Probability distributions - Continuous

S. Devi Yamini
S. Sumathi

Module - 4 1 / 25
Overview

1 Exponential distribution

Module - 4 2 / 25
Overview

1 Exponential distribution

2 Normal Distribution

Module - 4 2 / 25
Overview

1 Exponential distribution

2 Normal Distribution

3 Gamma distribution

Module - 4 2 / 25
Overview

1 Exponential distribution

2 Normal Distribution

3 Gamma distribution

4 Weibull distribution

Module - 4 2 / 25
Exponential distribution

A continuous random variable X is said to have an  exponential distribution

θe −θx , x ≥0
with parameter θ > 0, if its pdf is given by f (x) =
0, Otherwise

Module - 4 3 / 25
Exponential distribution

A continuous random variable X is said to have an  exponential distribution

θe −θx , x ≥0
with parameter θ > 0, if its pdf is given by f (x) =
0, Otherwise

Cumulative Distribution Function

Z x
F (x) = P(X ≤ x) = f (u)du
0

= 1 − e −θx

Module - 4 3 / 25
Exponential distribution

A continuous random variable X is said to have an  exponential distribution

θe −θx , x ≥0
with parameter θ > 0, if its pdf is given by f (x) =
0, Otherwise

Cumulative Distribution Function

Z x
F (x) = P(X ≤ x) = f (u)du
0

= 1 − e −θx
1 − e −θx ,

x ≥0
Hence, CDF is F (x) =
0, Otherwise

Module - 4 3 / 25
Exponential distribution

A continuous random variable X is said to have an  exponential distribution

θe −θx , x ≥0
with parameter θ > 0, if its pdf is given by f (x) =
0, Otherwise

Cumulative Distribution Function

Z x
F (x) = P(X ≤ x) = f (u)du
0

= 1 − e −θx
1 − e −θx ,

x ≥0
Hence, CDF is F (x) =
0, Otherwise

Note
P(X ≤ x) = 1 − e −θx
P(X ≥ x) = e −θx
Module - 4 3 / 25
Moment Generating Function

MGF
Z ∞
MX (t) = E (e tX ) = e tx θe −θx dx
0
Z ∞
=θ e −(θ−t)x dx
0
θ
=
θ−t

Module - 4 4 / 25
Mean and Variance

Mean
d
E (X ) = MX (t)|(t=0)
dt
= θ(θ − t)−2 |(t=0)
1
=
θ

Module - 4 5 / 25
Mean and Variance

Mean
d
E (X ) = MX (t)|(t=0)
dt
= θ(θ − t)−2 |(t=0)
1
=
θ

Variance
d2
E (X 2 ) = MX (t)|(t=0)
dt 2
2
= 2
θ
1
Var (X ) = E (X 2 ) − [E (X )]2 =
θ2
Module - 4 5 / 25
Memoryless property
The only continuous distribution satisfying this property is exponential.

The probability of occurrence of some future event is not affected by the

occurrence of the past events.

P(X > s|X > t) = P(X > s − t) = e −θ(s−t)

where s ≥ t.

Module - 4 6 / 25
Memoryless property
The only continuous distribution satisfying this property is exponential.

The probability of occurrence of some future event is not affected by the

occurrence of the past events.

P(X > s|X > t) = P(X > s − t) = e −θ(s−t)

where s ≥ t.

Proof
P(X > s ∧ X > t)
P(X > s|X > t) =
P(X > t)
P(X > s) e −θs
= = −θt
P(x > t) e
= e −θ(s−t) = P(X > s − t)

Module - 4 6 / 25
Problems
1. If X has an exponential distribution with mean 2, find
P(X ≥ 2|X ≥ 1). (0.6065)

Module - 4 7 / 25
Problems
1. If X has an exponential distribution with mean 2, find
P(X ≥ 2|X ≥ 1). (0.6065)

2. If X follows Exp(λ) with P(X ≤ 1) = P(X > 1), find the variance of
X . (0.66931)

Module - 4 7 / 25
Problems
1. If X has an exponential distribution with mean 2, find
P(X ≥ 2|X ≥ 1). (0.6065)

2. If X follows Exp(λ) with P(X ≤ 1) = P(X > 1), find the variance of
X . (0.66931)

3. Suppose that during rainy season on a tropical island, the length of the
shower has an exponential distribution, with parameter θ = 2, time being
measured in minutes. (a) What is the probability that a shower will last
for more than three minutes? (0.0024)

Module - 4 7 / 25
Problems
1. If X has an exponential distribution with mean 2, find
P(X ≥ 2|X ≥ 1). (0.6065)

2. If X follows Exp(λ) with P(X ≤ 1) = P(X > 1), find the variance of
X . (0.66931)

3. Suppose that during rainy season on a tropical island, the length of the
shower has an exponential distribution, with parameter θ = 2, time being
measured in minutes. (a) What is the probability that a shower will last
for more than three minutes? (0.0024)
(b) If the shower has already lasted for 2 minutes, what is the probability
that it will last for at least one more minute? (0.1353)

Module - 4 7 / 25
Problems
1. If X has an exponential distribution with mean 2, find
P(X ≥ 2|X ≥ 1). (0.6065)

2. If X follows Exp(λ) with P(X ≤ 1) = P(X > 1), find the variance of
X . (0.66931)

3. Suppose that during rainy season on a tropical island, the length of the
shower has an exponential distribution, with parameter θ = 2, time being
measured in minutes. (a) What is the probability that a shower will last
for more than three minutes? (0.0024)
(b) If the shower has already lasted for 2 minutes, what is the probability
that it will last for at least one more minute? (0.1353)

4. Students arrive at a local restaurant according to an approximate

Poisson process at a mean rate of 30 students per hour. What is the
probability that the waiter has to wait for more than 3 mins for the next
student? (0.2231)
Module - 4 7 / 25
Solutions

Problem 1
If X has an exponential distribution with mean 2, find P(X ≥ 2|X ≥ 1).

Solution
By memoryless property,
P(X ≥ 2|X ≥ 1) = P(X ≥ (2 − 1)) = P(X ≥ 1) = e −θ = 0.6065

Module - 4 8 / 25
Solutions

Problem 2
If X follows Exp(λ) with P(X ≤ 1) = P(X > 1), find the variance of X .

Solution
1 − e −θ = e −θ
1
e −θ =
2
Take log on both sides, and find θ. Then variance is 0.66931

Module - 4 9 / 25
Solutions

Problem 3
Suppose that during rainy season on a tropical island, the length of the
shower has an exponential distribution, with parameter θ = 2, time being
measured in minutes. (a) What is the probability that a shower will last
for more than three minutes? (0.0024)

Module - 4 10 / 25
Solutions

Problem 3
Suppose that during rainy season on a tropical island, the length of the
shower has an exponential distribution, with parameter θ = 2, time being
measured in minutes. (a) What is the probability that a shower will last
for more than three minutes? (0.0024)
(b) If the shower has already lasted for 2 minutes, what is the probability
that it will last for at least one more minute? (0.1353)

Solution
(a) Let X denote the length of the shower.
P(X > 3) = e −3θ = e −6
(b) P(X > 3|X > 2) = P(X > 1) = e −θ (using memoryless property).

Module - 4 10 / 25
Normal Distribution

A continuous random variable X follows a Normal distribution with mean

µ and variance σ 2 , if its pdf is
1 −1 x−µ 2
f (x) = √ e 2 ( σ )
σ 2π

Module - 4 11 / 25
Normal Distribution

A continuous random variable X follows a Normal distribution with mean

µ and variance σ 2 , if its pdf is
1 −1 x−µ 2
f (x) = √ e 2 ( σ )
σ 2π

Properties
1 Normal curve is bell shaped and symmetrical
2 Mean, Median, and Mode are equal
3 Total area under the curve is 1
4 β2 = 3, Mesokurtic

Module - 4 11 / 25
Normal distribution
A continuous random variable Z is a standard normal variable if it follows
normal distribution with µ = 0 and σ = 1

Module - 4 12 / 25
Normal distribution
A continuous random variable Z is a standard normal variable if it follows
normal distribution with µ = 0 and σ = 1
Standardizing the normal variable X
If X follows N(µ, σ 2 ), then

X −µ
Z=
σ
is described by standard normal distribution with mean=0 and
variance=1.The Pdf of the standard normal variate is
1 −z 2
f (z) = √ e 2
2π

Module - 4 12 / 25
Normal distribution
A continuous random variable Z is a standard normal variable if it follows
normal distribution with µ = 0 and σ = 1
Standardizing the normal variable X
If X follows N(µ, σ 2 ), then

X −µ
Z=
σ
is described by standard normal distribution with mean=0 and
variance=1.The Pdf of the standard normal variate is
1 −z 2
f (z) = √ e 2
2π

Area under the Normal curve

P(x1 ≤ X ≤ x2 ) = Area under the curve bounded by x = x1 and x = x2

Module - 4 12 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

Module - 4 13 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

µ = 45, σ 2 = 0.000625
σ = 0.025

Module - 4 13 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

µ = 45, σ 2 = 0.000625
σ = 0.025
X −45
Standardizing X , we get Z = 0.025 .

Module - 4 13 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

µ = 45, σ 2 = 0.000625
σ = 0.025
X −45
Standardizing X , we get Z = 0.025 .

Consider
44.95 − 45 X − 45 45.05 − 45
P(44.95 ≤ X ≤ 45.05) = P( ≤ ≤ )
0.025 0.025 0.025

Module - 4 13 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

µ = 45, σ 2 = 0.000625
σ = 0.025
X −45
Standardizing X , we get Z = 0.025 .

Consider
44.95 − 45 X − 45 45.05 − 45
P(44.95 ≤ X ≤ 45.05) = P( ≤ ≤ )
0.025 0.025 0.025

= P(−2 ≤ Z ≤ 2) = P(−2 ≤ Z ≤ 0) + P(0 ≤ Z ≤ 2)

Module - 4 13 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

µ = 45, σ 2 = 0.000625
σ = 0.025
X −45
Standardizing X , we get Z = 0.025 .

Consider
44.95 − 45 X − 45 45.05 − 45
P(44.95 ≤ X ≤ 45.05) = P( ≤ ≤ )
0.025 0.025 0.025

= P(−2 ≤ Z ≤ 2) = P(−2 ≤ Z ≤ 0) + P(0 ≤ Z ≤ 2)

= 2P(0 ≤ Z ≤ 2) = 2 × 0.4772 = 0.9544

Module - 4 13 / 25
Problems
1. If X follows N(45, 0.000625), then calculate the P(44.95 ≤ X ≤ 45.05).

µ = 45, σ 2 = 0.000625
σ = 0.025
X −45
Standardizing X , we get Z = 0.025 .

Consider
44.95 − 45 X − 45 45.05 − 45
P(44.95 ≤ X ≤ 45.05) = P( ≤ ≤ )
0.025 0.025 0.025

= P(−2 ≤ Z ≤ 2) = P(−2 ≤ Z ≤ 0) + P(0 ≤ Z ≤ 2)

= 2P(0 ≤ Z ≤ 2) = 2 × 0.4772 = 0.9544

This means that 95% of the data lies between 44.95 and 45.05.
Module - 4 13 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)
(v) P(Z ≤ −1.2)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)
(v) P(Z ≤ −1.2)
(vi) P(Z ≤ 2.6)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)
(v) P(Z ≤ −1.2)
(vi) P(Z ≤ 2.6)
(vii) P(1 ≤ Z ≤ 2)

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)
(v) P(Z ≤ −1.2)
(vi) P(Z ≤ 2.6)
(vii) P(1 ≤ Z ≤ 2)
3. Given a standard normal distribution, find the value of k such that
(a) P(Z > k) = 0.3015,

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)
(v) P(Z ≤ −1.2)
(vi) P(Z ≤ 2.6)
(vii) P(1 ≤ Z ≤ 2)
3. Given a standard normal distribution, find the value of k such that
(a) P(Z > k) = 0.3015, (0.52)
(b) P(k < Z < −0.18) = 0.4197

Module - 4 14 / 25
Problems

2. Find the area corresponding to

(i) P(0 ≤ Z ≤ 1.96)
(ii) P(−0.87 ≤ Z ≤ 0)
(iii) P(−2.1 ≤ Z ≤ 1.2)
(iv) P(Z ≥ 2.1)
(v) P(Z ≤ −1.2)
(vi) P(Z ≤ 2.6)
(vii) P(1 ≤ Z ≤ 2)
3. Given a standard normal distribution, find the value of k such that
(a) P(Z > k) = 0.3015, (0.52)
(b) P(k < Z < −0.18) = 0.4197 (-2.37)

Module - 4 14 / 25
Problems

4. Given a normal distribution with µ = 40 and σ = 6, find the value of X

that has (a) 45% of the area to the left, (b) 14% of the area to the right.

Module - 4 15 / 25
Problems

4. Given a normal distribution with µ = 40 and σ = 6, find the value of X

that has (a) 45% of the area to the left, (b) 14% of the area to the right.
((a) 39.22, (b) 46.48)

5. The loaves of bread distributed to local stores by a certain bakery have

an average length of 30 cms and a standard deviation of 2 cms. Assuming
that the lengths are normally distributed, what percentage of the loaves
are
(a) longer than 31.7cms?

Module - 4 15 / 25
Problems

4. Given a normal distribution with µ = 40 and σ = 6, find the value of X

that has (a) 45% of the area to the left, (b) 14% of the area to the right.
((a) 39.22, (b) 46.48)

5. The loaves of bread distributed to local stores by a certain bakery have

an average length of 30 cms and a standard deviation of 2 cms. Assuming
that the lengths are normally distributed, what percentage of the loaves
are
(a) longer than 31.7cms? (19.8%)
(b) between 29.3 and 33.5cms in length?

Module - 4 15 / 25
Problems

4. Given a normal distribution with µ = 40 and σ = 6, find the value of X

that has (a) 45% of the area to the left, (b) 14% of the area to the right.
((a) 39.22, (b) 46.48)

5. The loaves of bread distributed to local stores by a certain bakery have

an average length of 30 cms and a standard deviation of 2 cms. Assuming
that the lengths are normally distributed, what percentage of the loaves
are
(a) longer than 31.7cms? (19.8%)
(b) between 29.3 and 33.5cms in length? (59.7%)
(c) shorter than 25.5cms?

Module - 4 15 / 25
Problems

4. Given a normal distribution with µ = 40 and σ = 6, find the value of X

that has (a) 45% of the area to the left, (b) 14% of the area to the right.
((a) 39.22, (b) 46.48)

5. The loaves of bread distributed to local stores by a certain bakery have

an average length of 30 cms and a standard deviation of 2 cms. Assuming
that the lengths are normally distributed, what percentage of the loaves
are
(a) longer than 31.7cms? (19.8%)
(b) between 29.3 and 33.5cms in length? (59.7%)
(c) shorter than 25.5cms? (1.2%)

Module - 4 15 / 25
Problems

6. Given the normally distributed variable X with mean 18 and standard

deviation 2.5, find
(i) P(X < 15), P(17 < X < 21)
(ii) the value of k such that P(X < k) = 0.2236
(iii) the value of k such that P(X > k) = 0.1814

Module - 4 16 / 25
MGF of a normal distribution

Z ∞
tX 1 −1 x−µ 2
MX (t) = E [e ]= √ e tx e 2
( σ )
σ 2π −∞

Module - 4 17 / 25
MGF of a normal distribution

Z ∞
tX 1 −1 x−µ 2
MX (t) = E [e ]= √ e tx e 2
( σ )
σ 2π −∞

σ2 t 2
= e µt+ 2

Module - 4 17 / 25
Gamma distribution

Gamma Function
R∞
Γ(n) = 0 x n−1 e −x dx n>0

Module - 4 18 / 25
Gamma distribution

Gamma Function
R∞
Γ(n) = 0 x n−1 e −x dx n>0

Γ(n + 1) = n!

Module - 4 18 / 25
Gamma distribution

Gamma Function
R∞
Γ(n) = 0 x n−1 e −x dx n>0

Γ(n + 1) = n!

R∞ 1 √
Γ 12 = 0 x − 2 e −x dx = π

Module - 4 18 / 25
Gamma Distribution

A random variable X is said to have Gamma distribution with parameters

α > 0 and λ > 0 if its pdf is
λα α−1 −λx
f (x) = x e x >0
Γα

Module - 4 19 / 25
Gamma Distribution

A random variable X is said to have Gamma distribution with parameters

α > 0 and λ > 0 if its pdf is
λα α−1 −λx
f (x) = x e x >0
Γα

α
1. Mean= λ

Module - 4 19 / 25
Gamma Distribution

A random variable X is said to have Gamma distribution with parameters

α > 0 and λ > 0 if its pdf is
λα α−1 −λx
f (x) = x e x >0
Γα

1. Mean= αλ
α
2. Variance= λ2

Module - 4 19 / 25
Gamma Distribution

A random variable X is said to have Gamma distribution with parameters

α > 0 and λ > 0 if its pdf is
λα α−1 −λx
f (x) = x e x >0
Γα

1. Mean= αλ
2. Variance= λα2
3. If X follows Γ(1, λ), then X follows Exp(λ)

Module - 4 19 / 25
Gamma Distribution

A random variable X is said to have Gamma distribution with parameters

α > 0 and λ > 0 if its pdf is
λα α−1 −λx
f (x) = x e x >0
Γα

1. Mean= αλ
2. Variance= λα2
3. If X follows Γ(1, λ), then X follows Exp(λ)
λ α
4. MX (t) = ( λ−t )

Module - 4 19 / 25
Gamma Distribution

A random variable X is said to have Gamma distribution with parameters

α > 0 and λ > 0 if its pdf is
λα α−1 −λx
f (x) = x e x >0
Γα

1. Mean= αλ
2. Variance= λα2
3. If X follows Γ(1, λ), then X follows Exp(λ)
λ α
4. MX (t) = ( λ−t )
1
5. β = λ

Module - 4 19 / 25
Problems

1. The daily consumption of milk in excess of 20,000 litres is approx

1
distributed as Gamma variable with parameter λ = 10000 , α = 2. If the
city has a daily stock of 30,000 litres on a given day, find the probability
that the stock is insufficient.

Module - 4 20 / 25
Problems

1. The daily consumption of milk in excess of 20,000 litres is approx

1
distributed as Gamma variable with parameter λ = 10000 , α = 2. If the
city has a daily stock of 30,000 litres on a given day, find the probability
that the stock is insufficient.
Let X be the quantity of daily consumption of milk. Then Y = X − 20000
1
follows Gamma distribution with parameters λ = 10000 ,α = 2

Module - 4 20 / 25
Problems

1. The daily consumption of milk in excess of 20,000 litres is approx

1
distributed as Gamma variable with parameter λ = 10000 , α = 2. If the
city has a daily stock of 30,000 litres on a given day, find the probability
that the stock is insufficient.
Let X be the quantity of daily consumption of milk. Then Y = X − 20000
1
follows Gamma distribution with parameters λ = 10000 ,α = 2
1
( 10000 )2 − y
f (y ) = ye 10000 y >0
Γ(2)

Module - 4 20 / 25
Problems

1. The daily consumption of milk in excess of 20,000 litres is approx

1
distributed as Gamma variable with parameter λ = 10000 , α = 2. If the
city has a daily stock of 30,000 litres on a given day, find the probability
that the stock is insufficient.
Let X be the quantity of daily consumption of milk. Then Y = X − 20000
1
follows Gamma distribution with parameters λ = 10000 ,α = 2
1
( 10000 )2 − y
f (y ) = ye 10000 y >0
Γ(2)
Z ∞
P(X > 30000) = P(Y > 10000) = f (y )dy
10000

Module - 4 20 / 25
Problems

1. The daily consumption of milk in excess of 20,000 litres is approx

1
distributed as Gamma variable with parameter λ = 10000 , α = 2. If the
city has a daily stock of 30,000 litres on a given day, find the probability
that the stock is insufficient.
Let X be the quantity of daily consumption of milk. Then Y = X − 20000
1
follows Gamma distribution with parameters λ = 10000 ,α = 2
1
( 10000 )2 − y
f (y ) = ye 10000 y >0
Γ(2)
Z ∞
P(X > 30000) = P(Y > 10000) = f (y )dy
10000

2
= = 0.7358
e

Module - 4 20 / 25
Problems

1. In a certain city, the daily consumption of electric power in millions of

kilowatt hours can be treated as a random variable having gamma
distribution with mean 6 and variance 12. (a) Find the values of α and β
(b) If the power plant of this city has daily capacity of 12 million kilowatt
hours, what is the probability that this power supply will be inadequate on
any given day?

Module - 4 21 / 25
Problems

1. In a certain city, the daily consumption of electric power in millions of

kilowatt hours can be treated as a random variable having gamma
distribution with mean 6 and variance 12. (a) Find the values of α and β
(b) If the power plant of this city has daily capacity of 12 million kilowatt
hours, what is the probability that this power supply will be inadequate on
any given day?
((a) Mean = αλ = 6,
Variance = λα2 = 12.
Hence, α = 3, β =R λ1 = 12 .
∞
(b) P(X > 12) = 12 f (x)dx = 25e −6 = 0.0619)

Module - 4 21 / 25
Problems

2. In a biomedical study with rats, a dose response investigation is used to

determine the effect of the dose of a toxicant on their survival time. For a
certain dose of the toxicant, the study determines that the survival time,
in weeks, has a gamma distribution with parameters α = 5, β = 10. What
is the probability that a rat survives no longer than 60 weeks?

Module - 4 22 / 25
Problems

2. In a biomedical study with rats, a dose response investigation is used to

determine the effect of the dose of a toxicant on their survival time. For a
certain dose of the toxicant, the study determines that the survival time,
in weeks, has a gamma distribution with parameters α = 5, β = 10. What
is the probability that a rat survives no longer than 60 weeks?
(Here λ = β1 = 10 1
,
Z 60 Z 60
1 x
P(X ≤ 60) = f (x)dx = 5 x 4 e − 10 dx = 0.715
0 10 ∗ 4! 0
)

Module - 4 22 / 25
Weibull distribution

A continuous random variable X follows Weibull distribution with

parameters α and beta if its pdf is
β
f (x) = αβx β−1 e −αx x > 0, α > 0, β > 0

Module - 4 23 / 25
Weibull distribution

A continuous random variable X follows Weibull distribution with

parameters α and beta if its pdf is
β
f (x) = αβx β−1 e −αx x > 0, α > 0, β > 0

Here α denotes the scale parameter and

β denotes the shape parameter.

Module - 4 23 / 25
Weibull distribution

A continuous random variable X follows Weibull distribution with

parameters α and beta if its pdf is
β
f (x) = αβx β−1 e −αx x > 0, α > 0, β > 0

Here α denotes the scale parameter and

β denotes the shape parameter.
1
Mean= ( α1 ) β Γ( β1 + 1)

2
Variance= ( α1 ) β [Γ( β2 + 1) − [Γ( β1 + 1)]2 ]

Module - 4 23 / 25
Problems

1. Suppose that the service life, in years, of a hearing aid battery is a

random variable having a Weibull distribution with α = 12 and β = 2
(a) How long can such a battery be expected to last?

Module - 4 24 / 25
Problems

1. Suppose that the service life, in years, of a hearing aid battery is a

random variable having a Weibull distribution with α = 12 and β = 2
(a) How long can such a battery be expected to last? (mean = 1.253)
(b) What is the probability that such a battery will be operating after 2
years?

Module - 4 24 / 25
Problems

1. Suppose that the service life, in years, of a hearing aid battery is a

random variable having a Weibull distribution with α = 12 and β = 2
(a) How long can such a battery be expected to last? (mean = 1.253)
(b) What is the probability that such a battery will be operating after 2
years? (P(X > 2) = e −2 )

Module - 4 24 / 25
Problems

1. Suppose that the service life, in years, of a hearing aid battery is a

random variable having a Weibull distribution with α = 12 and β = 2
(a) How long can such a battery be expected to last? (mean = 1.253)
(b) What is the probability that such a battery will be operating after 2
years? (P(X > 2) = e −2 )

2. The length of life, in hours, of a drill bit in a mechanical operation has

a Weibull distribution with α = 2 and β = 50. Find the probability that
the bit will fail before 10 hours of usage.

Module - 4 24 / 25
Problems

1. Suppose that the service life, in years, of a hearing aid battery is a

random variable having a Weibull distribution with α = 12 and β = 2
(a) How long can such a battery be expected to last? (mean = 1.253)
(b) What is the probability that such a battery will be operating after 2
years? (P(X > 2) = e −2 )

2. The length of life, in hours, of a drill bit in a mechanical operation has

a Weibull distribution with α = 2 and β = 50. Find the probability that
50
the bit will fail before 10 hours of usage. (P(X < 10) = e −2×10 )

Module - 4 24 / 25
More Problems on distribution

1. Suppose scores in an exam follow normal distribution with mean 80 and

standard deviation 5. What is the minimum score that you should get to
be in the top 10%?
[ X denotes the score and it follows N(µ = 80, σ 2 = 25) . Given that
P(X ≤ k) = 0.9. Then, k = 86.41 ]
2. Suppose that the time, in hours, required to repair a heat pump is a
random variable X having a gamma distribution with parameters α = 2
amd λ = 2 (orβ = 12 ). What is the probability that on the next service call
(a) at most 1 hour will be required to repair the heat pump? (b) at least 2
hours will be required to repair the heat pump?

Module - 4 25 / 25