Continuous Random Variables and Probability Distributions

Applied Statistics and Probability
for Engineers
Seventh Edition
Douglas C. Montgomery George C. Runger
Chapter 4
Continuous Random Variables & Probability Distributions
Chapter 4 Title Slide
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 1
4 Continuous Random Variables and Probability
Distributions
CHAPTER OUTLINE
4.1 Probability Distributions and Probability 4.8 Erlang and Gamma Distributions
Density Functions 4.9 Weibull Distribution
4.2 Cumulative Distribution Functions 4.10 Lognormal Distribution
4.3 Mean and Variance of a Continuous 4.11 Beta Distribution
Random Variable
4.4 Continuous Uniform Distribution
4.5 Normal Distribution
4.6 Normal Approximation to the Binomial
and Poisson Distributions
4.7 Exponential Distribution
Chapter 4 Contents
Learning Objectives for Chapter 4
After careful study of this chapter, you should be able to do the following:
1. Determine probabilities from probability density functions
2. Determine probabilities from cumulative distribution functions and cumulative
distribution functions from probability density functions, and the reverse
3. Calculate means and variances for continuous random variables
4. Understand the assumptions for continuous probability distributions
5. Select an appropriate continuous probability distribution to calculate probabilities for
specific applications.
6. Calculate probabilities, means and variances for some common continuous
probability distributions
7. Approximate probabilities for binomial and Poisson distributions
Chapter 4 Learning Objectives
Probability Distributions and Probability
Density Functions
• A probability density function f(x) can be used to describe the probability distribution
of a continuous random variable X
Section 4.1 Probability Distributions and Probability

Density Functions
Example 4.1 | Electric Current
Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes (mA).
Assume that the range of X is [4.9, 5.1] and the probability density function of X is f(x) = 5.
What is the probability that a current is less than 5mA?
5 5
P ( X  5) =  f ( x)dx =  5 dx = 0.5
4.9 4.9
5.1
P ( 4.95  X  5.1) =  f ( x)dx = 0.75
4.95
Section 4.1 Probability Distributions and Probability

Density Functions
Cumulative Distribution Functions
The cumulative distribute function is defined for all real numbers
Section 4.2 Cumulative Distribution Functions

For the copper wire current measurement in Example 4.1, the cumulative distribution function
of the random variable X consists of three expressions. If x < 4.9, f(x) = 0. Therefore,

Probability Density Function from the
Cumulative Distribution Function
• The probability density function of a continuous random variable can be determined
from the cumulative distribution function by differentiating

Example 4.4 | Reaction Time
• The time until a chemical reaction is complete (in milliseconds) is
approximated by this cumulative distribution function:
F ( x) =
0
 for x  0
1 − e−0.01x for 0  x
• What is the Probability density function?
f ( x) =
dF ( x ) d  0
dx
= 
dx 1 − e
−0.01 x =
0

for x  0
0.01e−0.01x for 0  x
• What is the probability that a reaction completes within 200 ms?

P ( X  200 ) = F ( 200 ) = 1 − e−2 = 0.8647
Mean and Variance of a Continuous
Random Variable
Section 4.3 Mean and Variance of a Continuous

Random Variable

Random Variable
Expected Value of a Function of a
Continuous Random Variable
Example 4.6
X is the current measured in mA. What is the expected value of power when the resistance is
100 ohms? Use the result that power in watts 𝑃 = 10 − 6𝑅𝐼2, where I is the current in
milliamperes and R is the resistance in ohms. Now, ℎ(𝑋) = 10−6 100𝑋2. Therefore,

Random Variable
Continuous Uniform Distribution
Figure 4.7 Continuous uniform Probability Density Function
Section 4.4 Continuous Uniform Distribution

Continuous Uniform Distribution
The mean of the continuous uniform random variable X is
The variance of X is

Example 4.7 | Uniform Current
The random variable X has a continuous uniform distribution on [4.9,
5.1]. The probability density function of X is f(x) = 5, 4.9 ≤ x ≤ 5.1. What is
the probability that a measurement of current is between 4.95 & 5.0 mA?
The mean and variance formulas can be

applied with a = 4.9 and b = 5.1. Therefore,
( 0.2)
2
m = E ( X ) = 5 mA and V ( X ) = =0.0033 mA 2
12 Figure 4-9

Normal Distribution
Section 4.5 Normal Distribution
Empirical Rule
For any normal random variable,
Standard Normal Random Variable
Appendix Table III and computer packages (such as Excel and Minitab) provide cumulative
probabilities for a standard normal random variable.
Example 4.9 | Standard Normal Distribution
Assume is a standard normal random variable.
• Find
Answer:
• Find
Answer:
The column headings refer to the hundredths digit of the value of in .
Standardizing a Normal Random Variable
Example 4.11 | Normally Distributed Current (a)
Suppose that the current measurements in a strip of wire are assumed

to follow a normal distribution with 𝜇 = 10 and 𝜎 2 = 4 𝑚𝐴2 , what is the
probability that a measurement exceeds 13 𝑚𝐴?
Answer:
Standardizing to Calculate a Probability
Example 4.12a | Normally Distributed Current
Continuing Example 4.11, what is the probability that a measurement is between 9 and 11 𝑚𝐴?
Answer:
Example 4.12b | Normally Distributed Current
Continuing Example 4.12, determine the value for which the probability that a current
measurement is less than this value is 0.98.
Answer:

Continuous Random Variables and Probability Distributions

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Applied Statistics and Probability

Chapter 4 Learning Objectives

Section 4.1 Probability Distributions and Probability

Section 4.1 Probability Distributions and Probability

The cumulative distribute function is defined for all real numbers

Section 4.2 Cumulative Distribution Functions

Section 4.2 Cumulative Distribution Functions

Section 4.2 Cumulative Distribution Functions

• What is the probability that a reaction completes within 200 ms?

Section 4.3 Mean and Variance of a Continuous

Section 4.3 Mean and Variance of a Continuous

Section 4.3 Mean and Variance of a Continuous

Figure 4.7 Continuous uniform Probability Density Function

Section 4.4 Continuous Uniform Distribution

The mean of the continuous uniform random variable X is

Section 4.4 Continuous Uniform Distribution

The mean and variance formulas can be

Section 4.4 Continuous Uniform Distribution

Section 4.5 Normal Distribution

Section 4.5 Normal Distribution

Section 4.5 Normal Distribution

The column headings refer to the hundredths digit of the value of in .

Section 4.5 Normal Distribution

Section 4.5 Normal Distribution

Suppose that the current measurements in a strip of wire are assumed

Section 4.5 Normal Distribution

Section 4.5 Normal Distribution

Section 4.5 Normal Distribution

Section 4.5 Normal Distribution

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