Distributions and Algebra of

Variance
Pardeep Kumar
NIT Hamirpur HP
Probability Distribution of Variables
 Most civil engineering problems deal with quantitative
measures in the familiar deterministic formulations of
engineering problems. However, there is nothing
deterministic at all.
 The concept of mathematical variables and functions of
variables have proved to be useful substitutes for less
precise qualitative characteristics. Variables, whose
specific values cannot be predicted with certainty before
an experiment, can be determined by the probabilistic
models and distributions.
Common Probability Distributions
 Mathematically, many probability distribution models are
defined for ease in calculations. These functions define
shape of the probability distribution of random variables
and are called Probability Density Function (pdf).
 It basically informs about probability associated with
occurrence or likelihood of a random variable value and
is denoted by 𝑓𝑋(x) where 𝑋 is random variable and 𝑥 is
the random value.
 Some models often used in reliability analysis and design
of structures are dealt with.
Uniform Distribution
In terms of mean μ and variance σ2, the
probability density may be written

Cumulative distribution function

Normal Distribution
 Normal Distributions are very common and widely used distribution scheme in the
field of probability and it is also known as Gaussian distribution. The pdf of random
variable 𝑋 following normal distribution is
 Normal distribution is the most used probability distribution
because it was found identical to the most natural phenomena.
It was found that normal distribution is the best probability
curve to show concrete strength in laboratory tests, which
were performed on concrete in most countries of the world.
 The characteristics of this distribution include:
 Normal distribution is the symmetric distribution around the average, and,
more precisely, the arithmetic mean of the curve is divided into two equal
halves.
 Normal distribution matches the arithmetic mean and median lines and mode
value that are the most likely to occur.
 The area under the curve is equal to 1 and the random
variable as the result of concrete cube strength, for example,
can take the value from ∞ to −∞. So, this curve offers all the
possible values of the concrete strength.
 The standard normal distribution is used to determine areas
under a curve by knowing the standard deviation and
arithmetic mean, and for another variable, Z, which is obtain
from the following equation:
𝑥−𝜇
𝑧=
𝜎
 In the first column, the value of z, and the first row determine
the accuracy to the nearest two decimal points. From the
table, one can find that the area under the curve at z at 1.64 is
0.4495, the area under the curve for any values less than z is
(0.5–0.4495), which is equal to about 0.0505. In other words,
the probability of the variables having a value less than or
equal to 5% are shown in Figure.
Area Under the Curve of Normal
Distribution
We note from the previous format the area under the curve from the
Arithmetic mean value to one value of the standard deviation is equal
to 34.13%, while in the area under the curve for twice the standard
deviation values is equal to 47.72%.
 According to the central limit theorem under very
general conditions, as the number of variables in the
sum becomes large, the distribution of the sum of
random variables will approach the normal
distribution.
 The random variables may have the following
characteristics:
• If the variables involved are independent and identically
distributed.
• If the variables are independent, but not identically
distributed (provided that each individual variable has a small
effect on the sum.
• If the variables are not independent at all, but jointly
distributed such that correlation is effectively zero between any
variable and all but a limited number of others.
 Since, by the central limit theorem, the sum of many variables
tends to be normally distributed, it should be expected that the
sum of two independent random variables, each normally
distributed, also would be normally distributed.
 The distribution of Z = X + Y when X is normal distribution with
mean and standard deviation mx, σx, respectively, and Y is
also a normal distribution with mean and standard deviations
my and σy. The two variables X and Y are independent; in this
case, the Z will be a normal distribution where mean and
standard equation can be calculated from the following
equations:
Lognormal Distribution
This distribution is used when a phenomenon does not take a negative value.
Therefore, it is used in representing the size of the steel bar cross-sectional
dimensions or the steel properties, and also the live load as the load cannot
be a negative in office and domestic use.
Some common type of distributions
Algebra of Expectation
 Usually, for complete description of a random variable,
probability distribution function in one of its form is
required. It is needed to evaluate first two moments of
the random variable for representing or evaluating. These
moments are expected value or mean and variance.
Expected value of a random variable is the average of a
data from infinite random variable process. In other
words, it can be said that expected value is weighted
average of the random variable where this weight is
probability of occurrence. Hence, one can define
expected value 𝐸(X) as
 where, 𝑝𝑋(𝑥i) is probability mass function of the discrete
random variable 𝑋. In case of continuous random variable
𝑋, expected value can be shown as
Conditional Expectation
Properties of variance
Covariance and Correlation Coefficient
Mean and Variance of functions of variables
Example
Example