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ch04.v1a (1)

The document covers continuous random variables, probability distributions, and probability density functions, including definitions and examples. It discusses cumulative distribution functions, mean and variance, and various types of distributions such as normal and exponential distributions. Additionally, it addresses normal approximation to binomial and Poisson distributions with relevant examples.

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3 views

ch04.v1a (1)

The document covers continuous random variables, probability distributions, and probability density functions, including definitions and examples. It discusses cumulative distribution functions, mean and variance, and various types of distributions such as normal and exponential distributions. Additionally, it addresses normal approximation to binomial and Poisson distributions with relevant examples.

Uploaded by

hellooooooo1234567890
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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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
Definiti
on
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
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
0function
x 20 of X is f(x) = 0.05 for .
a. What is the probability that a current measurement is less
than 10 milliamperes?
b. And the probability that a current measurement is more
than 5 and less than 20?
4-2 Probability Distributions
and Probability Density
Functions

Example 4-2
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)
Example
Suppose that the probability density of a continuous random variable X
is
f  x e 
 x 3
for x  3.

Find:
a. P(1X  5)

b. P(X 8)

c. P(X6)

d. P(X0)
4-3 Cumulative Distribution
Functions

Definition
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
4-3 Cumulative Distribution
Functions

Figure 4-7 Cumulative distribution function for Example


4-4.
4-3 Cumulative Distribution
Functions
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.
Example
Suppose that the probability density of a continuous random variable X
is
f  x e 
 x 3
for x  3.

Find: F(x)
Example
Suppose that the cumulative distribution function of a continuous
random variable X is 0 if x  1

F x 0.5x 0.5 if 1x  3
1 if x3
Find: 
a. P(X < 2.8)

b. P(X < 0)

c. P(X > 1.5)


4-4 Mean and Variance of a
Continuous Random Variable

Definition
4-4 Mean and Variance of a
Continuous Random Variable

Example 4-6
4-4 Mean and Variance of a
Continuous Random Variable
Example 4-8
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
4-5 Continuous Uniform Random
Variable

Figure 4-9 Probability for Example 4-9.


4-5 Continuous Uniform Random
Variable
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
4-6 Normal
Distribution
4-6 Normal
Distribution

Some useful results concerning the normal distribution


4-6 Normal
Distribution
4-6 Normal
Distribution

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
Example:
Assume X is normally distributed with a mean of 7 and standard
deviation of 2. Find : P(X < 9) and P(5 < X< 9).
4-6 Normal
Distribution
4-6 Normal
Distribution
4-6 Normal
Distribution

Standardizing
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

Example 4-14 (continued)


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


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
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


4-7 Normal Approximation to the
Binomial and Poisson Distributions

Example 4-20

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

Definition
4-8 Exponential Distribution

Mean and Variance


4-8 Exponential Distribution

Example 4-21
4-8 Exponential Distribution

Figure 4-23 Probability for the exponential distribution in


Example 4-21.
4-8 Exponential Distribution

Example 4-21 (continued)


4-8 Exponential Distribution

Example 4-21 (continued)


4-8 Exponential Distribution

Example 4-21 (continued)

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