Continuous Probability

Distribution
Some Continuous Probability Distribution
• Continuous Uniform Distribution

• Normal Distribution

• Areas under the Normal Curve

• Applications of the Normal Distribution

• Normal Approximation to the Binomial Distribution

Continuous Uniform
Distribution
 Continuous Uniform Distribution
• The continuous uniform distribution is one of
the simplest continuous distributions in
statistics.
• It is characterized by a density function that is
flat and the probability is uniform in a closed
interval [A, B].
• It is often called the rectangular distribution
because the density function forms a rectangle
with base B-A and constant height 1/(B-A).
 Continuous Uniform Distribution
The density function of the continuous
uniform random variable X on the interval [A, B]
is
1
𝑓 𝑥; 𝐴, 𝐵 = ቐ𝐵 − 𝐴 , 𝐴 ≤ 𝑥 ≤ 𝐵,
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒.
The mean and variance of the uniform
distribution are
2
𝐴+𝐵 2
(𝐵 − 𝐴)
𝜇= 𝑎𝑛𝑑 𝜎 = .
2 12
 Continuous Uniform Distribution
1. Suppose that a large conference room at a certain
company can be reserved for no more than 4 hours.
Both long and short conferences occur quite often. In
fact, it can be assumed that the length X of a
conference has a uniform distribution on the interval
[0,4].
a. What is the probability density function?
1
𝑓 𝑥 =ቐ 4 , 0 ≤ 𝑥 ≤ 4,
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
 Continuous Uniform Distribution
1. Suppose that a large conference room at a certain
company can be reserved for no more than 4 hours.
Both long and short conferences occur quite often. In
fact, it can be assumed that the length X of a
conference has a uniform distribution on the interval
[0,4].
b. What is the probability that any given conference
lasts at least 3 hours?
Solution:
𝟒
𝟏 𝟏
𝑷 = න 𝒅𝒙 =
𝟑 𝟒 𝟒
 Continuous Uniform Distribution
2. The daily amount of coffee in liters, dispensed by a
machine located in an airport lobby is a random
variable X having a continuous uniform distribution with
A=7 and B=10. Find the probability that on a given day
the amount of coffee dispensed by this machine will be
(a) at most 8.8 liters
Solution:
𝟖.𝟖
𝟏
𝑷=න 𝒅𝒙 = 𝟔𝟎%
𝟕 𝟑
 Continuous Uniform Distribution
2. The daily amount of coffee in liters, dispensed by a
machine located in an airport lobby is a random
variable X having a continuous uniform distribution with
A=7 and B=10. Find the probability that on a given day
the amount of coffee dispensed by this machine will be
(b) more than 7.4 liters but less than 9.5 liters
Solution:
𝟗.𝟓
𝟏
𝑷=න 𝒅𝒙 = 𝟕𝟎%
𝟕.𝟒 𝟑
 Continuous Uniform Distribution
2. The daily amount of coffee in liters, dispensed by a
machine located in an airport lobby is a random
variable X having a continuous uniform distribution with
A=7 and B=10. Find the probability that on a given day
the amount of coffee dispensed by this machine will be
(c) at least 8.5 liters
Solution:
𝟏𝟎
𝟏
𝑷=න 𝒅𝒙 = 𝟓𝟎%
𝟖.𝟓 𝟑
Normal Distribution
 Normal Distribution
• The normal distribution is the most
important probability distribution in
statistics.
• Its graph (bell-shaped curve) is called the
normal curve.
• Ex: physical measurements in
meteorological experiments, rainfall studies
and measurements of manufactured parts
 Normal Distribution
➢Pierre Laplace (1749-1827)
➢Abraham De Moivre (1667-1745)
➢Karl Friedrich Gauss (1777-1855)
 Normal Distribution
The density of the normal random
variable X, with mean 𝜇 and variance 𝜎 2 , is
1
1 − 2 𝑥−𝜇 2
𝑛 𝑥; 𝜇, 𝜎 = 𝑒 2𝜎 , −∞ < 𝑥 < ∞,
2𝜋 𝜎

The mean and variance of 𝑛 𝑥; 𝜇, 𝜎 are

𝜇 and 𝜎 2 , respectively. The standard
deviation is 𝜎.
 Normal Distribution
The graph of a normal distribution is a
bell-shaped curve that extends indefinitely
in both directions.
 Normal Distribution

The normal curve (sometimes called

standard curve)
 Normal Distribution

Normal curves with μ1 < μ2 and σ1=σ2

 Normal Distribution

Normal curves with μ1 = μ2 and σ1 < σ2

 Normal Distribution

Normal curves with μ1 < μ2 and σ1 < σ2

 Properties of Normal Curve
• A probability distribution is said to be normal if
the mean, median and mode coincides at a
single point.
• The mode, which is the point on the horizontal
axis where the curve is a maximum, occurs at
𝑥 = 𝜇.
• The curve is symmetric about a vertical axis
through the mean 𝜇.
 Properties of Normal Curve
• The curve has its points of inflection at x = 𝜇 ±
𝜎; it is concave downward if 𝜇 − σ < 𝑋 < 𝜇 + 𝜎
and is concave upward otherwise.
• The right and left tails of the normal curve are
asymptotic with respect to the horizontal axis.
• The total area under the curve is equal to 1 or
100%.
 The Empirical Rule
The 68-95-99.7 Rule of the Normal Curve
• About 68% of the area under the curve falls within
1 standard deviation of the mean. (−1 < 𝑧 < 1)
• About 95% of the area under the curve falls within
2 standard deviations of the mean. (−2 < 𝑧 < 2)
• About 99.7% of the area under the curve falls
within 3 standard deviations of the mean.
(−3 < 𝑧 < 3)
 Areas under the Normal Curve
The curve of any continuous probability
distribution or density function is constructed so
that the area under the curve bounded by two
ordinates 𝑥 = 𝑥1 and 𝑥 = 𝑥2 equals the
probability that the random variable X assumes a
value between 𝑥 = 𝑥1 and 𝑥 = 𝑥2 .
 Areas under the Normal Curve
The distribution of a normal random
variable with mean 0 and variance 1 is
called a standard normal distribution.
 The z-Score
Fortunately, we are able to transform all the
observations of any normal random variable 𝑥 to a new
set of observations of a normal random variable 𝑧. The
formula is:
x−μ
z=
σ
where: x = score (observation)
μ = mean
σ = standard deviation
z = z-score
 Areas under the Normal Curve
1. Given a standard normal distribution, find the area
under the curve that lies

Solution:
a. to the right of z=1.84
1 − 0.9671 = 0.0329
b. between z=-1.97 and z=0.86
0.8051 − 0.0244 = 0.7807
 Areas under the Normal Curve
2. Given a standard normal distribution, find the value
of k such that

Solution:
a. P(Z>k) = 0.3015
0.6985 ; k=0.52
b. P(k<Z<-0.18) = 0.4197
0.4286 - 0.4197 = 0.0089 ; k = -2.37
 Areas under the Normal Curve
3. Given a random variable X having a normal
distribution with 𝜇 = 50 𝑎𝑛𝑑 𝜎 = 10, find the probability
that X assumes a value between 45 and 62.

Solution:
x − μ 45 − 50
𝑧1 = = = −0.5 ; 𝑃 𝑧1 = 0.3085
σ 10
x − μ 62 − 50
𝑧2 = = = 1.20 ; 𝑃 𝑧2 = 0.8849
σ 10
𝑃 = 0.8849 − 0.3085 = 0.5764
 Areas under the Normal Curve
4. Given that X has a normal distribution with μ =
300 𝑎𝑛𝑑 𝜎 = 50, find the probability that X assumes a
value greater than 362.

Solution:
𝑋 − μ 362 − 300
𝑧= = = 1.24 ; 𝑃 𝑧 = 0.8925
𝜎 50
𝑃 = 1 − 0.8925 = 0.1075
 Areas under the Normal Curve
5. Given a normal distribution with μ = 40 𝑎𝑛𝑑 𝜎 =6,
find the value of x that has
a. 45% of the area to the left

Solution:
𝑃 𝑧 = 0.45; 𝑧 = −0.13
𝑥 = 𝑧𝜎 + μ = −0.13 6 + 40 = 39.22
 Areas under the Normal Curve
5. Given a normal distribution with μ = 40 𝑎𝑛𝑑 𝜎 =6,
find the value of x that has
b. 14% of the area to the right

Solution:
𝑃 𝑧 = 0.86; 𝑧 = 1.08
𝑥 = 𝑧𝜎 + μ = 1.08 6 + 40 = 46.48
Applications of the
Normal Distribution
 Applications of the Normal Distribution
1. A certain type of storage battery lasts, on average,
3.0 years with a standard deviation of 0.5 year.
Assuming that the battery lives are normally distributed,
find the probability that a given battery will last less
than 2.3 years.

Solution:
𝑋 − 𝜇 2.3 − 3
𝑧= = = −1.4
𝜎 0.5
𝑃 = 0.0808
 Applications of the Normal Distribution
2. An electrical firm manufactures light bulbs that have a life,
before burn-out, that is normally distributed with mean equal to
800 hours and a standard deviation of 40 hours. Find the
probability that a bulb burns between 778 and 834 hours.

Solution:
𝑋 − 𝜇 778 − 800
𝑧1 = = = −0.55 ; 𝑃 𝑧1 = 0.2912
𝜎 40
𝑋 − 𝜇 834 − 800
𝑧2 = = = 0.85 ; 𝑃 𝑧2 = 0.8023
𝜎 40
𝑃 = 0.8023 − 0.2912 = 0.5111
 Applications of the Normal Distribution
3. In an industrial process the diameter of a ball bearing is an important
component part. The buyer sets specifications on the diameter to be 3.0
± 0.01 cm. The implication is that no part falling outside these
specifications will be accepted. It is known that in the process the
diameter of a ball bearing has a normal distribution with mean μ = 3.0
and standard deviation σ = 0.005. On the average, how many
manufactured ball bearings will be scrapped?
Solution:
2.99 − 3
𝑧1 = = −2 ; 𝑃 𝑧1 = 0.0228
0.005
3.01 − 3
𝑧2 = = 2 ; 𝑃 𝑧2 = 0.9773
0.005
𝑃 = 0.9773 − 0.0228 = 0.9545 ; 𝑃′ = 1 − 09545 = 0.0456
Normal Approximation to
the Binomial Distribution
Normal Approximation to the Binomial Distribution

If X is a binomial random variable with mean

𝜇 = 𝑛𝑝 and variance 𝜎 2 = 𝑛𝑝𝑞, then the limiting
form of the distribution of

𝑋 − 𝑛𝑝
𝑍=
𝑛𝑝𝑞

As 𝑛 → ∞, is the standard normal distribution

𝑛(𝑧; 0, 1).
Normal Approximation to the Binomial Distribution

1. The probability that a patient recovers from a rare blood

disease is 0.4. If 100 people are known to have contracted
this disease, what is the probability that fewer than 30
survive?

Solution:
𝑋 − 𝑛𝑝 29.5 − 100(0.4)
𝑧= = = −2.14
𝑛𝑝𝑞 100(0.4)(0.6)
𝑃 = 0.0162
 Normal Approximation to the Binomial Distribution
2. A multiple choice quiz has 200 questions, each with 4 possible answers
of which only 1 is correct. What is the probability that sheer guesswork
yields from 25 to 30 correct answers for the 80 of the 200 problems about
which the student has no knowledge?
Solution:
𝑋 − 𝑛𝑝 24.5 − 80(0.25)
𝑧1 = = = 1.16 ; 𝑃(𝑧1 ) = 0.8770
𝑛𝑝𝑞 80(0.25)(0.75)
𝑋 − 𝑛𝑝 30.5 − 80(0.25)
𝑧2 = = = 2.71 ; 𝑃(𝑧2 ) = 0.9966
𝑛𝑝𝑞 80(0.25)(0.75)
𝑃 = 0.9966 − 0.8770 = 0.1196