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Continuous Probability Distributions

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0% found this document useful (0 votes)
94 views

Continuous Probability Distributions

Uploaded by

Chong Chong
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Continuous Probability

Distributions
Chapter 7

7-1 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Learning Objectives
LO7-1 Describe the uniform probability
distribution and use it to calculate probabilities
LO7-2 Describe the characteristics of a normal
probability distribution
LO7-3 Describe the standard normal
probability distribution and use it to calculate
probabilities

7-2 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Uniform Distribution
 The uniform distribution characteristics
 It is rectangular in shape, a.k.a. rectangular distrb
 The mean and the median are equal
 It is completely described by its minimum value a and
its maximum value b

7-3 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Uniform Distribution Formulas
 The mean and standard deviation of a uniform distribution
are computed as follows

 The following equation describes the region from a to b

7-4 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Uniform Distribution Example
UUM provides bus service to students while they are on campus. A
bus arrives at the INASIS bus stops every 30 minutes between 6am
and 11pm. Students come to the bus stops at random times.
Therefore, the time that a student needs to wait for a bus is
uniformly distributed from 0 to 30 minutes.

7-5 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Uniform Distribution Example

The (shaded) area of the uniform distribution is found by


multiplying (height*base)
Area = (30-0) = 1.00 (this is the total probability)
The mean is = = 15
The standard deviation is = = 8.66

7-6 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Uniform Distribution Example
To find the probability that a student waits >25 minutes,
find the area between 25 and 30 minutes.
P(25 < wait time < 30) = (height)(base) = (5) = 0.1667

7-7 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Uniform Distribution Example
To find the probability that a student waits between 10 and
20 minutes, find the area between 10 and 20 minutes.
P(10 < wait time < 20) = (height)(base) = (10) = 0.3333

7-8 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Worked example: Q2, p.188

Answers

7-9 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Worked example: Q4, p.189

Answers

7-10 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Your turn:

 Try Q1 & Q3. Answers are on page 545 of the textbook.

7-11 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Normal Probability Distribution
 The normal probability distribution is a continuous
distribution with the following characteristics
 It is bell-shaped and has a single peak at the center of
the distribution
 The distribution is symmetrical about the mean
 It is asymptotic, meaning the curve approaches but
never touches the X-axis
 It is completely described by its mean and SD

7-12 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Normal Curve

7-13 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Normal Probability Distribution
 There is a family (meaning, many!!) of normal prob distrb
 Another normal prob distrb is created when either the mean
or/and the SD changes
 Can calculate the probability of a normal prob distrb using the
formula (on page189) below (OMG!!!! ).

 Or, may also use Excel functions (need to change mean & SD
everytime)
 Or, may use tables (but would need many many many tables)
 All are not practical  use the standard normal prob distrb
7-14 Copyright  2019 by McGraw-Hill Education.  All rights reserved.
Family of Normal Probability Distributions

Equal Means and Different Standard Deviations

7-15 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Family of Normal Probability Distributions

Different Means and Standard Deviations

7-16 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Family of Normal Probability Distributions

Different Means and Equal Standard Deviations

7-17 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal Probability Distribution
 The standard normal PD is a particular normal distribution
 It has a mean of 0 and a standard deviation of 1
 Any normal PD can be converted to the standard normal
PD with the following z formula.

z VALUE The signed (+ve or –ve) distance between a selected


value, designated x, and the mean, , divided by the standard
deviation, .

7-18 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Areas Under the Normal Curve
 https://www.mathsisfun.com/data/standard-normal-distribution-table.html

7-19 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Table

 See Appendix B.3 on p.519

7-20 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Excerpt from the standard normal PD table:

7-21 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Empirical Rule
 This rule is very closely related with the standard normal
PD
 We have actually examined this rule earlier in Chapter 3,
see page 79

7-22 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Empirical Rule
 Now that we know how to apply the standard normal PD,
we can verify the Empirical Rule.
 Eg: 1 SD from the mean is the same as a z-value = 1.00
 When we refer to the standard normal PD table, z=1.00
corresponds to a probability of 0.3413.
 So, how many % of the observations will lie within 1 SD
from the mean?  (2)(0.3413) = 0.6826
 That is, about 68% of the observations
 1 SD meaning to the left (-ve) and right (+ve) of the
mean, that’s why we multiply the prob 0.3413 by 2 (both
left & right sides of the mean)
 The Empirical Rule is summarized in the following graph.
7-23 Copyright  2019 by McGraw-Hill Education.  All rights reserved.
The Empirical Rule

7-24 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


The Empirical Rule

To verify the Empirical Rule:

z of 1.00 = 0.3413, so 0.3413*2 = 0.6826  68%


z of 2.00 = 0.4772 so 0.4772*2 = 0.9544  95%
z of 3.00 = 0.4987 so 0.4987*2 = 0.9974  99.7%

7-25 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Application

 Suppose the weekly income of Uber drivers follows the


normal probability distribution with a mean of $1,000 and
an SD of $100.
 That is, μ = 1,000 and σ = 100
 What is the prob of getting a Uber driver whose weekly
income is between $1,000 and $1,100 ?
 Prob(1000 < weekly income < 1100)
 Prob(1000 < X < 1100)
 What is the prob of getting a Uber driver whose weekly
income is less than $1,100 ?  Prob(X < 1100)

7-26 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Application
Z = = = 1.00

7-27 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Application

P(1000 < X < 1100) = P(0 < Z < 1) = 0.3413

P(X < $1100) = P(Z < 1) = 0.5+0.3413 = 0.8413


7-28 Copyright  2019 by McGraw-Hill Education.  All rights reserved.
Standard Normal PD Application
P($790 < weekly income < $1,000)
= P(790 < X < 1000)
= P( < X <
= P( < X < )
= P( -2.10 < Z < 0 ) = 0.4821

7-29 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Application
P(Weekly income < $790)
= P(X < 790)
= P(X <
= P(X < )
= P( Z < -2.10 ) = 0.5 - 0.4821 = 0.0179

7-30 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Application
P($840 < weekly income < $1,200)
= P(840 < X < 1200)
= P( < X < = P( < X < )
= P( -1.60 < Z < 2.0 ) = 0.4452 + 0.4772 = 0.9224

7-31 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Standard Normal PD Application
P($1150 < weekly income < $1250)
= P(1150 < X < 1250)
= P( < X < = P( < X < )
= P( 1.5 < Z < 2.5 ) = 0.4938 - 0.4332 = 0.0606

7-32 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Worked example: Q20, p.201

Answers
(a) P(30 < no. of viewers < 34)
= P(30 < X < 34) = P( < X <
= P( < X < ) = P( 0.2 < Z < 1 ) = 0.3413 – 0.0793 = 0.262

(b) P(X > 23) = P(X > ) = P(Z > -1.2) = 0.5 + 0.3849 = 0.8849

(c) P(X > 40) = P(X > ) = P(Z > 2.2) = 0.5 - 0.4861 = 0.0139

7-33 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Your turn:

 Try Q19 & Q21 on page 201. Answers are on page 545.

7-34 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Finding a Value for x Using z

Layton Tyre Company wishes to set a minimum mileage


guarantee on its new brand of tyre. Tests reveal the
average mileage is 67,900 with an SD of 2,050 miles, and
that the distribution follows the normal distribution.

Let x represent the minimum guaranteed mileage and use


the formula for z to solve, so that no more than 4% of
tyres need to be replaced.

(The company sets that 4%; if sets too high the company
will lose profits because needs to give guarantee to more
tyres.)
7-35 Copyright  2019 by McGraw-Hill Education.  All rights reserved.
Finding a Value for x Using z

7-36 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Finding a Value for x Using z
z = = and from the table we find z = -1.75
We are able to find z = -1.75 because we have another extra given
info  4% = 0.04
 since the normal distrb is symmetrical, just take (0.5 – 0.04 =
0.46)
 0.46 is the area or the total probability under the curve between x
and the mean = 67900
 -1.75 = =
 x = 64,312 miles (the minimum guaranteed mileage)

7-37 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Finding a Value for x Using z
 Excerpt from the standard normal prob distrb table,
Appendix B.3, on page 519

7-38 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Finding a Value for x Using z
z = = and from the table we find z = -1.75

so -1.75 = = therefore, x = 64,312 miles (the minimum


guaranteed mileage)

The company can advertise that it will replace for free any tyre
that wears out before it reaches 64,312 miles.

The company knows that only 4% of the tyres will be replaced


under this guarantee scheme.

7-39 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Worked example: Q26, p. 204

7-40 Copyright  2019 by McGraw-Hill Education.  All rights reserved.


Worked example: Q26, p. 204
 Let x = Minimum SAT score
 z = = and from the B.3 table we find z = 1.28
 We are able to find z = 1.28 because we have another extra given info 
10% = 0.10
 take (0.5 – 0.10 = 0.40)  find 0.40 or a probability closest to 0.40 in the
body of the table (closest is 0.3997)  then read the number to the left &
the number upwards  and you’ll get z = 1.28
 0.40 is the area or the total probability under the curve between x and the
mean = 1500
 1.28 =  x = (1.28)(300) + 1500 = 1884
 So, students need to get at least 1884 in their SAT scores to get a
scholarship.
7-41 Copyright  2019 by McGraw-Hill Education.  All rights reserved.
Your turn:

Try Q25. Answers are on page 545.

7-42 Copyright  2019 by McGraw-Hill Education.  All rights reserved.

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