Subject: EE 214 ENGINEERING DATA ANALYSIS

(Continuation)

Chapter 4: Continuous Probability Distribution

Introduction
Engineering Data Analysis (EDA) is an indispensable analysis tool for the
engineering team of the industries to analyze processes, integration, and yield
(conversion rate) effectively in order to enhance the competitiveness of the
company

Learning Outcome
1. Understand Probability of Continous Random Distribution
2. Apply Normal Distribution on a given population

Learning Content
4.1. Continuous Random Variables and their Probability Distribution
4.2. Expected Values of Continuous Random Variables
4.3. Normal Distribution
4.4. Normal Approximation to the Binomial and Poisson distribution
4.5. Exponential Distribution

4.3. Normal Distribution

The normal distribution is the most important probability distribution in the entire
field of statistics. The graph of normal distribution, called the normal curve, is bell-
shaped which approximately describes many phenomena that occur in nature, industry
and research. Examples include physical measurements in meteorological experiments,
rainfall studies, manufactured parts, including errors in scientific measurements. The
normal distribution is often referred to as the Gaussian distribution, in honor of Karl
Friedrich Gauss (1977-1855)

A continuous random variable x having bell-shaped distribution is called a

normal random variable
 A normal distribution

Standard Normal Distribution

The problem of providing a table for normal curve areas with different values of μ
and σ has been solved by transforming all observations of any normal random variable
x into a new set of observations of normal variable z, with μ = 0 and σ =1
The normal random variable x will be transformed into a standard normal variable
z by

X−μ
Z= σ
If x falls between x= x1 and x=x2, the random variable z will fall between z=z1 and z=z2.
Hence,

P(x1¿ x <¿ x2) = P(z1¿ z <¿ z2)

The distribution of a normal random variable with mean a zero and variance 1 is
called a standard normal distribution.

The probability of the original and transformed distributions is shown in Fig.5.3.

The shaded area under the x-curve equals the shaded area under the z-curve

z
 Table A.3 gives the area under the standard normal curve corresponding to P(
z ¿ z), the area to the left of z. To illustrate the use of the table,let us find P( z <¿ 2.56 ¿.
In the left column we locate 2.5, then move along the row to the column 0.06 we read
0.9948. The process is reversed when we find the z-value corresponding to a given
probability.
The following illustrates the use of the table corresponding to the required
probability.

P(z ¿ z1) = the area to the right of z = 1- P(z ¿ z1)

P(z >¿ 2.56 ¿ = 1- P(z ¿ 2.56)
= 1- 0.9948
= 0.0052

P(z 1< z ¿ z2) = the area between z1 and z2 = P(z ¿ z2) – P(z ¿ z1)

Example:
1. Given a standard normal distribution, find
a) P(z ¿ -1.65)
b.) P(z ¿ -1.78)
c.) P( -1.83 ¿ z <0.98 ¿
Solution:
a.) P(z ¿ -1.65) is th area to the left of z = -1.65 and from Table A.3
P(z ¿ -1.65) = 0.0495

b.) P (z¿ 1.78 ¿is the area to the right of z= 1.78 and since P(z¿ 1.78 ¿=1−P ( z <1.78 ) , then
P (z¿ 1.78 ¿=¿1- 0.0375 = 0.9625

c.) P(-1.83 ¿z ¿ 0.98) is the area between z= -1.83 and z= 0.98 and is equal to area to
the left of 0.98 minus the area to the left of -1.83, thus
P(-1.83 ¿z ¿ 0.98) = P(z ¿ 0.98) – P(z ¿ -1.83) = 0.8365 – 0.0336
P(-1.83 ¿z ¿ 0.98) =0.8029
Example:
Given a standard normal distribution, find the value of z such that
a.) P(z ¿ z) =0.0427
b.) P(z ¿ z) = 0.2946
Solution:
a. P(z ¿ z) =0.0427 is the area to the left z (see Fig.5.4a).
Therefore, the z-value leaving an area of 0.0427 to the left is
z = -1.72
b. P(z ¿ z) = 0.2946 is the area to the right of z ( see Fig. 5.4b). Since,

P(z ¿ z) = 1- P(z ¿ z) = 0.2946, then

P(z ¿ z) = 1- 0.2946 = 0.7054. Therefore, the z value leaving an area of 0.7054

to the left is

z = 0. 54

Example:

Given a normally distributed variable x with mean 18 and standard deviation 2.5 find,

a.) P( x ¿ 15)
b.) the value of x such that P( χ <¿ x) = 0.2236

c.) the value of x such that P( χ >¿ x) = 0.1814

Solution:

a.) The z-value corresponding to x = 15 is

χ−μ 15−18
z= = = -1.20
σ 2.5

hence, P(x ¿ 15) = P(z ←1.20) = 0.1151

b.) Since the P( χ <¿ x) = 0.2236 = P ¿ ¿ z ), and the z- value leaving an area of 0.2236
to the left of z = -0.76, then
χ−μ
z=
σ
zσ = x - μ
x = zσ + μ = (- 0.76) (2.5) + 18
x = 16.1

c.) Since P( χ >¿ x) = 0.1814 = P ¿ ¿ z) and P ¿ ¿ z) = 1- P ¿ ¿ z), therefore, P ¿ ¿ z) = 1-

0.1814 = 0.8186 and the z-value leaving an area of 0.8186 to the left is z = 0.91
Hence,
x = (0.91) (2.5) + 18
x = 20.275