Seismic Resistant Design of

Structures

Probability Distributions
Lecture 5

M.Sc. in Earthquake Engineering

Institute of Engineering
 Definitions
Random Variables
• A random variable represents a possible
numerical value from an uncertain event.
• Discrete random variables produce
outcomes that come from a counting
process (e.g. number of classes you are
taking).
• Continuous random variables produce
outcomes that come from a measurement
(e.g. your annual salary, or your weight).
 Definitions
Random Variables

Random
Variables

Discrete
Discrete Continuous
Continuous
Random
Random Variable Random
Random Variable
Variable Variable
 Probability Distributions

Probability
Distribution
s
Discrete Continuous
Probability Probability
Distributions Distributions

Binomial Normal

Poisson Uniform

Hypergeometric Exponential
 The Poisson Distribution
Definitions
• You use the Poisson distribution when you are
interested in the number of times an event occurs
in a given area of opportunity.
• An area of opportunity is a continuous unit or
interval of time, volume, or such area in which
more than one occurrence of an event can occur.

– The number of scratches in a car’s paint

– The number of mosquito bites on a person
– The number of computer crashes in a day
 The Poisson Distribution
• Apply the Poisson Distribution when:
 You wish to count the number of times an event
occurs in a given area of opportunity
 The probability that an event occurs in one area of
opportunity is the same for all areas of opportunity
 The number of events that occur in one area of
opportunity is independent of the number of events
that occur in the other areas of opportunity
 The probability that two or more events occur in an
area of opportunity approaches zero as the area of
opportunity becomes smaller
 The average number of events per unit is 
(lambda)
Poisson Distribution Formula

 x
e 
P( X) 
X!
where:
X = number of events in an area of opportunity
 = expected number of events
e = base of the natural logarithm system
(2.71828...)
 Poisson Distribution
Characteristics
• Mean
μλ
 Variance and Standard
Deviation
σ λ
2

σ λ
where  = expected number of events
 Using Poisson Tables


X 0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90

0 0.9048 0.8187 0.7408 0.6703 0.6065 0.5488 0.4966 0.4493 0.4066

1 0.0905 0.1637 0.2222 0.2681 0.3033 0.3293 0.3476 0.3595 0.3659
2 0.0045 0.0164 0.0333 0.0536 0.0758 0.0988 0.1217 0.1438 0.1647
3 0.0002 0.0011 0.0033 0.0072 0.0126 0.0198 0.0284 0.0383 0.0494
4 0.0000 0.0001 0.0003 0.0007 0.0016 0.0030 0.0050 0.0077 0.0111
5 0.0000 0.0000 0.0000 0.0001 0.0002 0.0004 0.0007 0.0012 0.0020
6 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0001 0.0002 0.0003
7 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

Example: Find P(X = 2) if  = 0.50

e λ λ X e0.50(0.50)2
P(X  2)    0.0758
X! 2!
Graph of Poisson Probabilities
0.70

Graphicall 0.60
y:  = 0.50
0.50

= P(x) 0.40

X 0.50
0.30
0 0.6065
0.20
1 0.3033
2 0.0758 0.10

3 0.0126 0.00
0 1 2 3 4 5 6 7
4 0.0016
5 0.0002 x
6 0.0000
P(X = 2) = 0.0758
7 0.0000
 Poisson Distribution Shape

• The shape of the Poisson Distribution

depends on the parameter  :
0.70
 = 0.50 0.25
 = 3.00
0.60
0.20
0.50

0.40 0.15
P(x)

P(x)
0.30
0.10

0.20
0.05
0.10

0.00 0.00
0 1 2 3 4 5 6 7 1 2 3 4 5 6 7 8 9 10 11 12

x x
12
 Exponential distribution
f(x)= λe-λx for x ≥ 0 = 0 otherwise.
λ Is a positive real constant.
Poisson distribution : talks about number of
occurrences in time t &
P(x)= e-λt.(λt)x/x!
What is the probability that 0 occurrence occur in time t,
i.e., p(0)= e-λt. Another way to look at this is probability
that First occurrence occur at time T > t, i.e.,
p(0)=p(T > t)= e-λt. If T is considered as random variable
which denotes the time of occurrence, then
F(t){ Cumulative Distribution Function) = P (T ≤ t) = 1- e-
λt.

f(t) = which is derivative of F(t) = PDF = λ e-λt

13
 Exponential distribution
f(x)

x
Exponential density function

14
 Exponential distribution

F(X)

x
Distribution function 1- e-λx

15
 Uniform Distribution

PX 

f x   .U end   U begin

1 1
a a

X   

a

16
It is found that most things in nature give rise to a Normal
Curve or are Normally Distributed e.g. Height of People,
Weight of People, Length of Leaves, Weight of Beans, Length
around the Forehead, and many others.
Thus a knowledge of the Normal Distribution is very
important.
Some important Properties of the Normal Distribution.
1. The equation of the curve is:
 ( x   )2
1
y  e 2 2
2  
where μ (λ) is the mean, σ is the standard deviation S.D.
Note due to the exponential the curve only touches the x axis
at ±∞. You do not need to know this equation. 17
2. Area under the Normal Curve
Gauss Showed that the area under the Normal Curve was
1 Unit2.
Since the curve had been obtained through probability
theory, where the total probability = 1, there is a
connection between probability and the area under the
curve. In fact it has been shown that the probability of an
event occurring in a Normal Distribution is equivalent to
the area a Normal Curve. We will use this in examples
later.

18
 The Normal Distribution
3. Symmetry of the Normal Curve
For a value of plus or minus x away from the mean
we have equal areas.

Again the areas to

the right and left of
A A
the mean value µ are
equal. Since the Area
~ ~
~ ~
~~ ~~
~~ ~~

under the curve is 1

~~~ ~~~
~~~ ~~~
~~~~ ~~~~
~~~~ ~~~~

unit2 then the areas

~~~~~ ~~~~~
~~~~~~ ~~~~~~
~~~~~~ ~~~~~~
~~~~~~~ ~~~~~~~

B B
are 0.5 each.
~~~~~~~~ ~~~~~~~~
~~~~~~~~~~ ~~~~~~~~~~
~~~~~~~~~~~ ~~~~~~~~~~~
~~~~~~~~~~~~~~ ~~~~~~~~~~~~~~

-x µ +x
Mean
19
4. Dispersion or Spread of the Normal Curve
The following results are very important
(a) The area under the Normal
Curve contained between the
Mean ± 1 Standard Deviation i.e. μ
± 1σ is 68.26% of the area under
the whole curve (just over 2/3)
-1σ μ +1σ

(b) 95% of the area under the curve is contained between μ ±

1.96 σ (just under 2)
(c) 99% of the area under the curve is contained between μ ±
2.58 σ
(d) After ± 3 σ on either side of the mean, there is hardly any
area left 0.0027 20
STATISTICAL TABLES
Area under the Normal Curve
For a normal variable x, having a mean μ and a standard
deviation σ, the values tabulated give the area under the curve
between the mean μ and any multiple of the standard deviation
above the mean. The results are given for values of (x – μ)/σ,
the Standard Unit Variable (z), at intervals of 0.01. The
corresponding areas for deviations below the mean can be
found by symmetry.

x μ
z
σ

21
(x - μ)
σ 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0159 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2518 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4430 0.4441
1.6 0.4452 0.4463 0.4474 0.4485 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4762 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4865 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4980 0.4980 0.4981
2.9 0.4981 0.4982 0.4983 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.49865 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.49903 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 22
0.4993
3.2 0.49931 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
Use of the Normal Curve and Normal Probability Tables
Suppose a variable is normally distributed about a mean
value of 10 with a standard deviation of 0.5.
Suppose we want to find the probability of a variable in
the distribution having a value between 10.7 and 11.2

To do this we need to find the

corresponding area under the
normal curve. (As shown)
This can be done by standardising
the given values of 10.7 and 11.2
– we evaluate each as a
Standard Unit Variable z where z  x  μ
σ 23
When x = 10.7 x  μ 10.7  10 0.7
z    1.40
σ 0.5 0.5
x  μ 11.2  10 1.2
When x = 11.2 z    2.40
σ 0.5 0.5
We can now refer to the Table using the values of z
of 1.40 and 2.40.
The area between 10.7 and 11.2 will be the area up
to 11.2 minus the area up to 10.7
Area = z2.40 – z1.40
= 0.4918 – 0.4192
= 0.0726
7.26% of all the variables in this Normal Distribution
lie between x = 10.7 and x = 11.2 24
Since all the probability questions in a Normal Distribution
are equivalent to areas under the Normal Curve (which can
be obtained from the table) let us now look at a few
examples in evaluating areas under the Normal Curve.
Example 1.
Find the area under the normal curve between z = -1.36
and z = 0.85 or z-1.36 and z0.85

Putting in the Normal Curve

gives us:
Area A 0  -1.36 A = 0.4131
A B
Area B 0  +0.85 B =
0.3023
Total Area = 0.7154 25
Example 2.
Find the area between z-2.14 and z-0.93
Area A -2.14  -0.93
A-2.14 = 0.4838
A-0.93 = 0.3238
Area = A-2.14 – A-0.93
Total Area = 0.1600
What are the areas below the Normal Curve?
(1)Between z1.04 and z2.36 [0.1401]
(2)Between z-0.31 and z1.52 [0.5574]
(3)Area to the left of z-1.42 [0.0778]
26
Practical Problems on the Normal Distribution
1.The mean of the mass of a set of components is 151Kg
and the standard deviation is 15Kg. Assuming that the
masses are normally distributed about the mean, find the
probability of a single component having a mass of (a)
between 120 and 155Kg and (b) greater than 186Kg.
(a) μ = 151Kg and σ = 15Kg – we need to calculate z for
each value at the extremes of the range.
When x = 120Kg z1 = (120 – 151)/15 = -2.07
When x = 155Kg z2 = (155 – 151)/15 = 0.27

27
 Pr mass between 120Kg and
155Kg is the sum of the
areas to the left and the
right of the centre.
Area = 0.4808 + 0.1064
Area = Pr = 0.5872
(b) To find Pr mass >185Kg z = (185 – 151)/15 = 2.27

Pr of having a mass >185 is

the shaded area.
This is 0.5 – z2.27
Area = 0.5 – 0.4884
Area = 0.0116 28
Practical Problems on the Normal Distribution
2. The lengths of rods held in stock have a mean of 4.5
m with a standard deviation of 0.05. The distribution
of lengths is normal. If the total stock is 1000 rods,
how many of the rods can be expected to have (a) a
length between 4.5 and 4.6 m and (b) a length less
than 4.4 m?
Note The number of rods = Pr x total number of rods.

(a) μ = 4.5 m and σ = 0.05 m – we need to calculate z for

each value at the extremes of the range.
When x = 4.5 m z1 = (4.5 – 4.5)/0.05 = 0.00
When x = 4.6 m z2 = (4.6 – 4.5)/0.05 = 2.00
The probability of the rod length being between 4.5 and
4.6 m is shown in the diagram on the next slide. 29
 Pr = Area = 0.477.2
Number of rods equals
0.4772 x 1000 = 477 rods

(b)To find the number of rods < 4.4 m

z = (4.4 – 4.5)/0.05 = -2.00
Pr of having a length < 4.4
is the shaded area.
This is 0.5 – z-2.00
Area = 0.5 – 0.4772
Area = 0.0228 = 23 rods 30
Examples
1. The mean braking load of a sample of concrete blocks
was found to be 600N with a standard deviation of
45N. If the loads are normally distributed, calculate the
Pr that another block would have a braking load of
(a) between 585 and 610 N [0.2164]
(b) less than 540N [0.0918]
2. The mean percentage moisture content of a series of
500 test samples of a particular cement mix after a
certain time was found to be 27.5% with a standard
deviation of 0.5%. Assuming the distribution is normal,
find how many of the test samples have a moisture
content below 27.1% [106]
31
 Central Limit Theorem
Central Limit Theorem:
If a random variable Y is the sum of n independent random
variables which satisfy certain general conditions, then for
sufficiently large n, y is approximately normally distributed.
X1,X2,X3..Xn is a sequence of n independent variables with
E (Xi)= μi & Var (Xi)=σ2i and Y= X1+X2+X3+…Xn, then
under some general conditions
Zn= [Y- ∑μi]/∑σ2i has approximately N(0,1) distribution
as n approaches infinity
If all μ’s are same and all σ’s are same, then
Zn= (Y- nμ)/σ√n has approximately N(0,1)
32
 Central Limit Theorem
• How large n must be to get reasonable
results using the normal distribution to
approximate Y. The answer depends upon
the distribution of xi’s.
• Thumb rules: if the distribution of xi’s
doesn’t radically depart from normal
distribution then n>=4.
• If xi’s are uniform density then n>=12
• Ill behaved, the distribution has measure
in tails then n>=100.
33
 Lognormal distribution
• Simplest form of density function of a variable
whose logarithm follows a normal probability
distribution
• random variable X with range space Rx: [x:0 < x
< ∞]
• Y=logex=ln x is normally distributed with mean
μy and variance σ2y.
• E(x)=μx=eμy+0.5(σ)2y
• σ2x=e2μy +σ2y (eσ2y-1)
34
 Lognormal distribution
• A lognormal distribution is bounded by zero below and
is skewed to the right.
• A lognormal distribution is useful for describing the
prices for many financial assets and a normal
distribution is often a good approximation for returns.
• A lognormal distribution is defined by mean and variance
which in turn are derived from mean and variance of its
associated normal distribution.
• When σ increases the mean of log normal increases, it
can spread outwards but it cant spread beyond zero,
therefore it means increases.
• A normal distribution is a closer fit for quarterly and
tearly holding returns than it is for daily or wekly returns.
• A normal distribution is less suitable for asset prices
since they cant fall below zero.
35