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Continuous Probability Distribution

1. The normal distribution is the most important probability distribution in statistics and describes many natural phenomena. It is symmetric and bell-shaped, with the highest point occurring at the mean. 2. The standard normal distribution transforms any normal variable into a new variable with a mean of 0 and standard deviation of 1 to allow easier calculation of probabilities. 3. Examples show how to calculate probabilities for a normal distribution by first converting values to the standard normal distribution and then using tables or software to find the corresponding probability. Common applications include measurements where the average and variability are known.

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Camille Salmasan
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41 views

Continuous Probability Distribution

1. The normal distribution is the most important probability distribution in statistics and describes many natural phenomena. It is symmetric and bell-shaped, with the highest point occurring at the mean. 2. The standard normal distribution transforms any normal variable into a new variable with a mean of 0 and standard deviation of 1 to allow easier calculation of probabilities. 3. Examples show how to calculate probabilities for a normal distribution by first converting values to the standard normal distribution and then using tables or software to find the corresponding probability. Common applications include measurements where the average and variability are known.

Uploaded by

Camille Salmasan
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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PROBABILITY DISTRIBUTION OF CONTINUOUS RANDOM VARIABLES

The function f(x) is a probability density function (pdf) for a continuous random variable X,
defined over the set of real numbers R.
Properties of pdf:
1. f(x) ≥ 0
∞
2. ∫ f ( x ) dx=1
−∞
b
3. P(a < X < b) = ∫ f ( x ) dx=1
a
The cumulative distribution function (cdf) or F(x) of a continuous random variable x with density
function f(x) is given by
x
F(x) = P( x ≤ x ) = ∫ f ( x ) dx=1
−∞

Example:

1. A continuous random variable x that can assume value between x = 2 and x = 5 has a density
2
function given by f ( x )= ( 1+ x ) . Find:
27
a. P(x < 4)
b. P(3 < x < 4)
Solution:
a) P(x < 4):
x
P( x ≤ x ) = ∫ f ( x ) dx
−∞
Since (∞ = 5) and (- ∞ = 2):
x
2
P( x < 4 ) = ∫ ( 1+ x ) dx
27 2

x
2
P( x < 4 ) = ∫ ( 1+ x ) dx
27 2
b
un+1
Since we have a form of ∫ u du = du where: u=(1+ x ) and d u=1
a n

|
2
2 (1+ x)
Then P( x < 4 ) = · ·1 x
27 2 2
1
· [(1+ x ) −(1+2) ]
2 2
P( x < 4 ) =
27
1
P( x < 4 ) = · [(1+ x )2−9 ]
27
When x = 4, then
1
· [(1+ 4) −9 ]
2
F (4) =
27
1
F (4) = · [ 25−9 ]
27
16
F (4) =
27

b) P(3 < x < 4):


∞
P(3 < x < 4) = ∫ f ( x ) dx
−∞

Since (∞ = 4) and (- ∞ = 3):


4
2
P(3 < x < 4) = ∫ ( 1+ x ) dx
27 3
4
2
P(3 < x < 4) = ∫ ( 1+ x ) dx
27 3

|
2
2 (1+ x)
P(3 < x < 4) = · ·1 4
27 2 3
1
· [(1+ 4) −(1+ 3) ]
2 2
P(3 < x < 4) =
27
1
P(3 < x < 4) = · [ 25−16 ]
27
9
P(3 < x < 4)=
27

NORMAL DISTRIBUTION

The normal distribution is the most important probability distribution in the entire field of
statistics. The graph of a normal distribution, called the normal curve, is bell-shaped which
approximately describes many phenomena that occurs in nature, industry and research. Examples
include physical measurements in meteorological experiments, rainfall studies, manufactured parts,
including errors in scientific measurements. The normal distribution is often referred to as the Gaussian
distribution, in honor of Karl Friedrich Gauss.
A continuous random variable x having the bell-shaped distribution is called a normal random
variable.

Properties of the normal curve as shown in the figure


1. The mode occurs at x =
2. It is symmetric about a vertical axis through the mean, 
3. The point of inflection is at x =  σ.
4. It approaches the horizontal axis asymptotically in either direction away from 
5. The total area under the curve and the horizontal axis is equal to 1

The Normal Curve

Areas under the Normal Curve

P(x1 < x < x2) = area of the shaded region

Standard Normal Distribution


The problem of providing a table for normal curve areas with different values of  and σ has
been solved by transforming all observations of any normal variable x into a new set of observations of a
normal random variable z, with  = 0 and σ = 1.
The normal random variable x will be transformed into a standard normal variable z by

X −μ
z=
σ
Example:
Given a normal distribution with  =40 and σ = 6, find:
a. The area below 32;
b. The area above 27;
c. The area between 42 and 51;

Solution:
a) P( x < 32)
X −μ 32−40
z= = =−1.33
σ 6
Therefore:
P( x < 32) = P(z < -1.33)

From Table A.4, locate on the left side -1.3, then running across the column of 0.03, so that we
can have a total of -1.33, then
P( x < 32) = 0.0918

b) P(x > 27)

X −μ 27−40
z= = =−2.17
σ 6
Therefore:
P( x > 27) = 1 - P(z > -2.17)

From Table A.4, locate on the left side -2.1, then running across the column of 0.07, so
that we can have a total of -2.17, we get 0.0150, then
P( x > 27) = 1 – 0.0150 = 0.9850

c) P(42 < x < 51)


For P(x < 42):
42−40
z 1= =0.33
6
And, for P (x < 51):
51−40
z 2= =1.83
6

From the graph:


P(42 < x < 51) = P( x < 51) – P( x < 42 )
P(42 < x < 51) = P( z < 1.83) – P( z< 0.33)
From table A.4, we find that
P(42 < x < 51) = 0.9664 – 0.6293
P(42 < x < 51) = 0.3371

Applications of the Normal Distribution

The diameter of the steel bearing is normally distributed with a mean of 10 cm. and a standard
deviation of 0.03 cm.
a) What proportion of bearings will have diameters exceeding 10.075 cm?
b) What is the probability that a bearing will have a diameter between 9.97 and 10.03 cm?
X −μ
c) Below what diameter size will 15% of the bearings fall? Use the formula z=
σ

Answers:
a) P = 0.0062
b) P = 0.6826
c) Below 9.969 cm

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