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Chapter #4 Continuous RV Prob Dist Function

Chapter 4 covers continuous random variables and their associated probability distributions, including probability density functions (PDFs) and cumulative distribution functions (CDFs). It explains how to calculate probabilities, means, and variances for these distributions, with a focus on specific types such as the normal and exponential distributions. The chapter also provides examples and exercises to illustrate the concepts and their applications.

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0% found this document useful (0 votes)
9 views71 pages

Chapter #4 Continuous RV Prob Dist Function

Chapter 4 covers continuous random variables and their associated probability distributions, including probability density functions (PDFs) and cumulative distribution functions (CDFs). It explains how to calculate probabilities, means, and variances for these distributions, with a focus on specific types such as the normal and exponential distributions. The chapter also provides examples and exercises to illustrate the concepts and their applications.

Uploaded by

yashabiba23
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 4:

Continuous Random Variables and


Probability Distributions

1
Outline

1. Continuous Random Variables


2. Probability Distributions and Probability Density Functions
3. Cumulative Distribution Functions
4. Mean and Variance of a Continuous Random Variable
5. Continuous Uniform Distribution
6. Normal Distribution
7. Normal Approximation to the Binomial and Poisson Distributions
8. Exponential Distribution

2
Learning Objectives

After careful study of this chapter, you should be able to do the following:
1. Determine probabilities from probability density functions
2. Determine probabilities from cumulative distribution functions, and
cumulative distribution functions from probability density functions, and
the reverse
3. Calculate means and variances for continuous random variables
4. Understand the assumptions for continuous probability distributions
5. Select an appropriate continuous probability distribution to calculate
probabilities for specific applications
6. Calculate probabilities, means and variances for continuous probability
distributions
7. Standardize normal random variables
8. Use the table for the cumulative distribution function of a standard
normal distribution to calculate probabilities
9. Approximate probabilities for Binomial and Poisson distributions

3
4-1 Continuous Random Variables
Continuous random variables- variables that can assume any
value in some range and infinite values within that range

Examples:
• Measurement of current in a thin copper wire. Results might
differ slightly over time due to temperature, impurities, current
variations etc.
• Steel box could have any weight between 0.345kg and 0.352kg

The objective to this chapter is to introduce some continuous


random distributions.

4
4-2 Probability Distributions and
Probability Density Functions
Density functions are commonly used to describe physical
systems.

Density function of a loading on a


long thin beam (grams/cm).

 You can not find the load at a discrete point. But you can find the load
over an interval of length. How?

 The load over the interval can be found by integrating the density
function over the interval.
5
4-2 Probability Distributions and
Probability Density Functions
 Similar to the previous example, the probability density
function f(x) can be used to describe the probability distribution
of a continuous random variable X.

Probability determined from


the area under f(x)

 The probability that the random variable X is between point a


and b is the integral of f(x) from a to b.
6
4-2 Probability Distributions and
Probability Density Functions

Definition

7
Probability Density Function

Discrete random variable Continuous random variable


• Sample space is finite or has • The sample space contains
countable many outcomes infinitely many outcomes
• Probability function f(x) is often • Density function f(x) is a
given by table Continuous function
• Calculation of probabilities • Calculation of probabilities
b

P( a < X < b) = ∑ f(x) P( a < X < b ) = ∫ f(x) dx


a<x<b a

8
Probability Density Function

 A histogram is an approximation to a probability density function.


For each interval of the histogram, the area of the bar equals the
relative frequency (proportion) of the measurements in the interval

Probability of
each interval

Histogram approximates a probability density function

9
4-2 Probability Density Functions (PDF)
Continuous Random Variable
Example: Suppose X is a continuous random variable taking value
on the interval [1, 4]. Its pdf function f(x) is given by

1
𝑓𝑓 𝑥𝑥 = 1 ≤ 𝑥𝑥 ≤ 4
2 𝑥𝑥

1. Check that f(x) is suitable function for a pdf.


2. What is the probability that
(i) x lies on [2, 3.5]
(ii) x ≥ 2
(iii) x < 3

10
4-2 Probability Distributions and
Probability Density Functions
Example:

 If a part with a diameter larger than 12.60 millimeters is


scrapped, what proportion of parts is scrapped?
SOLUTION:
A part is scrapped if X > 12.60.

11
4-2 Probability Distributions and
Probability Density Functions

Probability density function (PDF) for previous example


12
4-2 Probability Distributions and
Probability Density Functions
Example (cont.)

13
4-3 Cumulative Distribution Functions
Definition

Example: For the drilling operation in the previous example, F(x)


consists of two expressions:

𝐹𝐹 𝑥𝑥 = 0 for 𝑥𝑥 < 12.5


𝑥𝑥
𝐹𝐹 𝑥𝑥 = � 20𝑒𝑒 −20(𝑢𝑢−12.5) 𝑑𝑑𝑑𝑑 = 1 − 𝑒𝑒 −20 𝑥𝑥−12.5 for 𝑥𝑥 ≥ 12.5
12.5
14
4-3 Cumulative Distribution Functions
Example (cont.): Therefore,

0 for 𝑥𝑥 < 12.5


𝐹𝐹 𝑥𝑥 = �
1 − 𝑒𝑒 −20 𝑥𝑥−12.5
for 𝑥𝑥 ≥ 12.5
The figure below displays a graph of F(x).

Cumulative distribution function


15
Probability Density Function from the
Cumulative Distribution Function
• The probability density function (PDF) is the
derivative of the cumulative distribution function
(CDF).
• The cumulative distribution function (CDF) is the
integral of the probability density function (PDF).

dF ( x )
Given F ( x ) , f ( x ) = as long as the derivative exists.
dx

Sec 4-3 Cumulative Distribution 16


Functions
Exercise 4-5: Reaction Time
 The time until a chemical reaction is complete (in
milliseconds, ms) is approximated by this cumulative
distribution function:
F ( x) =
0
{ for x < 0
1 − e −0.01x for 0 ≤ x
 What is the Probability density function?
=
dF ( x ) d  0
f ( x) =
dx
=
0
{
for x < 0
1 − e −0.01x 0.01e −0.01x for 0 ≤ x
dx 
 What proportion of reactions is complete within 200
ms?
P ( X < 200 ) =F ( 200 ) =−
1 e −2 =0.8647
Textbook: Sec 4-3 Cumulative Distribution Functions 17
4-4 Mean and Variance of a
Continuous Random Variable
Definition

18
Expected Value 𝝁𝝁 of a
Continuous Random Variable
• If a continuous random variable x has the pdf f(x), 𝑎𝑎 ≤ 𝑥𝑥 ≤ 𝑏𝑏,
then
𝑏𝑏

𝜇𝜇 = � 𝑥𝑥𝑥𝑥 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑎𝑎
Example: calculate µ for the random variable with pdf
1
𝑓𝑓 𝑥𝑥 = 1 ≤ 𝑥𝑥 ≤ 4
2 𝑥𝑥
Answer: 𝜇𝜇 = 7/3

19
Standard Deviation of a
Continuous Random Variable
• If a continuous random variable x has the pdf f(x), 𝑎𝑎 ≤ 𝑥𝑥 ≤ 𝑏𝑏,
then the standard deviation is equal to:
𝑏𝑏

𝜎𝜎 = � 𝑥𝑥 − 𝜇𝜇 2 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑎𝑎

Example: A random variable x has a pdf


𝑓𝑓 𝑥𝑥 = 1 0 ≤ 𝑥𝑥 ≤ 1

Answer: 𝜎𝜎 = 1/ 12

20
4-4 Mean and Variance of a Continuous
Random Variable
Example:
For the copper wire current measurement example [f(x) = 0.05)],
the mean of X (where X has a range of 0 to 20 mA) is:

The variance of X is:

21
4-4 Mean and Variance of a Continuous
Random Variable
Expected Value of a Function
of a Continuous Random Variable

22
4-4 Mean and Variance of a
Continuous Random Variable
Example:
For the drilling operation in example on slide # 7, the mean of X is:

Integration by parts can be used to show that:

23
4-4 Mean and Variance of a
Continuous Random Variable
Example (cont.): The variance of X:

Although more difficult, integration by parts can be used two


times to show that V(X) = 0.0025.

24
4-5 Continuous Uniform Random
Variable

Definition

25
4-5 Continuous Uniform Random
Variable

Continuous uniform probability density function.

26
4-5 Continuous Uniform Random
Variable

Mean and Variance

27
4-5 Continuous Uniform Random
Variable
Example:
For the copper wire current measurement example, f(x) = 0.05,
X has a range of 0 to 20 mA (i.e., a = 0 and b = 20).

What is the probability that a measurement of current is between 5


and 10 mA?

28
4-5 Continuous Uniform Random
Variable
Example: The mean and variance formulas can be applied with
a = 0 and b = 20. Therefore,
𝑏𝑏 − 𝑎𝑎
𝐸𝐸 𝑋𝑋 = 𝑉𝑉 𝑋𝑋 = 𝑏𝑏 − 𝑎𝑎 2 /12
2

Consequently, the standard deviation of X is 5.77 mA.

29
4-5 Continuous Uniform Random
Variable
The cumulative distribution function of a continuous uniform
random variable is obtained by integration. If a < x < b,

Therefore, the complete description of the cumulative function of a


continuous uniform variable is:

30
Normal Distribution
Page 116

 A random variable X with probability density function

1 −(𝑥𝑥−𝜇𝜇)2
𝑓𝑓 𝑥𝑥 = 𝑒𝑒 2𝜎𝜎2 − ∞ < 𝑥𝑥 < ∞
2𝜋𝜋𝜋𝜋
is a normal random variable with parameters μ where −∞< μ <∞, and
σ > 0. Also,
E(X) = μ and V (X) = σ2

and the notation N(μ, σ2) is used to denote the distribution


Where
e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation

Sec 4-6 Normal Distribution


31
Normal Distribution
 Symmetrical
 Mean, Median and Mode are Equal

Location is determined by the mean, μ


Spread is determined by the standard deviation, σ
f(x)

σ
x
μ
Mean = Median = Mode
The random variable has an infinite theoretical range: + ∞ to − ∞
32
Normal Distribution

Changing μ shifts the


distribution left or right
f(x)

Changing σ increases
or decreases the σ
spread x
μ

33
4-6 Normal Distribution

Definition

34
4-6 Normal Distribution

Normal probability density functions for selected values of the


parameters µ and σ2.
35
4-6 Normal Distribution

𝜎𝜎5 𝜎𝜎2 𝜎𝜎1

µ=0 36
4-6 Normal Distribution
Some useful results concerning the normal distribution
For any normal random variable,
𝑃𝑃(𝜇𝜇 – 𝜎𝜎 < 𝑋𝑋 < 𝜇𝜇 + 𝜎𝜎) = 0.6827 ≈ 68%
𝑃𝑃(𝜇𝜇 – 2𝜎𝜎 < 𝑋𝑋 < 𝜇𝜇 + 2𝜎𝜎) = 0.9545 ≈ 95%
𝑃𝑃(𝜇𝜇 – 3𝜎𝜎 < 𝑋𝑋 < 𝜇𝜇 + 3𝜎𝜎) = 0.9973 ≈ 99.7%

37
4-6 Normal Distribution

6σ, area is 0.9973

4σ, area is 0.9545

2σ, area is 0.6827

1σ 2σ 3σ
µ 38
4-6 Normal Distribution

Definition : Standard Normal Distribution

39
4-6 Normal Distribution
Example
 Assume that X is a standard normal distribution variable.
 Find 𝑃𝑃 𝑍𝑍 ≤ 1.5 = Φ(1.5).
 Appendix table II provides 𝑃𝑃(𝑍𝑍 ≤𝑧𝑧).

z = 1.50 = 1.5 + 0.00

Standard normal
probability density function

40
4-6 Normal Distribution
Example
 Find P(Z ≤ 1.53).

z = 1.53 = 1.5 + 0.03

41
Example
A continuous random variable z has a standard
normal distribution. Calculate the probability that
(a) z < 1.2 (b) z > 1.2 (c) z > −1.2
(d) z < −1.2 (e) 0 ≤ z < 1 (f) −1 < z ≤ 1
(g) −0.5 < z < 2

42
4-6 Normal Distribution
Standardizing a Normal Random Variable

43
4-6 Normal Distribution
Example
Suppose that the current measurements in a strip of wire are
assumed to follow a normal distribution with μ = 10 and σ = 2 mA,
what is the probability that the current measurement is greater than
13 mA?

SOLUTION:
 Let X denote the current in mA.
 The requested probability is 𝑃𝑃(𝑋𝑋 > 13)
 Transform it to 𝑍𝑍 = (𝑋𝑋 − 10)/2
 So X >13 corresponds to 𝑍𝑍 > (13 − 10)/2 = 1.5.
 Hence we look for 𝑃𝑃(𝑍𝑍 > 1.5) of the standard normal Table.
 The table gives 𝑃𝑃(𝑍𝑍 ≤ 1.5).

44
4-6 Normal Distribution

Standardizing a normal random variable.

45
Example 10

A client has an investment portfolio whose mean value is equal to


1,000,000 with a standard deviation of 30,000. He has asked you to
determine the probability that the value of his portfolio is between
970,000 and 1,060,000.
Answer:
To solve the problem, we must first determine the corresponding Z
values for the portfolio limits. For 970,000 the corresponding Z value
is as follows: 𝑥𝑥 − 𝜇𝜇 970,000 − 1,000,000
𝑧𝑧 = = = −1
𝜎𝜎 30,000

And for the upper value, 1,060,000, the Z value is as follows:

𝑥𝑥 − 𝜇𝜇 1,060,000 − 1,000,000
𝑧𝑧 = = = +2
𝜎𝜎 30,000 46
Example 11

 The probability that the portfolio value, X, is between 970,000 and


1,060,000, is equal to the probability that Z is between -1 and +2.

𝑃𝑃 970,000 ≤ 𝑋𝑋 ≤ 1,060,000 = 𝑃𝑃 −1 ≤ 𝑍𝑍 ≤ 2
𝑃𝑃 −1 ≤ 𝑍𝑍 ≤ 2 = 1 − 𝑃𝑃 𝑍𝑍 ≥ 2 − 𝑃𝑃 𝑍𝑍 ≤ −1
𝑃𝑃 −1 ≤ 𝑍𝑍 ≤ 2 = 1 − 1 − 𝑃𝑃 𝑍𝑍 ≤ 2 − 𝑃𝑃 𝑍𝑍 ≤ −1
𝑃𝑃 −1 ≤ 𝑍𝑍 ≤ 2 = 𝑃𝑃 𝑍𝑍 ≤ 2 − 𝑃𝑃 𝑍𝑍 ≤ −1 = 𝐹𝐹 2 − 𝐹𝐹(−1)= 0.8185

970,000 1,000,000 1,060,000 X (μ = 1,000,000, σ = 30,000)


-1 0 2.0 Z (μ = 0, σ = 1) 47
4-6 Normal Distribution
To Calculate Probability

48
4-6 Normal Distribution
Example (cont.)
Based on the previous example, what is the
probability that the current is between 9 and 11 mA?
Solution:

 9 − 10 x − 10 11 − 10 
P (9 < X =
< 11) P  < < 
 2 2 2 
= P ( −0.5 < z < 0.5 )
= P ( z < 0.5 ) − P ( z < −0.5 )
= 0.69146 − 0.30854 = 0.38292

Using Excel
0.38292 = NORMDIST(11,10,2,TRUE) - NORMDIST(9,10,2,TRUE) 49
4-6 Normal Distribution
Example (cont.)
Determine the value for which the probability that a
current is below it is 0.98.
So we need x such that: 𝑃𝑃(𝑋𝑋 ≤𝑥𝑥) = 0.98.

Determining the value of x to meet a specified probability.


50
4-6 Normal Distribution
Example (cont.)

From Appendix table II, we can find the value of z that


gives a probability of 0.98.

𝟐𝟐. 𝟎𝟎𝟎𝟎 = (𝒙𝒙 − 𝟏𝟏𝟏𝟏)/𝟐𝟐 x = 14.1

Using Excel
14.107 = NORMINV(0.98,10,2)
51
Normal Approximations
• The binomial and Poisson distributions become more
bell-shaped and symmetric as their mean value increase.
• For manual calculations, the normal approximation is
practical – exact probabilities of the binomial and
Poisson, with large means, require technology (Minitab,
Excel).
• The normal distribution is a good approximation for:
– Binomial if np > 5 and n(1-p) > 5.
– Poisson if λ > 5.

Sec 4-7 Normal Approximation to the 52


Binomial & Poisson Distributions
4-7 Normal Approximation to the
Binomial and Poisson Distributions

Under certain
conditions, the normal
distribution can be
used to approximate
the binomial
distribution and the
Poisson distribution.

Normal approximation to the binomial. 53


4-7 Normal Approximation to the
Binomial and Poisson Distributions
Example 4-17

Solution:
• Let the random variable X denote the number of errors. Then X is a
binomial RV, and:

• How difficult is it to estimate?!!!


• Therefore, we are lucky that we can approximate X to a normal
distribution. 54
4-7 Normal Approximation to the
Binomial and Poisson Distributions
Normal Approximation of the Binomial Distribution

55
Example 4-18: Applying the Approximation
In a digital communication channel, assume that the number of bits received in
error can be modeled by a binomial random variable. The probability that a bit
is received in error is 10-5. If 16 million bits are transmitted, what is the
probability that 150 or fewer errors occur?
𝑛𝑛 = 16000000
𝑝𝑝 = 10−5
𝑛𝑛𝑛𝑛 = 160 > 5
P ( X ≤ 150 ) = P ( X ≤ 150.5 )
 
 X − 160 150.5 − 160 
= P ≤
(
 160 1 − 10−5
 ) 160 (1 − 10−5 ) 

 −9.5 
= PZ ≤ =  P ( Z ≤ −0.75104= ) 0.2263
 12.6491 
Using Excel
0.2263 = NORMDIST(150.5, 160, SQRT(160*(1-0.00001)), TRUE)
-0.7% = (0.2263-0.228)/0.228 = percent error in the approximation
56
Sec 4-7 Normal Approximation to the Binomial & Poisson Distributions
4-7 Normal Approximation to the
Binomial and Poisson Distributions
Example 4-18
• For the previous example, 𝑛𝑛 = 16 × 106 , 𝑝𝑝 = 1 × 10−5 ,
𝑛𝑛𝑛𝑛 = 160.

• np is much larger than 5, the approximation is expected to


work well in this case.

57
4-7 Normal Approximation to the
Binomial and Poisson Distributions

Conditions for approximating hypergeometric and


binomial probabilities.

58
4-7 Normal Approximation to the
Binomial and Poisson Distributions

Normal Approximation to the Poisson Distribution

59
4-7 Normal Approximation to the
Binomial and Poisson Distributions
Example 4-20

60
4-8 Exponential Distribution
Definition

Probability distribution that describes the time between events in a Poisson point process, i.e., a
process in which events occur continuously and independently at a constant average rate

Mean and Variance

61
4-8 Exponential Distribution
Example:
 In a large corporate computer network, user log-ons to the system can
be modeled as exponential process with a 𝝀𝝀 = 𝟐𝟐𝟐𝟐 log-ons per hour.
 What is the probability that there are no log-ons in an interval of 6
minutes?

Probability for the exponential distribution in Example 4-21.

62
4-8 Exponential Distribution
SOLUTION:
 Let X denote the time in hours from the start of the interval until the first log-on.
 Then X has an exponential distribution with λ =25 log-ons/hour
 Required: 𝑃𝑃(𝑋𝑋 > 6)
 λ is given in hours. So we need to change all times in hours.
 6 minutes = 0.1 hour !!!


P ( X > 0.1)= ∫ 25e −25 x dx= e −25( 0.1)= 0.082
0.1

The cumulative distribution function also can


be used to obtain the same result as follows
P ( X > 0.1) =
1 − F ( 0.1) =
0.082

Using Excel
0.0821 = 1 - EXPONDIST(0.1,25,TRUE)
63
4-8 Exponential Distribution
Example (cont.)
Continuing, what is the probability that the time until the next
log-on is between 2 and 3 minutes (0.033 & 0.05 hours)?
0.05
P ( 0.033 < X < 0.05 ) =∫ 25e −25 x
dx
0.033

−25 x 0.05
=
−e =
0.152
0.033

An alternative solution is
P ( 0.033 < X < 0.05
= ) F ( 0.05) − F ( 0.033
= ) 0.152
Using Excel
0.148 = EXPONDIST(3/60, 25, TRUE) - EXPONDIST(2/60, 25, TRUE)
(difference due to round-off error)
64
4-8 Exponential Distribution
Example (cont.)
• Continuing, what is the interval of time such that the
probability that no log-on occurs during the interval is 0.90?
𝑃𝑃 𝑋𝑋 > 𝑥𝑥 = 0.9
+∞
+∞
𝑃𝑃 𝑋𝑋 > 𝑥𝑥 = � 25𝑒𝑒 −25𝑤𝑤 𝑑𝑑𝑤𝑤 = − 𝑒𝑒 −25𝑥𝑥 𝑥𝑥 = 𝑒𝑒 −25𝑥𝑥
𝑥𝑥
P ( X > x )= e −25 x= 0.90, − 25 x= ln ( 0.90 )
−0.10536
= x = 0.00421 = hour 0.25 minute
−25
• What is the mean and standard deviation of the time until the
next log-in? 1 1
µ= = = 0.04 hour= 2.4 minutes
λ 25
1 1
σ= = = 0.04 hour= 2.4 minutes
λ 25 65
4-8 Exponential Distribution
Our starting point for observing the system does not matter.

An even more interesting property of an exponential random variable is


the lack of memory property.

• In previous Example, suppose that there are no log-ons from 12:00


to 12:15; the probability that there are no log-ons from 12:15 to
12:21 is still 0.082.

• Because we have already been waiting for 15 minutes, we feel that


we are “due.” That is, the probability of a log-on in the next 6
minutes should be greater than 0.082.

However, for an exponential distribution this is not true.

66
4-8 Exponential Distribution
Example (cont.)
Let X denote the time between detections of a particle with a Geiger
counter (nuclear radiation). Assume X has an exponential distribution with
E(X) = 1.4 minutes. What is the probability that a particle is detected in
the next 30 seconds?

P ( X < 0.5 ) =
F ( 0.5 ) =
1 − e −0.5 1.4 =
0.30
Using Excel
0.300 = EXPONDIST(0.5, 1/1.4, TRUE)

 Now suppose we turn the Geiger counter and wait 3 minutes without detecting
a particle. What is the probability that a particle is detected in the next 30
seconds?

 Do you think that the probability will be higher than 0.3?


No.
 Why?
 This is the nature of exponential distribution!!!!
Prove it!!!
67
4-8 Exponential Distribution
Example (cont.):
 This situation can be expressed as a conditional probability that,
𝑷𝑷 𝑿𝑿< 𝟑𝟑. 𝟓𝟓 𝑿𝑿>𝟑𝟑).

 No particle has been detected in the last 3 minutes. Will the probability
increase since it is “due”?

P ( 3 < X < 3.5 ) F ( 3.5 ) − F ( 3) 0.035


P ( X < 3.5 X > 3=
) P X > 3 = 1 − F 3 = 0.117= 0.30
( ) ( )
 No, the probability that a particle will be detected depends only on
the interval of time, not its detection history.

The fact that you waited 3 minutes without a detection does not change
the probability of a detection in the next 30 seconds.

68
4-8 Exponential Distribution
Lack of Memory Property

Area: A+B+C+D=1
So we have two P(X<t2) = A/(A+B+C+D)
distributions with P(X<t1+t2 | x>t1) = C/(C+D)
this property; one
for discrete RVs.
(Geometric), the
second is for the
continuous RVs
(Exponential).

Lack of memory property of an


Exponential distribution
69
Tutorial 1:
1) A machine manufactures 300 micro-chips per hour. The probability an
individual chip is faulty is 0.01. Calculate the probability that (a) two (b) four
(c) more than three faulty chips are manufactured in a particular hour. Use
both binomial and Poisson approximation and compare the resulting
probabilities.
2) The time between breakdowns of a particular machine follows an exponential
distribution with a mean of 17 days. Calculate the probability that a machine
breaks down in a 15 day period.
3) The mean time taken by an engineer to repair an electrical fault in a system is
2.7 hours. If the time taken to repair an electrical fault follows an exponential
distribution, calculate the probability that the engineer will repair a fault in
less than the mean time.
4) A random variable t has a uniform pdf with T = 1.5. Calculate the probability
that (a) 0.7 ≤ t ≤ 1.3 (b) 1 < t < 2 (c) | t |< 0.5 (d) | t |> 1

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Tutorial 2:
1) A random variable has a standard normal distribution. Calculate the
probability that it lies in the following intervals (a) (0.25; 0.75) (b)
(−0.3; 0.1) (c) within 1.5 standard deviations of the mean (d) more than
two standard deviations from the mean (e) (−1.7;−0.2)
2) A random variable x has a normal distribution with mean 4 and standard
deviation 0.8. Calculate the probability that 3 ≤ x ≤ 4.4 (b) 2.5 < x < 3.9
(c) x > 4.6 (d) x < 4.2 (e) x is within 0.6 of the mean (f) | x |< 4.2
(g) | x | ≥ 4.2
3) A machine produces car pistons. The diameter of the pistons follows a
normal distribution with mean 6.04cm and standard deviation of 0.02
cm. The piston is acceptable if its diameter is in the range 6.010 cm to
6.055cm. What percentage of pistons is acceptable?

4) The random variable x has a normal distribution. How many standard


deviations above the mean must the point 𝑥𝑥0 be placed if
(a) P(x > x0) = 0.1 (b) P(x > x0) = 0.05.

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