Chapter 5

Continuous Random
Variables

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Recall that ...

❑ A continuous random variable is a

random variable that can assume any value
within some interval or intervals.
❑ the length of time between a person’s visits to a
doctor
❑ the thickness of sheets of steel produced in a
rolling mill
❑ the yield of wheat per acre of farmland

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 5.1
Continuous Probability Distributions

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Figure 5.1 A probability distribution 𝑓(𝑥) for
a continuous random variable 𝑥

❑ The graphical form of the probability

distribution for a continuous random variable
𝑥 is a smooth curve
❑ a probability density function,
❑ a frequency function, or
❑ a probability distribution.

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 Figure 5.1 A probability distribution 𝑓(𝑥) for
a continuous random variable 𝑥

❑Area 𝐴 beneath the curve is the probability

that 𝑥 assumes a value between 𝑎 and 𝑏
𝑎 < 𝑥 < 𝑏
❑𝑃 𝑎 < 𝑥 < 𝑏 =𝑃 𝑎 ≤ 𝑥 ≤ 𝑏

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Definition

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Problem

❑ Researchers studied the friction that occurs in the

paper-feeding process of a photocopier. The
friction coefficient, 𝑥, is a continuous random
variable that measures the degree of friction
between two adjacent sheets of paper in the
feeder stack. The random variable can be
modeled using the smooth curve shown in Figure
5.2. Note that the friction coefficient, 𝑥, ranges
between the values 5 and 15. Find the probability
that the friction coefficient is less than 10.

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Figure 5.2 Density Function for Friction
Coefficient, Example 5.1

Find the probability that the friction coefficient

is less than 10.

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Solution

❑ To find the probability that the friction coefficient is

less than 10, we need to compute 𝑃(5 < 𝑥 < 10).
This is the area between 𝑥 = 5 and 𝑥 = 10
shaded on the graph in Figure 5.2. Note that this
area is represented by a right triangle with a base
of length 5 and a height of .2. Since the area of a
triangle is (1Τ2)(𝑏𝑎𝑠𝑒) × (ℎ𝑒𝑖𝑔ℎ𝑡), then
𝑃 5 < 𝑥 < 10 = 1ൗ2 𝑏𝑎𝑠𝑒 × ℎ𝑒𝑖𝑔ℎ𝑡
= .5 5 .2 = .5

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 5.2
The Uniform Distribution

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Figure 5.3 The uniform probability
distribution

❑ Continuous random variables that appear to have

equally likely outcomes over their range of
possible values possess a uniform probability
distribution

𝑇𝑜𝑡𝑎𝑙 𝑎𝑟𝑒𝑎 𝑜𝑓 𝑟𝑒𝑐𝑡𝑎𝑛𝑔𝑙𝑒 =

(𝐵𝑎𝑠𝑒)(𝐻𝑒𝑖𝑔ℎ𝑡) =
1
𝑑−𝑐 =1
𝑑−𝑐

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Definition

❑ The uniform distribution is sometimes referred to as the

randomness distribution, since one way of generating a
uniform random variable is to perform an experiment in
which a point is randomly selected on the horizontal axis
between the points c and d.

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Problem

❑ An unprincipled used-car dealer sells a car to an

unsuspecting buyer, even though the dealer knows that the
car will have a major breakdown within the next 6 months.
The dealer provides a warranty of 45 days on all cars sold.
Let 𝑥 represent the length of time until the breakdown
occurs. Assume that 𝑥 is a uniform random variable with
values between 0 and 6 months.
a) Calculate and interpret the mean and standard deviation of 𝑥.
b) Graph the probability distribution of 𝑥, and show the mean on the
horizontal axis. Also show one- and two-standard-deviation
intervals around the mean.
c) Calculate the probability that the breakdown occurs while the car
is still under warranty.
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Solution

a) To calculate the mean and standard deviation for 𝑥, we

substitute 0 and 6 months for 𝑐 and 𝑑, respectively, in the
formulas for uniform random variables. Thus,

❑ The average length of time 𝑥 until breakdown for all similar

used cars is 𝜇 = 3 months. From Chebyshev’s rule, we
know that at least 75% of the values of 𝑥 in the distribution
will fall into the interval or between
− 0.46 and 6.46 months.
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Solution

b) The uniform probability

distribution is →
The mean and the one- and two-standard-deviation intervals
around the mean are shown on the horizontal axis.

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Solution

c) To find the probability that the car is still under warranty when it
breaks down, we must find the probability that 𝑥 is less than 45 days,
or (about) 1.5 months. Therefore, we need to calculate the area under
the frequency function 𝑓(𝑥) between the points 𝑥 = 0 and 𝑥 = 1.5.
Therefore, in this case 𝑎 = 0 𝑎𝑛𝑑 𝑏 = 1.5. Applying the formula in
the box, we have

There is a 25% chance that the car will break down while under warranty.

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 5.3
The Normal Distribution

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Figure 5.6 A normal probability distribution

❑ One of the most commonly observed continuous random

variables has a bell-shaped probability distribution.
❑ It is known as a normal random variable and its
probability distribution is called a normal distribution.

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Normal distribution is very important in
the science of statistical inference

❑ Many phenomena generate random

variables with probability distributions that
are very well approximated by a normal
distribution
❑ the error made in measuring a person’s blood
pressure
❑ the probability distribution for the yearly rainfall
in a certain region

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Figure 5.7 Several normal distributions with
different means and standard deviations

❑ The normal distribution is perfectly symmetric about 𝜇.

❑ Its spread is determined by 𝜎.

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Procedure

Note that the mean 𝜇 and standard deviation 𝜎 appear in this

formula, so that no separate formulas for 𝜇 and 𝜎 are
necessary. To graph the normal curve, we have to know the
numerical values of 𝜇 and 𝜎.
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Figure 5.8 Several normal distributions:
 = 0  = 1

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Definition

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Table
5.1

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Problem

❑ Find the probability that the standard normal random

variable 𝒛 falls between −𝟏. 𝟑𝟑 and +𝟏. 𝟑𝟑.

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Solution

❑ Since all probabilities associated with standard normal

random variables can be depicted as areas under the
standard normal curve, you should always draw the curve
and then equate the desired probability to an area.

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Figure 5.10 Finding z =1.33 in the standard
normal table, Example 5.3

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Problem

❑ Find the
probability
that a
standard
normal
random
variable
exceeds
𝟏. 𝟔𝟒; that is,
find 𝑃(𝑧 >
1.64).

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Figure 5.11 Areas under the standard
normal curve for Example 5.4

❑ The standard normal distribution is symmetric about its

mean, 𝑧 = 0.
❑ The total area under the standard normal probability
distribution equals 1.

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Problem

❑ Find the
probability
that a
standard
normal
random
variable lies
to the left of
.67.

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Figure 5.12 Areas under the standard
normal curve for Example 5.5

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Problem

❑ Find the
probability
that a
standard
normal
random
variable
exceeds 1.96
in absolute
value.

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Figure 5.13 Areas under the standard
normal curve for Example 5.6

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Definition

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Problem

❑ Assume that the length of time, 𝑥, between charges of a

cellular phone is normally distributed with a mean of 10
hours and a standard deviation of 1.5 hours. Find the
probability that the cell phone will last between 8 and 12
hours between charges.

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Figure 5.14 Areas under the normal curve
for Example 5.7

❑ The normal distribution with mean 𝜇 = 10 and 𝜎 = 1.5 is

shown in Figure 5.14. The desired probability that the cell
phone lasts between 8 and 12 hours is highlighted.
❑ We must first convert the distribution to a standard normal
distribution, which we do by calculating the z-score:

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Solution

❑ The z-scores corresponding to

the important values of 𝒙 are
shown beneath the 𝒙 values
on the horizontal axis.
❑ Note that 𝒛 = 𝟎 corresponds
to the mean of 𝒎 = 𝟏𝟎 hours,
whereas the 𝒙 values 8 and 12
yield z-scores of −𝟏. 𝟑𝟑 and
+ 𝟏. 𝟑𝟑, respectively.

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Procedure

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Problem

❑ Suppose an automobile manufacturer introduces a new model that has

an advertised mean in-city mileage of 27 miles per gallon. Although
such advertisements seldom report any measure of variability, suppose
you write the manufacturer for the details of the tests and you find that
the standard deviation is 3 miles per gallon. This information leads you
to formulate a probability model for the random variable 𝑥, the in-city
mileage for this car model. You believe that the probability distribution
of 𝑥 can be approximated by a normal distribution with a mean of 27
and a standard deviation of 3.
❑ If you were to buy this model of automobile, what is the probability that you
would purchase one that averages less than 20 miles per gallon for in-city
driving? In other words, find 𝑃(𝑥 < 20).
❑ Suppose you purchase one of these new models and it does get less than
20 miles per gallon for in-city driving. Should you conclude that your
probability model is incorrect?
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Figure 5.16 Area under the standard normal
curve for Example 5.8

❑ The probability model proposed for 𝑥, the in-city mileage, is

shown in Figure 5.16.

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Solution

❑ We are interested in finding the area A to the left of 20, since

that area corresponds to the probability that a measurement
chosen from this distribution falls below 20. In other words, if
this model is correct, the area A represents the fraction of
cars that can be expected to get less than 20 miles per gallon
for in-city driving. To find A, we first calculate the z value
corresponding to 𝑥 = 20. That is,

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Solution

❑ Now you are asked to make an inference based on a sample:

the car you purchased. You are getting less than 20 miles per
gallon for in-city driving. What do you infer?
❑ We think you will agree that one of two possibilities exists:
❑ 1. The probability model is correct. You simply were unfortunate to
have purchased one of the cars in the 1% that get less than 20 miles
per gallon in the city.
❑ 2. The probability model is incorrect. Perhaps the assumption of a
normal distribution is unwarranted, or the mean of 27 is an
overestimate, or the standard deviation of 3 is an underestimate, or
some combination of these errors occurred. At any rate, the form of
the actual probability model certainly merits further investigation.

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Problem

❑ Find the value of 𝑧—call it 𝑧0 —in the

standard normal distribution that will be
exceeded only 10% of the time. That is, find
𝑧0 such that P z ≥ 𝑧0 = .10.

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Figure 5.17 Areas under the standard
normal curve for Example 5.9

❑ In this case, we are given a probability, or an area, and are

asked to find the value of the standard normal random
variable that corresponds to the area. Specifically, we want to
find the value 𝑧0 such that only 10% of the standard normal
distribution exceeds 𝑧0 . (See Figure 5.17.)

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Solution

❑ We know that the total area to the right of the mean, 𝑧 = 0,

is .5, which implies that 𝑧0 must lie to the right of 0 (𝑧 > 0).
❑ To pinpoint the value, we use the fact that the area to the
right of 𝑧0 is .10, which implies that the area between
𝑧 = 0 and 𝑧0 is .5 − .1 = .4.
❑ But areas between 𝑧 = 0 and some other 𝑧 value are exactly
the types given in Table II.
❑ Therefore, we look up the area .4000 in the body of Table II
and find that the corresponding 𝑧 value is 𝑧0 = 1.28.
❑ The implication is that the point 1.28 standard deviations
above the mean is the 90th percentile of a normal
distribution.
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Problem

❑ Find the value of 𝑧0 such that 95% of the

standard normal 𝑧 values lie between −𝑧0
and +𝑧0 ; that is, find P(−𝑧0 ≤ 𝑧 ≤ 𝑧0 ) = .95

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Figure 5.19 Areas under the standard
normal curve for Example 5.10

❑ Here we wish to move an equal distance 𝑧0 in the

positive and negative directions from the mean
𝑧 = 0 until 95% of the standard normal distribution
is enclosed.

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Solution

❑ This means that the area on each side of

the mean will be equal to .475.
❑ Since the area between 𝑧 = 0 and 𝑧0 is
0.475, we look up 0.475 in the body of
Table II to find the value 𝑧0 = 1.96.
❑ Thus, 95% of a normal distribution lies
between +1.96 and −1.96 standard
deviations of the mean.

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 5.4
Descriptive Methods for Assessing
Normality

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Procedure

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Definition

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Problem

❑ The EPA mileage ratings on 100 cars, first

presented in Chapter 2 (p. 71), are
reproduced in Table 5.2. Numerical and
graphical descriptive measures for the data
are shown on the MINITAB and SPSS
printouts presented in Figure 5.21a–c.
Determine whether the EPA mileage ratings
are from an approximate normal distribution.

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Table 5.2

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Figure 5.21a MINITAB histogram for gas
mileage data

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Figure 5.21b MINITAB Descriptive statistics
for gas mileage data

𝐼𝑄𝑅 38.375−35.625
= = 1.137
𝑠 2.418

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Figure 5.21c SPSS normal probability plot
for gas mileage data

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Table 5.3

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