Continuous probability distributions

Probability density function

Cumulative distribution function
Expected value
Variance
Results with expected value, variance
Continuous uniform distribution

Probability density function

A functionf (x)
of a random variable X is called
the probability density function (pfd) if
f x 0

f x dx 1

P (a x b) f x dx
a

EXAMPLE
Let X denote the diameter of a hole drilled in a
sheet metal component. The target diameter is
12.5 millimeters. Most random disturbances to
the process result in larger diameters. Historical
data show that the distribution of X can be
modeled by a pdf:

f x 20e 20 x 12.5 , x 12.5

a) What proportion of parts is between 12.5 and

12.6 mm?

Cumulative distribution function

f (x) pdf b
If X is a continuous random variable with
and
is a real number, then the cumulativeF (b)
distribution function
isb
F b P X b

f x dx

EXAMPLE

Let X denote the diameter of a hole drilled in a

sheet metal component. The target diameter is
12.5 millimeters. Most random disturbances to
the process result in larger diameters. Historical
data show that the distribution of X can be
modeled by a pdf:

f x 20e 20 x 12.5 , x 12.5

F b

a) What isP X 12.8?X 12.6

b) What is

Cumulative distribution function

Cumulative distribution function for the diameter example

EXAMPLE
The probability density function of the time to
failure of an electronic component in a copier (in
hours) is
f x

x
1000

e
1000

x0

for

a) Determine the probability that a component

lasts more than 3000 hours before failure
b) Determine the number of hours at which 10% of
all components have failed
(*) What is the cumulative distribution function?

EXAMPLE
Let X have the triangular pdf
0 x 1
x,

2 x, 1 x 2
0,
otherwise

Determine the cumulative distribution function for

the pdf

Expected value, variance and

derived equations
f (x) a pdf
For a continuous random variable X having
The expected value, also known as the mean of X
is given by
E X xf x dx

The variance of X is given

by2
2
V X E X x f x dx E X 2 2

Also, with constants a and b, the following

results
2
E aX b aE X b
V aX b a V X
hold

Continuous variable example

An accounting firm that does not have its own computing
facilities rents time from a consulting company. The firm must
plan its computing budget carefully and hence has studied the
weekly use of CPU time quite thoroughly. The weekly use of CPU
time approximately follows the probability density function given
below (measurement in hours).

f ( x)

3
64

x 2 (4 x)

0 x4
elsewhere

a) Find the expected value and variance of weekly CPU time.

b) The CPU time costs the firm $200 per hour. Find the
expected value and standard deviation of the weekly cost for
CPU time.
c)

Will the weekly cost exceed $600 very often? Why or why
not?

Continuous uniform distribution

A continuous random variable X with probability
density function
f x

1
,
b a

a xb

Is a continuous uniform random variable. The uniform

distribution assumes that X is equally likely to take
values anywhere between the initial value of the
interval a and the final of the interval b:

Continuous uniform distribution

Cumulative distribution

Expected value

Variance

xa
0,
xa

function
F ( x)
, a xb
b

xb
1,

E X

ab
2

b a
VX

12

Uniform distribution example

A bomb is to be dropped along a mile long line
that stretches across a practice target. The
target center is at the midpoint of the line. The
target will be destroyed if the bomb falls within a
tenth of a mile on either side of the center. Find
the probability that the target is destroyed if the
bomb falls randomly along the line

Uniform distribution example

The thickness of a flange on an aircraft
component is uniformly distributed between 0.95
and 1.05mm
a) Determine the cumulative distribution function
of flange thickness
b) Determine the proportion of flanges that
exceed 1.02 mmm
c) What thickness is exceeded by 90% of the
flanges?
d) Determine the mean and the variance of
flange thickness