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Variables
Continuous Random
Variable
A
Continuous Random
Variable
We
For
Continuous Random
Variables
The probability density function (pdf)
when plotted against the possible values
of Y forms a curve. The area under an
interval of the curve is equal to the
probability that Y is in that interval.
0.40
f(y)
b Y
f ( y )dy 1
3)
f ( y)dy
4)
y1
E (Y ) y p ( y )
E (Y )
yf
(
y
)
dy
Department of Statistics
L.Wang,
University of South Carolina; Slide 9
Var (Y ) ( y ) p( y )
2
Var (Y ) ( y ) f ( y )dy
2
f ( y ) e
y 0 and 0
Accident
#1 #2
35 days
Accident
#3
5 days
Accident
Suppose
or
f(y) = 0.05e-0.05y
10
Recall:
e du e
u
F (10) e
0.05 y 10
0
| 0.39
L. Wang, Department of Statistics
University of South Carolina; Slide 16
In General
y
P (Y y ) e dt
t
P (Y y ) F ( y ) e
t y
0
| 1 e
P (Y y ) 1 F ( y ) e
Exponential Distribution
1 e
E (Y ) ye
Var (Y ) y e
2
1
dy
1
dy
1
2
Relationship between
Exponential & Poisson
Distributions
Recall
Relationship between
Exponential & Poisson
Exponential distribution models time
(or space) between Poisson events.
TIME
L. Wang, Department of Statistics
University of South Carolina; Slide 24
Exponential or Poisson
Distribution?
( t ) y e t
P(Y y ) p ( y )
y!
y = 0,1,2,
( t ) y e t ( t ) 0 e t
t
p ( 0)
e
y!
0!
L. Wang, Department of Statistics
University of South Carolina; Slide 26
P(T t ) e
Radioactive Particles
The
Machine Failures
If the number of machine failures in a
given interval of time follows a
Poisson distribution with an average of
1 failure per 1000 hours, what is the
probability that there will be no
failures during the next 2000 hours?
What is the probability that the time
until the next failure is more than
2000 hours?
Number
A. e-4
B. 1 e-4
C. e-2.5
D. 1 e-2.5
L. Wang, Department of Statistics
University of South Carolina; Slide 30
Challenging
questions
Normal Distribution
f(y)
f(y) =
E[Y] =
1
( y ) 2 / 2 2
e
, y
2
and
2
Var[Y]
=
Normal Distribution
Characteristics
Bell-shaped curve
- < y < +
determines distribution location
and is the highest point on curve
Curve is symmetric about
determines distribution spread
Curve has its points of inflection at
+
L. Wang, Department of Statistics
University of South Carolina; Slide 33
Normal Distribution
-4
-3
-2
-1
Normal Distribution
N( = 5, = 1)
N( = 0, = 1)
f(y)
-4
-3
-2
-1
Normal Distribution
N( = 0, = 0.5)
f(y)
N( = 0, = 1)
-4
-3
-2
-1
Normal Distribution
N( = 5, = 0.5)
N( = 0, = 1)
f(y)
-4
-3
-2
-1
68-95-99.7 Rule
0.997
0.95
0.68
-4
-3
-3
-2
-2
+ 1 covers
approximately 68%
-1
-1
1
2
+1
+2
+ 2 covers
approximately 95%
3
+3
+ 3 covers
approximately99.7%
Earthquakes in a California
Town
34%
34%
2.5%
13.5%
-4
-3
57
-2
5.2
-1
5.7
13.5%
0
6.2
1
6.7
68%
2
7.2
2.5%
3
159
95%
L. Wang, Department of Statistics
University of South Carolina; Slide 40
34%
34%
2.5%
2.5%
13.5%
-4
-3
-2
5.2
-1
5.7
13.5%
0
6.2
1
6.7
2
7.2
68%
95%
L. Wang, Department of Statistics
University of South Carolina; Slide 41
34%
2.5%
13.5%
-4
-3
-2
5.2
-1
5.7
13.5%
0
6.2
1
6.7
2
7.2
2.5%
3
68%
95%
L. Wang, Department of Statistics
University of South Carolina; Slide 42
34%
2.5%
13.5%
-4
-3
-2
5.2
-1
5.7
13.5%
0
6.2
1
6.7
2
7.2
2.5%
3
68%
95%
L. Wang, Department of Statistics
University of South Carolina; Slide 43
-4
-3
-2
-1
-4
-3
4.7
-2
-1
5.2
5.7
6.2
6.7
7.2
7.7
y
Z
Example
X ~ N( = 6.2, = 0.5)
Y ~ N( = 6.2, = 1).
Town 1
Town 2
0.21
2
0.05
5
Z
X
-4
-3
4.7
-2
5.2
-1
5.7
6.2
6.7
7.2
7.7
Z
Y
-4
-3
-2
3.2 4.2
-1
5.2
6.2
7.2 8.2
9.2
7 6 .2
P ( X 7 .0 ) P Z
P ( Z 1.6) 0.055
Town 1:
0 .5
7 6.2
Town 2: P (Y 7.0) P Z 1.0 P ( Z 0.8) 0.212
Department of Statistics
L. Wang,
Standard Normal
0.10
0.10
0.05
0.05
0.025
0.01
0.005
-4
-3
0.025
0.01
0.005
-2
-1
-2.326 -1.645
1.645 2.326
1.282 1.96 2.576
The
Area=0.0
25
y=?
0.02
5
Z
Y
-4
-3
-2
-1
Y 10.0
2
y 9.4
0.3
L. Wang, Department of Statistics
University of South Carolina; Slide 54
0.01
Z
Y
-4
-3
-2
-1
Y 10.0
2.326
y 9.3
0.3