Continous Distribution

Chapter-4:Continuous
Distribution
Continuous Random Variables

The Uniform Distribution
The Gamma Distribution
The Normal Distribution
The Normal Approximation to Binomial Distribution
Chebyshevs Inequality
Feb 11, 2015
Department of Mathematics,
BITS Pilani, Goa Campus

Random variables are real valued functions defined over the sample
space of an experiment. A random variable whose values are not
countable is called a continuous random variable. A continuous
random variable can assume values on a continuous scale, i.e.
over an interval or union of intervals.
Examples: The height of a person, the time taken to complete an
examination, the weight of a baby, etc.
The outcomes of an experiment are represented by the points on a
line segment or a line and the value of a random variable is a
number appropriately assigned to each point by means of some
rule or equation.
Feb 11, 2015
(contd)
When the value of a random variable is given directly by a

measurement or observation, we usually do not bother to
differentiate between the value of the random variable, the
measurement which we obtain and the outcome of the
experiment, which is the corresponding point on the real
axis.
P(a X b) represent the probability associated with the
points of the sample space for which the value of random
variables falls on the interval from a to b.
Feb 11, 2015
(contd)
Suppose we are interested in the probability that a given random

variable will take on a value on the interval from a to b where a
and b are constants with a b. First, we divide the interval from a
to b into n equal subintervals of width x containing respectively
the points x1, x2, , xn.
Suppose that the probability that the random variable will take on a
value in subinterval containing xi is given by f(xi)x. Then the
probability that the random variable will take on a value in the
interval from a to b is given by
n
P (a X b) f ( xi ). x.
i 1
Feb 11, 2015
(contd)
If f is an integrable function defined for all values of the

random variable, the probability that the value of the random
variables falls between a and b is defined by letting x 0 as
n
P (a X b) lim f ( xi )x f ( x)dx
x 0 i 1
Note: The value of f(x) does not give the probability that the
corresponding random variable takes on the values x; in the
continuous case, probabilities are given by integrals not by the
values f(x).
Feb 11, 2015

f(x)
(contd)
P(a X b) area under f ( x) from a to b

b
f ( x)dx
a
P(a X b)
Figure: Probability as area under f

Feb 11, 2015
(contd)
The probability that a random variable takes on value x, i.e.

P( X x) lim P ( x x X x x)
x 0
lim
x x
f ( x)dx 0
x 0 x x
Thus, in the continuous case probabilities associated with

individual points are always zero. Consequently,
P (a X b) P (a X b) P (a X b) P (a X b).
Feb 11, 2015
(contd)
The function f is called probability density function or simply

probability density.
Characteristics of the probability density function f :
1. f ( x) 0 for all x.
2.
f ( x)dx 1.
F(x) represents the probability that a random variable with

probability density f(x) takes on a value less than or equal to
x and the corresponding function F is called the cumulative
distribution function or simply distribution function of the
random variable X.Department of Mathematics,
Feb 11, 2015
(contd)
Thus, for any value x,

F (x) = P(X x)
is the area under the probability density function over the
interval - to x. Mathematically,
x
F ( x)
f (t )dt
The probability that the random variable will take on a value

on the interval from a to b is given by
P(a X b) = F (b) - F (a)
Feb 11, 2015
(contd)
According to the fundamental theorem of integral calculus it follows

that
dF ( x)
f ( x)
dx
wherever this derivative exists.

F is non-decreasing function, F(-) = 0 and F() = 1.
kth moment about the origin
k
x
f ( x)dx
Feb 11, 2015
10
(contd)
Mean of a probability density:
x f ( x)dx
kth moment about the mean:
k ( x ) k f ( x)dx
Feb 11, 2015
11
(contd)
Variance of a probability density
(x )
f ( x ) dx
2
2
x
f
(
x
)
dx
is referred to as the standard deviation

Feb 11, 2015
12
(contd)
Example 1: If the probability density of a random variable is given by
for 0 x 1
x
f ( x) 2 x for 1 x 2
0
elsewhere
find the probabilities that a random variable having this probability

density will take on a value
(a) between 0.2 and 0.8;
(b) between 0.6 and 1.2.
Solution:
0.8
0.8
2 0.8
x
(a ) P (0.2 X 0.8) f ( x)dx xdx
2
0.2
0.2
Feb 11, 2015
0.30.
0.2
13

(b) P (0.6 X 1.2)
1.2
1.0
1.2
0.6
0.6
1.0
(contd)
f ( x)dx xdx (2 x)dx

2 1.0
1.2
x
2 x
2
0.6
0.50
1.0
Example 2: With reference to the preceding example, find the corresponding

distribution function and use it to determine the probabilities that a random
variable having this distribution function will take on a value
(a) greater than 1.8;
(b) between 0.4 and 1.6.
Feb 11, 2015
14
(contd)
Solution:
F ( x)
f (t )dt
If x 0,
F ( x ) 0.
x
x2
If 0 x 1, F ( x) tdt
2
0
1
x2
If 1 x 2, F ( x) tdt (2 t )dt 2 x 1
2
0
1
If x 2,
Feb 11, 2015
F ( x) tdt (2 t )dt 1.
15

0
for x 0
2
x
for 0 x 1
F ( x)
x2
2x
1
2
1
(contd)
for 1 x 2
for x 2
(a ) P ( X 1.8) 1 F (1.8) .02

( b) P (0.4 X 1.6) F (1.6) F (0.4) 0.84.
Feb 11, 2015
16
(contd)
Example 3: Find and 2 for the probability density of previous example.

Solution:
2
x
f
(
x
)
dx
dx x(2 x)dx 1
7
2 x f ( x)dx x dx x (2 x)dx
6
0
1
2
7
1
2 1 .
6
6
2
Feb 11, 2015
17
Density Curves
Density curves describe the overall shape of
a distribution.
Ideal patterns that are accurate enough for
practical purposes.
Faster to draw and easier to use.
Areas or proportions under the curve
represent counts or percents of observations.
Feb 11, 2015
18
Center of a Density Curve

The mode of a distribution is the point where the
curve is highest.
The median is the point where half of the area
under the curve lies on the left and the other half on
the right. Equal Areas Point
The mean is the balance point.
Feb 11, 2015
19

Uniform or rectangular distribution introduced in
1937 by J. V. Uspensky
The uniform distribution is not commonly found in
nature, it is particularly useful for sampling from
arbitrary distributions.
Uniform distributions are used by computers for
random number generation within a given range.
Feb 11, 2015
20

The uniform distribution, with parameters and , has
probability density function
f ( x)
1
for x

0
elsewhere
f(x)
Figure: Graph of uniform

probability density
0
Feb 11, 2015
x
21
The Uniform Distribution (contd)

Note: All values of x from to are equally likely in the sense
that the probability that x lies in an interval of width x
entirely contained in the interval from to is equal to x/(
- ), regardless of the exact location of the interval.
Mean of uniform distribution
Proof:
Feb 11, 2015
1
1 x
x
dx

2
2
22

Variance of uniform distribution
Proof:
1
( )2
12
2
1
1 x
2
x
dx

3
2 2
Hence
2
2
2
2
)
(
)
2 2 2
.
3
4
12
Feb 11, 2015
23

Distribution function for uniform density function
0
for x
x
F ( x)
for x

1
for x
Example: In certain experiments, the error made in determining the
solubility of a substance is a random variable having the uniform
density with = - 0.025 and = 0.025. What are the probabilities
that such an error will be
(a) between 0.010 and 0.015;
(b)
between
0.012
and BITS
0.012?
Feb 11, 2015
Pilani, Goa Campus
24

Solution: - = 0.05, hence the density function is given by
f ( x)
1
for 0.025 x 0.025
0.05
0
elsewhere
0.015
1
(a ) P(0.010 error 0.015)
dx 0.1.
0.05
0.010
0.012
1
(b) P(0.012 error 0.012)
dx 0.48.
0.05
0.012
Feb 11, 2015
25

Example: From experience Mr. Harris has found that a
low bid on a construction job can be regarded as a
random variable having the uniform density
2C
3
,
for
x 2C.
f ( x) 4C
3
0, else.
where C is his own estimate of the cost of the job. What

percentage should Mr. Harris add to his cost estimate
when submitting bids to maximize his expected profit ?
Feb 11, 2015
26

Hint: X= R.V that assumes the value of low bid on the
construction job.
Given that C is the cost of job by Mr. Harris.
Suppose Mr.Harris has added p% to his cost estimate
i.e. Mr. Harris bids for C+Cp.
If X < C+Cp, Mr. Harris will not get the job and
hence, there is no profit.
Feb 11, 2015
27

If X C+Cp, Mr. Harris should get the job and
hence, his net profit = (C+Cp) C = Cp.
So, the expected profit of Mr. Harris ,
E(p) = 0 . P (X < C+ Cp) + Cp . P (X C+Cp).
2C
Cp
3 / 4C ds 3C ( p p
) / 4.
(1 p ) C
Homework: Maximize E(p) to get the value of p (=0.5).

Feb 11, 2015
28

The probability density of the gamma distribution is given by
1
1 x /
x
e
for x 0, 0, 0

f ( x) ( )
0
elsewhere
where () is a value of the gamma function, defined by
( ) x 1e x dx
0
The parameter is known as shape parameter and the parameter

is known as scaling parameter.
The above improper integral exists (converges) whenever > 0.
Feb 11, 2015
29

() = ( -1)(-1) for any >1.
x 1
x
2
e
x
|
e
(
1
)
x
Proof:
0
0 ( 1) e x x 2 ( 1) ( 2)
() = ( -1)! when0 is a positive integer.
Proof: () = ( -1)(-1)= ( -1) ( -2) (-2)= .

= ( -1) ( -2) .. (1) = ( -1)!
Homework: (1)=1 and () =
Feb 11, 2015
30
The Gamma Distribution (contd)

f(x)
1
= 1, = 1
= 1, = 2
= 2, = 3
0
Figure: Graph of some gamma probability density functions
Feb 11, 2015
31

Mean of gamma distribution:
Proof:
1
1 x /

x
.
x
e dx
( ) 0
( 1)
y
y e dy
( ) 0
( )
(put y = x/)
Use the identity ( + 1) = (), we get
Feb 11, 2015
32

Variance of gamma distribution:
Proof:
2 2
1
2 1 x /
2
x
.x e dx
0
( )
( 2)
1 y
y e dy
( ) 0
( )
2
2 ( 1)
Hence
Feb 11, 2015
2 2 2 2 ( 1) 2 2 2 .
33

Relation between CDFs of the Gamma Distribution (when is
a positive integer) and the Poisson Distribution:
Let F(x) be the cdf of GD and F*(x; ) be the cdf of

PD with parameter . Now,
F ( x) P ( X x) 1 P ( X x)
1
1
s 1 e s / ds
( 1)!
x
(( ) ( 1)!)
1
1
y 1 e y dy .......( 1) (Take y s / )
( 1Department
)!
x/
of Mathematics,
Feb 11, 2015
34

Consider the following integral for +ve integer
r and a >0: e y y r
I
a
r!
dy
r! I e y y r dy e y y r |a ry r 1[e y ] dy
e a a r r e y y r 1 dy
a
e a a r re a a r 1 r (r 1) e y y r 2 dy .....
Feb 11, 2015
35

a
r
r 1
r 2
r
!
I
e
[
a
r
a
r
(
r
1
)
a
..... r!]
Hence,
2
r 1
a
a
a
I e [1 a .....
]
2!
(r 1)! r!
a
k
a
a
e
k!
k 0
F * (r ; a ) ............................( 2)
r
Feb 11, 2015
36

From Eqs. (1) and (2), we have
F ( x) 1 F * ( 1 ; x / )
Hence, if is a positive integer, then the cdf
of the Gamma distribution may be calculated
from the tabulated cdf of Poisson distribution
(TABLE 2) .
Feb 11, 2015
37

Exponential Distribution: The density function of exponential
distribution is given by
1 x /
e
f ( x)
0
for x 0, 0
elsewhere
which is the special case of gamma distribution where = 1.

Mean and variance of the exponential distribution are given by
and
2
Feb 11, 2015
38

Application of Exponential Distribution
In Poisson processes (Ex: arrival times of telephone calls or bus arrival
times at bust stop), the waiting time between successive arrivals has
exponential distribution. If in a Poisson process mean arrival rate
(average number of arrivals per unit time) is , the time until the
first arrival, or the waiting time between successive arrivals, has an
exponential distribution with
1
.
xe
Proof: P ( x arrivals in the time interval T ) f ( x; )
x!
where T.
Feb 11, 2015
39

P( waiting time between successive arrivals be at least t )
P (no arrivals during a time interval of length t )
f ( 0; )
where t
(t ) 0 e t
e t
0!
P( waiting time between successive arrivals t )
1 e t F (t )
Feb 11, 2015
40

So if waiting time between successive arrivals be random variable
with the distribution function
F (t ) 1 e t
the probability density of the waiting time between successive

arrivals given by d
t
dt
F (t ) e
f (t )
1
which is an exponential distribution with .
Note: If X represents the waiting time to the first arrival, then
P ( X t ) 1 P ( X t ) 1 F (t ) e t .
Feb 11, 2015
41

Example: Given that the switchboard of consultants office
receives on the average 0.6 calls per minute, find the
probabilities that the time between successive calls arriving
at the switchboard of the consulting firm will be
(a) less than 1/2 minute;
(b) more than 3 minute.
Solution: = 0.6, the waiting time t between successive calls
arriving at the switchboard, has an exponential distribution
with = 1/0.6, hence density function is given by
Feb 11, 2015
42

0.6e 0.6t
for t 0
elsewhere
f (t )
1/ 2
1
0.6 t
0.6 t 1 / 2
(a ) P (t ) 0.6e dt e
1 e 0.3 .
0
2
0
(b) P (t 3) 0.6e
0.6 t
dt e
0.6 t
Feb 11, 2015
e 1.8 .
43

Memoryless Property of Exponential Distribution:
Let X be a r.v. that has exponential distribution. Let s,
t 0. Then,
P{ X t s} e ( t s ) /
P{ X t s | X s}
s / e t / P{ X t}
P{ X s}
e
since the event{ X t s } { X t}. If X represents lifetime of
an equipment, then the above equation states that if the
equipment has been working for time s, then the probability
that that it will survive an additional time t depends only on t
Feb 11, 2015
44

(not on s) and is identical to the probability of
survival for time t of a new piece of equipment.
In that sense, the equipment does not remember
that it has been in use for time s.
NOTES: (1) The memoryless property simplifies
many calculations and is mainly the reason for wide
applicability of the exponential model.
(2) Under this model, an item that has not been failed
so far is as good as new.
Feb 11, 2015
45

Example: Suppose the life length of a machine
has an exponential distribution with =10
years. A 7 years used machine is bought by
someone. What is the probability that it will
not fail in the next 5 years ?
Solution: Because of memoryless property, it
is irrelevant how many years the machine
has been in service prior to its purchase.
Feb 11, 2015
46

Let X be a r.v. that represents the length of the
life time of the machine. So, the density
function is
0.1 e 0.1t for t 0
f (t )
elsewhere
Here, s=7 is its actual life duration to the

present time instant. Then,
P{ X s 5 | X s} P{ X 5} e 0.1(5) 0.368.
Feb 11, 2015
47
The Normal Distribution

A Gaussian function (named after Carl Friedrich
Gauss) is a function of the form:
f ( x) a e
( x b ) 2 / c 2
for some real constants a > 0, b, and c.

The Fourier transform of a Gaussian function is not only
another Gaussian function but a scalar multiple of the
function whose Fourier transform was taken.
Feb 11, 2015
48
The Normal Distribution (contd)

Gaussian functions are among those functions that are
elementary but lack of elementary antiderivatives.
But their improper integrals over the whole real line
can be evaluated exactly.
x2
dx
Feb 11, 2015
49

The antiderivative of the Gaussian function is the error
function.
Gaussian functions are used as pre-smoothing kernels in
image processing.
A Gaussian function is the wave function of the ground state
of the quantum harmonic oscillator.
Gaussian functions are also associated with the vacuum state
in quantum field theory.
Gaussian beams are used in optical and microwave systems.
Gaussian orbitals are used in computational chemistry.
Feb 11, 2015
50

In probability and statistics, Gaussian functions appear as
the density function of the normal distribution, which is a
limiting probability distribution of complicated sums,
according to the central limit theorem.
The Central Limit Theorem states that if the sum of the
variables has a finite variance, then it will be approximately
normally distributed.
Since many real processes yield distributions with finite
variance, this explains the omnipresence of the normal
distribution.
Feb 11, 2015
51
Normal Distributions
Symmetric
Single-peaked
Bell-shaped
Tails fall off quickly
The mean, median, and mode are the same (Unimodal).
The points where there is a change in curvature is one
standard deviation on either side of the mean.
The mean and standard deviation completely specify the
curve.
Feb 11, 2015
52

Definition: A continuous random variable X has a normal
distribution and it is referred to as a normal random
variable if its probability density is given by
1
2
( x ) 2 / 2 2
f ( x; , )
e
for x
2
where - < < and > 0.
The parameters of normal distribution and are indeed its
mean and its standard deviation.
Feb 11, 2015
53
The Empirical Rule

68% of the observations fall within one
standard deviation of the mean.
95% of the observations fall within two
standard deviation of the mean.
99.7% of the observations fall within
three standard deviation of the mean.
Feb 11, 2015
54

The Empirical Rule
Or
The 68-95-99.7 Rule
Feb 11, 2015
55
Figure: Normal probability density function for selected

values of the parameter and 2
Feb 11, 2015
56

mean
2
xf
(
x
;
)dx
1
( x ) 2 / 2 2
x
e
dx
2
Feb 11, 2015
x ( x ) 2 / 2 2
dx
e
x ( x ) 2 / 2 2
dx
e
57

1
Mean
2
( x ) ( x ) 2 / 2 2
1
( x ) 2 / 2 2
dx
e
dx
e
2
x
(put
u in first integral)
u / 2
2
ue
du
f
(
x
;
)dx.
Since the value of first integral is zero as integrand is odd

function and the value of integral in second term is equal
to 1, we have
Mean =
Feb 11, 2015
58
Variance ( x ) 2 f ( x; , 2 )dx
1
( x ) 2 / 2 2
(x )
e
dx
2
x
(put
u)
2 2 u 2 / 2
2 2 2 u 2 / 2
ue
du
ue
du
2
2 0
2
(since integrand is even function)

Feb 11, 2015
59
2 2
Variance
2
u ue
u. ue

u 2 / 2
ue
2
2
Since ue
du
u 2 / 2
u 2 / 2
du e
u 2 / 2
du
u 2 / 2
1. ue u / 2 du du
2
e
0
u / 2
2 2
du
2
u / 2
e
du
which we can easily get by putting
u2
v in this integral.
2
Feb 11, 2015
60

We know that
f ( x; ,
)dx 1
1
( x ) 2 / 2 2
e
dx 1
2
Put 0 and 1, we get
1 x / 2
1
e
dx 1 2
2
2
Hence,
Feb 11, 2015
x2 / 2
dx 1.
Variance = 2
61

The normal distribution with = 0 and = 1 is called standard
normal distribution.
Distribution function for standard normal distribution
1
F ( z)
2
t 2 / 2
dt P( Z z )
Table 3 at the end of book gives the values of F(z) for positive
or negative values of z = 0.00, 0.01, 0.02, ,3.49 and of z = 3.50,
z = 4.00 and z = 5.00.
Feb 11, 2015
62
F(z)
F(b) - F(a)
0
Figure: The standard normal probabilities

F(z) = P(Z z)
Figure: The standard normal probability

F(b) - F(a) = P(a Z b)
F(- z) = 1 - F(z)
Proof: The standard normal density function is given by
1 z2 / 2
f ( z)
e
which is a even function, i.e. f(-z) = f(z)
2
Feb 11, 2015
63

Hence,
F ( z )
f (t )dt f ( s)ds f ( s)ds
f ( s )ds 1
z
f (s)ds 1 F ( z )
Example 4: Find the probabilities that a random variable having

the standard normal distribution will take on a value
(a) between 1.25 and 0.37;
(b) greater than 1.26;
(c) greater than 1.37.
Feb 11, 2015
64

(a) P(-1.25 < Z < 0.37) = F(0.37) F(-1.25) = 0.6443 0.1056
= 0.5387
(b) P(Z > 1.26) = 1 - F(1.26) = 1 0.8962 = 0.1038
Feb 11, 2015
65

(c) P(Z > -1.37) = 1 F(-1.37) = 1 0.0853 = 0.9147
1
-1.37
-1.37
or
P(Z > -1.37) = P(Z < 1.37) = F(1.37) = 0.9147
Feb 11, 2015
66

There are also problems in which we are given probabilities
relating to standard normal distributions and asked to find the
corresponding values of z.
Let z be such that the probability is that it will be exceeded by
a random variable having standard normal distribution. That
is, = P(Z > z )
= P(Z > z ) = 1 F(z)

F(z) = 1 -
Feb 11, 2015
z
Figure: The z notation for a standard
normal distribution
67

Example 5: Find (a) z0.01; (b) z0.05.
Solution:
(a) Since F(z0.01) = 1 0.01 = 0.99, we look for the entry in
Table 3 which is closest to 0.99 and get 0.9901
corresponding to z = 2.33. Thus z0.01 = 2.33.
(b) Since F(z0.05 ) = 1 0.05 = 0.95, we look for the entry in
Table 3 which is closest to 0.95 and get 0.9495 and 0.9505
corresponding to z = 1.64 and z = 1.65. Thus by
interpolation, we take z0.05 = 1.645.
Feb 11, 2015
68

If a random variable X has a normal distribution with the mean and
the standard deviation , then
X
Z
is a random variable which has the standard normal distribution.

In this case, Z is called standardized random variable.
The probability that the random variable X will take on a
value less than or equal to a, is given by
a
X a
a
P ( X a ) P
P Z
F

which we can get from Table 3.
Feb 11, 2015
69

The probability that a random variable having the normal
distribution with the mean and the standard deviation ,
will take on a value between a and b is given by
a X b
P ( a X b) P

b
a
P
Z

b
a
P ( a X b) F
F
Feb 11, 2015
70

Example 6: If a random variable has the normal distribution
with = 16.2 and 2 = 1.5625, find the probabilities that it
will take on a value
(a) greater than 16.8;
(b) less than 14.9;
(c) between 13.6 and 18.8.
Solution: = 1.25
16.8 16.2
(a ) P ( X 16.8) 1 P ( X 16.8) 1 F
1.25
1 F (0.48) 1 0.6844 0.3156.

Feb 11, 2015
71

14.9 16.2
(b) P ( X 14.9) F
F ( 1.04) 0.1492.
1.25
18.8 16.2
13.6 16.2
(c) P (13.6 X 18.8) F
F
1.25
1.25
F (2.08) F (2.08)
2 F (2.08) 1 (using F(- z) = 1 - F(z))
2(0.9812) 1
0.9624.
Feb 11, 2015
72

Although the normal distribution applies to continuous random
variable, it is often used to approximate distributions of
discrete random variables.
For that we must use the continuity correction according to
which each integer k be represented by the interval from k
to k + .
For instance, 3 is represented by the interval from 2.5 to 3.5,
at least 7 is represented by the interval from 6.5 to and
at most 5 is represented by the interval from - to 5.5.
Similarly less than 5 is represented by the interval from -
to 4.5 and greater than 7 by the interval from 7.5 to .
Feb 11, 2015
73
Correction for Continuity

The binomial distribution is discrete and can be represented by a
probability histogram. To calculate an exact binomial probability,
you can use the binomial formula for each value of x and add the
results. Geometrically, this corresponds to adding the areas of
bars in the probability histogram. When you do this, remember
that each bar has a width of one unit and x is the midpoint of the
interval.
When you use a continuous normal distribution to approximate a
binomial probability, you need to move 0.5 units to the left and
right of the midpoint to include all possible x-values in the
interval. When you do this, you are making a correction for
continuity.
Correction for Continuity

Example 7: A continuity correction to improve the normal
approximation to a count variable
In a certain city, the number of power outages per month is a
random variable having a distribution with = 11.6 and
= 3.3. If this distribution can be approximated closely with a

normal distribution, what is the probability that there will be
at least 8 outages in any one month?
Solution: The number of outages is a discrete random variable,
and if we want to approximate its distribution with a normal
distribution, we must spread its values over a continuous scale,
i.e. we make the continuity correction according to which at
least 8 is represented by the interval to the right of 7.5.
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76

Thus the desired probability is approximated by
P (at least 8 outages) P ( X 7.5) 1 P ( X 7.5)
7.5 11.6
1 F
1 F (1.24)
3.3
F (1.24) 0.8925.
Figure: Diagram for example dealing
with power outages
0.8925
7.5
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11.6
Number of
outages
77
The normal Approximation to the

Binomial Distribution
The normal distribution can be used to approximate the
binomial distribution when n is large and p the probability
of a success, is close to 0.50.
Normal approximation to binomial distribution
Theorem
If X is a random variable having the binomial
distribution with the parameters n and p, and if
X np
Z
np (1 p )
then the limiting form of the distribution function of this
standardized random variable as n is given by
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78

Binomial Distribution (contd)
F ( z)
1 t 2 / 2
e
dt
2
z .
Although X takes on only the values 0, 1, 2, , n, in the limit

as n the distribution of the corresponding standardized
random variable is continuous and the corresponding probability
density is the standard normal density.
A good rule of thumb for the normal approximation
Use the normal approximation to the binomial distribution only
when np and n(1 - p) are both greater than 5.
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79

Example 8: If a random variable has the binomial distribution with n =
30 and p = 0.60, use the normal approximation to determine the
probabilities that it will take on
(a) a value less than 12;
(b) the value 14;
(c) a value greater than 16.
Solution: = np = 18; 2 = np(1 - p) = 7.2; = 2.6833
(a ) P (X 12) P( X 11.5)
(using continuity correction)
11.5 18
F
F (2.42) 0.0078.
2.6833
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80

(b) P( X 14) P(13.5 X 14.5) (using continuity correction)
14.5 18
13.5 18
F
F
2.6833
2.6833
F (1.3044) F (1.677)
0.0961 0.0468 0.0493.
(c) P ( X 16) P ( X 16.5) (using continuity correction)
16.5 18
1 P ( X 16.5) 1 F
2.6833
1 F ( 0.559) F (0.559) 0.7120.
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81
Feb 11, 2015
83
Ex-1: Let X be the number of times that a fair

coin, flipped 40 times, lands heads. Find the
probability that X=20, use the normal
approximation and then compare it to the exact
solution.
Ex-2: A safety engineer feels that 30% of all
industrial accidents in his plant are caused by
failure of employees to follow instructions. If
this figure is correct, find approximately, the
probability that among 84 industrial accidents in
the plant, any where from 20 to 30 (inclusive)
will be due to the failure of employees follow
instructions
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84
Ex-3: A sample of 100 items is taken at random

from a batch known to contain 40% defectives.
What is the probability that the sample contains (I)
at least 44 defectives (II) exactly 44 defectives.
Ex-4: There are six hundred Economics students in
the post graduate classes of a university, and the
probability for any student to need a copy of a
particular book from the university library on any
day is 0.05. how many copies of the book should be
kept in the university library so that the probability
may be greater than 0.90 that none of the students
needing a copy from the library has to come back
disappointed.
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85
Ex-5: The local authorities in a certain city

instal 10,000 electric lamps in the streets of
the city. If these lamps have an average life
of 1,000 burning hours with a s.d. of 200 hrs,
assuming normality, what number of lamps
might be expected to fail (I)in the first 800
burning hrs? (II) between 800 and 1200
burning hrs? after what period of burning hrs
would you expect that (a) 10% of the lamps
would fail?(b) 10% of the lamps would still
burning?
Feb 11, 2015
86

Continous Distribution

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Chapter-4:Continuous

Continuous Random Variables

Feb 11, 2015

Continuous Random Variables

Feb 11, 2015

Continuous Random Variables

When the value of a random variable is given directly by a

Feb 11, 2015

Continuous Random Variables

Suppose we are interested in the probability that a given random

Feb 11, 2015

Continuous Random Variables

If f is an integrable function defined for all values of the

Continuous Random Variables

P(a X b) area under f ( x) from a to b

Figure: Probability as area under f

Continuous Random Variables

The probability that a random variable takes on value x, i.e.

Thus, in the continuous case probabilities associated with

Continuous Random Variables

The function f is called probability density function or simply

F(x) represents the probability that a random variable with

BITS Pilani, Goa Campus

Continuous Random Variables

Thus, for any value x,

The probability that the random variable will take on a value

Continuous Random Variables

According to the fundamental theorem of integral calculus it follows

wherever this derivative exists.

Feb 11, 2015

Continuous Random Variables

Mean of a probability density:

kth moment about the mean:

Feb 11, 2015

Continuous Random Variables

Variance of a probability density

is referred to as the standard deviation

Continuous Random Variables

Example 1: If the probability density of a random variable is given by

find the probabilities that a random variable having this probability

Continuous Random Variables

f ( x)dx xdx (2 x)dx

Example 2: With reference to the preceding example, find the corresponding

Continuous Random Variables

Continuous Random Variables

(a ) P ( X 1.8) 1 F (1.8) .02

Continuous Random Variables

Example 3: Find and 2 for the probability density of previous example.

Feb 11, 2015

Center of a Density Curve

Feb 11, 2015

The Uniform Distribution

Feb 11, 2015

The Uniform Distribution

Figure: Graph of uniform

The Uniform Distribution (contd)

Feb 11, 2015

The Uniform Distribution (contd)

Feb 11, 2015

The Uniform Distribution (contd)

The Uniform Distribution (contd)

The Uniform Distribution (contd)

where C is his own estimate of the cost of the job. What

The Uniform Distribution (contd)