Statistics (I)

Continuous Probability
Distributions

王泰裕教授
成功大學工業與資訊管理學系

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 Continuous Probability
Distributions
 Uniform Probability Distribution
 Normal Probability Distribution
 Normal Approximation of Binomial
Probabilities
 Exponential Probability Distribution

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 Continuous Probability
Distributions
Uniform
f (x)

Normal f (x) Exponential

f (x)

x x
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 Continuous Probability
Distributions
 A continuous random variable can assume
any value in an interval on the real line or in
a collection of intervals.
 It is not possible to talk about the probability
of the random variable assuming a particular
value.
 Instead, we talk about the probability of the
random variable assuming a value within a
given interval. 4/78
 Continuous Probability
Distributions
 The probability of the random variable
assuming a value within some given interval
from x1 to x2 is defined to be the area under
the graph of the probability density function
f(x) between x1 and x2.
 f(x) ≧0
∞

∫ f ( x )dx = 1
−∞
P 𝑋𝑋 = 𝑥𝑥 = 0
Ex. P(X=3.12)=0, P(X=0)=0 5/71
 Continuous Probability
Distributions

Uniform Normal f (x) Exponential

f (x) f (x)

x x x
x1 x2 x1 x2 x1 xx12 x2

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 Continuous Probability
Distributions
 The expected value of a continuous random
variable x is:
∞
E ( x) = µ = ∫ xf ( x )dx
−∞

 The variance of a continuous random

variable x is:
∞
Var ( x ) = σ 2 = ∫ ( x − µ ) 2 f ( x )dx
−∞

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 Continuous Probability
Distributions
 If the random variable x has the density
function f(x), the probability of the random
variable assuming a value within some
given interval from x1 to x2 is defined to be
x2

P( x1 ≤ x ≤ x2 ) = ∫ f ( x )dx
x1

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 Continuous Probability
Distributions
 Cumulative probability function:
 If the random variable x has the density
function f(x), the cumulative distribution
function for x ≦x2 is:
x2

F ( x2 ) = P ( x ≤ x2 ) = ∫
−∞
f ( x )dx

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 Uniform Probability Distribution
 A random variable is uniformly distributed
whenever the probability is proportional to
the interval’s length.
 The uniform probability density function is:
f (x) = 1/(b – a) for a < x < b
=0 elsewhere

where: a = smallest value the variable can assume

b = largest value the variable can assume
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 Uniform Probability Distribution
 Expected Value of x
E(x) = (a + b)/2

 Variance of x

Var(x) = (b - a)2/12

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 Uniform Probability Distribution
 Example:
Random variable x = the flight time of an
airplane traveling from Chicago to New
York. Suppose the flight time can be any
value in the interval from 120 minutes to 140
minutes.

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 Uniform Probability Distribution
 Assume every 1-minute interval being equally
likely, x is said to have a uniform
probability distribution and the probability
density function is

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 Uniform Probability Distribution
 Example: Uniform Probability Density
Function for Flight Time

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 Uniform Probability Distribution
 What is the probability that the flight time is
between 120 and 130 minutes? That is,
what is P(120 ≤ x ≤ 130) ?
 Area provides Probability of Flight Time
Between 120 and 130 Minutes

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 Uniform Probability Distribution
 Applying these formulas to the uniform
distribution for flight times from Chicago to
New York, we obtain

and σ=5.77 minutes.

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 Uniform Probability Distribution
 Example: Slater's Buffet
Slater customers are charged
for the amount of salad they
take. Sampling suggests
that the amount of salad
taken is uniformly
distributed between 5 ounces
and 15 ounces.
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 Uniform Probability Distribution
 Uniform Probability Density Function

f(x) = 1/10 for 5 < x < 15

=0 elsewhere

where:
x = salad plate filling weight

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 Uniform Probability Distribution
 Expected Value of x
E(x) = (a + b)/2
= (5 + 15)/2
= 10

 Variance of x
Var(x) = (b - a)2/12
= (15 – 5)2/12
= 8.33

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 Uniform Probability Distribution
 Uniform Probability Distribution
for Salad Plate Filling Weight
f(x)

1/10

x
5 10 15
Salad Weight (oz.) 20/78
 Uniform Probability
Distribution
 What is the probability that a customer
will take between 12 and 15 ounces of salad?
f(x)

P(12 < x < 15) = 1/10(3) = .3

1/10

x
5 10 12 15
Salad Weight (oz.)
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 Normal Probability Distribution
 The normal probability distribution is the
most important distribution for describing a
continuous random variable.
 It is widely used in statistical inference.

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 Normal Probability Distribution
 It has been used in a wide variety of
applications:

Heights Scientific
of people measurements

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 Normal Probability Distribution
 It has been used in a wide variety of
applications:

Test Amounts
scores of rainfall

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 Normal Probability Distribution
 Normal Probability Density Function

where:
μ = mean,
σ = standard deviation,
π = 3.14159
e = 2.71828
Abraham de Moivre, a French mathematician, published
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The Doctrine of Chances in 1733.
 Normal Probability Distribution
 Characteristics
The distribution is symmetric; its skewness
measure is zero.

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 Normal Probability Distribution
 Characteristics
The entire family of normal probability
distributions is defined by its mean μ and
its standard deviation σ .

Standard Deviation σ

x
Mean µ 27/71
 Normal Probability Distribution
 Characteristics
The highest point on the normal curve is at the
mean, which is also the median and mode.

Standard Deviation σ

x
Mean µ
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 Normal Probability Distribution
 Characteristics
The mean can be any numerical value:
negative, zero, or positive.

x
-10 0 25 29/71
 Normal Probability Distribution
 Characteristics
The standard deviation determines the width of
the curve: larger values result in wider, flatter
curves.
σ = 15

σ = 25

x 30/71
 Normal Probability Distribution
 Characteristics
Probabilities for the normal random variable are
given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).

.5 .5
x 31/71
 Normal Probability Distribution
 Characteristics
 68.27% of values of a normal random variable
are within +/- 1 standard deviation of its mean.
 95.45% of values of a normal random variable
are within +/- 2 standard deviations of its mean.
 99.73% of values of a normal random variable
are within +/- 3 standard deviations of its mean.
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 Normal Probability Distribution
 Characteristics
99.73%
95.45%
68.27%

x
µ µ + 3σ
µ – 3σ µ – 1σ µ + 1σ
µ – 2σ µ + 2σ 33/71
 Standard Normal Probability
Distribution
 Remember z-score in previous chapter?
 A random variable having a normal distribution
with a mean of 0 and a standard deviation of 1 is
said to have a standard normal probability
distribution.

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Standard Normal Probability
Distribution

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Standard Normal Probability
Distribution

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 Standard Normal Probability
Distribution
The letter z is used to designate the standard
normal random variable.

σ=1

z
0

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 Standard Normal Probability
Distribution
 Converting to the Standard Normal
Distribution
𝑥𝑥−𝜇𝜇
z=
𝜎𝜎
We can think of z as a measure of the
number of standard deviations x is from µ.

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Standard Normal Probability
Distribution
 Areas, or probabilities, for The Standard
Normal Distribution

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Standard Normal Probability
Distribution

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Standard Normal Probability
Distribution
 Example: What is the probability that the z
value for the standard normal random
variable will be between .00 and 1.00?

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Standard Normal Probability
Distribution

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Standard Normal Probability
Distribution
 Example: P (−1.00 ≤ z ≤ 1.00) = ?

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 Standard Normal Probability
Distribution
 Example: P(−1.00 ≤ z ≤ 1.00) = ?
 Table 6.1 to show that the probability of a z
value between z = .00 and z = 1.00 is .3413
 the normal distribution is symmetric,
therefore,
P (−1.00 ≤ z ≤ 1.00) = P(−1.00 ≤ z ≤ .00) + P(.00 ≤ z ≤ 1.00)
= .3413 + .3413 = .6826
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 Standard Normal Probability
Distribution
 Example: =?
 =
the normal distribution is symmetric and
=
= .1915 + .5000 = .6915.
Standard Normal Probability
Distribution
 Standard Normal Probability
Distribution
 Example: P (1.00 ≤ z ≤ 1.58)= ?
 Probability of a z value between z = 0.00 and
z = 1.00 is .3413, and Probability of a z value
between z = 0.00 and z =1.58 is .4429 .
Hence, Probability of a z value between z = 1.00
and z = 1.58 is .4429 — .3413 = .1016.

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Standard Normal Probability
Distribution

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 Standard Normal Probability
Distribution
 Example: find a z value such that the
probability of obtaining a larger z value is .10.

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 Standard Normal Probability
Distribution

 An area of approximately .4000 (actually

.3997) will be between the mean and z
1.28.* In terms of the question originally
asked, the probability is approximately .10
that the z value will be larger than 1.28.
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 Standard Normal Probability
Distribution
 Standard Normal Density Function

where:
z = (x – µ)/σ
π = 3.14159
e = 2.71828
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 Standard Normal Probability
Distribution Pep
Zone
5w-20
Motor Oil
 Example: Pep Zone
Pep Zone sells auto parts and supplies
including a popular multi-grade
motor oil. When the stock of this
oil drops to 20 gallons, a replenishment
order is placed.

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Standard Normal Probability
Distribution
 Example: Pep Zone
The store manager is concerned that sales are
being lost due to stockouts while waiting
for an order. It has been determined
that demand during replenishment
lead-time is normally distributed Pep
Zone
with a mean of 15 gallons and a 5w-20
Motor Oil

standard deviation of 6 gallons.

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 Standard Normal Probability
Distribution
 Example: Pep Zone
The manager would like to know the
probability of a stockout, P(x > 20).
Pep
Zone
5w-20
Motor Oil

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 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
 Solving for the stockout Probability
Step 1: Convert x to the standard normal distribution.
z = (x - µ)/σ
= (20 - 15)/6
= .83

Step 2: Find the area under the standard normal

curve to the left of z = .83.
see next slide
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 Standard Normal Probability
Distribution
Pep
Zone
 Cumulative Probability Table for 5w-20
Motor Oil

the Standard Normal Distribution

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
. . . . . . . . . . .
.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
. . . . . . . . . . .

P(z < .83) 56/71

 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
 Solving for the stockout Probability

Step 3: Compute the area under the standard normal

curve to the right of z = .83.
P(z > .83) = 1 – P(z < .83)
= 1- .7967
= .2033

Probability
of a stockout P(x > 20)
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 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
 Solving for the stockout Probability

Area = 1 - .7967
Area = .7967
= .2033

z
0 .83
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 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution

 Standard Normal Probability Distribution

If the manager of Pep Zone wants the
probability of a stockout to be no more than
.05, what should the reorder point be?

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 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
 Solving for the Reorder Point

Area = .9500

Area = .0500

z
0 z.05
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 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
 Solving for the Reorder Point
Step 1: Find the z-value that cuts off an area of .05
in the right tail of the standard normal
distribution.
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
. . . . . . . . . . .
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732
We .9738 .9744
look up the .9750 .9756 .9761
complement of .9767
. . . . .the tail
. area. (1 - .05
. = .95)
. . . 61/71
 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
Solving for the Reorder Point
Step 2: Convert z.05 to the corresponding value
of x.
x = µ + z.05σ
= 15 + 1.645(6)
= 24.87 or 25

A reorder point of 25 gallons will place the

probability of a stockout during leadtime at
(slightly less than) .05.
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 Standard Normal Probability Pep
Zone
5w-20
Motor Oil

Distribution
 Solving for the Reorder Point
By raising the reorder point from 20
gallons to 25 gallons on hand, the probability
of a stockout decreases from about .20 to .05.
This is a significant decrease in the chance
that Pep Zone will be out of stock and unable
to meet a customer’s desire to make a purchase.

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 Normal Approximation of
Binomial Probabilities
 When the number of trials, n, becomes large,
evaluating the binomial probability function
by hand or with a calculator is difficult

 The normal probability distribution provides

an easy-to-use approximation of binomial
probabilities where n > 20, np > 5,
and n(1 - p) > 5.
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 Normal Approximation of
Binomial Probabilities
 Set
µ = np

Add and subtract 0.5 (a continuity correction

factor) because a continuous distribution is
being used to approximate a discrete
distribution. For example,
P(x = 10) is approximated by P(9.5 < x < 10.5).
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 Normal Approximation of
Binomial Probabilities
 Example: To find the binomial probability
of 12 successes in 100 trials and p = .1.
 n= 100, p = .1. np = 10 > 5 and
n(1 - p) = (100)(.9) =90 > 5.
 Mean, np = (100)(.1) = 10 > 5, Variance,
np(1 - p) = (100)(.1)(.9) =9. Compute the
area under the corresponding normal curve
between 11.5 and 12.5.
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Normal Approximation of
Binomial Probabilities

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 Exponential Probability
Distribution
 The exponential probability distribution is
useful in describing the time it takes to
complete a task.
 The exponential random variables can be
used to describe:

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 Exponential Probability
Distribution
Time between Time required Distance between
vehicle arrivals to complete major defects
at a toll booth a questionnaire in a highway

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 Exponential Probability
Distribution
 Density Function
1 − xfor
/µ x > 0, µ > 0
f ( x) = e , for x ≥ 0, µ > 0
µ

where: µ = mean
e = 2.71828

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 Exponential Probability
Distribution
 Cumulative Probabilities

P ( x ≤ x0 ) = 1 − e − xo / µ

where:
x0 = some specific value of x

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 Computing Probabilities for the
Exponential Distribution
 Example: The Schips loading dock
example.
 x = loading time and μ=15, which gives us

 What is the probability that loading a truck

will take between 6 minutes and 18
minutes?
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 Computing Probabilities for the
Exponential Distribution
 Since,

and

 The probability that loading a truck will

take between 6 minutes and 18 minutes is
equal to
.6988 -- .3297 = .3691.
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 Exponential Probability
Distribution
 Example: Al’s Full-Service Pump
The time between arrivals of
cars at Al’s full-service gas pump
follows an exponential probability
distribution with a mean time between
arrivals of 3 minutes. Al would like to
know the
probability that the time between two
successive arrivals will be 2 minutes or less. 74/78
 Exponential Probability
Distribution
P(x < 2) = 1 - 2.71828-2/3 = 1 - .5134 = .4866
f(x)

.4

.3

.2

.1

x
1 2 3 4 5 6 7 8 9 10
Time Between Successive Arrivals (mins.)
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 Exponential Probability
Distribution
A property of the exponential distribution is that
the mean, m, and standard deviation, s, are equal.
Thus, the standard deviation, s, and variance, s 2,
for the time between arrivals at Al’s full-service
pump are:
σ = µ = 3 minutes

σ 2 = (3)2 = 9
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 Exponential Probability
Distribution
 The exponential distribution is skewed to the
right.

 The skewness measure for the exponential

distribution is 2.

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Relationship between the Poisson
and Exponential Distributions

The Poisson distribution

provides an appropriate description
of the number of occurrences
per interval

The exponential distribution

provides an appropriate description
of the length of the interval
between occurrences

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