CONTINUOUS RANDOM VARIABLE

Random Variable Types

RANDOM VARIABLE
Discrete
Continuous
distribution is
variables can take
concentrated on a
any value of an
finite or countable
interval, (a, b), (a,
number of isolated
+∞), (−∞,+∞), etc.
values.

CONTINUOUS RANDOM VARIABLES

Examples: service time,
Examples: number of jobs installation time,
submitted to a printer, download time, failure
the number of errors, time, and also physical
the number of error-free measurements like
modules, the number of weight, height, distance,
failed components etc. velocity, temperature, Continuo
Discrete connection speed etc.
us
 Examples: Continuous Random Variable

CONTINUOUS RANDOM VARIABLE

• The time it takes to complete an exam for a 60 minute test
Possible values = all real numbers on the interval [0,60]

• Age of a fossil Possible values = all real numbers on the

interval [minimum age, maximum age]

• Miles per gallon for a Toyota Prius Possible Values = all real
numbers on the interval [minimum MPG, maximum MPG]
Probability Distribution for Continuous Random
Variable

CONTINUOUS RANDOM VARIABLE

 PROBABILITY DENSITY FUNCTION
Example
Height of Adults
 PROBABILITY DENSITY FUNCTION
Example
Test Score
 Examples

PROBABILITY DENSITY FUNCTION

Wind Speed at different locations

Weight of an Adult
 Discrete Vs Continuous Probability Distribution
•Continuous probability is measured over intervals
•Discrete probability is calculated on exact points.

•For example, it would make no sense to find the probability it took exactly 32 minutes
to finish an exam. It might take you 32.012342472… minutes. Probability of points no
longer makes sense when we move from discrete to continuous random variables.

•Instead, you could find the probability of taking at least 32 minutes for the exam, or
the probability of taking between 31 and 33 minutes to complete the exam.

•Instead of assigning probability to points, we define a probability density function

(pdf) that will help us find probabilities. This function must always have a non ‐negative
range (output). Probability can then be determined by finding the area under the
function. To be a valid probability density function, the total area under the curve must
equal 1.
 Discrete Vs Continuous Probability Distribution

If the drawing represents a valid probability density function for a

random variable X
P(a<X<b)= shaded area
Discrete Vs Continuous Probability Distribution

Discrete Probability Distribution Continuous Probability Distribution

•Countable •Uncountable

•Discrete Points •Continuous Intervals

•Points have probability •Points have no probability

•p(x) is probability distribution function •f(x) is probability density function

•p(x)≥0 •f(x)≥0

•Σp(x)=1 •Total Area under curve =1

DISCRETE VS. CONTINUOUS RANDOM VARIABLES
 Continuous Probability Distribution

Probabilities can be calculated

b by integrating a density over the given sets.
Further more, the integral f ( x) dx equal the area below the density curve
between a and b. Therefore, a

That is, the total area below the density curve is equal to 1.

P(X) = 0 for all continuous random variables, because

 Example: Continuous Probability Distribution

The time to drive to school for a community college student is an example of a

continuous random variable. The probability density function and areas of regions
created by the points 15 and 25 minutes are shown in the graph.
 Example: Continuous Probability Distribution

1. Find the probability that a student takes less than 15 minutes to drive to school.
2. Find the probability that a student takes no more than 15 minutes to drive to school.
3. Find the probability that a student takes more than 15 minutes to drive to school.
4. Find the probability that a student takes between 15 and 25 minutes to drive to
school.

Solution

P(X<15)=0.20(<15)=0.20
P(X≤15)=0.20(≤15)=0.20
P(X>15)=0.45+0.35=0.80(>15)=0.45+0.35=0.80
P(15≤X≤25)=0.45
Integration
Example
Example
Cumulative Probability Distribution
The cumulative distribution function (cdf) of a continuous
random variable X is defined in exactly the same way as the cdf
of a discrete random variable.
F(b) = P(X ≤ b)
In case of continuous random variable, cumulative distribution
function F(x) is an anti derivative of a density.
Example
Example
Derivatives
Mean and Variance of Continuous Probability Distribution
Probability Density Function

The probability density function of the age of the babies is , x years, being brought to
a clinic is given by

EXAMPLE
1. If 60 babies are brought to clinic on a particular day what is the probability, how
many are expected to be under 8 months old?
2. What is the probability that a baby is less that 6 months old?
3. Find the mean age of babies brought to the clinic
4. Find the variance for the given distribution.
Solution: Probability Density Function

E
MPL
EXA
Solution: Probability Density Function

EXAMPLE
Families of continuous distributions.

CONTINUOUS DISTRIBUTIONS
Uniform

Exponential

Gamma

Normal
Uniform Probability Distribution

Uniform distribution is used in any situation when a value is picked “at random” from
a given interval; that is, without any preference to lower, higher, or medium values.
For example,

• If you randomly approach a person and try to guess his/her birthday, the
probability of his/her birthday falling exactly on the date you have guessed
follows a uniform distribution. For instance, the probability that the 1st of
January is supposed to be his/her birthday is equal to 1/365, which is the
same as the probability that the 2nd of January is his/her birthday, which is
the same as the probability of each and every day of the year to be his/her
birthday.

To give equal preference to all values, the Uniform distribution has a constant
density. On the interval (a, b), its density equals
Total area under the density curve is 1.
Example:

Suppose b=30, a=10

Mean and Variance of Uniform Probability Distribution
Mean and Variance of Uniform Probability Distribution

This means that you should expect the elevator to take 20 seconds to arrive at your floor
with a standard error of 5.774 seconds.
The amount of time, in seconds, that an advertisement window pops is uniformly
distributed between zero and 15 seconds, inclusive. What is the probability that an
advertisement window pops in fewer than 12 seconds?

UNIFORM DISTRIBUTION (EXAMPLE)

Find the mean, μ, and the standard deviation, σ of the time for ad window to pop.

Solution

Let X = the number of seconds to get a window popped, a = 0 and b = 15.

X~ U(0, 15).

f(x)=1/(15−0) =1/15 for 0 ≤x ≤ 15.

Compute: P (x < 12).
P(x<12)=(12−0)(1/15)= 12/15
μ=(a+b)/2=(15+0)/2=7.5.
σ=√(b−a)2/12=√(15−0) 2/12=4.3
Normal Distribution
This density is known as the bell-shaped
curve, symmetric and centered at μ, its
spread being controlled by σ. Besides
sums, averages, and errors, Normal
distribution is often found to be a good
model for physical variables like weight,
height, temperature, voltage, pollution
level, and for instance, household incomes
or student grades.
Properties of Normal Distribution
Empirical Rule of Normal Distribution
Standard Normal Distribution
•Normal distribution with “standard parameters” μ = 0 and σ = 1 is called Standard
Normal distribution. Notations are:

NORMAL DISTRIBUTION
• A Standard Normal variable, usually denoted by Z, can be obtained from a non-
standard Normal(μ, σ) random variable X by standardizing, Z = (X − μ )/σ
• Un-standardizing Z, initial variable X can be reconstructed, X = μ + σ Z.
• Using these transformations, any Normal random variable can be obtained from a
Standard Normal variable Z.
• Therefore, only a table of Standard Normal Distribution is needed
Standard Normal Distribution
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example

As a sleep researcher, you’re curious about how sleep habits

changed during COVID-19 lockdowns. You collect sleep
duration data from a sample during a full lockdown.

Before the lockdown, the population mean was 6.5 hours of

sleep. The lockdown sample mean is 7.62.

To assess whether your sample mean significantly differs from

the pre-lockdown population mean, you perform a z test:

First, you calculate a z score for the sample mean value.

Then, you find the p value for your z score using a z table.
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example
Normal Distribution: Example

For a certain type of computers, the length of time between charges of the battery is
normally distributed with a mean of 50 hours and a standard deviation of 15 hours.
What is the probability that the length of time will be between 50 and 70 hours.

Solution:

Let x be the random variable that represents the length of time. It has a mean of 50
and a standard deviation of 15.
We have to find the probability that x is between 50 and 70 or P( 50< x < 70)
For x = 50 , z = (50 - 50) / 15 = 0
For x = 70 , z = (70 - 50) / 15 = 1.33
P( 50< x < 70) = P( 0< z < 1.33) = [area to the left of z = 1.33] - [area to the left of z = 0]
= 0.9082 - 0.5 = 0.4082
The probability that length of time between 50 and 70 hours is equal to 0.4082
Normal Distribution: Example

The length of life of an instrument produced by a machine has a normal distribution

with a mean of 12 months and standard deviation of 2 months. Find the probability
that an instrument produced by this machine will last

a) less than 7 months.

b) between 7 and 12 months

Solution:

Solution:
a) P(x < 7) = P(z < -2.5) = 0.0062

b) P(7 < x < 12) = P(-2.5 < z < 0) = 0.4938

Central Limit Theorem

• The Central Limit Theorem states that the sampling distribution of the
sample means approaches a normal distribution as the sample size gets
larger — no matter what the shape of the population distribution. This fact
holds especially true for sample sizes over 30.

• An essential component of the Central Limit Theorem is that the average of

the sample means will be the population mean. Similarly, if you find the
average of all of the standard deviations in your sample, you’ll find the
actual standard deviation for your population.

• It’s a pretty useful phenomenon that can help accurately predict

characteristics of a population.