiting time for a
particular individual is a random variable with
a uniform distribution. What is the probability
a. that the individual waits more than 7
minutes?
b. that the individual waits between 2 and 7
minutes?
 2.0 Exponential Distribution
The most important applications of the
exponential distribution are situations
where the Poisson process applies. Recall
that the Poisson distribution is used to
compute the probability of specific
numbers of events during a particular
period of time or space.
 2.0 Exponential Distribution
In many applications, the time period or
span of space between events is the
random variable of interest. The
exponential distribution gives the
probability that x, the region of time or
space between Poisson events, falls
within a specified interval.
 2.0 Exponential Distribution
The continuous random variable X has an
exponential distribution, with parameter , if
its density function is given by

Probability Density Function

 2.0 Exponential Distribution
Cumulative Distribution Function
 2.0 Exponential Distribution
Mean Variance
 2.0 Exponential Distribution
In the Poisson distribution, the Poisson mean
or the parameter was defined as the mean
number of events per unit time/space.

In the exponential distribution, the

exponential mean or the parameter may
be defined as the mean amount of
time/space between events.
 2.0 Exponential Distribution
The Poisson mean and exponential mean
therefore have the following relationship:
 2.0 Exponential Distribution
Probability Density Function
 2.0 Exponential Distribution
Cumulative Distribution Function
 2.0 Exponential Distribution
Mean

Variance
 Examples
1. Suppose that a study of a certain
computer system reveals that the
response time in seconds has an
exponential distribution with a mean of 3
seconds.
a. What is the probability that response
time exceeds 5 seconds?
b. What is the probability that response
time is less than 10 seconds?
 Examples
2. An average of 5 automobiles arrive at a
certain intersection every minute according to
a Poisson distribution.
a. What is the mean number of minutes that
elapse between arrivals?
b. What is the probability that more than 1
minute elapses between arrivals?
c. What is the probability that less than 30
seconds elapses between arrivals?
d. What is the probability that at least2
automobiles arrive in 5 minutes?
 Examples
3. If the number of calls received per hour by a
telephone answering service is a Poisson
random variable with parameter =6, what is
the probability of waiting more than 15
minutes between 2 consecutive calls?
 Examples
4. The life of a certain type of device has an
advertised failure rate of 0.01 per hour. The
failure rate is constant and the exponential
distribution applies. What is the probability
that 200 hours will pass before a failure is
observed?
 Examples
5. The length of time for one individual to be
served at a cafeteria is a random variable
having an exponential distribution with a
mean of 4 minutes. What is the probability
that a person is served in less than 3 minutes?
 3.0 Normal Distribution
The most important continuous probability
distribution is the normal distribution. Its graph,
called the normal curve or bell-shaped curve,
describes approximately many phenomena that
occur in nature, industry, and research.

The normal distribution is often referred to as

the Gaussian distribution, in honor of Karl
Friedrich Gauss, one of those who derived its
equation.
 3.0 Normal Distribution
A continuous random variable X having the bell-
shaped distribution is called a normal random
variable.

The mathematical equation for the probability

distribution of the normal variable depends upon
the two parameters and , its mean and
standard deviation. Once and are specified,
the normal curve is completely determined.
3.0 Normal Distribution
 3.0 Normal Distribution
The density function of the normal random
variable X, with mean and variance 2, is

where = 3.14159 and e = 2.71828

 3.0 Normal Distribution
Properties
1. The mode, which is the point on the horizontal axis
where the curve is a maximum, occurs at x = .
2. The curve is symmetric about a vertical axis through
the mean .
3. The curve has its point of inflection at x = , is
concave downwards if - < x < + , and is concave
upwards otherwise.
4. The normal curve approaches the horizontal axis
asymptotically as we proceed in either directions away
from the mean.
5. The total area under the curve and above the
horizontal axis is 1.0.
 3.0 Normal Distribution
The difficulty of solving integrals of normal density
functions necessitates the tabulation of normal
curve areas for quick reference.

It is possible to transform all the observations of

any normal random variable X to a new set of
observations of a normal random variable Z with
mean =0 and variance 2=1. This is done by
means of the transformation
 3.0 Normal Distribution
The distribution of a normal random variable
with mean =0 and variance 2=1 is called a
standard normal distribution.

The integrals of the standard normal

distribution from to various values of Z
are listed in the table Areas Under the Normal
Curve, (often known as the normal table).
 3.0 Normal Distribution
Areas Under the Normal Curve
 3.0 Normal Distribution
Probability Density Function

Standard Normal Distribution

 3.0 Normal Distribution
Standard Normal Transformation

Cumulative Distribution Function

 3.0 Normal Distribution
Mean Variance
 Examples
1. The loaves of rye bread are distributed to
local stores by a certain bakery have an
average length of 30 cm and a standard
deviation of 2 cm. Assuming the loaves are
normally distributed, what percentage of the
loaves are
a. shorter than 25.5 cm?
b. longer than 31.7 cm?
c. between 29.3 and 33.5 cm in length?
 Examples
2. A soft drink machine is regulated to that is
discharges an average of 200 mL per cup. If the
amount of drink is normally distributed with a
standard deviation equal to 15 mL,
a. what fraction of the cups will contain more than
224 mL?
b. what is the probability that a cup contains
between 191 and 209 mL?
c. how many cups will probably overflow if 230 mL
cups are used for the next 1000 drinks?
 3.0 Normal Distribution
Using the normal curve in reverse
Occasionally, we are required to find the value of x
or z corresponding to a specified probability that
falls between values listed in the normal table.
To do so, we begin with a known area or probability,
find the z-value, and determine x by rearranging
the formula
 Examples
1. Given a normal distribution with =30 cm and
=6 cm, find
a. the value of x that has 80% of the normal-
curve area to the left.
b. the two values of x that contain the middle
75% of the normal-curve area.
 Examples
2. The finished inside diameter of a piston ring is
normally distributed with a mean of 10 cm
and a standard deviation of 0.03 cm. Below
what value of inside diameter will 15% of the
piston rings fall?
End