Continuous random
variables
Continuous Random Variable
A
random variable X is said to be continuous if it can
take on the infinite number of possible values associated
with intervals of real numbers.
Continuous Random Variable
Example
Weights of patients coming into a clinic may be anywhere
from, say 90 to 310 pounds
Diameters of machined rods from a certain industrial
process may be anywhere from 1.3 to 1.6 centimeters
Proportions of impurities in ore sample may run from 0.2
to 0.8
Continuous Random Variable
Practical Applications
1.
The speed of a car
2.
The concentration of a chemical in a water sample
3.
Tensile strengths
4.
Heights of people in a population
5.
Lengths or areas of manufactured components
6.
Measurement Errors
7.
Electricity consumption in kilowatt hours
Continuous Random Variable
The function f(x), which models the relative frequency
behavior of X, is called the probability density function.
Continuous Random Variable
A function f(x) of a random variable X is called the
probability density function if
1.
2. =
3. =
4. = = =
Continuous Random Variable
A supplier of kerosene has a 200gallon tank filled at the beginning of each week. His weekly demands
show a relative frequency behavior that increases steadily up to 100 gallons and then levels off between
100 and 200 gallons. Let X denote weekly demand (in gallons)
Then the relative frequencies for demand are modeled adequately by
<
={
<
>
a.
Find F(b) for this random variable
b.
Use F(b) to find the probability that demand will exceed 150 gallons on a given week (P>1.5)
Continuous Random Variable
= {
<
<
>
Continuous Random Variable
From the definition
b. > . = ( . )
Continuous Random Variable
Probability density function
Let X denote the width in mm of metal pipes from an automated production
line. If X has the probability density function
= (.) .
= < .
1. ( < . )
2. ( > )
3. (. < )
Expected Values of Continuous Random Variable
For a continuous random variable X having probability density function f(x)
The Expected Value , also known as the mean, of X is given by
= =
The Variance of X is given by
= ( ) = ( ) =
Expected Values of Continuous Random Variable
For a continuous random variable and constants a and b
+ = +
+ = ()
Expected Values of Continuous Random Variable
For a lathe in a machine shop, let X denote the percentage of time out
of a 40hour workweek that the lathe is actually in use. Suppose X
has a probability density function given by
={
Find the mean and variance of X
Expected Values of Continuous Random Variable
The weekly demand X for kerosene at a certain supply station has a
probability function given by
={
<
Find the expected weekly demand.
Uniform Distribution
Consider an experiment that consists of observing events
occurring in a certain time frame, such as buses arriving at
a bus stop. Suppose we know that one such event has
occurred in the time interval (a,b).
Uniform Distribution
=
+
=
=
=
=
Uniform Distribution
Uniform Distribution
Example:
The random variable X is uniformly distributed on
[2,5]. Compute each of the following probabilities.
a. ( )
b. ( )
c. (. )
The Exponential Distribution
>
= = {
Where is the rate of distribution, as gets larger the thing in the process were waiting for
to happen tends to happen more quickly.
= =
= = {
<
The Exponential Distribution
This distribution can describe a number of physical phenomena, such as the
time for a radioactive nucleus to decay, or the time for a component to fail,
or the distance a photon travels in the atmosphere before suffering a collision
with a water molecule.
Applications
1.
Time between telephone calls
2.
Time between machine breakdowns
3.
Time between successive job arrivals at a computing center
The Exponential Distribution
A sugar refinery has three processing plants, all receiving raw sugar in bulk. The amount of
raw sugar (in tons) that one plant can process in one day can be modeled using an
exponential distribution with mean of 4 tons for each of three plants. If each plant operates
independently.
a.
Find the probability that any given plant processes more than 5 tons of raw sugar on a
given day
b.
Find the probability that exactly two of the three plants process than more than 5 tons
of raw sugar on a given day
c.
How much sugar should be stocked for the plant each day so that the chance of
running out of the raw sugar is only 0.05?
The Normal Distribution
Normal distributions are extremely important because
they occur so often in real application and they play
such an important role in methods of inferential
statistics.
()
= =
The Normal Distribution
Properties

The mean determines the location of the distribution
The standard deviation determines the spread of the distribution.
The normal distribution with larger is shorter and more spread
Any linear function of a normally distributed random variable is also
normally distributed.
The Normal Distribution
The Standard Normal Distribution
A normal distribution with =0 and =1 is known as a standard
normal distribution. The letter Z is used to indicate the standard normal
variable
=
<<
= =
The Standard Normal Distribution
A normal distributed variable having a mean 0 and standard deviation 1
is said to have the standard normal distribution. Its associated normal
curve is called the standard normal curve.
The Standard Normal Distribution
Standardized Normally Distributed Variable
The standardized version of a normally distributed variable x
Has the standard normal distribution
The Standard Normal Distribution
Theoretically, it says that standardizing converts all normal
distributions to the standard normal distribution
The Standard Normal Distribution
Basic properties of Standard Normal Curve
1. The total area under the standard normal curve is 1
2. The standard normal curve extends indefinitely in both directions,
approaching, but never touching, the horizontal axis as it does so
3. The standard normal curve is symmetric about 0
4. Almost all the area under the standard normal curve lies between
3 and 3
The Standard Normal Distribution
Example: If Z denotes a standard normal variable, find
a. ( )
b. ( < . )
c. ( > )
d. (. . )
e. ( . )
The Standard Normal Distribution
A firm that manufactures and bottles apple juice has a machine that
automatically fills 16ounce bottles. There is, however some variation
in the amount of liquid dispensed (in ounces) into each bottle by the
machine. Over a long period of time, the average amount dispensed
into the bottles was 16 ounces, but there is a standard deviation of 1
ounce in these measurements. If the amount filled per bottle can be
assumed to be normally distributed, find the probability that the
machine will dispense more than 17 ounces of liquid into any one
bottle.
The Standard Normal Distribution
The SAT and ACT college entrance exams are taken by thousands of students each year. The
scores on the exam for any one year produce a histogram that looks verymuch like a normal
curve. Thus, we can say that the scores are approximately normally distributed. In recent
years, the SAT mathematics scores have averaged around 480 with a standard deviation of
100. The ACT mathematics scores have averaged around 18 with a standard deviation of 6.
a.
An engineering school sets 550 as the minimum SAT math score for new students.
What percent of students would score less than 550 in a typical year?
b.
What would the engineering school set as a comparable standard on the ACT math
test?
c.
What is the probability that a randomly selected student will score over 700 on the
SAT math test?