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Continuous Distributions

A random variable is continuous if it can take on any real number value. Its probability distribution is defined by a probability density function (pdf) that describes the relative likelihood of the variable taking on a given value. The normal distribution is a very common continuous distribution with a bell-shaped pdf. It is characterized by its mean and variance. The standard normal distribution is the normal distribution with mean 0 and variance 1. The normal distribution and its properties, such as finding probabilities and critical values, are useful in modeling many real-world phenomena.

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352 views4 pages

Continuous Distributions

A random variable is continuous if it can take on any real number value. Its probability distribution is defined by a probability density function (pdf) that describes the relative likelihood of the variable taking on a given value. The normal distribution is a very common continuous distribution with a bell-shaped pdf. It is characterized by its mean and variance. The standard normal distribution is the normal distribution with mean 0 and variance 1. The normal distribution and its properties, such as finding probabilities and critical values, are useful in modeling many real-world phenomena.

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CONTINUOUS DISTRIBUTIONS

A random variable 𝑋 is continuous if it assumes values in the set of real numbers ℝ.


Its probability distribution function is called PROBABILITY DENSITY FUNCTION (pdf) denoted by 𝑓(𝑥)
such that
i. 𝑓(𝑥) ≥ 0 for all 𝑥 ∈ ℝ
𝑏
ii. 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = ∫𝑎 𝑓(𝑥) 𝑑𝑥

EXPECTATION/MEAN:
+∞

𝜇 = 𝐸[𝑋] = ∫ 𝑥𝑓(𝑥) 𝑑𝑥
−∞

VARIANCE:
+∞

𝜎 2 = 𝑉𝑎𝑟[𝑋] = 𝐸[𝑋 2 ] − 𝜇2 = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 − 𝜇2


−∞

Examples:
𝑥2
, −1 < 𝑥 < 2
1.) Given that the pdf of a random variable is 𝑓(𝑥) = {3 , determine the following:
0 , otherwise
a.) 𝑃(𝑋 ≤ 1)
b.) 𝑃(𝑋 ≥ 1)
c.) 𝑃(−3 ≤ 𝑋 ≤ 5)
d.) Mean of X
e.) Variance of X

𝑥 ,0 < 𝑥 < 1
2.) Given that the pdf of a random variable is 𝑓(𝑥) = {2 − 𝑥 , 1 ≤ 𝑥 < 2 , determine the
0 , elsewhere
following:
a.) 𝑃(𝑋 ≤ 1)
b.) 𝑃(𝑋 ≥ 1)
c.) 𝑃(−3 ≤ 𝑋 ≤ 5)
d.) Mean of X
e.) Variance of X
I. UNIFORM DISTRIBUTION
One of the simplest continuous distributions in all of statistics is the continuous uniform distribution.
This distribution is characterized by a density function that is “flat,” and thus the probability is uniform
in a closed interval, say [𝑎, 𝑏]. Its pdf is given by

1
𝑓(𝑥) = {𝑏 − 𝑎 ,𝑎 ≤ 𝑥 ≤ 𝑏
0 , elsewhere

EXPECTATION/MEAN:
𝑎+𝑏
𝜇 = 𝐸[𝑋] =
2

VARIANCE:
(𝑏 − 𝑎)2
𝜎 2 = 𝑉𝑎𝑟[𝑋] =
12

Examples:
1.) Suppose that a large conference room at a certain company can be reserved for no more than 4
hours. Both long and short conferences occur quite often. In fact, it can be assumed that the length
X of a conference has a uniform distribution on the interval [0, 4].
(a) What is the probability density function?
(b) What is the probability that any given conference lasts at least 3 hours?
(c) What is its expectation or mean?
(d) What is its standard deviation?

2.) The daily amount of coffee, in liters, dispensed by a machine located in an airport lobby is a
random variable 𝑋 having a continuous uniform distribution with 𝑎 = 7 and 𝑏 = 10. Find the
probability that on a given day the amount of coffee dispensed by this machine will be
(a) at most 8.8 liters;
(b) more than 7.4 liters but less than 9.5 liters;
(c) at least 8.5 liters.

3.) A bus arrives every 10 minutes at a bus stop. It is assumed that the waiting time for a particular
individual is a random variable with a continuous uniform distribution.
(a) What is the probability that the individual waits more than 7 minutes?
(b) What is the probability that the individual waits between 2 and 7 minutes?
II.NORMAL DISTRIBUTION
The most important continuous probability distribution in the entire field of statistics is the normal
distribution. Its graph, called the normal curve, is bell-shaped which approximately describes many
phenomena that occur in nature, industry, and research. For example, physical measurements in areas
such as meteorological experiments, rainfall studies, and measurements of manufactured parts are
often more than adequately explained with a normal distribution. In addition, errors in scientific
measurements are extremely well approximated by a normal distribution.

If a random variable 𝑋 has the normal curve above as its probability density function (pdf), then 𝑋 is
called a NORMAL RANDOM VARIABLE with pdf given by

1 1
− (𝑥−𝜇)2
𝑓(𝑥) = 𝑒 2𝜎2 , −∞ < 𝑥 < +∞
√2𝜋𝜎

where 𝜎 2 is the variance and 𝜇 is the mean.

If the normal random variable 𝑋 has 𝜇 = 0 and 𝜎 2 = 1, then 𝑋 has the STANDARD NORMAL
DISTRIBUTION.

RELATIONSHIP BETWEEN NORMAL VARIABLE X and STANDARD NORMAL VARIABLE Z

𝑋−𝜇
𝑍=
𝜎

Finding Areas/Probabilities: (Use the table)


1.) Given a standard normal distribution, find the area under the curve that lies
(a) to the right of 𝑧 = 1.84
(b) between 𝑧 = −1.97 and 𝑧 = 0.86
2.) Given a standard normal distribution, find the area under the curve that lies
(a) to the left of 𝑧 = −1.39
(b) to the right of 𝑧 = 1.96
(c) between 𝑧 = −2.16 and 𝑧 = −0.65
(d) to the left of 𝑧 = 1.43
(e) to the right of 𝑧 = −0.89
(f) between 𝑧 = −0.48 and 𝑧 = 1.74
3.) Find the value of 𝑧 if the area under a standard normal curve
(a) to the right of z is 0.3622
(b) to the left of z is 0.1131
(c) between 0 and z, with z > 0, is 0.4838
(d) between −z and z, with z > 0, is 0.9500
4.) Given a standard normal distribution, find the value of k such that
(a) 𝑃(𝑍 > 𝑘) = 0.3015
(b) 𝑃(𝑘 < 𝑍 < −0.18) = 0.4197
5.) 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
6.) Given a normal distribution with μ = 30 and σ = 6, find
(a) the normal curve area to the right of x = 17
(b) the normal curve area to the left of x = 22
(c) the normal curve area between x = 32 and x = 41
(d) the value of x that has 80% of the normal curve area to the left
(e) the two values of x that contain the middle 75% of the normal curve area
7.) Given the normally distributed variable X with mean 18 and standard deviation 2.5, find
(a) P(X <15)
(b) the value of k such that P(X <k) = 0.2236
(c) the value of k such that P(X >k) = 0.1814
(d) P(17 < X < 21)
8.) A soft-drink machine is regulated so that it discharges an average of 200 milliliters per cup. If the
amount of drink is normally distributed with a standard deviation equal to 15 milliliters,
(a) what fraction of the cups will contain more than 224 milliliters?
(b) what is the probability that a cup contains between 191 and 209 milliliters?
(c) how many cups will probably overflow if 230- milliliter cups are used for the next 1000
drinks?
(d) below what value do we get the smallest 25% of the drinks?
9.) The loaves of rye bread distributed to local stores by a certain bakery have an average length of
30 centimeters and a standard deviation of 2 centimeters. Assuming that the lengths are
normally distributed, what percentage of the loaves are
(a) longer than 31.7 centimeters?
(b) between 29.3 and 33.5 centimeters in length?
(c) shorter than 25.5 centimeters?
10.) A research scientist reports that mice will live an average of 40 months when their diets are
sharply restricted and then enriched with vitamins and proteins. Assuming that the lifetimes of
such mice are normally distributed with a standard deviation of 6.3 months, find the probability
that a given mouse will live
(a) more than 32 months;
(b) less than 28 months;
(c) between 37 and 49 months.
11.) The finished inside diameter of a piston ring is normally distributed with a mean of 10
centimeters and a standard deviation of 0.03 centimeter.
(a) What proportion of rings will have inside diameters exceeding 10.075 centimeters?
(b) What is the probability that a piston ring will have an inside diameter between 9.97 and
10.03 centimeters?
(c) Below what value of inside diameter will 15% of the piston rings fall?
12.) The weights of a large number of miniature poodles are approximately normally distributed with
a mean of 8 kilograms and a standard deviation of 0.9 kilogram. If measurements are recorded
to the nearest tenth of a kilogram, find the fraction of these poodles with weights
(a) over 9.5 kilograms;
(b) of at most 8.6 kilograms;
(c) between 7.3 and 9.1 kilograms inclusive.

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