Continuous Distributions

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Discrete random variables
Can only assume a finite or countable infinite number of
distinct values.
Typically involves counting something like the number of
occurrences.
We can list all the possible outcomes
Meaningful to consider the probability that a particular
value will occur
General Properties of Continuous Random Variables
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Continuous random variables
Can assume an uncountable infinite number of values (We
cannot list all the possible outcomes because there is
always a number in between any two of its values)
Can assume any value in the interval between two points
"a" and "b" (a < x < b)
Typically involves measuring attributes such as weight,
length, time, or temperature.
The probability that a continuous random variable will
assume any particular value is zero
General Properties of Continuous Random Variables
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A continuous random variable has an
uncountably infinite number of values in
the interval (a,b).
Continuous Probability Distributions
The probability that a continuous variable X
will assume any particular value is zero.
Why?
0 1 1/2 1/3
2/3
1/2 + 1/2 = 1
1/3 + 1/3 + 1/3 = 1
1/4 + 1/4 + 1/4 + 1/4 = 1
As the number of values increases the probability of each
value decreases. This is so because the sum of all the
probabilities remains 1.

When the number of values approaches infinity (because X
is continuous) the probability of each value approaches 0.
The probability of each value
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The probability distribution of a continuous random variable, X, is
described by a continuous probability density function, f(x). A
probability density function must satisfy 2 requirements:
Requirement 1:
f(x) > 0 for all possible x values, range of possible value = - to +
The cumulative probability distribution function, F(x), is defined as:
F(x) = f(u)du
Which gives the probability that the random variable will achieve a value
less than or equal to x.
Consider Figure 4.1
Suppose f(x) is the curve. The probability of any event is equal to the
area above the x-axis and below the f(x) curve.
Consider A{13 < x < 15} the shaded area is the probability of event A.
Continuous Probability Distributions
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Requirement 2:
The total area under f(x) over the range of possible values must equal 1:
f(x)dx = 1
thus the area under f(x) from a to b must equal 1
Other differences between discrete and continuous probability
distribution functions:
f(x) gives a measure of the intensity or density of the probability mass
at x and in the "neighborhood" of x for continuous f(x).

Continuous Probability Distributions
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Continuous Probability Distributions
What does this mean?
The higher value of f(x), the more likely the values in the neighborhood of x
are likely to occur.
What about before we perform the experiment?
The probability that a continuous random variable X will assume any
particular value is zero.
When we define an event, we must define a continuous interval of length
greater than zero. This is different from discrete random variables, which
have probability mass defined only at specific and unique x values.
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Continuous Probability Distributions
Other unique features of continuous:
There are an uncountable infinite number of outcomes over any interval
greater than zero length. Why?
Because continuous random variables are defined over a continuum.
So, the only meaningful events for a continuous random variable are
intervals.
It is meaningful only to talk about the probability that the value assumed
by X will fall within some interval of values
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Continuous Probability Distributions
When dealing with continuous data, we attempt to find a function f(x),
called a Probability Density Function, whose graph approximates the
relative frequency polygon for the population.
A probability density function f(x) must satisfy 2 conditions:
f(x) in nonnegative
The total area under the curve representing f(x) equals 1.
Note that f(x) is not a probability.
The probability that X will take on any specific value is zero.
Consider the following figure (7.2 from Keller):
The area under the graph of f(x) between the two values a and b is the
probability that X will take a value between a and b.
P(a < X < b) = f(x) dx

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a b
To calculate probabilities we define a
probability density function f(x).
Area = 1
P(a<x<b)
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A random variable X is said to be uniformly
distributed if its density function is
12
) a b (
) X ( V
2
b a
E(X)
is on distributi
uniform the of variance the and value ex pected The
. b x a
a b
1
) x ( f
2

=
+
=
s s

=
Uniform Distribution
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Uniform Distribution
The expected value of X is the midpoint of the domain of X
The values of a uniform random variable X are evenly distributed
Intervals of equal size within the domain of X are equally likely to
contain the value that the variable X will assume
Area under the uniform density function f(x) equals 1
1/b - a
f(x)
x
A = 1
a b
( )
1 2 2 1
1
) ( x x
a b
x X x P
|
.
|

\
|

= s s
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The time elapses between the placement of an
order and the delivery time is uniformly
distributed between 100 and 180 minutes.
Define the graph and the density function.
What proportion of orders takes between 2 and
2.5 hours to deliver?
100 180
1/80
f(x) = 1/80 100<=x<=180
x
120 150
P(120<= x<=150) = (base)(height)(150-120)(1/80) = .375
Example 7.1
( )
1 2 2 1
1
) ( x x
a b
x X x P
|
.
|

\
|

= s s
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The Normal Distribution
A bell shaped distribution, symmetrical around

The function is symmetric about the mean, m
68.26% of all events occur within 1 standard deviation of the mean,
95.44% within 2s
99.74% within 3s
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The Normal Distribution
The normal is certainly the most well known continuous distribution, but
why is it so important?
The normal distribution occurs naturally - there are many things in
the physical world that are distributed normally, such as:
The heights or weights of a group of people
The total annual sales of a company
The grades of a class of students
The measurement errors that arise in the performance of an
experiment.
Certain other random variables can be approximated by a normal
distribution.
Some random variables that are not even approximately normally
distributed can easily be transformed into normally distributed
random variables.
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The Normal Distribution
Many results and analysis techniques that are useful in statistical work
are strictly correct only when the associated random variables are
normally distributed.
Even if the distributed of the original population is far from normal, the
distribution associated with the sample averages from this population
tends to become normal, under a wide variety of conditions, as the
size of the sample increases.
The normal distribution is the cornerstone of statistical distribution of
statistical inference, representing the distribution of possible estimates
of a population parameter that may arise from different samples.
We can see from the formula for the probability density function that a
normal distribution is completely determined once the parameters m
and s
2
are specified.
All normal distributions have the same bell-shaped curve, but the
location of the mean can change or the variance can change.
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A random variable X with mean m and
variance s
2
is normally distributed if its
probability density function is given by
... 71828 . 2 e and ... 14159 . 3 where
x e
2
1
) x ( f
2
)] x )[( 2 / 1 (
= = t
s s
t o
=

Normal Distribution
As is the case with any other probability density function, the value of f(x)
is not the probability that X assumes the value x, but an expression of
the height of the curve at the value x. The entire area under the curve
depicting f(x) must equal 1.
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Normal random variable
1. A random variable that is normally distributed
2. Can assume any real value from - to +
How do we use the normal distribution?
1. We must determine that the process to be considered is
approximately normal.
2. Find the various normal probabilities, which are represented by areas
under the normal curve.
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Two methods of solving "normal" problems:
1.Computer software
2.Standard normal distribution where m = 0 and s =1
To use the standard normal, we use the z transform:
Z = (X - )/ o
Thus, z is distributed according to the standard normal distribution which
has = 0 and o =1.
Standard Normal Random variable = Z = has a mean of = 0 and a
standard deviation o = 1.
Restrictions:
Only when X is normally distributed can we conclude that Z is normally
distributed.
Why does this conversion work?
The shape of the normal curve is completely determined by the standard
deviation.
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How does the standard deviation affect the shape of f(x)?
o= 2
o =3
o =4
= 10 = 11 = 12
How does the expected value affect the location of f(x)?
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Two facts help calculate normal probabilities:
The normal distribution is symmetrical.
Any normal distribution can be transformed into a
specific normal distribution called

Standard Normal Distribution
Example
The time it takes to write a standard entrance
exam is normally distributed, with a mean of 60
minutes and a standard deviation of 8 minutes.
What is the probability that a student will finish the
in between 60 and 70 minutes?
Finding Normal Probabilities
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If X denotes the time taken to write the exam,
we seek the probability P(60<X<70).
This probability can be calculated by creating a
new normal variable the standard normal
variable.
x
x
X
Z
o

=
E(Z) = 0
V(Z) = 1
Every normal variable
with some and o, can
be transformed into this Z.
Therefore, once probabilities for Z
are calculated, probabilities of any
normal variable can found.
Solution
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P(60<X<70) = P( < < )
60 X 70

- 60 - 60
o
8
8
= P(0<Z<1.25)
To complete the calculation we need to compute
the probability under the standard normal distribution
Example - continued
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z 0 0.1 . 0.05 0.06
0.0 0.0000 0.0040 0.0199 0.0239
0.1 0.0398 0.0438 0.0596 0.636
. . . . .
. . . . .
1.0 0.3413 0.3438 0.3531 0.3554
. . . . .
. . . . .
1.2 0.3849 0.3869 . 0.3944 0.3962
. . . . . .
. . . . . .
Standard normal probabilities have been
calculated and are provided in a table .
The tabulated probabilities correspond
to the area between Z=0 and some Z = z
0
>0
Z = 0
Z = z
0

P(0<Z<z
0
)
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Example - continued
P(60<X<70) = P( < < )
60 X 70

- 60 - 60
o
8
8
= P(0<Z<1.25)
z 0 0.1 . 0.05 0.06
0.0 0.0000 0.0040 0.0199 0.0239
0.1 0.0398 0.0438 0.0596 0.636
. . . . .
. . . . .
1.0 0.3413 0.3438 0.3531 0.3554
. . . . .
. . . . .
1.2 0.3849 0.3869 . 0.3944 0.3962
. . . . . .
. . . . . .
In this example z
0
= 1.25
0.3944
0.3944
0.3944
0.3944
0.3944
0.3944 = 0.3944
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Example of Normal Distribution

From our example:
Z = X - 60 / 8
In order to find the desired probability, P(60 < X < 70), we must first
determine the interval of z-values corresponding to the x-values of
interest: 60 < X < 70.
60 - 60 / 8 < x - 60 / 8 < 70 - 60 / 8
0 < z < 1.25
P(60 < X < 70) = P(0 < z < 1.25) = .5000 - .8944 = .3944
Now we can look up the answer in Table A.3, pp. 364-365
(x
o
- m ) expresses how far x
o
is from the mean, the corresponding z-
value, z
o
tells us how many standard deviations is from the mean. Thus,
the value 70 is 1.25 standard deviations from the mean (positive - to the
right of the mean), that is:
70 = 60 + 1.25(8)
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Example of Normal Distribution

Example: (example 7.2 in Keller p.267)
a. P(Z > 1.47) = .0708
b. P(-.2.25 < Z < 1.85) = .9556
c. P(.65 < Z < 1.36) = .1709
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The symmetry of the normal distribution
makes it possible to calculate probabilities for
negative values of Z using the table as
follows:
-z
0

+z
0

0
P(-z
0
<Z<0) = P(0<Z<z
0
)
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Determine the following probabilities:
P(Z>1.47) = ?
1.47
0.5 - P(0<Z<1.47) = P(Z>1.47)
0
P(Z>1.47) = 0.5 - 0.4292 = 0.0708
Example 7.2
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-2.25 1.85
P(-2.25<Z<1.85) = ?
P(-2.25<Z<0) = ?
0
2.25
P(0<Z<1.85) = .4678
P(0<Z<2.25) = .4878
.4878
P(-2.25<Z<1.85) = 0.4878 + 0.4678 = 0.9556
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P(.65<Z<1.36) = ?
.65 1.36
0
P(0<Z<1.36) = .4131
P(0<Z<.65) = .2422
P(.65<Z<1.36) = .4131 - .2422 = .1709
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The rate of return (X) on an investment is
normally distributed with mean of 30% and
standard deviation of 10%
What is the probability that the return will
exceed 55%?
= 30% X = 55%
0
Z =2.5
=.5 - P(0<Z<2.5) = .5 - .4938 = .0062
P(X>55) = P(Z> ) = P(Z>2.5)

55 - 30
10
Example 7.3
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What is the probability that the return
will be less than 22%?
30% 22%
.8
0 -.8
P(X<22) = P(Z< ) = P(Z< - .8)
22 - 30
10
=P(Z>.8) = 0.5 - P(0<Z<.8) = 0.5 - .2881 = .2119
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If Z is a standard normal variable, determine
the value z for which P(Z<z) = .6331.
0.6331
.5
0
z
z = .34
.1331
Example 7.4
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Determine z
.025
Solution
z
A
is defined as the z value for which the
area to the right of z
A
under the standard
normal curve is A.
0.025
Z
0.025

0
0.475
1.96 - Z
0.025

-1.96
0.025
Example 7.5
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Approximating the binomial distribution with the normal
The normal approximation to the binomial is useful when the number
of trials n is so large that the binomial tables cannot be used.
Because the normal distribution is symmetrical, it best approximates
binomial distributions that are reasonably symmetrical.
Therefore, since a binomial distribution is symmetrical when the
probability p of success equals .5, the best approximation is obtained
when p is reasonably close to .5. The farther p is away from .5, the
larger n must be in order for a good approximation to result.
When the number of trials is large and the probability of success is not
near 0 or 1.

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Approximating the binomial distribution with the normal
The approximation is reasonably good as long as there is a very small probability
that the approximating normal random variable will assume a value outside the
binomial range (0 < X < n).
The approximation is reasonably good as long as np > 5 when p < .5 or n(1-p) >
5
When p > .5
Recall the following:
Given a binomial distribution with n trials and probability p of success on any
trial,
mean of the binomial = m = np
variance of the binomial = s 2 = npq
We therefore need to choose the normal distribution with:
m = np
s 2 = npq
to be the approximating distribution.
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Approximating the binomial distribution with the normal
Example:
Consider a binomial with:
n = 20
p = .5
We approximate the binomial probabilities by using the normal
distribution with:
m = np = (20)(.5) = 10
s
2
= npq = (20)(.5)(.5) = 5
s = 2.24
Let X denote the binomial random variable and let Y denote the normal
random variable.
The binomial probability P(X = 10) represented by the height of the line
above x = 10 in the graph (figure 7.15), is equal to the area of the
rectangle erected above the interval from 9.5 to 10.5.
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Approximating the binomial distribution with the normal
This area (or probability) is approximated by the area under the normal
curve between 9.5 and 10.5.
This relationship is expressed as:
P(X = 10) = P(9.5 < Y < 10.5)
The .5 that is added to and subtracted from 10 is called the continuity
correction factor; it corrects for the fact that we are using a continuous
distribution to approximate a discrete distribution.
To check the accuracy of this particular approximation, we can use the
binomial tables to obtain:
P(X = 10) = .176
The normal approximation is:
P(9.5 < Y < 10.5) = P(9.5 - 10 / 2.24 < Z < 10.5 - 10 / 2.24)
P(9.5 < Y < 10.5) = P(-.22 < Z < .22)
P(9.5 < Y < 10.5) = 2(.0871) = .1742
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Approximating the binomial distribution with the normal
The approximation for any other value of X would proceed in the same
manner.
In general, the binomial probability P(X = x
o
) is approximated by the area
under the normal curve between (x
o
- .5) and (x
o
+ .5).
Suppose, with the present example, that we want to approximate the
binomial probability P(5 < X < 12).
This probability would be approximated by the area under the normal curve
between 4.5 and 12.5.
P(5 < X < 12) = P(4.5 < Y < 12.5)
P(5 < X < 12) = P(4.5 - 10 / 2.24 < Z < 12.5 - 10 / 2.24)
P(5 < X < 12) = P(-2.46 < Z < 1.12)
P(5 < X < 12) = P(0 < Z < 2.46) + P(0 < Z < 1.12)
P(5 < X < 12) = .4931 + .3686 = .8617
As a check, the binomial table yields:
P(5 < X < 12) = .862
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Approximating the binomial distribution with the normal
The continuity correction factor becomes less important as n becomes
larger. When n is greater than 25, the continuity correction factor is ignored.
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Exponential Distribution
The exponential distribution can be used to
model
the length of time between telephone calls
the length of time between arrivals at a service
station
the life-time of electronic components.
When the number of occurrences of an
event follows the Poisson distribution, the
time between occurrences follows the
exponential distribution.
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Exponential
The exponential distribution can be used to measure the time that elapses
between occurrences of an event.
Example:The exponential distribution can be used to model the length of
time before the first telephone call is received or the length of time between
arrivals at a service station.
Probability density function:
f(x) = e
-x
,
where:
x > 0
e = 2.71
= parameter of the distribution ( > 0)
The exponential distribution is a one dimensional distribution: the
distribution is completely specified once the value of the parameter is
known.
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The probability that an exponential variable exceeds the number "a":
P(X > a) = e
-a

The total area under this equation must equal 1.
The probability that X will take a value between two numbers "a" and "b":
P(a < X < b) = P(X < b) - P(X < a)
P(a < X < b) = e
-b
- e
-a
0
0.5
1
1.5
2
2.5
f(x) = 2e
-2x

f(x) = 1e
-1x

f(x) = .5e
-.5x

0 1 2 3 4 5
Exponential
distribution for
= .5, 1, 2
Exponential
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The lifetime of a transistor is exponentially
distributed, with a mean of 1,000 hours.
What is the probability that the transistor
will last between 1,000 and 1,500 hours.
Solution
Let X denote the lifetime of a transistor (in
hours).
= 1/ = 1/1000 = .001
f(x) = e
-x

P(1000<X<1500) = e
-(.001)(1000)
- e
-(.001)(1500)
=
.3679 - .2231 = .1448
Exponential Example 1
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A tollbooth operator has observed that cars arrive randomly and
independently at an average rate of 360 cars per hour.
a) Use the exponential distribution to find the probability that the next car
will not arrive within 30 seconds.
Let X denote the time in minutes that will elapse before the next car
arrives. If is important that X and be defined in terms of the same units.
Thus, is the average number of cars arriving per minute:
= 360/60 = 6
P(X > a) = e
-a

P(X > .5) = e
-6(.5)
= .4098

0
0.5
1
1.5
2
2.5
a
b
P(a<x<b) = e
-a
- e
-b

Exponential Example 2
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What is the probability that no car will arrive within
the next half minute?
Solution
If Y counts the number of cars that will arrive in the next
half minute, then Y is a Poisson variable with m = (.5)(6)
= 3 cars per half a minute.
Using the formula for Poisson probability:
P(Y = 0| = 3) = e
-3
(3
0
)/0! = .0498.
Comment: If the first car will not arrive within
the next half a minute then no car will arrives
within the next half minute. Therefore,
not surprisingly, the probability found here
is the exact same probability found in the
previous question.

Exponential Example 2
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Chi-square
F(x) = see page 72 in Barnes
A Chi-square random variable with n degrees of freedom,
1. Number of terms in the sum determines the degrees of freedom.
2. There is a separate and unique Chi-square probability distribution for
each value of n.
3. The Chi-square distribution approaches symmetry only for large degrees
of freedom (n GTE 30).
4. X
2
replicates itself under the positive addition of statistically independent
x random variables.
When do we use the Chi-square?
To test conjectures about the variance or dispersion of the probability
distribution function of a normal random variable.
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The sample variance s
2
is an unbiased,
consistent and efficient point estimator
for o
2
.
The statistic has a
distribution called Chi-squared, if the
population is normally distributed.

2
2
s ) 1 n (
o

d.f. = 1
d.f. = 5
d.f. = 10
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Student t Distribution
F(x) = see page 72 in Barnes

A random variable governed by a t distribution with n degrees of freedom:
T =
Each value of n yields a unique and different probability distribution
function.
When do we use the student t?
To test hypothetical statements about the mean of a normal random
variable when the variance of the distribution is unknown and the sample
size is small.

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n
x
=
s
n
x
o

=
Z t
o
o
o
o
s
s
s
s
When the sampled population is normally distributed,
the statistic t is Student t distributed.
0
The t distribution is mound-shaped,
and symmetrical around zero.
The degrees of freedom,
a function of the sample size
determines how spread the
distribution is (compared to the
normal distribution)
d.f. = n
2

d.f. = n
1

n
1
< n
2

Z
Z
Z
Z Z t
t
t
t
t
t
t
t
t t t
s
s
s
s
s
o
oooo
t
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The t table provides critical value for various
probabilities of interest.
For a given degree of freedom, and for a
predetermined right hand tail probability A,
the entry in the table is the corresponding t
A
.
These values are used in computing interval
estimates and performing hypotheses tests.
Probability Calculations For The t Distribution
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Degrees of Freedom
1 3.078 6.314 12.706 31.821 63.657
2 1.886 2.92 4.303 6.965 9.925
. . . . . .
. . . . . .
20 1.325 1.725 2.086 2.528 2.845
. . . . . .
. . . . . .
200 1.286 1.653 1.972 2.345 2.601
1.282 1.645 1.96 2.326 2.576
t
A

t
.100
t
.05
t
.025
t
.01
t
.005

A = .05
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Student t Distribution
Characteristics of the student t:
1. Symmetric about its mean
2. Usually compared to the standardized normal distribution N(0,1)
3. At lower values of n, the t is flatter, with a large variance and has a
flatter tail.
4. As n becomes large, the t approaches the N(0,1)
5. When n > 30, the N(0,1) and t are approximately the same
6. The extent to which the student t distribution is more spread out than
the normal distribution is determined by a function of the sample size
called the degrees of freedom which varies by the t-statistic.
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The F Distribution
The ratio of two independent chi-squared variables divided by their
degrees of freedom is F distributed.
F(x) = see p. 72 in Barnes
Where
(a,b) = see p. 72 in Barnes
The F random variable
F = see p. 72 in Barnes
The F distribution has n degrees of freedom in the numerator and m in the
denominator.
Each different possible pairing of n and m yields a unique and different
probability distribution.
Variables that are F distributed range from 0 to

Show figure 4-7. P.77
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The F Distribution
When do we use the F distribution?
Comparing the variances taken from two different normal distributions
which we will consider in Chapter 10.
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Gamma Distribution
F(x) = see p. 72 in Barnes
If we set l = 1/2 and r = n/2 the gamma becomes the X
2
distribution - thus
the x X
2
is a special case of the gamma. The exponential distribution is a
special case of the gamma when r = 1.
f(x)= e x, 0
When do we use the Gamma and exponential?
When a population is decaying- when we want to characterize a portion of
a population still surviving under the condition of a constant failure rate.
The exponential distribution is memoryless if the time to failure = T is an
exponential random variable, then the probability of T being less than t
minutes, given that it has already lasted exactly (Toa) minutes is equal to
the probability of T being less than t - (Toa) minutes when the experiment
has just begun.
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Weibull Distribution
f(x) = see p. 72 in Barnes
The Weibull distribution can represent all three types of
component failure; early burnout, the change failure and the
wear out mode.

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Lognormal Distribution
f(x) = see p. 72 in Barnes
The lognormal distribution is a random variable whose natural
logarithm, ln (log base e) is distributed as a normal random
variable:
Y = ln X
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Normal Example 1
4.9 The length of a drive shaft is made up of three parts, A, B, and C. The
lengths (in inches) of A, B, and C are statistically and normally distributed
with the following means and variances.







What is the probability that the total length, Y=A+B+C, will exceed 12.2
inches?
Application of additive property of the normal distribution:

y
= 3 + 5 + 4 = 12
o
2
y
= .0025 + .0049 + .0036 = .011



o
2

A 3 0.0025
B 4 0.0049
C 5 0.0036

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Normal Example 1
o
y
= .10488
Z = (X -
y
)/ o
y
= (12.2 - 12)/.10488 = 1.9069
P(Z < 1.9069) = .9717
P(Y > 12.2) = .0283
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Normal Example 2
The lifetime of a certain brand of tires is approximately normally
distributed, with a mean of 45,0000 miles and a standard deviation of
4,000 miles. The tires carry a warranty for 35,000 miles.
a) What proportion of the tires will fail before before the warranty
expires?
b) At what mileage should warranty life be set so that fewer than 5 % of
tires must be replaced under warranty?
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Normal Example 2
a) Let the lifetime of a tire, where: = 45 000 , 000 , 4 = o
( )
( )
( )
( )
0062 .
4938 . 5 .
2 0 5 .
5 . 2
5 . 2
000 , 4
000 , 45 000 , 35
000 , 35
=
=
s s =
> =
< =
|
.
|

\
|
< = <
Z P
Z P
Z P
Z P X P
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Normal Example 2
b) Let x
0
represent the desired mileage. Then:
( ) ( ) 45 . 000 , 45 or , 05 .
0 0
= s s = s X x P x X P
( ) 0 645 . 1 45 . 0
000 , 4
000 , 45
0
s s = = |
.
|

\
|
s s

Z P Z
x
P
( ) 420 , 38 645 . 1 000 , 4 000 , 45
645 . 1
000 , 4
000 , 45
0
0
= =
=

x
x
The warranty life should be set at 38,420 miles (or less).
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Exponential Example 3
Let X be an exponential random variable with a mean of .5. Find the
follwing probabilities:
a) P(X>1)
b) P(X>2)
c) P(X<.5)
d) P(X<.4)

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Exponential Example 3
P(X>1)
( )
( )( )
1353 . 0
1
1 2
=
= >

e X P
P(X>2)
( )
( )( )
0183 . 0
2
2 2
=
= >

e X P
P(X<.5)

P(X<.4)
( ) ( )
6321 .
3679 . 1
5 . 1 5 .
=
=
> = s X P X P
( ) ( )
5507 .
4493 . 1
4 . 1 4 .
=
=
> = s X P X P
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Exponential Example 4
Let X be an exponential random variable with = 4. Find the probability
that X will take a value within 1.2 standard deviations of its mean.
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Exponential Example 4
Let X be an exponential random variable with = 4. Find the probability
that X will take a value within 1.2 standard deviations of its mean.
o

= = =
1 1
2
( ) ( )
( )
( ) ( )
8892 .
1108 . 1
55 . 0
55 . 0
55 . 05 . 2 . 1 2 . 1
=
=
> > =
s s =
s s = + s s
X P X P
X P
X P X P o o
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Exponential Example 4
The expected value of an exponential random variable, X, is 1/. Find the
probability that X will take a value that is less than its expected value.
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Exponential Example 4
The expected value of an exponential random variable, X, is 1/. Find the
probability that X will take a value that is less than its expected value.
( )
6321 .
1
1
1
1
1
1
1
=
=
=
|
.
|

\
|
> =
|
.
|

\
|
s

e
e
X P X P


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Exponential Example 5
Airplanes arrive at an airport according to the Poisson model, with a mean
time between arrivals of 5 minutes.
a) Find the probability that a plane will arrive within the next 5 minutes
b) Find the probability that no planes will arrive during a given 30 minute
period
c) Find the probability that no more than one plane willarrive during a
given 30 minute period.
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Exponential Example 5
a) Let T be the time in minutes before the next arrival. Then T is
exponentially distributed with:
= =
1
5
2 .
( )
( )( )
P T e
e
s =
=
=

5 1
1
63
2 5
1
.
.
b)
( )
( )( )
P T e
e
> =
=
=

30
0025
2 30
6
.
.
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Exponential Example 5
c) If X is the number of arrivals during a 30-minute period, then X is a
Poisson random variable with
( )
= = 30 2 6 .
( )
P X s = 1 017 .