4-1 Continuous Random Variables

4-2 Probability Distributions and

Probability Density Functions

Figure 4-2 Probability determined from the area

under f(x).
 4-2 Probability Distributions and
Probability Density Functions

Definition

 2  f  x  dx  1
xD
 4-2 Probability Distributions and
Probability Density Functions

Figure 4-3 Histogram approximates a probability

density function.
 4-2 Probability Distributions and
Probability Density Functions

P  X  a   0 a
 4-2 Probability Distributions and
Probability Density Functions

Example 4.1
Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes. Assume that
the range of X is [0,20 mA], and assume that the probability
density function of X is f(x) = 0.05 for 0  x  20.
What is the probability that a current measurement is less than 10
milliamperes?
And the probability that a current measurement is more than 5
and less than 20? 10

    
a) P X  10  P 0  X  10  0.05dx  ...
0
20
b) P 5  X  20    0.05 dx  .....
5
 4-2 Probability Distributions and
Probability Density Functions u
e
 dx  u '  C
u
e
Example 4-2

b
P( S )  P  X  12.5   1 b



 20.e
12.5
20 x 12.5
dx  1  f  x  dx  F  x  a  F  b   F  a 
a
12.6 
20 x 12.5  20 x 12.5
  20.e
12.5
dx   20.e
12.6
dx  1
 4-2 Probability Distributions and
Probability Density Functions

Figure 4-5 Probability density function for Example 4-2.

 4-2 Probability Distributions and
Probability Density Functions

Example 4-2 (continued)

 4-3 Cumulative Distribution
Functions

Definition

F a   P  X  a 
Find :1) P  X  a   P  X  a   F  a 

F ' x  f  x 2) P  X  a   1  P  X  a   1  F a 
3) P  a  X  b   P  X  b   P  X  a 
 F b   F  a 
 4-3 Cumulative Distribution
Functions
Example 4.3
For the copper current measurement in Ex 4.1, the cumulative
distribution function of the random variable X consists of three
expressions. If x<0, f(x) = 0. Therefore,

0 , x0

F  x   0.05 x , 0  x  20
1 , 20  x

 4-3 Cumulative Distribution
Functions
Example 4-4

20u 12.5  x 20  x 12.5 

e  e 1
12.5
 4-3 Cumulative Distribution
Functions

Figure 4-7 Cumulative distribution function for Example

4-4.
 4-3 Cumulative Distribution
Functions u
e '  u '. e u
 
Example 4.5
The time until a chemical reaction (in milliseconds) is
approximated by the cumulative distribute function:

0 ,x  0
F  x   0.01 x
1  e ,0  x

Find the probability density function of X. What proportion

of reactions is complete within 200 milliseconds.
f  x   F '  x   1  e 0.01x  '  0.01e 0.01x , x  0
P  X  200   F  200   1  e 0.01200
 4-4 Mean and Variance of a
Continuous Random Variable

Definition
,xD

  x. f  x  dx
xD

  x 2 . f  x  dx   2
xD
 4-4 Mean and Variance of a
Continuous Random Variable
Example 4-6
 4-4 Mean and Variance of a
Continuous Random Variable
b b 
b 20 x 12.5  20  x 12.5 
 udv  uv a   vdu   xe  e dx

Example 4-8
a a 12.5

Let :
u  .x..  du  .1...dx
dv  20e 20 x 12.5dx  v  e20 x 12.5 
 b
*P  a  X  b    f  x  dx; f  x   F '  x 
a

 F b   F  a 

*   x. f  x  dx
xD

* 2   x 2 . f  x  dx   2
xD
 4-5 Continuous Uniform Random
Variable

Definition
 4-5 Continuous Uniform Random
Variable

Figure 4-8 Continuous uniform probability density

function.
 4-5 Continuous Uniform Random
Variable

Mean and Variance

 4-5 Continuous Uniform Random
Variable
Example 4-9

0, x  0
x

F x   , 0  x  b
 20
1, 20  x
 4-5 Continuous Uniform Random
Variable

Figure 4-9 Probability for Example 4-9.

 4-5 Continuous Uniform Random
Variable

X ~ U  a, b  :
1
f x  ; x  [ a , b]
ba

ab

2
b  a 
2
2
 
12
 1 1
a  1.5; b  5.5  f  x   
ba 4
 b  a
2
ab
a    2
 ...;    .....;  ....
2 12
2.5
1
  
b P X  2.5  
 P 1.5  X  2.5   dx  ....

1.5
4
0 x  1.5
 x  1.5

c  F  x    1.5  x  5.5
 4
1 5.5  x
 4-6 Normal Distribution
2
z
1
f z 
Definition
.e 2
2
4-6 Normal Distribution

Figure 4-10 Normal probability density functions for

selected values of the parameters  and 2.
4-6 Normal Distribution
X ~ N    10;   4  2

P  X  13  1  P  X  13
 13  10 
 1 P Z  
 2 
 1  P  Z  1.5 
 1  ....  ....
4-6 Normal Distribution



 f  x  dx
13
 4-6 Normal Distribution

Some useful results concerning the normal distribution

4-6 Normal Distribution
 4-6 Normal Distribution
X ~ N   ,  2  :normal variable
Z ~ N    0,  2  1 :standard normal variable
Definition : Standard Normal
 4-6 Normal Distribution

Example 4-11

Figure 4-13 Standard normal probability density function.

4-6 Normal Distribution
4-6 Normal Distribution
1) P  Z  a   P  Z  a   ( III )
* P Z  a   1 P Z  a 
*P  Z  a   P  Z  a 
2) P  a  Z  b   P  Z  b   P  Z  a 
3) P  Z  a   0  a  4;
P  Z  a   0 a  4
find : P  3.99  Z  3.99   P  Z  3.99   P  Z  3.99   0.999967  0
EX : P  Z  10.42  
P  Z  8.35  
P  Z  6.03 
P  Z  5.27  

P  Z  5.25   1
P  Z  8.01  0
P  Z  6.87   0
P  4.35  Z  10.02   1
4-6 Normal Distribution
4-6 Normal Distribution
P  Z  z   0.995 0.995060  z  2.5  0.08  2.58
 4-6 Normal Distribution
Let X be the normal variable ~N   ,  2  :
 a 
Standardizing 1) P  X  a   P  Z  
  
2) P  X  a   1  P  X  a 
3) P  a  X  b   P  X  b   P  X  a 
 4-6 Normal Distribution

Example 4-13
 4-6 Normal Distribution

Figure 4-15 Standardizing a normal random variable.

 4-6 Normal Distribution

To Calculate Probability
 4-6 Normal Distribution

Example 4-14
 4-6 Normal Distribution P  X  x   0.98

 P Z 
x 
 0.98
  
 x  10 
 P Z    0.98  0.979818
 2 
x  10
  2.05  x  ...
Example 4-14 (continued) 2
 4-6 Normal Distribution

Example 4-14 (continued)

Figure 4-16 Determining the value of x to meet a specified

probability.
4-6 Normal Distribution
4-6 Normal Distribution
4-6 Normal Distribution
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

• Under certain conditions, the normal

distribution can be used to approximate the
binomial distribution and the Poisson
distribution.
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Figure 4-19 Normal

approximation to the
binomial.
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Example 4-17
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Normal Approximation to the Binomial Distribution

Normal Approximation to the Binomial Distribution
X ~ B  n, p  : f  x   P  X  x   Cnx p x 1  p 
n x
; x  0,..., n.
 X  np;  X2  np 1  p 

 a  0.5  np 
1) P  X  a   P  Z  

 np 1  p  

 a  0.5  np   a  0.5  np 
2) P  X  a  P  Z    1 P  Z  

 np 1  p  


 np 1  p  


P  X  150   1  P  X  150 
 
151  0.5  160
 P  X  151 P  Z    1  P  Z  ....
 160 1  105  
 
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Example 4-18

 
 X  0.5  160 151  0.5  160 
P  X  150   P 
 160 1  105 5 
   160 1  10  

 P  Z  0.75   P  Z  0.75   0.7733
4-7 Normal Approximation to the
Binomial and Poisson Distributions
4-7 Normal Approximation to the
Binomial and Poisson Distributions
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

P  a  X  b   P 1  0.5  X  b  0.5 
4-7 Normal Approximation to the
Binomial and Poisson Distributions
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Figure 4-21 Conditions for approximating hypergeometric

and binomial probabilities.
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Normal Approximation to the Poisson Distribution

e  . x
X ~ P   : f  x   P  X  x   ; x  0,1, 2,...
x!
 a 
 P  X  a  P  Z  
  
 4-7 Normal Approximation to the
Binomial and Poisson Distributions

Example 4-20

949
e 1000 .1000 x
P  X  950   
x 0 x!
 4-8 Exponential Distribution

Definition
 4-8 Exponential Distribution

Mean and Variance

 4-8 Exponential Distribution
f  x    e  x , x  0
  25
P  X  0  1
Example 4-21
 P  0  X  0.1  P  0.1  X     1
 4-8 Exponential Distribution
Cumulative function : F  x   P  X  x 
X ~ E   : 0, x  0
* Density function : f  x    e , x  0  x F  x    x
* Cumulative function : F  a   P  X  a   1  e , x  0 
1  e
a , x0
1
 
 x x
x
f t  dt   .e dt  e
b b


 t  t
* P  a  X  b    f  x  dx    .e x
dx  e   x  1
a a
0 0
0
 F b   F  a   1  e  b  (1  e   a )  e  a  e b
a
* P  X  a   F  a     .e   x dx
0

* P  X  a  1 P  X  a

Figure 4-23 Probability for the exponential distribution in

Example 4-21.
 4-8 Exponential Distribution
0, x  0
F x    x
Example 4-21 (continued) 1  e , x0
 4-8 Exponential Distribution
P  X  x   0.9
 1  P  X  x   0.9
 P  X  x   0.1

Example 4-21 (continued)  F  x   0.1

 1  e 25 x  0.1

eb  c  b  ln c
 4-8 Exponential Distribution

Example 4-21 (continued)

f  x   .e   x , x  0
f  x   2.e 2 x , x  0
0 x0
F  x   2 x
1  e x0
1
  
2
 a  P  X  0   F 0  0
b  P  X  2   1  P  X  2   1  F  2   ..