CONTINUOUS PROBABILITY DISTRIBUTION

I. Probability Density Function - counterpart of the probability function

- does not directly provide probabilities
- random variable x assumes a value in an interval
- when computing for continuous, we are computing the probability that the random variable assumes any value in an interv
Classification of Continuous Probability Distribution
1. Uniform
2. Normal
3. Exponential

II. Uniform Probability Distribution - equal interval Example 1: Suppose the flight time can be any va
𝒇(𝒙)={■8(𝟏/𝟐𝟎@𝟎)𝒇𝒐𝒓 𝟏𝟐𝟎≤𝒙≤𝟏𝟒𝟎 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆 Let us assume that sufficient actual flight data are
flight time within any 1-minute interval is the sam
other 1-minute interval contained in the larger in
Uniform Probability Density Function What is the probability that the flight time is betw
𝑓(𝑥)={■8(1/ 𝑓𝑜𝑟 𝑎 ≤𝑥≤𝑏 a= 120 b=140
(𝑏−𝑎)@0) 𝑓(𝑥)={■8(1/(140−120)@)=1/20 (130−12
elsewhere

Properties of continuous For this example: 1/20 is the probability density

1. The probability of the random variable assumes a value within some given interval.
2. The probability of a continuous random variable assuming a value within some given interval
from x1 to x2 is defined to be the area under the graph of the probability density function between
x1 and x2. Because a single point is an interval of zero width, this implies that the probability of a
continuous random variable assuming any particular value exactly is zero. It also means that the
probability of a continuous random variable assuming a value in an interval is the same whether or
not the endpoints are included.

Expected Value and Variance Using Example 1:

𝐸(𝑥)=(𝑎+𝑏)/2 𝑉𝑎𝑟(𝑥)= 〖 (𝑏−𝑎) 〗 ^2/12
𝐸(𝑥)=(120+140)/2=130

𝜎=√33.33=5.77

III. Normal Probability Distribution

- most widely used in practical applications which the random variables are heights, weights of people,
test scores, scientific measurements, amounts of rainfall and other similar values.
- provides description of the likely results obtained through sampling.

Normal Curve
- bell-shaped normal curve
- Normal curve has two parameters, mean and standard deviation. They determine the location and shape of normal distribu

𝑓(𝑥)=1/(𝜎√2𝜋) 𝑒^(1/2( 〖 (𝑥−𝜇)/𝜎 〗 ^2))

 𝑓(𝑥)=1/(𝜎√2𝜋) 𝑒^(1/2( 〖 (𝑥−𝜇)/𝜎 〗 ^2))

where:
𝜇=𝑚𝑒𝑎𝑛
𝜎=𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
𝜋=3.14159
𝑒=2.71828

Observations about the characteristics of the normal distribution

1. The entire family of normal distribution is differentiated by two parameters: mean and standard deviation.
2. The highest point on the normal curve is the mean, which is also the median and mode of the distribution.
3. The mean of the distribution can by any numerical value: negative, zero or positive.
4. The normal distribution is symmetric, with the shape of the normal curve to the left of the mean a mirror image of the shap
of the normal curve to the right of the mean.
The tails of the normal curve extend to infinity in both directions and theoretically never touch the horizontal axis. Skewness i
5. The standard deviation determines how flat and wide the normal curve is. The larger the values of the standard deviation r
flatter curves, showing more variability in the data.
6. Probabilities for the normal random variable are given by areas under the normal curve. The total are under the curve for t
normal distribution is 1. Because the distribution is symmetric, the area under the curve to the left of the mean is .50 and the
the curve to the right of the mean is .50.
7. The percentage of values in some commonly used intervals are: (Empirical rule)
a. 68.3% of the values of a normal random variable are within plus or minus one standard deviation of its mean;
b. 95.4% of the values of a normal random variable are within plus or minus two standard deviations of its mean;
c. 99.7% of the values of a normal random variable are within plus or minus three standard deviation of its mean.

IV. Standard Normal Probability Distribution - is said to have a normal distribution with a mean of zero and a standard deviati

- use of z -table
Standard Normal Density Function
𝒇(𝒛)=𝟏/(√𝟐𝝅) 𝒆^(𝒛^𝟐/𝟐)

3 types of probabilities we need to compute

1. the probability that the standard normal random variable z will be less than or equal to a given value;
2. the probability that z will be between two given values;
3. the probability that z will be greater than or equal to a given value

Example 3: How to compute the probability that z is less than or equal to 1.00 that is 𝑃(𝑧≤1.00)
Looking on the right side table for z value of 1.00 𝑃(𝑧≤1.00)=.8413

How to compute the probability that z is in the interval betweem -.50 and 1.25; that is
𝑃(−.50≤𝑧≤1.25)
𝑃(−.50≤𝑧)=.3085 𝑃(𝑧≤1.25)=.8944
𝑷(−.𝟓𝟎≤𝒛≤𝟏.𝟐𝟓)=𝑷(𝒛≤𝟏.𝟐𝟓)−𝑷(𝒛≤−.𝟓𝟎)=.𝟖𝟗𝟒𝟒−.𝟑𝟎𝟖𝟓=.𝟓𝟖𝟓𝟗

How to compute the probability that z is in the interval between two given values.
 Often it is of interest to compute the probability that a normal random variable assumes a
value within a certain number of standard deviation of the mean.
𝑃(−1.00≤𝑧≤1.00)
𝑃(−1.00≤𝑧)=.1587 𝑃(𝑧≤1.00)=.8413

𝑷(−𝟏.𝟎𝟎≤𝒛≤𝟏.𝟎𝟎)=.8413 - .1587 = .6826

Note: using z-table is the same as to the instruction of : finding the area under the curve

Example 4: Compute the probability of obtaining a z value of at least 1.58, that is: 𝑃(𝑧≥1.58)
𝑃(𝑧≥1.58)=.9429 𝑃(𝑧≥1.58)= 1-.9429 = .0571

V. Computing Probabilities for any Normal Probability Distribution

1. Convert normal to standard normal distribution
𝒛=(𝒙−𝝁)/𝝈

2. Use the z-table to find desired probabilities

Note: z=1if x is one standard deviation above its mean, that is, 𝑥=𝜇+𝜎
We interpret z as the number of standard deviations that the normal random variable x is from its mean.

VI. EXPONENTIAL PROBABILITY DISTRIBUTION - may be used for random variables such as the time between arrivals, time
to load, distance between major defects and so on..

Exponential Probability Density Function

𝒇(𝒙)=𝟏/𝝁 𝒆^(−𝒙/𝒖)
𝒇𝒐𝒓 𝒙≥𝟎
where: u = expected value or mean
e = 2.71828

Computing Probabilities for the Exponential Distribution

- Use exponential distribution: Cumulative Probabilities

𝑷(𝒙≤𝒙_𝒐 )
=𝟏−𝒆^(−𝒙_𝒐/𝝁)
Relationship between poisson and exponential distributions
Continuous exponential probability is related to discrete poission distribution.
Poission provided an appropriate description of the number of occurences per interval.
Exponential provides description of the length of interval between occurences
 umes any value in an interval.

the flight time can be any value in the interval from 120 minutes to 140 minutes.
ufficient actual flight data are available to conclude that the probability of a
1-minute interval is the same as the probability of a flight time within any
val contained in the larger interval from 120 to 140 minutes.
ty that the flight time is between 120 to 130 minutes?

0−120)@)=1/20 (130−120)=.50

20 is the probability density function, also the uniform probab density function.

+140)/2=130 𝑉𝑎𝑟(𝑥)= 〖 (140−120) 〗 ^2/12=33.33

and shape of normal distribution

rd deviation.
distribution.

n a mirror image of the shape

e horizontal axis. Skewness is zero.

s of the standard deviation result in wider,

otal are under the curve for the

ft of the mean is .50 and the area under
=1
.50= =.50
on of its mean; Mean
ons of its mean; Median
tion of its mean. Mode

zero and a standard deviation of one.

Left side or values less than mean

𝑃(𝑧≤1.00)

.𝟓𝟖𝟓𝟗
ble assumes a

𝑃(𝑧≥1.58)

Example 4: Suppose we have a normal distribution with 𝜇=10 𝑎𝑛𝑑 𝜎=2.

What is the probability that the random variable x is between 10 and 14?
𝒛=(𝒙−𝝁)/𝝈=(𝟏𝟎−𝟏𝟎)/𝟐=𝟎;𝒛=(𝒙−𝝁)/𝝈=(𝟏𝟒−𝟏𝟎)/𝟐=𝟐

z is between 0 and 2 for standard normal distribution.

The probability that the random variable x is between its mean and two standard deviations above the m

z=2 that is 𝑃(𝑧≤2)=.9772;𝑃(𝑧≤0)=.5000

.9772 − .5000=.4772
interpretation: the probability that x is between 10 and 14 is .4772

e between arrivals, time

Example 5: x = loading time in between 6 to 18 minutes or less and u = 15,

𝑷(𝒙≤𝒙_𝒐 )
=𝟏−𝒆^(−𝒙_𝒐/𝟏𝟓)
x = 6 minutes loading a truck
𝑷(𝒙≤𝟔)=𝟏−𝒆^(−𝟔/𝟏𝟓)=.𝟑𝟐𝟗𝟕

x = 18 minutes loading a truck

𝑷(𝒙≤𝟏𝟖)=𝟏−𝒆^(−𝟏𝟖/𝟏𝟓)=.𝟔𝟗𝟖𝟖
=0.6988 - 0.3297 =0.3691
Probability of loading is .3691
Right side or values greater than the mean
ndard deviations above the mean.
 Probabilities: Standard Normal Distributions: Excel function is =NORM.S.DIST(z,True)
P(z<=1) 0.841345
P(-.50<=z<=1.25) 0.585813
P(-1.00<=z<=1.00) 0.682689
P(z>=1.58) 0.158655

Z-values given probabilities: =norm.s.inv(probabilities) Upper tail is the right side of z

z value with .10 upper tail 1.281552 Lower tail is the left side of z
z value with .025 upper tail 1.959964
z value with .025 lower tail -1.959964

Probabilities: Exponential Distribution Excel function is =EXPON.DIST(X,lambda(1/mean),TRUE)

P(x<=18) 0.698806
P(6<=x<=18) 0.369126
P(x>=8) 0.586646
is the right side of z
is the left side of z

,lambda(1/mean),TRUE)
1. Consider the following exponential probability density function
𝑓(𝑥)=1/8 𝑒^(−𝑥/8 𝑓𝑜𝑟 𝑥≥0)

a. Find P(x<=6) 0.527633

b. Find P(x<=4) 0.393469
c. Find P(x>=6) 0.472367
d. Find P(4<=x<=6) 0.134164

2. Consider the following exponential probability density function.

𝑓(𝑥)=1/3 𝑒^(−𝑥/3 𝑓𝑜𝑟 𝑥≥0)

a. Write the formula for P(X <=X 𝒇(𝒙)=𝟏/𝝁 𝒆^(−𝒙/𝒖) 𝒇𝒐𝒓 𝒙≥𝟎
b. Find P(x<=2) 0.486583
c. Find P(x>=3) 0.367879
d. Find P(x<=5) 0.811124
e. Find P(2<=x<=5) 0.324542

3. Battery life between charges for the Motorolla Droid Razr Maxx is 20 hours when the primary use is talk time.
The battery life drops to 7 hours when the phone is primarily used for Internel applications over cellular.
Assume that the battery life in both cases follows an exponential distribution.
a. Show the probability density function for battery life for the Droid Razr Maxx phone when its primary use is talk time.
b. What is the probability that the battery charge for a randomly selected Droid Razr maxx phone will last no more than 15 ho
use is talk time?
c. What is the probability that the battery charge for a randomly selected Droid Razr Maxx phone will last more than 20 hours
primary use is talk time?
d. What is the probability that the battery charge for a randomly selected Droid Razr Maxx phone will last no more than 5 hou
use is Internet Applications?

4. The time between arrivals of vehicles at a particular intersection follows an exponential probability distribution with a mea
a. Sketch this exponential probability distribution. f(x)=1/12 e^(-x/12 for x≥0)
b. What is the probability that the arrival time between vehicles is 12 seconds or less? P(X<=12) 0.632121
c. What is the probability that the arrival time between vehicles is 6 seconds or less? P(X<=6) 0.393469
d. What is the probability of 30 or more seconds between vehicle arrivals? P(X>=30) 0.082085
 se is talk time.

imary use is talk time. f(x)=1/20 e^(-x/20 for x≥0)

will last no more than 15 hours when its pri P(X<=15) 0.527633

will last more than 20 hours when its P(X=>20) 0.367879

will last no more than 5 hours when its prim P(X<=5) 0.221199

ility distribution with a mean of 12 seconds.

12 e^(-x/12 for x≥0)