Scribd
Upload
88 views

Chapter5 PDF

The document discusses continuous probability distributions, specifically the uniform and exponential distributions. It provides the density functions and key properties of each distribution including the mean, variance, and cumulative distribution function. Several examples are worked through to illustrate concepts like calculating probabilities and expected values for random variables that follow a uniform or exponential distribution. The exponential distribution is noted to have a "lack of memory property" where the probability of an event occurring depends only on the time elapsed and not on past events.

Uploaded by

Cindy
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
88 views

Chapter5 PDF

The document discusses continuous probability distributions, specifically the uniform and exponential distributions. It provides the density functions and key properties of each distribution including the mean, variance, and cumulative distribution function. Several examples are worked through to illustrate concepts like calculating probabilities and expected values for random variables that follow a uniform or exponential distribution. The exponential distribution is noted to have a "lack of memory property" where the probability of an event occurring depends only on the time elapsed and not on past events.

Uploaded by

Cindy
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

CHAPTER 5: CONTINUOUS DISTRIBUTIONS

5.1 The Uniform Distribution

Random variable X follows the uniform distribution


between a and b if its density function f(x) is given by

1
f ( x) =
ba

for a x b and f(x)=0 elsewhere.

Density curve of a
uniform distribution

1
ba


a b

uniformly distributed between a and b

Mean and Variance

a+b (b a ) 2
E( X ) = , Var ( X ) =
2 12 .

1
Example 1: Fatigue life, in hundreds of hours, for a certain
type of bearing has a uniform distribution between 16 and
36.
(a) What is the expected value of the fatigue life?

(b) What is the standard deviation of the fatigue life?

(c) What is the cumulative distribution function of the


fatigue life?

(d) What is the probability that a bearing of this type fails


in less than 1800 hours?

(e) What is the expected value and standard deviation of


the total fatigue life for two randomly selected
bearings?

(f) A random sample of 100 bearings was obtained. What


is the expectation and variance of the number of
bearings with fatigue life less than 1800 hours?

2
(g) What is the probability that the random sample of 100
bearings contains at least one bearing with fatigue life
less than 1800 hours?

5.2 Exponential Distribution

Random variable X follows the exponential distribution if


its density function f(x) is given by

e-x for x 0,
f(x) =
0 elsewhere.

where = constant, >0.

f(x)
=2

=1 =0.2

3
Cumulative Distribution Function
x x

f (t )dt = e t dt = e t
x
F ( x) = P( X x) =
0
0

= e x ( e 0 ) = 1 e x .

Mean and Variance


1 1
E( X ) = , Var ( X ) = .
2

Applications of the exponential distribution:

1. The waiting time between successive events such as


customers arriving at a service facility.
Successive occurrences

unit of time X

Assume that the number of occurrences of an event in


a unit of time follows a Poisson distribution with a
mean . Then time between occurrences X follows an
exponential distribution with mean 1/.

2. The distance between cracks in a highway.


3. The time until failure (lifetime) of a device.

4
Example 2: The life of a roller bearing (in hours) follows
an exponential distribution with mean 9000 hours.
(a) What is the probability that a randomly selected
bearing lasts at least 6000 hours?

(b) What is the probability that a randomly selected


bearing lasts between 8000 and 10,000 hours?

(c) What is the probability that all 10 bearings in use will


last at least 6000 hours? Assume that failures occur
independently.

Example 3: The time between calls to a plumbing supply


business is exponentially distributed with a mean time
between calls of 15 minutes.

(a) What is the probability that there are no calls within a


30 minute interval?

5
(b) What is the probability that at least one call arrives
within 10 minutes after opening?

(c) What is the probability that the first call arrives within
5 and 10 minutes after opening?

Example 4: The distance between major cracks in a


highway follows an exponential distribution with a mean of
5 miles.

(a) What is the probability that there are no major cracks


in a 10-mile stretch of the highway?

(b) What is the probability that a 10-mile stretch of the


highway has no more than 2 cracks?

6
The Lack of Memory Property

Example: The lifetime X of an integrated circuit has an


exponential distribution with mean 2 years. What is the
probability that the circuit will last more than three years?

Example: Refer to the above example. Assume the circuit


is now four years old and is still functioning. What is the
probability that it functions for more than three additional
years?

The exponential distribution forgets the past:


P(X > 4 + 3| X > 4) = P(X > 3)
In general, the lack of memory property states that
P(X > x + y| X > x) = P(X > y)
for x, y>0.
Given that a bulb has survived x units of time, the chance
that it survives a further y units of time is the same as that
of a fresh bulb surviving y units of time. In other words,
past history has no effect on the bulbs performance (no
effect of age or wear).

You might also like