Probability and Statistics

Mat 271E
Yard. Do. Dr. Tarkan Erdik
Probability Distributions
Uniform and Normal Distributions- Week 7
1

Probability Distributions
It has been observed that certain functions F(x)
and f(x) can successfully express the
distributions of many random variables.

Several continuous distributions play useful

roles in engineering as in numerous other
disciplines. The more important ones are:
Uniform,
Normal,
Exponential,
Gamma,
Beta,
Weibull,
Lognormal distributions.
3

What is the difficulty is in choosing

the distribution function?
There are no general rules for this.

So how should/can we choose it?

The engineer has to make a choice based on his
experience and knowledge as regards the
properties of the commonly used distribution.
4

The comparison of the histogram of the observed

data with the chosen probability density
function helps in the decision making.

Uniform Distribution
The simplest type of continuous distribution is
the uniform. As implied by the name, the pdf is
constant over a given interval (for example,
from a to b, where a < b).
f(x)=constant, F(x)=cx; c is constant.

The density function of the continuous uniform

random variable X on the interval [A, B] is

1/(31)

The mean and variance of the uniform distribution are

Example: Assume that the length X of a conference

has a uniform distribution on the interval [0, 4].
P[X3]=?
?,

P[X3]=

Normal Distributions
The normal distribution arose originally in the
study of experimental errors.

Such errors pertain to unavoidable differences

between observations when an experiment is
repeated under similar conditions.

An alternative term is noise, which is used in

telecommunication engineering and elsewhere
when referring to the difference between the true
state of nature and the signal received.
The uncertainties which are manifest in the errors
may arise from different causes that are not easily
identifiable.

THE NORMAL DISTRIBUTION IS AN IDEAL

CANDIDATE TO REPRESENT SUCH ERRORS
WHEN THEY ARE OF AN ADDITIVE NATURE.
10

A large number of random variables encountered

in practical applications fit to the Normal
(Gaussian) distribution with the following
probability density function:
f ( x)

X 2

exp ( x X ) 2 / 2 X2 x

This distribution is shown briefly as N( , 2).

It has two parameters: X and X .
Normal distribution is symmetrical (Cs=0), with a kurtosis
coefficient equal to 3 (K=3).
The mode and median are equal to the mean because of the
symmetry.

The sample values of x and sX can be taken as the estimates of

the parameters X and X
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(a) Probability density function, f X (x), and (b) probability distribution

function, FX (x), of X for m=0 and =1

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[-3:.1:3];
[-3:.1:3];

Once and are specified, the normal curve is

completely determined. For example,if = 50
and = 5, then the ordinates n(x; 50, 5) can be
computed for various values of x and the curve
drawn.
Example: Lets draw to two normal distribution
functions having the same mean but different
standart deviations such as n(x; 0, 1) and n(x;
0.5, 1) on the axis x=[-3 3].

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x = [-3:.1:3];
norm = normpdf(x,0,1);
norm1 = normpdf(x,0.5,1);
figure;
plot(x,norm,'r')
hold on
plot(x,norm1,'b')

.5

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x = [-3:.1:3];
norm = normpdf(x,0,1);
norm1 = normpdf(x,0,2);
figure;
plot(x,norm,'r')
hold on
plot(x,norm1,'b')
0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0
-3

-2

-1

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The analytical form of the probability distribution

function F(x) of the normal distribution cannot be
obtained by integration, but is tabulated
numerically.
A single table for the normal distribution can be
prepared by standardizing the random variable
as follows

Z ( X X ) / X

where the standard normal variable Z has the

mean 0 and standard deviation 1. The distribution
N(0,1) of the variable Z is called the STANDARD
NORMAL DISTRIBUTION.
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Probabili
ty
distributi
on
function
of
standard
normal
distributi
on

Since the normal

distribution is symmetrical,
this table is prepared for
the positive values of Z
only.
The probabilities of Z
exceeding a certain
positive value z, F1(z)=A
are given.

For positive z we can

compute the probability
of nonexceedance as
F(z)=1-F1(z), and for
negative z we have
F(z)=F1(z) because of 17

The probability density

function is bell-shaped
around the mean X .
The mode and median
are equal to the mean
because of the
symmetry.
The probabilities of the normal variable to remain in the
intervals around the mean of width one, two and three
standard deviations are equal to 0.683, 0.955 and 0.9975
(nearly 1), respectively.

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The ordinate axis of this

probability paper is
scaled such that the
cumulative distribution
function of the normal
distribution appears as
a straight line

The probability paper of the normal

distribution
What is ?

The standard deviation can be computed as X=X0.84 X or X= X -X0.16 because the probability of the
normal variable to remain in an interval of two
standard deviations around the mean is about 0.68.

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Central Limit Theorem states that, the distribution of the

variable
n
ci X i
X=

i 1

where Xi are independent random variables approaches the

normal distribution with the increase of n, whatever the
distributions of the variables Xi are.
The approach is rather fast such that the normal distribution can
be assumed for n10.

Thus, if a random variable is affected by a large

number of independent variables such that the
effects are additive, then it can be assumed to be
distributed normally.
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21

22

Example: Given a standard normal distribution, find the area under

the curve that lies
(a) to the right of z = 1.84 and
(b) between z = 1.97 and z = 0.86.

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Solution (a)

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Solution (b)

1-0.0244=0.97

.97560.1949=0.7807

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Example: Given a standard normal distribution, find the value of k

such that
(a) P(Z > k) = 0.3015 and
(b) P(k < Z < 0.18) = 0.4197

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Solution (a)

k = 0.52

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Solution (b)

0.4286-P(k)=0.41
P(k)=0.0089
k=-2.37

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Example:Given a random variable X having a

normal distribution with = 50 and = 10,find
the probability that X assumes a value between
45 and 62.

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Solution : The z values corresponding to x1 = 45 and x2 = 62

are

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Solution (b)

1-0.1151=0.8849
0.88490.3085=0.5764

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Example:Given a normal distribution with = 40 and

= 6, find the value of x that has
(a) 45% of the area to the left and
(b) 14% of the area to the right.

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Solution
(a) x = (6)(0.13) + 40
= 39.22
(b) x = (6)(1.08) + 40 = 46.48

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Example:A certain type of storage battery lasts, on

average, 3.0 years with a standard deviation of 0.5 year.
Assuming that battery life is normally distributed, find the
probability that a given battery will last less than 2.3 years.

34

Example:An electrical firm manufactures light bulbs that

have a life, before burn-out, that is normally distributed with
mean equal to 800 hours and a standard deviation of 40
hours. Find the probability that a bulb burns between 778 and
834 hours.

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36

1-0.2912= 0.70880.70880.1977=0.5111

0.5
5

0.8
5

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Example: In an industrial process, the diameter of a ball bearing is an important measurement.

The buyer sets specifications for the diameter to be 3.0 0.01 cm. The implication is that no part
falling outside these specifications will be accepted. It is known that in the process the diameter of
a ball bearing has a normal distribution with mean = 3.0 and standard deviation = 0.005. On
average, how many manufactured ball bearings will be scrapped?

-2

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P(Z < 2.0) + P(Z > 2.0) = 2(0.0228) = 0.0456

As a result, it is anticipated that, on average, 4.56% of
manufactured ball bearings
will be scrapped.

39

Example:Gauges are used to reject all components for which a certain dimension
is not within the specification 1.50 d. It is known that this measurement is
normally distributed with mean 1.50 and standard deviation 0.2. Determine the
value d such that the specifications cover 95% of the measurements.

40

P(1.96 < Z < 1.96) = 0.95

0.9
5

-1.96

(X-1.5)/0.2=1.96; x=1.89 and d =1.89-1.5=0.39

1.96

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If X and Y are two independent normal

variables,
the distribution of X+Y is
N(X + Y , ) and
The distribution of X-Y is N (X - Y , )

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How can we tell if a variable is normally

distributed?
1. The first check is by sketching the cumulative
frequency distribution of the data on the normal
probability paper. We can resume normal
distribution if the plot is nearly a straight line.

2. The closeness of the skewness coefficient Cs

of the sample to 0 (its absolute value below
0.10 or 0.05) and that of the kurtosis coefficient
K to 3 (between 2.5 and 3.5) are further checks.
3. If the data pass these tests, the assumption
of the normal distribution can be tested by
statistical tests to be discussed in Chapter 6.
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The normal distribution is certainly not valid in

many cases because the variable is skewed.
Most hydrologic variables (such as the
discharge in a stream, the precipitation depth
at a location) are NOT symmetrically
distributed.
For such variables, distributions other than
normal must be used.

44

Exercises
Given a standard normal distribution, find the
value of k such that
(a) P(Z > k) = 0.2946;
(b) P(Z < k) = 0.0427;
(c) P(0.93 < Z < k) = 0.7235.

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(a) 0.54; (b) 1.72; (c) 1-0.1762=0.8238; 0.8238-0.7235=0.1003

46

EXAMPLE 4.3. (M. Bayazt, page 83)

The load of a footing consists of the sum of the dead load and moving load. These loads are assumed to
be random variables.
The dead load X has the mean 100 t, standard deviation 10 t. The moving load Y has the mean 40 t,
standard deviation 10 t.
The design load corresponds to the risk of exceedance of 5%. Let us determine the design load
assuming that loads follow the normal distribution.

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u=100+40=140t

u==14.1t

for the excedence probability of 0.05, Z=1.65

Ud= u+1.65 u=140+1.6514.1=163t

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EXAMPLE 4.5 (M. Bayazt, page 85)

Water is transmitted from A to B by two parallel
pipelines. The capacities of these pipelines are
assumed to be normal variables with parameters:

X = 5 m3/s

CvX = 0.10

Y = 8 m3/s

CvY = 0.15

Find the probability that the total discharge is

below 12 m3/s.
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u=5+8=13t

u==1.3m3/s

F(-0.77)=F1(0.77)=0.2206
The probability of discharge less than 12m 3/s is
0.2206

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