dx x f
iii) dx x f b X a P
b
a
}
= < < ) ( ) ( .
Note that : ) ( ) ( ) ( ) ( b X a P b X a P b X a P b X a P s s = s < = < s = < <
Mean
Let X be a continuous random variable with probability density function ) (x f . The mean or
expected value of X is
}
= = dx x f x X E ) ( ) ( .
Variance
Let X be a continuous random variable with probability density function ) (x f and mean .
The variance of X is
}
= = = dx x f x X E X Var
X
) ( ) ( ] ) [( ) (
2 2 2
o
or
2 2 2 2 2
) ( ) ( ) ( o = = =
}
dx x f x X E X Var
X
Example 6.1: The continuous random variable of X has the probability density function as
follows:
/ 8 0 4
( )
0
x x
f x
otherwise
< <
=
Find E(X) and Var(X).
Solution:
6.2 The Uniform Distribution
A continuous random variable, X has a uniform distribution if its values spread evenly over
the range of [a,b] and denoted as X~Uniform(a,b). Thus the probability density function f (x)
is
,
1
) (
a b
x f
= a s x s b
f(x)
f(x) = 1/(b a)
1/(b a)
x = a x = b x
The graph of a uniform distribution results in a rectangular shape.
The Uniform probability for a certain range
Unifrom Probability random variable, X between two potins x
1
and x
2
can be obtained by
integrating the density function from x
1
to x
2
, as follows:
}
= s s
2
1
) ( ) (
2 1
x
x
dx x f x X x P
}
=
2
1
1
x
x
dx
a b
) (
1
1 2
x x
a b
=
The output of the integration above is as same as area for a rectangle with the width of (x
2
x
1
) and the height of 1/(b  a). Therefore, without requiring any integrating action, the uniform
probability X by these points x
1
and x
2
in the range of [a, b] is:
f(x) = 1/(b a)
1/(b a)
a x
1
x
2
b x
Mean X dan variance X are given as follows:
E(X) =
x
= (a + b)/2
Var(X) = o
x
2
= (b a)
2
/12
Example 6.2: Let the random variable X is distributed as continuous uniform in the range of 2 to 6.
Find
(i) Probability density X (ii) P(3 s X s 4)
(iii) P(X > 3.5) (iv) E(X) and Var(X)
Solutions:
Example 6.3: The time when a used car is experiencing a first broken damage after being sold, is
known distributed as continuously uniform in range of 0 to 6 months. Assumed a dealer guarantees
that the car is not experiencing any broken damage within 60 days period after being sold,
(i) What is the probability that the used car that has been sold will be firstly broken in the period of
the warranty?
(ii) When will be the sold car expected to suffer the first broken?
Solution:
6.3 The Normal Distribution
The normal distribution is one of the many probability distributions that a continuous random
variable can possess. The normal distribution is the most important and most widely used of
all probability distributions.
The normal probability distribution or the normal curve is a bellshaped (symmetric) curve,
its mean is denoted by and its standard deviation by .
The properties of a normally distributed variable:
1. The total area beyond this curve, f(x) is 1.0.
Area = 1.0 f(x)
x
2. The curve f(x) is symmetric around its mean, . Therefore:
Area of left side of = Area of right side of = 0.5
0.5 0.5 x
3. Since f(x) is symmetric towards its mean, all values of mean, median and mode are all
same.
x
min = median = mod
4. The tail at the left and right sides of the curve f(x) extend to the infinity. The curve does not
touch the x axis; but it approximates the x axis until the area between the points x =
3o and x = + 3o is approaching 1.0.
Area ~ 1.0
x x +
3o + 3o
The probability density function of a normal distribution is
( )
0 , ,
2
exp
2
1
) (
2
2
> < < < <
(
= o
o
t o
x
x
x f
2
2
2
) (
2
1
) (
o
t o
=
x
e x f
x
If X~ ) , (
2
o N , then the mean and the variance of X are
= = ) (X E
X
and
2 2
) ( o o = = X V
X
, respectively.
Three normal distributions with the same value of mean, i.e.
1
=
2
=
3
= 20 and the
respectively standard deviations o
1
= 5, o
2
= 10,
o
3
= 16.
Three normal distributions that contain the respective means
1
= 10,
2
= 20,
3
= 30 and the
same standard deviation, o
1
= o
2
= o
3
= 16.
6.3.1 The Standard Normal Distribution
A normally distributed variable having mean 0 and standard deviation 1 is said to have the
standard normal distribution.
Standard Normal Probability Density Function:
,
2
1
) (
2
2
z
e z f
=
t
< < z
f(z)
3 2 1 = 0 1 2 3 z
To calculate the standard Normal probability between two points
and
.
}
= s s
2
1
) ( ) (
2 1
z
z
dz z f z Z z P
dz e
z
z
z
}
=
2
1
2
2
2
1
t
The above integral cannot be solved explicitly. However the probability can be easily
determined using Standard Normal Table which reports the probability that a standard normal
random variable has probability less than or equal to constant z.
Assumed
and
<
. The
following are true towards the probability of Z:
P(
s Z s
P(Z s
and
z
P(Z s
) = 1 P(Z >
z
P(Z >
) = 1 P(Z s
z
The location points of
and
\

< <
=
5 . 7
15 5 . 19
5 . 7
15 5 . 18
Z P
) 643 . 1 278 . 1 ( < < = Z P
0498 . 0 =
Example 6.12: According to a joint reader survey by USATODAY.com and
TripAdvisor.com, 34% of the people surveyed said that the first thing they do after checking
into a hotel is to adjust the thermostat (USA TODAY, June 12, 2009). Suppose that this result
is true for the current population of all adult Americans who stay in hotels. What is the
probability that in a random sample of 400 adult American who stay in hotels, 115 to 130 will
say that the first thing they do after checking into a hotel is to adjust the thermostat?
Solution:
Example 6.13: According to an American Laser Centers survey, 32% of adult men said that
their stomach is the least favorite part of their body (USA TODAY, March 10, 2009). Assume
that this percentage is true for the current population of adult men. What is the probability that
170 or more adult men in a random sample of 500 will say that their stomach is the least
favorite part of their body?
Solution: