Chapter 6

Some Continuous Probability

Distributions
 Probability Distributions
Probability
Distributions

Ch. 5 Discrete Continuous Ch. 6

Probability Probability
Distributions Distributions

Binomial Normal

Poisson Uniform

Hypergeometric Exponential
Continuous Probability Distributions
 A continuous random variable is a variable that
can assume any value on a continuum (can
assume an uncountable number of values)
 thickness of an item
 time required to complete a task
 temperature of a solution
 height, in inches

 These can potentially take on any value,

depending only on the ability to measure
accurately.
The Normal Distribution
Probability
Distributions

Continuous
Probability
Distributions

Normal

Uniform

Exponential
 The Normal Distribution
‘Bell Shaped’
 Symmetrical
f(X)
 Mean, Median and Mode
are Equal
Location is determined by the σ
mean, μ X
Spread is determined by the μ
standard deviation, σ
Mean
= Median
The random variable has an = Mode
infinite theoretical range:
+  to  
 Many Normal Distributions

By varying the parameters μ and σ, we obtain

different normal distributions
 The Normal Distribution
Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X
 The Normal Probability
Density Function
 The formula for the normal probability density
function is
1  (1/2)[(X  μ)/σ] 2
f(X)  e
2π

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
X = any value of the continuous variable
 Finding Normal Probabilities

Probability is the
Probability is measured by the area
area under the
curve! under the curve
f(X)
P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the probability
of any individual value is
zero)

a b X
 Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

f(X) P(    X  μ)  0.5
P(μ  X   )  0.5

0.5 0.5

μ X
P(    X   ) 1.0
 Empirical Rules

What can we say about the distribution of values

around the mean? There are some general rules:
f(X)

μ ± 1σ encloses about
68% of X’s
σ σ

μ-1σ μ μ+1σ X

68.26%
 The Empirical Rule
(continued)

 μ ± 2σ covers about 95% of X’s

 μ ± 3σ covers about 99.7% of X’s

2σ 2σ 3σ 3σ
μ x μ x

95.44% 99.73%
 The Standardized Normal

 Any normal distribution (with any mean and

standard deviation combination) can be
transformed into the standardized normal
distribution (Z)

 Need to transform X units into Z units

 Translation to the Standardized
Normal Distribution

 Translate from X to the standardized normal

(the “Z” distribution) by subtracting the mean
of X and dividing by its standard deviation:

X μ
Z
σ
The Z distribution always has mean = 0 and
standard deviation = 1
 The Standardized
Normal Distribution

 Also known as the “Z” distribution

 Mean is 0
 Standard Deviation is 1
f(Z)

0 Z

Values above the mean have positive Z-values,

values below the mean have negative Z-values
 Example

 If X is distributed normally with mean of 100

and standard deviation of 50, the Z value for
X = 200 is

X  μ 200  100
Z   2.0
σ 50
 This says that X = 200 is two standard
deviations (2 increments of 50 units) above
the mean of 100.
 Comparing X and Z units

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the distribution is the same, only the

scale has changed. We can express the problem in
original units (X) or in standardized units (Z)
 The Standardized Normal Table

0.9772
Example:
P(Z < 2.00) = 0.9772

0 2.00 Z
 The Standardized Normal Table
(continued)

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0

the value of Z 0.1
. The value within the
to the first .
decimal point . table gives the
2.0 .4772 probability from Z = 0
up to the desired Z
2.0
value
P(Z < 2.00) = 0.9772
 Probability Between
Two Values

 Suppose X is normal with mean 8.0 and

standard deviation 5.0. Find P(8 < X < 8.6)

Calculate Z-values:

X μ 8 8
Z  0
σ 5
8 8.6 X
X  μ 8.6  8 0 0.12 Z
Z  0.12
σ 5 P(8 < X < 8.6)
= P(0 < Z < 0.12)
 General Procedure for
Finding Probabilities

To find P(a < X < b) when X is

distributed normally:
 Draw the normal curve for the problem in
terms of X

 Translate X-values to Z-values

 Use the Standardized Normal Table

 Finding Normal Probabilities

 Suppose X is normal with mean 8.0 and

standard deviation 5.0
 Find P(X < 8.6)

X
8.0
8.6
 Finding Normal Probabilities
(continued)
 Suppose X is normal with mean 8.0 and
standard deviation 5.0. Find P(X < 8.6)
X  μ 8.6  8.0
Z  0.12
σ 5.0

μ=8 μ=0
σ = 10 σ=1

8 8.6 X 0 0.12 Z

P(X < 8.6) P(Z < 0.12)

 Solution: Finding P(Z < 0.12)

Standardized Normal Probability = 0.5+(Z < 0.12)

Table (Portion) =0.5+0.0478
Z .00 .01 .02 =0.5478
0.0

0.1 .0478
0.2
Z
0.00
0.3
0.12
 Upper Tail Probabilities

 Suppose X is normal with mean 8.0 and

standard deviation 5.0.
 Now Find P(X > 8.6)

X
8.0
8.6
 Upper Tail Probabilities
(continued)
 Now Find P(X > 8.6)…
P(X > 8.6) = P(Z > 0.12) = 0.5 - P(0< Z < 0.12)
= 0.5 - 0.0478 = 0.4522

0.5 0.5 - 0.0478

= 0.4522

Z Z
0 0
0.12 0.12
 Probabilities in the Lower Tail

 Suppose X is normal with mean 8.0 and

standard deviation 5.0.
 Now Find P(7.4 < X < 8)

X
8.0
7.4
 Probabilities in the Lower Tail
(continued)

Now Find P(7.4 < X < 8)…

P(7.4 < X < 8)
= P(-0.12 < Z < 0) 0.0478
= P(0<Z < 0.12)
= 0.0478

The Normal distribution is

symmetric, so this probability
7.4 8.0 X
is the same as P(0 < Z < 0.12) Z
-0.12 0
 Finding the X value for a
Known Probability

 Steps to find the X value for a known

probability:
1. Find the Z value for the known probability
2. Convert to X units using the formula:

X μ  Zσ
 Evaluating Normality

 Not all continuous random variables are

normally distributed
 It is important to evaluate how well the data set
is approximated by a normal distribution
 Evaluating Normality
(continued)
 Construct charts or graphs
 For small- or moderate-sized data sets, do stem-and-
leaf display and box-and-whisker plot look
symmetric?
 For large data sets, does the histogram or polygon
appear bell-shaped?
 Compute descriptive summary measures
 Do the mean, median and mode have similar values?
 Is the interquartile range approximately 1.33 σ?
 Is the range approximately 6 σ?
 Assessing Normality
(continued)

 Observe the distribution of the data set

 Do approximately 2/3 of the observations lie within
mean 1 standard deviation?
 Do approximately 80% of the observations lie within
mean 1.28 standard deviations?
 Do approximately 95% of the observations lie within
mean 2 standard deviations?
 Evaluate normal probability plot
 Is the normal probability plot approximately linear
with positive slope?
The Normal Probability Plot
(continued)

A normal probability plot for data

from a normal distribution will be
approximately linear:

X
90

60

30

-2 -1 0 1 2 Z
 Normal Probability Plot
(continued)

Left-Skewed Right-Skewed
X 90 X 90
60 60
30 30
-2 -1 0 1 2 Z -2 -1 0 1 2 Z

Rectangular
X 90 Nonlinear plots indicate
a deviation from
60
normality
30
-2 -1 0 1 2 Z
 Practice question

 Pg 187
 Q (6.16, 6.18, 6.19, 6.20, 6.21, 6.23)