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Lecture 5 Continuous Variables

Chapter 5 of the Introductory Statistics document focuses on continuous random variables, covering key concepts such as continuous probability density functions, uniform distribution, and exponential distribution. It explains how probabilities are represented as areas under curves and introduces the cumulative distribution function for evaluating these probabilities. The chapter aims to equip students with the ability to recognize and apply different continuous probability distributions effectively.
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0% found this document useful (0 votes)
2 views15 pages

Lecture 5 Continuous Variables

Chapter 5 of the Introductory Statistics document focuses on continuous random variables, covering key concepts such as continuous probability density functions, uniform distribution, and exponential distribution. It explains how probabilities are represented as areas under curves and introduces the cumulative distribution function for evaluating these probabilities. The chapter aims to equip students with the ability to recognize and apply different continuous probability distributions effectively.
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INTRODUCTORY STATISTICS

Chapter 5 Continuous Random Variables


CHAPTER 5: CONTINUOUS
RANDOM VARIABLES

5.1 Continuous Probability Functions

5.2 The Uniform Distribution

5.3 The Exponential Distribution

5.4 Continuous Distribution

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


CHAPTER OBJECTIVES

By the end of this chapter, the student should be able to:

• Recognize and understand continuous probability density functions


in general.

• Recognize the uniform probability distribution and apply it


appropriately.

• Recognize the exponential probability distribution and apply it


appropriately.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


PROPERTIES OF CONTINUOUS
PROBABILITY DISTRIBUTIONS

The graph of a continuous probability distribution is a curve. Probability


is represented by area under the curve.

The curve is called the probability density function (abbreviated as


pdf). We use the symbol f(x) to represent the curve. f(x) is the function
that corresponds to the graph; we use the density function f(x) to draw
the graph of the probability
distribution.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


CUMULATIVE DISTRIBUTION
FUNCTION
Area under the curve is given by a different function called the cumulative
distribution function (abbreviated as cdf). The cumulative distribution function
is used to evaluate probability as area.
• The outcomes are measured, not counted.
• The entire area under the curve and above the x-axis is equal to one.
• Probability is found for intervals of x values rather than for individual x
values.
• P(c < x < d) is the probability that the random variable X is in the interval
between the values c and d. P(c < x < d) is the area under the curve, above
the x-axis, to the right of c and the left of d.
• P(x = c) = 0 The probability that x takes on any single individual value is
zero. The area below the curve, above the x-axis, and between x = c and x
= c has no width, and therefore no area (area = 0). Since the probability is
equal to the area, the probability is also zero.
• P(c < x < d) is the same as P(c ≤ x ≤ d) because probability is equal to area.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


THE UNIFORM, EXPONENTIAL, AND
NORMAL DISTRIBUTIONS

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


5.1 CONTINUOUS PROBABILITY
FUNCTIONS

We begin by defining a continuous probability density function. We use


the function notation f(x). We define the function f(x) so that the area
between it and the x-axis is equal to a probability. Since the maximum
probability is one, the maximum area is also one. For continuous
probability distributions, PROBABILITY = AREA.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


5.2 THE UNIFORM DISTRIBUTION

The uniform distribution is a continuous probability distribution and is


concerned with events that are equally likely to occur. When working out
problems that have a uniform distribution, be careful to note if the data is
inclusive or exclusive.
The notation for the uniform distribution is
X ~ U(a, b)
where a = the lowest value of x and b = the highest value of x.
The probability density function is

Formulas for the theoretical mean and standard deviation are

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


EXAMPLE

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


EXAMPLE

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


5.3 THE EXPONENTIAL
DISTRIBUTION

The exponential distribution is often concerned with the amount of time


until some specific event occurs. For example, the amount of time
(beginning now) until an earthquake occurs has an exponential distribution.
Other examples include the length, in minutes, of long distance business
telephone calls, and the amount of time, in months, a car battery lasts. It
can be shown, too, that the value of the change that you have in your
pocket or purse approximately follows an exponential distribution.
Values for an exponential random variable occur in the following way. There
are fewer large values and more small values. For example, the amount of
money customers spend in one trip to the supermarket follows an
exponential distribution. There are more people who spend small amounts
of money and fewer people who spend large amounts of money.
The exponential distribution is widely used in the field of reliability.
Reliability deals with the amount of time a product lasts.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


EXAMPLE 5.7

Let X = amount of time (in minutes) a postal clerk spends with his or
her customer. The time is known to have an exponential distribution
with the average amount of time equal to four minutes.
• X is a continuous random variable since time is measured.
It is given that μ = 4 minutes. To do any calculations, you must
know m, the decay parameter.
• m = 1/μ . Therefore, m =1/4= 0.25.
• The standard deviation, σ, is the same as the mean. μ = σ
• The distribution notation is X ~ Exp(m). Therefore, X ~
Exp(0.25).
• The probability density function is f(x) = me-mx.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


EXAMPLE CONTINUED
• a. Using the information from previous exercise, find the probability
that a clerk spends four to five minutes with a randomly selected
customer.
Solution
• a. Find P(4 < x < 5).
• The cumulative distribution function (CDF) gives the area to the left.
• P(x < x) = 1 – e–mx
• P(x < 5) = 1 – e(–0.25)(5) = 0.7135 and
• P(x < 4) = 1 – e(–0.25)(4) = 0.6321

• The probability that a postal clerk spends four to five minutes with a
randomly selected customer is P(4 < x < 5) = P(x < 5) – P(x < 4) =
0.7135 − 0.6321 = 0.0814.

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


EXAMPLE CONTINUED

• b. Half of all customers are finished within how long? (Find the
50th percentile)
Solution
• b. Find the 50th percentile.
• P(x < k) = 0.50 and P(x < k) = 1 –e–0.25k
• Therefore, 0.50 = 1 − e−0.25k and
• e−0.25k = 1 − 0.50 = 0.5
• Take natural logs: ln(e–0.25k) = ln(0.50). So, –0.25k = ln(0.50)
• Solve for k:
• k = ln(0.50)/-0.25 = 2.8 minutes

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics


EXAMPLE

Prepared by the College of Coastal Georgia for OpenStax Introductory Statistics

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