Continuous Random

Variables 2
Distribution of Sample Means
Distribution of Sample Means
• A sampling distribution of sample means is a
distribution obtained by using the means computed
from random samples of a specific size taken from a
population.
• Sampling error is the difference between the
sample measure and the corresponding population
measure due to the fact that the sample is not a
perfect representation of the population.
Properties of the Distribution of
Sample Means
• The mean of the sample means will be the same as
the population mean.
• The standard deviation of the sample means will be
smaller than the standard deviation of the
population, and will be equal to the population
standard deviation divided by the square root of
the sample size.
The Central Limit Theorem
• As the sample size n increases, the shape of the
distribution of the sample means taken with
replacement from a population with mean  and
standard deviation  will approach a normal
distribution.
• The mean of the sample means equals the
population mean.  X =  .
• The standard deviation of the sample means is
called the standard error of the mean.
X = n.
The Central Limit Theorem
• The central limit theorem can be used to answer
questions about sample means in the same manner
that the normal distribution can be used to answer
questions about individual values.
• A new formula must be used for the z values:
X − X X −
z= =
X  n
Example: Hours of Television
• A. C. Neilsen reported that children between the
ages of 2 and 5 watch an average of 25 hours of
television per week. Assume the variable is
normally distributed and the standard deviation is 3
hours. If 20 children between the ages of 2 and 5
are randomly selected, find the probability that the
mean of the number of hours they watch television
will be greater than 26.3 hours.
Example 6-13: Hours of Television

• Since we are calculating probability for a sample mean, we

need the Central Limit Theorem formula

X − 26.3 − 25
z= = = 1.94
 n 3 20

• The area is 0.5-0.4738 = 0.0262. The probability of

obtaining a sample mean larger than 26.3 hours is 2.62%.
Example 6-14: Vehicle Age
• The average age of a vehicle registered in the
United States is 8 years, or 96 months. Assume the
standard deviation is 16 months. If a random
sample of 36 vehicles is selected, find the
probability that the mean of their age is between
90 and 100 months.
• Since the sample is 30 or larger, the normality
assumption is not necessary.
Example: Vehicle Age

90 − 96 100 − 96
z= = −2.25 z= = 1.50
16 36 16 36

• The Table gives us areas 0.4878 and 0.4332, respectively.

• The desired area is 0.4878+0.4332 = 0.9210.
• The probability of obtaining a sample mean between 90 and 100
months is 92.1%.
Example: Meat Consumption
• The average number of pounds of meat that a
person consumes per year is 218.4 pounds.
Assume that the standard deviation is 25 pounds
and the distribution is approximately normal.
• a. Find the probability that a person selected at random
consumes less than 224 pounds per year.
Example: Meat Consumption

X − 224 − 218.4
z= = = 0.22
 25

• The area between 0 and z = 0.22 is 0.08771 and below zero is 0.5 giving
us 0.5871.
• Hence, the probability of selecting an individual who consumes less
than 224 pounds of meat per year is 0.5871, or 58.71%.
Example: Meat Consumption
• The average number of pounds of meat that a
person consumes per year is 218.4 pounds.
Assume that the standard deviation is 25 pounds
and the distribution is approximately normal.
• b. If a sample of 40 individuals is selected, find the
probability the sample will be less than 224 pounds per
year.
Example 6-15: Meat Consumption

X − 224 − 218.4
z= = = 1.42
 n 25 40

• The area between zero and z = 1.42 is 0.4222. The area to the left of
zero (mean) is 0.5.
• So the area to the left of z is 0.9222.
• Hence, the probability that the mean of a sample of 40 individuals is
less than 224 pounds per year is 0.9222, or 92.22%.
The Normal Approximation to
the Binomial Distribution
The Normal Approximation to the
Binomial Distribution
• A normal distribution is often used to solve
problems that involve the binomial distribution
since when n is large (say, 100), the calculations are
too difficult to do by hand using the binomial
distribution.
The Normal Approximation to the
Binomial Distribution
• The normal approximation to the binomial is
appropriate when np > 5 and nq > 5 .
• In addition, a correction for continuity may be used
in the normal approximation to the binomial.
• The continuity correction means that for any
specific value of X, say 8, the boundaries of X in the
binomial distribution (in this case, 7.5 to 8.5) must
be used.
The Normal Approximation to the
Binomial Distribution
• Binomial
• When finding: Normal
• P(X = a) Use: P(a – 0.5 < X < a + 0.5)
• P(X  a) P(X > a – 0.5)
• P(X > a) P(X > a + 0.5)
• P(X  a) P(X < a + 0.5)
• P(X < a) P(X < a – 0.5)
For all cases,  = np,  = npq , np  5, nq  5
The Normal Approximation to the
Binomial Distribution
• Procedure Table
• Step 1: Check to see whether the normal approximation
can be used.
• Step 2: Find the mean µ and the standard deviation .
• Step 3: Write the problem in probability notation, using
X.
• Step 4: Rewrite the problem by using the continuity
correction factor, and show the corresponding area
under the normal distribution.
• Step 5: Find the corresponding z values.
• Step 6: Find the solution.
Example: Reading While Driving
• A magazine reported that 6% of American drivers read
the newspaper while driving. If 300 drivers are selected
at random, find the probability that exactly 25 say they
read the newspaper while driving.

• Here, p = 0.06, q = 0.94, and n = 300.

• Step 1: Check to see whether a normal approximation
can be used.
• np = (300)(0.06) = 18 and nq = (300)(0.94) = 282
• Since np  5 and nq  5, we can use the normal distribution.
• Step 2: Find the mean and standard deviation.
• µ = np = (300)(0.06) = 18
 = npq = 300 ( 0.06 )( 0.94 ) = 4.11
Example: Reading While Driving
• Step 3: Write in probability notation. P(X = 25)

• Step 4: Rewrite using the continuity correction factor.

• P(24.5 < X < 25.5)
• Step 5: Find the corresponding z values.
24.5 − 18 25.5 − 18
z= = 1.58, z = = 1.82
4.11 4.11

• Step 6: Find the solution

• The area between the two z values is 0.4656 -0.4429 =
0.0227, or 2.27%.
• Hence, the probability that exactly 25 people read the
newspaper while driving is 2.27%.
Example: Widowed Bowlers
• Of the members of a bowling league, 10% are
widowed. If 200 bowling league members are selected
at random, find the probability that 10 or more will be
widowed.

• Here, p = 0.10, q = 0.90, and n = 200.

• Step 1: Check to see whether a normal approximation
can be used.
• np = (200)(0.10) = 20 and nq = (200)(0.90) = 180
• Since np  5 and nq  5, we can use the normal distribution.
• Step 2: Find the mean and standard deviation.
• µ = np = (200)(0.06) = 20
 = npq = 200 ( 0.10 )( 0.90 ) = 4.24
Example: Widowed Bowlers
• Step 3: Write in probability notation. P(X  10)
• Step 4: Rewrite using the continuity correction factor.
• P(X > 9.5)
• Step 5: Find the corresponding z values.
9.5 − 20
z= = −2.48
4.24
• Step 6: Find the solution
• The area to the right of the z value is 0.5+0.4934= 0.9934, or
99.34%.
• The probability of 10 or more widowed people in a
random sample of 200 bowling league members is
99.34%.
Normal Approximation of the
Poisson Distribution
• The Central Limit Theorem can be applied to the
sum of independent Poisson random variables.
• Suppose Y denotes the number of events occurring
in an interval with mean λ and variance λ.
• Now, if 𝑋1 , 𝑋2 , … , 𝑋𝜆 are independent Poisson
random variables with mean 1, then:
Y = σ𝜆𝑖=1 𝑋𝑖 is a Poisson random variable with
mean λ.
• Y is therefore the sum of independent, identically
distributed random variables.
• By applying the Central Limit Theorem, when λ is
sufficiently large:
𝑌−𝜆
𝑧=
𝜆
• The normal distribution approximates the Poisson
when 𝜆 is large (𝜆 > 20).
Example – Factory Accidents
• In a factory there are 45 accidents per year
and the number of accidents per year follows
a Poisson distribution. Use the normal
approximation to find the probability that
there are more than 50 accidents in a year.
Solution – Factory Accidents
• Because λ > 20 a normal approximation can be
used.
• Let X be the random variable of the number of
accidents per year.
• To find P(X > 50 ) apply a continuity correction and
find P(X > 50.5)
• For the normal approximation μ = λ = 45 and σ = √ λ
= 6.71
Solution – Factory Accidents
• 𝑝 𝑋 > 50.5
• Standardize the X value
50.5 − 45 5.5
𝑍= = = 0.82
45 6.71
• 𝑝 𝑧 > 0.82 = 𝑝 𝑧 > 0 − 𝑝 0 < 𝑧 < 0.82
• = 0.5 − 0.2939 = 0.2061
• Therefore the probability that there will be more
than 50 accidents in a year is 20.6%.
Example – Defects in a Cloth

• The number of defects in a roll of cloth has Poisson

Distribution with mean 0.25. A tailor buys 300
meters of cloth. Using a suitable approximation,
find the probability that the tailor’s cloth will
contain less than 90 defects.
Solution – Defects in a Cloth
• Since there are 0.25 defects per meter of cloth, for
300 meters of cloth, the average number of defects
(λ) is 75 (300*0.25).
• Since the mean is greater than 20, we can use the
normal approximation of the Poisson Distribution.
𝑝 𝑥 < 90
• Because we are approximating the Poisson
distribution using the normal distribution, we
correct for continuity.
• 𝑝 𝑥 < 90 = 𝑝(𝑥 < 89.5)
Solution – Defects on a cloth
• We then standardize the X value:
89.5−75 14.5
•𝑍= = = 1.67
75 8.66
• 𝑝 𝑧 < 1.67 = 𝑝 0 < 𝑧 < 1.67 + 𝑝 𝑧 < 0
• = 0.4525 + 0.5 = 0.9525
Uniform distribution
 Uniform Distribution
• In the uniform distribution, the values are evenly
distributed in the range between the smallest
value, a, and the largest value, b.
• The uniform Probability density function is:
1
𝑓 𝑥 = 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏
𝑏−𝑎

𝑎𝑛𝑑 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
• The mean and the standard deviation are:
𝑎+b b−𝑎
μ𝑥 = and 𝜎𝑥 =
2 12
 Shape of the Uniform distribution
• Because of its shape the uniform distribution is
sometimes called the rectangular distribution

• The total area under the uniform distribution is the area

1
of the rectangle with a base = (b-a) and a height
𝑏−𝑎
1
• The probability curve’s area is: b − a ∗ =1
𝑏−𝑎
Example 1 – Uniform Distribution
• A randomly selected hotel patron spends between
0 and 4 minutes waiting for the elevator. This is
uniformly distributed. The hotel manager wishes to
find the probability that a randomly selected
patron will spend at least 2.5 minutes wating for
the elevator. Determine this probability.
𝑎 = 0, 𝑏 = 4
𝑝 𝑥 ≥ 2.5 = 𝑝(2.5 ≤ 𝑥 ≤ 4)
1
𝑓 𝑥 = 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 4 𝑎𝑛𝑑 𝑧𝑒𝑟𝑜 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
4
 0.3

0.25

0.2
f(x)

0.15

0.1

0.05

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5
x

1 1.5
𝑝 𝑥 ≥ 2.5 = 2.5 ≤ 𝑥 ≤ 4 = 4 − 2.5 ∗ = = 0.375
4 4
The probability that a randomly selected patron will spend at least 2.5
minutes in the elevator is 38percent
Example 2 – Unform Distribution
• Suppose that an airline quotes a flight time of 2hours,
10 mins between two cities. Furthermore, suppose that
the historical flight records indicate that the actual
flight time between the two cities, x, is uniformly
distributed between 2 hours and 2 hours, 20 minutes.
Letting the time unit be one minute,
a. write the formula for the probability curve of x
b. Graph the probability curve of x.
c. Find 𝑝(125 ≤ 𝑥 ≤ 135)
d. Find the probability that a randomly selected flight
between the two cities will be at least five minutes late.
Solution to Example 2
• First convert all time periods into minutes
1
a. 𝑓 𝑥 = 20
𝑓𝑜𝑟 120 ≤ 𝑥 ≤ 140
b. Probability Curve

Actual Flight time

Solution to Example 2
c. 𝑝(125 ≤ 𝑥 ≤ 135)

Actual Flight time

𝒑(𝟏𝟐𝟓 ≤ 𝒙 ≤ 𝟏𝟑𝟓)

𝒑(𝟏𝟑𝟓 ≤ 𝒙 ≤ 𝟏𝟒𝟎)

1 10
𝑝 125 ≤ 𝑥 ≤ 135 = 135 − 125 ∗ = = 0.5
20 20

1 5
𝑝 135 ≤ 𝑥 ≤ 140 = 140 − 135 ∗ = = 0.25
20 20
Exponential distribution
Exponential Distribution
• The exponential distribution is a continuous
distribution that models the time between
randomly occurring events.
• it is often used in applications such as modelling:
• the time between customer arrivals to a service system,
or
• the time to failure of machines, lightbulbs, and other
mechanical or electrical components.
Exponential Distribution
• A key property of the exponential distribution is
that it is memoryless;
• that is, the current time has no effect on future
outcomes.
• Example: the length of time until a machine failure
has the same distribution no matter how long the
machine has been running.
• Similar to the Poisson distribution, the exponential
distribution has one parameter 𝜆.
Exponential Distribution
• The exponential distribution is closely related to
the Poisson;
• if the number of events occurring during an interval of
time has a Poisson distribution, then the time between
events is exponentially distributed.
• If the number of arrivals at a bank is Poisson
distributed, say with mean 12 per hour, then the
time between arrivals is exponential, with mean
1/12 hour, or 5 minutes.
12
• Average number per minute = 0.2
60
60
• Time between arrivals = 5 minutes
12
Exponential Distribution
• If 𝜆 is a positive number, then the equation
describing the exponential distribution is:
𝑓 𝑥 = 𝜆𝑒 −𝜆𝑋 𝑓𝑜𝑟 𝑋 ≥ 0 and 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
• The mean and standard deviation are: μ𝑥 =
1 1
and 𝜎𝑥 =
𝜆 𝜆
 Graph of Exponential Distribution
• For a given value of 𝜆, the exponential distribution is
found by substituting 𝜆 and different values for x into
𝑓 𝑥 = 𝜆𝑒 −𝜆𝑋

• For any exponential density function, 𝑓 𝑥 :

• 𝑓 0 =𝜆
• as x increases, 𝑓(𝑥) approaches zero.
Exponential Distribution
If a and b are positive numbers then:
𝑝 𝑎 ≤ 𝑥 ≥ 𝑏 = 𝑒 −𝜆𝑎 − 𝑒 −𝜆𝑏
Exponential Distribution
• The exponential distribution has no shape or
location parameters; 𝜆 is the scale
parameter.
• The exponential distribution:
• is bounded below by 0,
• it has its greatest density at 0, and
• the density declines as x increases.
Example – Traffic Control
• An air traffic control centre is experiencing an
average of 20.8 errors per year. It is reasonable to
assume that the number of errors in a given time
period is described by a Poisson distribution.
• If x is the number of weeks between successive
errors, then x is described by an exponential
distribution.
• The average number of errors per week is
20.8/52=0.4.
• The equation of the exponential distribution
describing x is 𝑓 𝑥 = 𝜆𝑒 −𝜆𝑎 = 0.4𝑒 −0.4𝑥
Example – Traffic Control
• The mean number of weeks between successive
1 1
errors is = = 2.5
𝜆 0.4
• The probability that the time between the
successive errors will be between 1 and 2 weeks is:

𝑝 1 ≤ 𝑥 ≤ 2 = 𝑒 −0.4(1) − 𝑒 −0.4(2)
= 𝑒 −0.4 − 𝑒 −0.8
= 0.6703 − 0.4493
= 0.221
Example – Online Support Chat
• The Haines Services Company provides online chat
support for small business customers who have
purchased accounting software.
• It has been determined that the number of customers
who attempt to connect to the chat service per hour is
Poisson distributed with 𝜆 = 30 per hour.
• At the current staffing level, if customer requests are too
close together—45 seconds (0.75 minute) or less—the
chat connection will fail and the customer will get a
message saying to try again later.
• The managers at Haines are analyzing whether they
should add additional service representatives to
eliminate this problem.
• What is the probability that a customer will fail to
connect?
Solution: Online Support Chat
30
• Average number of calls per minute: 𝜆 = = 0.5
60
• Mean time between attempted connects is;
1 1
= = 2 minutes
𝜆 0.5
• The probability that a customer will fail to connect
means finding 𝑝(𝑥 ≤ 0.75 𝑚𝑖𝑛𝑢𝑡𝑒𝑠):
𝑝 𝑥 ≤ 0.75 = 𝑝 0 ≤ 𝑥 ≤ 0.75
= 𝑒 −0.5(0) − 𝑒 −0.5 0.75
= 1 − 0.6873 = 0.3127
Thus, the probability that a customer will fail to connect
is 31%. Thus a third of all trials will receive the try again
message at the current staffing level.
Thank you