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Bản Sao Ch04.v1a

The document covers continuous random variables and their probability distributions including the normal, uniform, exponential, and binomial distributions. It defines key terms like probability density functions, cumulative distribution functions, mean, and variance and provides examples of calculating probabilities and distribution parameters for different distributions. The document also discusses using normal approximations to the binomial and Poisson distributions for cases with large values.

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Nhat Thi
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37 views52 pages

Bản Sao Ch04.v1a

The document covers continuous random variables and their probability distributions including the normal, uniform, exponential, and binomial distributions. It defines key terms like probability density functions, cumulative distribution functions, mean, and variance and provides examples of calculating probabilities and distribution parameters for different distributions. The document also discusses using normal approximations to the binomial and Poisson distributions for cases with large values.

Uploaded by

Nhat Thi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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4-1 Continuous Random Variables

Example:
1. Measurement of the current in a thin copper (different results due to
variation).
2. Measuring a dimensional length of a part (Also different results due to
variations).

The measurement of interest can be represented by a RANDOM VARIABLE.

It is reasonable to model the range of possible values of the random variable by


an interval (finite or infinite) of real numbers.
4-2 Probability Distributions and
Probability Density Functions
Definition
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
Example 4-2

If a part with a diameter larger than 12.60 millimeters is scrapped, what proportion of
parts is scrapped?

What proportion of parts is between 12.5 and 12.6 millimeters?


4-2 Probability Distributions and
Probability Density Functions
The probability density function of the net weight in pounds of a packaged chemical
herbicide is f(x) = 2.0 for 49.75 < x < 50.25 pounds.
a. Determine the probability that a package weighs more than 50 pounds.
b. How much chemical is contained in 90% of all packages?
4-3 Cumulative Distribution
Functions

Definition
4-3 Cumulative Distribution Functions
Example 4-4
4-3 Cumulative Distribution Functions
Example 4.5
The time until a chemical reaction (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.
4-3 Cumulative Distribution Functions
The gap width is an important property of a magnetic recording head. In
coded units, if the width is a continuous random variable over the range
from 0<x<2 with
f(x) =0.5x.
Determine the cumulative distribution function of the gap width.
4-4 Mean and Variance of a
Continuous Random Variable

Definition
4-4 Mean and Variance of a
Continuous Random Variable
Example 4-6
For the copper wire example where f(x) = 0.05 for 0 ≤ x ≤ 20 mA
4-4 Mean and Variance of a
Continuous Random Variable
Example 4-8
The thickness of a conductive coating in micrometers has a density
function of 600x-2 for 100µm < x < 120µm.
a. Determine the mean and variance of the coating thickness.

b. If the coating costs $0.50 per micrometer of thickness on each part,


what is the average cost of the coating per part?
4-5 Continuous Uniform Random Variable
Definition
4-5 Continuous Uniform Random
Variable

Mean and Variance


4-5 Continuous Uniform Random Variable
Example 4-9
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, 20mA], and assume that the
probability density function of X is f(x) = 0.05, 0 ≤ x ≤ 20.
a. What is the probability that a measurement of current is between 5 and 10
milliamperes?
4-5 Continuous Uniform Random Variable
Example 4-9
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, 0 ≤ x ≤ 20.
b. What are the mean and variance?
4-5 Continuous Uniform Random Variable

The Cumulative distribution function is: (If a < x < b)


4-5 Continuous Uniform Random Variable
Suppose the time it takes a data collection operator to fill out an electronic form for a
database is uniformly between 1.5 and 2.2 minutes.
a. What is the mean and variance of the time it takes an operator to fill out the form?

b. What is the probability that it will take less than two minutes to fill out the form?

c. Determine the cumulative distribution function of the time it takes to fill out the
form.
4-6 Normal Distribution

Definition
4-6 Normal Distribution

Figure 4-10 Normal probability density functions for


selected values of the parameters  and 2.
4-6 Normal Distribution

Probabilities based on the normal distribution are typically found numerically or from a
table (that we will later introduce).
4-6 Normal Distribution
Some useful results concerning the normal distribution

From the symmetry of f(x), P(X > µ) = P(X < µ) = 0.5


4-6 Normal Distribution
Definition : Standard Normal
4-6 Normal Distribution
4-6 Normal Distribution
Example: Find P(Z ≤ 1.5)?
4-6 Normal Distribution

1. P(Z > 1.26)

2- P(Z < -0.86)


4-6 Normal Distribution
4-6 Normal Distribution

6. Find the value of z such that P(Z > z) = 0.05

Find P(Z < z) = 0.95 then from table….. Z = 1.65

7. Find the value of z such that P(-z < Z < z) = 0.99


4-6 Normal Distribution
Standardizing
4-6 Normal Distribution
Example 4-13
4-6 Normal Distribution
To Calculate Probability

For the previous example, what is the


probability that a current measurement
is between 9 and 11 mA?

For the previous example, what is the probability that a current measurement is between
9 and 11 mA?
4-6 Normal Distribution
Determine the value for which the probability that a current
measurement is below this value is 0.98.
4-6 Normal Distribution
4-6 Normal Distribution
The compressive strength of samples of cement can be modelled by a normal
distribution with a mean of 6000 kilograms per square centimeter and a standard
deviation of 100 kilograms per square centimeter.
a. What is the probability that a sample’s strength is less that 6250 Kg/cm^2?

b. What is the probability that a sample’s strength is between 5800 and 5900 Kg/cm^2?

c. What strength is exceeded by 95% of the samples?


4-6 Normal Distribution
The weight of a sophisticated running shoe is normally distributed with a mean of 12
ounces and a standard deviation of 0.5 ounce.
a. What is the probability that a shoe weights more that 13 ounces?

b. What must the standard deviation of weight be in order for the company to state that
99.9% of its shoes are less that 13 ounces?

c. If the standard deviation remains at 0.5 ounce, what must be the mean weight in
order for the company to state that 99.9% of its shoes are less that 13 ounces?
4-7 Normal Approximation to the
Binomial and Poisson Distributions
In some systems, it is difficult to calculate probabilities by using the binomial
distribution. The normal distribution can be used to approximate binomial probabilities
for cases in which n is large.

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

1. The area of each bar equals the binomial


probability of x.
2. Notice that the area of bars can be
approximated by areas under the normal density
function.
3. From the figure, it can be seen that a
probability such as P(3≤ X ≤7) is better
approximated by the area under the normal
curve from 2.5 to 7.5, P(2.5≤ X ≤7.5)
4. This observation provides a method to
improve the approximation of binomial
probabilities.
4-7 Normal Approximation to the
Binomial and Poisson Distributions

Normal Approximation to the Binomial Distribution


4-7 Normal Approximation to the
Binomial and Poisson Distributions
Example 4-18
4-7 Normal Approximation to the
Binomial and Poisson Distributions
4-7 Normal Approximation to the
Binomial and Poisson Distributions

Find P( X ≥ 9) = ?
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


4-7 Normal Approximation to the
Binomial and Poisson Distributions
Example 4-20
Assume that the number of asbestos particles in a squared meter of dust on a surface
follows a Poisson distribution with a mean of 1000. If a squared meter of dust is
analyzed, what is the probability that less than 950 particles are found?
4-8 Exponential Distribution

Definition
4-8 Exponential Distribution

Mean and Variance


4-8 Exponential Distribution
Example 4-21
In a large corporate computer network, user log-ons to the system can be modelled as a
Poisson process with a mean of 25 log-ons per hour.
a. b. What is the probability that the time until the next log-on is between 2 and 3
minutes?

b. What is the probability that there are no logons in an interval of 6 minutes?


4-8 Exponential Distribution
Example 4-21 (continued)
c. Determine the interval of time such that the probability that no log-on occurs in the
interval is 0.90.

d. Furthermore, the mean time until the next log-on is

e. The standard deviation of the time until the next log-on is

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