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The time between patients arriving at an outpatient clinic follows an exponential distribution at a rate of 15 patients per hour. Let X = time between patients. Then X ~ Exp(λ) where λ = 15 patients/hour = 1/4 patients/minute. We want P(X > 6 minutes) = e^(-λx) = e^(-1/4 * 6) = e^-1.5 ≈ 0.2231 So the probability that a randomly chosen arriving interval will not exceed 6 minutes is 0.2231.

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34 views19 pages

Slide Chap4

The time between patients arriving at an outpatient clinic follows an exponential distribution at a rate of 15 patients per hour. Let X = time between patients. Then X ~ Exp(λ) where λ = 15 patients/hour = 1/4 patients/minute. We want P(X > 6 minutes) = e^(-λx) = e^(-1/4 * 6) = e^-1.5 ≈ 0.2231 So the probability that a randomly chosen arriving interval will not exceed 6 minutes is 0.2231.

Uploaded by

dangxuanhuy3108
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 4:

Continuous random variables and


Probability distribution
LEARNING OBJECTIVES
1. Continuous random variable
2. Probability density function
3. Cumulative distribution function
4. Mean and Variance
5. Uniform and Normal distributions
6. Normal approximation to the Binomial and Poisson.
Continuous random variables
Definition
A continuous random variable is a random variable whose
possible values includes in an interval of real numbers.

Example:
1. The height of a student at FPT university can be any number
between 150cm – 190cm.
2. The weight of a newborn can be any number between
0.5kg - 4.5kg.
Probability density function (pdf)
Definition
The probability density function (pdf) of a continuous
random variable X is a function such that:
1.
2.
3.

Property (X is a continuous random variable)


P ( x1  X  x2 )  P ( x1  X  x2 )
 P ( x1  X  x2 )
 P ( x1  X  x2 )
Probability density function (pdf)
Example 1: Suppose that the probability density function of a
continuous random variable X is:
f (x ) = e - ( x - 3) , x ³ 3
Determine
P (1 £ X < 5); P (X < 8); P (X ³ 0).

Example 2: The probability density function of the length of a


metal rod is f (x ) = cx 2 for 2 £ x < 3

a. What is the value of c?


b. Find P (X < 2.5 or X ³ 2.8) ?
Cumulative distribution function (cdf)
Definition
The cumulative distribution function (cdf ) of a continuous
random variable X is
x

F (x ) := ò f (t )dt
- ¥
for -∞ < x < +∞.

Remark: If X is continuous random variable with cumulative


distribution function F(x) then we can use:

F’(x) = f(x)
Cumulative distribution function (cdf)
Example 1: Suppose the cumulative distribution function of the
random variable X is ìï 0, if x < 1
ïï
F (x ) = ïí 0.5x - 0.5, if 1 £ x < 3
ïï
ïï 1, if x ³ 3
î
Find

Example 2: Suppose the probability density function of the


random variable X is - ( x - 3)
f (x ) = e , x³ 3
Find the cumulative distribution function of X.
Mean and variance of a continuous random variable
Definition
Suppose X is a continuous random variable with probability
density function f(x).
The mean or expected value of X is defined by

  E ( X ) :  xf ( x)dx

The variance of X is defined by
 
 2  V ( X ) :  ( x  )2 f ( x)dx   x2 f (x)dx   2
 

The standard deviation of X is


Mean and variance of a continuous random variable
Example 1: Assume that X is a continuous random variable
with the following probability density function

Determine the mean and variance of X.

Example 2: The cumulative distribution function of the random


variable X is
ìï 0, if x < 1
ïï
F (x ) = ïí 0.5x - 0.5, if 1 £ x < 3
ïï
ïï 1, if x ³ 3
î
Find the standard deviation of X.
Continuous uniform distribution
 1
 , a xb
pdf: f ( x)   b  a
 0 otherwise

Mean and Variance:


ab (b  a ) 2
  EX  ,   V (X ) 
2

2 12

cdf: 0 xa
xa

F ( x)   a xb
b  a
1 bb
Continuous uniform distribution
Example 1: Suppose X has a continuous uniform distribution
over the interval [1;10].
• Determine the mean, variance and standard deviation of X.
• Find P(X<6.5).
• Determine the cumulative distribution function of X.

Example 2: Suppose X has a continuous uniform distribution


over [5;15]. What is the mean and variance of Y=8X?
Normal distribution
Notation: X = N(µ, σ2)
1 x 2
1 ( )

pdf: f (x)  e 2 
,    x  
2 2

Mean and Variance: E(X) = µ V(X) = σ2

13/03/2024
Standard normal distribution
Notation: Z = N(0,1)
 x2
1
pdf: f ( x)  e 2
,    x  
2
 x2
z
e 2

cdf: ( z )  
 2
dx .

Example 1: Find the standard normal-curve area between z = −1 and z = −0.4?

Hint: Use Appendix Table III or NORM.S.DIST(a;1) in Excel to find P(z<a).

Example 2: Assume that z scores are normally distributed with a mean of 0 and a standard

deviation of 1. If P(z < a) = 0.1487, find a.

Hint: Use
13/03/2024 Appendix Table III or NORM.S.INV(p) in Excel to find a such that
Normal distribution
Standardizing
If X = N(µ, σ2) then
X 
Z

is a standard normal random variable N(0, 1).

Example 1: A machine pours beer into 16 oz. bottles. Experience has shown that the

number of ounces poured is normally distributed with a standard deviation of 1.3

ounces. Find the probabilities that the amount of beer the machine will pour into the

next bottle will be more than 16.25 ounces.

Example 2: The tread life of a particular brand of tire is a random variable best

described by a normal distribution with a mean of 65,000 miles and a standard

deviation of 1,500 miles. What warranty should the company use if they want 95% of
Approximation using Normal distribution
Normal Approximation to the Binomial Distribution
If X has a Binomial distribution B(n, p) then random variable
X  np
Z
np(1  p)
is approximately a standard random variable N(0,1).

x  0.5  np
P( X  x)  P( Z  )
We have np (1  p )
x  0.5  np
P( X  x)  P( Z  )
np (1  p )

Remark: The approximation is good for np > 5 and n(1-p) > 5.


Approximation using Normal distribution

Example: The manufacturing of semiconductor chips produces


3% defective chips. Assume the chips are independent and that
a lot contains 800 chips. Approximate the probability that
more than 30 chips are defective.

Hint: X~B(n = 800; p = 0.03). Use Normal approximation.

Remark: Can use BINOM.DIST in Excel to find actual value.


Approximation using Normal distribution
Normal Approximation to the Poisson Distribution
If X then random variable
X 
Z

is approximately a standard random variable N(0,1).

We have 𝑥+ 0.5 − λ
𝑃 ( 𝑋 ≤ 𝑥 )≈ 𝑃 ( 𝑍 ≤ )
√λ
𝑥 − 0.5 − λ
𝑃 ( 𝑋 ≥ 𝑥 )≈ 𝑃 ( 𝑍 ≥ )
√λ
Remark: The approximation is good for λ > 5.
Approximation using Normal distribution

Example: The number of customers that arrive at a fast-food


business during a one-hour period is known to be Poisson
distributed with a mean equal to 9.6. What is the probability
that more than 10 customers will arrive in a one-hour period?

Hint: X~P(9.6). Use Normal approximation

Remark: Can use POISSON.DIST in Excel to find actual value.


Exponential distribution
Definition
The random variable X that equals the distance between two
consecutive events with mean number of events λ > 0 per unit
interval is an exponential random variable with parameter λ.
The probability density function of X is:
f (x ) = l e - l x , x ³ 0

Remark: If a random variable X has exponential distribution

with parameter λ then


Exponential distribution
Example 1: The time between customer arrivals at a furniture
store has an approximate exponential distribution with mean of
9 minutes. If a customer just arrived, find the probability that
the next customer will not arrive for at least 15 minutes.

Example 2: The time between patients arriving at an outpatient


clinic follows an exponential distribution at a rate of 15
patients per hour. What is the probability that a randomly
chosen arriving interval will not exceed 6 minutes?

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