continuous probability

distributions

• Uniform distribution
• Exponential distribution
• Normal distribution
 Uniform Distribution
A Uniform Distribution has equally likely
values over the range of possible outcomes.

A graph of the uniform probability distribution

is a rectangle with area equal to 1.
 Example
The figure below depicts the probability distribution for
temperatures in a manufacturing process. The
temperatures are controlled so that they range
between 0 and 5 degrees Celsius, and every possible
temperature is equally likely.
P(x)
0.2

0
x
0 1 2 3 4 5
Temperature (degrees Celsius)
 Example
Note that the total area under the
“curve” is 1.

P(x)

0.2

0
x
0 1 2 3 4 5
Temperature (degrees Celsius)
 P(x)
Example
0.2

0 x
0 1 2 3 4 5
Temperature (degrees Celsius)

What is the Probability that the temperature is

exactly 4 degrees?
 P(x)
Example
0.2

0 x
0 1 2 3 4 5
Temperature (degrees Celsius)

What is the Probability that the temperature is

exactly 4 degrees?
Answer: 0
 Example
What is the probability the temperature is
between 10C and 40C?
P(x)

0.2

0 x
0 1 2 3 4 5
Temperature (degrees Celsius)
 Example
What is the probability the temperature is
between 10C and 40C?
P(1  x  4) = (3)(.2)= 0.6.
P(x)

0.2

0 x
0 1 2 3 4 5
Temperature (degrees Celsius)
 Uniform Distribution
The uniform distribution is a continuous distribution
in which the same height, of f(X), is obtained over a
range of values.
1
 1 ba
b  a for a xb
 f ( x)
f ( x)  
 0 for all other values

 Area = 1
a x b

Notation: X~uniform(a,b)
 Uniform Distribution
• The cumulative distribution function .
 0, if x  a
 xa
F ( x)   b a , if a  x  b
 1, if x  b

1
F ( x)

a b
 Uniform Distribution
Expectation:

E ( X )   xf ( x )dx 

b
b 1 1 b a 2 2

 xdx  x 
2
a ba 2(b  a ) a 2(b  a )

(b  a )(b  a ) b  a
 
2(b  a ) 2
11
 Uniform Distribution
Variance:
Var ( X )  E ( X 2 )   2
x 3 b
b3  a 3 b2  ab  a 2
b 1  
E( X )   x dx 
2 2
a ba 3(b  a ) 3(b  a ) 3
a

b 2
 ab  a 2
( a  b ) 2
E( X 2 )   2  
3 4
4b  4ab  4a
2 2
3b  6ab  3a
2 2
 
12 12

b 2  2ab  a 2 (b  a ) 2 (b  a ) 2 b  a
    
12 12 12 12
 Example
You arrive at a bus stop at 10 o’clock knowing that the bus will arrive at some
time uniformly distributed between 10 and 10:30.
i)What is the probability that you will have to wait longer than 10 minutes?
ii)What is the probability that you will have to wait at most 15 minutes?

P(x)

1/30

0
10 10:10 10:15 10:20 10:30
x
 Example
You arrive at a bus stop at 10 o’clock knowing that the bus will arrive at some
time uniformly distributed between 10 and 10:30.
i)What is the probability that you will have to wait longer than 10 minutes?

1 2
P (10  x  20)  ( 20)( )
30 3

P(x)

1/30

0
10 10:10 10:15 10:20 10:30
x
 Example
You arrive at a bus stop at 10 o’clock knowing that the bus will arrive at some
time uniformly distributed between 10 and 10:30.

ii)What is the probability that you will have to wait at most 15 minutes?

1 1
P (0  x  15)  (15)( )
30 2

P(x)

1/30

0
10 10:10 10:15 10:20 10:30
x
 Exponential distribution
• Let  be a positive real number.
• We write X~ exponential() and say that X is
an exponential random variable with
parameter  if the pdf of X is


 e  x , if x  0
f ( x)  
 0, otherwise

16
 Exponential distribution
• A simple integration shows that the area
under f is 1:
 t
 dx  lim   e
 x  x  x t
e dx  lim e
 t  0 t  0

 lim  e  t
  e  0
  0  1  1
t 

17
 Exponential distribution
• The cumulative distribution function .
 e   x , if x  0
f ( x)  
 0, otherwise
x x
F ( x)   e  x
dx    e  x
dx  e  x x
 0 0

 e  x
  e  0
  e  x
1

0 if x  0
F ( x)    x
1  e if x  0
18
 Exponential distribution
Expectation:

E ( X )   x e  x
t
dx  lim  x e  x
dx.  udv  uv   vdu.
t 
0 0

  x t
   t  1  x t

  e dx   lim  te  0   e
t  x
 lim  xe  
t  
t 

0
0     0

  t  1  t 1   0     t 1  t 1 
 lim  te   e  e    lim  te  e  
t 
     t   
1 1
00 
 
1
By a similar computation Var ( X )  19
 2
 Exponential distribution
• Exponential distributions are sometimes
used to model waiting times or lifetimes.

20
 Example
Suppose the wait time X for service at the post office has an
exponential distribution with mean 3 minutes. If you enter the
post office immediately behind another customer,
i)what is the probability you wait over 5 minutes?
ii)what is the probability of waiting between 2 and 4 minutes?
Since E(X)=1/=3 minutes, then =1/3, so
1 
 1
1
 x 1
1
 x  x   135  
5
P( X  5)   e 3
dx  e 3
 e 3
  e   e 3  0.189
5 3  1  
3   5
 3
 x
Or using the cumulative distribution function . F ( x)  1  e
P( X  5)  1  P( X  5)  1  F (5)
  5 
1

5
 1  1  e 3   e 3  0.189
 
 Example
Suppose the wait time X for service at the post office has an
exponential distribution with mean 3 minutes. If you enter the
post office immediately behind another customer,
i)what is the probability you wait over 5 minutes?
ii)what is the probability of waiting between 2 and 4 minutes?

   
4
 
2
P(2  X  4)  F (4)  F (2)  1  e 3   1  e 3 
   
2 4
 
e 3
e 3
 0.250
 Example
The time to failure (in hours) of fans in a personal computer can
be modeled by an exponential distribution with mean =1/0.0003
i)what is the probability that the fans will operate at least 10000 hours?
ii)what is the probability that the fans will operate at most 7000 hours?
iii) Find the value c such that p(X<c)=0.9
 Example
The time to failure (in hours) of fans in a personal computer can
be modeled by an exponential distribution with mean =1/0.0003
i)what is the probability that the fans will operate at least 10000 hours?

P ( X  10000)  1  P( X  10000)  1  F (10000)

 1  1  e0.0003(10000)   e3  0.049

 Example
The time to failure (in hours) of fans in a personal computer can
be modeled by an exponential distribution with mean =1/0.0003

ii)what is the probability that the fans will operate at most 7000 hours?

P ( X  7000)  F (7000)

 1  e0.0003(7000)   1  e2.1  0.877

 Example
The time to failure (in hours) of fans in a personal computer can
be modeled by an exponential distribution with mean =1/0.0003

iii) Find the value c such that p(X<c)=0.9

P( X  c)  F (c)
 1  e 0.0003( c )   1  e 0.0003c  0.9

e 0.0003c  0.1  0.0003c  ln(0.1)

ln(0.1)
c  c  7675.3
0.0003