ES031 M1.3 ContinuousProbabillityDistribution

MODULE 1.
CONTINUOUS PROBABILITY
DISTRIBUTION
Normal Distribution
Exponential Distribution
CONTINUOUS PROBABILITY DISTRIBUTION
MODULE 1.2
a type of distribution that deals

CONTINUOUS with continuous types of data or
PROBABILITY random variables. The
continuous random variables deal
DISTRIBUTION with different kinds of
distributions.
MODULE 1.2
Continuous Random Variables

CONTINUOUS can take on an infinite number of
possible values, corresponding to
RANDOM VARIABLES every value in an interval.
MODULE 1.2
We model a continuous random variable

with a curve f(x), called a probability
density function (pdf)
MODULE 1.2
Probability Distributions for Continuous Random Variables

A probability density function of a random variable x in an interval I, where I
may be bounded or unbounded, is a nonnegative function f having the
following properties :
1. The total area of the region under the graph of f is equal to 1

2. The probability that an observed value of the random
variable x lies in the interval [a, b] is given by
P(a  x  b ) =  f (x )dx
b
a
MODULE 1.2
The probability distribution for continuous random variables follow the two
characteristics
0  p ( x)  1 The probability that x assumes a value in any interval which

lies in the range 0 to 1.
 p(x) = 1
The total probability of all the (mutually exclusive) intervals
within which x can assume a value is 1.0.
MODULE 1.2
The probability that a continuous random variable x assumes a value within a certain interval
is given by the area under the curve between the two limits of the interval.
Note that the interval 𝑎 ≤ 𝑥 ≤ 𝑏

states that x is greater than or equal to
a but less
than or equal to b.
𝑃 𝑎 ≤ 𝑥 ≤ 𝑏 = Area under the curve from 𝑎 to 𝑏

MODULE 1.2
For a continuous probability distribution, the probability is always

calculated for an interval
MODULE 1.2
The probability that a continuous random variable x assumes a single value is always
zero.
DISCRETE PROBABILITY DISTRIBUTION
MODULE 2
ILLUSTRATIVE EXAMPLE
Find the mean, variance, and standard
deviation of x.
 =  2 = 1.79 =1.34 NORMAL

DISTRIBUTION
MODULE 1.2
NORMAL PROBABILITY DISTRIBUTION
A normal distribution is a continuous, symmetrically, bell-shaped

distribution of a normal random variable.
The probability density function for the normal distribution is
−( x −  )
2
2 2 with parameters
e
f ( x) = μ and σ.
 2
This distribution is known also as the Gaussian distribution, after the German
mathematician Karl Friedrich Gauss.
MODULE 1.2
PROPERTIES OF THE NORMAL PROBABILITY DISTRIBUTION
The normal probability distribution possesses the following characteristics:

1. The total area under a normal distribution curve is 1.0, or 100%
MODULE 1.2
2. The is continuous and has a symmetric, bell shaped about the mean
MODULE 1.2

3. The tails of a normal distribution curve extend indefinitely in both directions without
touching or crossing the horizontal axis.
MODULE 1.2
4. The mean, median, and mode are located at the center of the
distribution and are equal to each other.
5. The curve is unimodal (single mode).
MODULE 1.2
The probability that a normal random variable is between

two values is given by the area under the normal curve
between the two given values and the horizontal axis.
Finding the probabilities and percentiles requires integrating
the probability density function.
But for this, we will be using a Standard Normal Table.
MODULE 1.2
Standard Normal
Distribution Table
or z Table
MODULE 1.2
STANDARD NORMAL DISTRIBUTION
Standard Normal Distribution is a special case of the normal distribution. For the
standard normal distribution, the value of the mean is equal to zero, and the value
of the standard deviation is equal to 1.
z values to the left of The units for the

the mean are always standard normal
negative and always
positive to the right
distribution curve are
of the mean denoted by z and are
called z values or z
scores.
MODULE 1.2

z Values or z Scores are units marked on the horizontal axis of the standard normal
curve are denoted by z and are called the z values or z scores. A specific value of z
gives the distancebetween the mean and the point represented by z in terms of the
standard deviation.
Note: Although the values of z on the

left side of the mean are negative, the
area under the curve is always positive.
MODULE 1.2
The Standardized Normal Distribution

For a normal random variable X, a value of x can be converted to its
corresponding z value by using the formula:
value − mean 𝑥−𝜇

𝑧 = =
standard deviation 𝜎
In the equation, x is the value of a normal random variable X with mean μ and
standard deviation σ .
MODULE 1.2
• The mean, 𝜇, and the standard deviation, 𝜎, are the parameters of the normal
distribution. Given the values of these two parameters, we can find the area
under a normal distribution curve for any interval.
• The value of 𝜇 determines the center of a normal distribution curve on the

horizontal axis, and the value of 𝜎 gives the spread of the normal distribution
curve
MODULE 1.2
Three normal distribution curves with the same mean but

different standard deviations.
The lower the standard

deviation, the lower the
spread of the data are or
the more concentrated
the values are within each
other
MODULE 1.2
Three normal distribution curves with different means

but the same standard deviation
The mean (𝜇) locates the

center of the distribution
MODULE 1.2

EXAMPLE
In an accelerator center, an experiment needs a 1.41-cm thick aluminum cylinder.
Suppose that the thickness of a cylinder has a normal distribution with a mean of
1.41 cm and a standard deviation of 0.01 cm.
A. What is the probability that a thickness is greater than 1.42 cm?

B. What thickness is exceeded by 95% of the samples?
C. If the specifications require that the thickness is between 1.39 cm and 1.43 cm,
what proportion of the samples meets specifications?
MODULE 1.2
EXAMPLE
A. What is the probability that a thickness is greater than 1.42 cm?
Step 1. Graph the distribution. Identify to what direction about the z score is asked.
Compute the equivalent area to the

right of 1.42 cm
1.42 cm
Step 2. Convert 1.42 to its equivalent z score value

𝑥 − 𝜇 1.42 − 1.41
𝑧 = = = 𝟏. 𝟎
𝜎 0.01
MODULE 1.2

EXAMPLE
A. What is the probability that a thickness is greater than 1.42 cm? (cont.)
Step 3. Using the Standard Normal Distribution

Table, get the equivalent area of the z value
1.0
The area can be identified by getting the intersection

of the z score’s ones and tenths place value (row)
and hundredths place value (column)
Using the table, the equivalent area under a z score

of 1.0 is 0.8413
MODULE 1.2

EXAMPLE
A. What is the probability that a thickness is greater than 1.42 cm? (cont.)
Step 4. Get the remaining area to the right of 0.8413
Note that the areas in the Standard Distribution Table are areas to the left of
the z-score. Thus, to get the area to the right of 0.8413, simply compute for its
complement.
𝑃 𝑥 > 1.42𝑐𝑚 = 1 − 0.8413 = 0.1587 𝑜𝑟 15.87%
The probability that a thickness of the cylinder is greater than 1.42 cm is 15.87%
MODULE 1.2

EXAMPLE
B. What thickness is exceeded by 95% of the samples?
95% exceeds x
5% Derived from the formula of z, the formula
to get x is:
x 𝑥 = 𝜎𝑧 + 𝜇
𝜎 and 𝜇 is already given in the problem. Get the equivalent z score of 95% or
0.95 from the z table
MODULE 1.2

EXAMPLE
B. What thickness is exceeded by 95% of the samples?(cont.)
Step 1.Look for the closest area to 5% and get

the equivalent z score
Step 2. Add the row and column values intersecting

the area.
Since the areas to closest to 0.05, 0.049471 & 0.050503,

are very close to each other, we will get the midpoint
between the 2 z scores, -1.65 & -1.64, by computing for
its average.
−1.65+(−1.64)
𝑧= = -1.645
2
MODULE 1.2

EXAMPLE
B. What thickness is exceeded by 95% of the samples?(contd.)
Step 3. Compute for x

𝑥 = 𝜎𝑧 + 𝜇
𝑥 = 0.01 −1.645 + 1.41 = 1.39cm
The thickness that is exceeded by 95% of the samples is 1.39cm

MODULE 1.2
EXAMPLE
what proportion of the samples meets specifications?
Step 1. Convert the 2 values to its equivalent

z score value
𝑥 − 𝜇 1.39 − 1.41
a=1.39 cm b=1.43 cm 𝑧𝑎 = = = −𝟐. 𝟎
𝜎 0.01
𝑃 𝑎 ≤ 𝑥 ≤ 𝑏 = 𝑃 𝑏 − 𝑃(𝑎) 𝑥 − 𝜇 1.43 − 1.41

𝑧𝑏 = = = 𝟐. 𝟎
𝜎 0.01
MODULE 1.2

EXAMPLE
what proportion of the samples meets specifications? (cont.)
Step 2. Get the equivalent areas of the computed z scores
from the z table
𝑃 𝑎 = −2 = 0.420740
𝑃 𝑏 = +2 = 0.579260
Step 3. Get the difference of the two areas to get the The proportion that meets the
area of the interval
specification cylindrical thickness
𝑃 𝑎 ≤ 𝑥 ≤ 𝑏 = 𝑃 𝑏 − 𝑃(𝑎) of between 1.39cm-1.43cm is
15.85%
𝑃 1.39𝑐𝑚 ≤ 𝑥 ≤ 1.43𝑐𝑚 = 0.579260 − 0.420740
= 0.15852 𝑜𝑟 15.85%
MODULE 2
ILLUSTRATIVE EXAMPLE
Find the mean, variance, and standard
deviation of x.
 =  2 = 1.79 =1.34 EXPONENTIAL

DISTRIBUTION
MODULE 1.2
EXPONENTIAL PROBABILITY DISTRIBUTION
Measures the likelihood of an event to occur in an interval
The distance between events (e.g. flaws in a wire) is another random variable that is
often of interest. Let the random variable denote the length from any starting point
on the wire until a flaw is detected. The distribution of 𝑋 can be obtained from
knowledge of the distribution of the number of flaws
The random variable X, that equals the distance between successive events from a
Poisson process with mean number of events λ > 0 per unit interval, is an exponential
random variable with parameter λ.
MODULE 2
Concerned with time needed to wait before a given event occurs
If waiting time is unknown, it is often appropriate to think of it as a

random variable having an exponential distribution.
MODULE 2
The Exponential Distribution may be used to answer the following

questions:
1. How much time will elapse before an earthquake occurs in a given

region?
2. How long do we need to wait before a customer enters a shop?
3. How long will it take before a call center receives the next phone call?
4. How long will a piece of machinery work without breaking down?
MODULE 3
Exponential Probability Distribution Formulas
Formula 1 𝑃 𝑋 > 𝑡 = 𝑒 −𝜆(𝑡) Where:
𝑋 = event (occurrence of
Cumulative calls, rejects, etc.)
Formula 2 𝑃 𝑋 ≤𝑡 =1− 𝑒 −𝜆(𝑡)
Function
𝑡 = distance or time between
events (𝑋)
Interval between
Formula 3 𝑃 𝑎 ≤𝑥 ≤𝑏 =𝑃 𝑏 −𝑃 𝑎
two points
MODULE 3
KEEP NOTE:
if 𝑋 is exponentially distributed with a mean

parameter 𝜆,
1
𝜆=
𝜇
to keep units consistent between the values

MODULE 2
MEASURES OF CENTRAL TENDENCY AND VARIABILITY
EXPECTED VALUE VARIANCE
1 2
1
𝜇=𝐸 𝑋 = 𝜎 =𝑉 𝑋 = 2
𝑘 𝑘
MODULE 1.2

EXAMPLE
The distance between major cracks in a highway follows an exponential
distribution with a mean of five miles.
A. What is the probability that there are no major cracks in a 10-mile stretch
of the highway?
B. What is the probability that at least one major crack is found in a 10-mile
stretch of the highway?
C. What is the probability that the first major crack occurs between 12 and
15 miles of the start of inspection?
D. Determine the length of an distance such that the probability of at least
one crack is found in the highway is 90%.
MODULE 1.2

EXAMPLE
A. What is the probability that there are no major cracks in a 10-mile stretch of the
highway?
The problem asks the probability that there are no cracks
𝑃 𝑋 > 𝑡 = 𝑒 −𝜆(𝑡) in the 10 mile stretch meaning that the event of a crack (𝑋)
occurs outside of the interval (𝑡) hence the formula used is
𝑃 𝑋>𝑡
1 The data follows an exponential distribution or a mean is

𝜆= = 0.20 1
given at 5 miles. The mean is converted to 𝜆 = to keep
5𝑚𝑖𝑙𝑒𝑠 𝜇
the units consistent with each other.
MODULE 1.2

EXAMPLE
A. What is the probability that there are no major cracks in a 10-mile stretch of the
highway? (contd.)
Solution:
𝜆 = 0.20 𝑃 𝑋 > 10𝑚𝑖𝑙𝑒𝑠 = 𝑒 −0.20(10) = 𝟎. 𝟏𝟑𝟓𝟑 𝒐𝒓 𝟏𝟑. 𝟓𝟑%

𝑡 = 10 miles
The probability that there are no major cracks in a 10-mile

stretch of the highway is 13.53%
MODULE 1.2

EXAMPLE
The distance between major cracks in a highway follows an exponential distribution with a
mean of five miles.
B. What is the probability that at least one major crack is found in a 10-mile stretch of
the highway?
The crack is found within the 10-mile interval. Thus, the
𝑃 𝑋 ≤ 𝑡 = 1 − 𝑒 −𝜆(𝑡)
cumulative function is used to get the probability
Solution:
𝑃 𝑋 ≤ 10 𝑚𝑖𝑙𝑒𝑠 = 1 − 𝑒 −0.20(10) The probability that at least one major crack of found
= 0.8647 𝑜𝑟 86.47% in a 10-mile stretch of the highway is 86.47%
MODULE 1.2

EXAMPLE
mean of five miles.
C. What is the probability that the first major crack occurs between 12 and 15 miles at
the start of inspection?
𝑃 𝑎 ≤𝑥 ≤𝑏 =𝑃 𝑏 −𝑃 𝑎
The problem asks for the probability between two points, 12 miles(a)
and 15 miles(b). The probability of each point may be determined by
either using the Formula 1 or Formula 2
MODULE 1.2

EXAMPLE
mean of five miles.
C. What is the probability that the first major crack occurs between 12 and 15 miles at
the start of inspection? (contd.)
Solution:
𝑃 12 miles ≤ 𝑥 ≤ 15 miles = 𝑃 𝑏 − 𝑃 𝑎
𝑃 12 miles ≤ 𝑥 ≤ 15 miles = 𝑒 −0.20(15) − 𝑒 −0.20 12 = −0.0409 𝑜𝑟 4.09%
The probability that the first major crack occurs between 12 and 15
miles at the start of inspection is 4.09%
MODULE 1.2

EXAMPLE
mean of five miles.
D. Determine the length of an distance such that the probability of at least one crack is
found in the highway is 90%.
𝑃 𝑋 ≤ 𝑡 = 1 − 𝑒 −𝜆(𝑡)
The crack is found within the interval thus Formula

2 will be used to determine distance (𝑡)
MODULE 1.2

EXAMPLE
mean of five miles.
D. Determine the length of an distance such that the probability of at least one crack is
found in the highway is 90%. (contd.)
Solution:
𝑃 𝑋 ≤ 𝑡 = 0.90
0.90 = 1 − 𝑒 −0.20(𝑡)
The length of distance of the highway such that the
Using basic algebra or the Shift Solve
probability of at least one crack found to be 90% is
function of your calculator, 𝑡 = 11.51 miles
11.51 miles
MODULE 1.2
TO REMEMBER:
Now that you have reviewed Discrete and Continuous Probability Distributions
and for these to apply, take note of the following:
1. Identify if the data is Discrete or Continuous then start from there find out to
which distribution the problem or your experiment follows.
2. To identify which function to use, take note of the characteristic of the
experiment. Identify to which distribution it follows under Discrete or
Continuous Probability Distribution
3. Make sure that your units are uniform.
MODULE 1.2
FURHERMORE
There are other methods in obtaining some of the answers from

the problems under this topic. I encourage you to explore, review
the basic concepts to make up your own theoretically correct
solution.
Good Luck! ☺
END OF PRESENTATION

ES031 M1.3 ContinuousProbabillityDistribution

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MODULE 1.

a type of distribution that deals

Continuous Random Variables

We model a continuous random variable

Probability Distributions for Continuous Random Variables

1. The total area of the region under the graph of f is equal to 1

0  p ( x)  1 The probability that x assumes a value in any interval which

Note that the interval 𝑎 ≤ 𝑥 ≤ 𝑏

𝑃 𝑎 ≤ 𝑥 ≤ 𝑏 = Area under the curve from 𝑎 to 𝑏

For a continuous probability distribution, the probability is always

 =  2 = 1.79 =1.34 NORMAL

NORMAL PROBABILITY DISTRIBUTION

A normal distribution is a continuous, symmetrically, bell-shaped

The probability density function for the normal distribution is

PROPERTIES OF THE NORMAL PROBABILITY DISTRIBUTION

The normal probability distribution possesses the following characteristics:

PROPERTIES OF THE NORMAL PROBABILITY DISTRIBUTION

PROPERTIES OF THE NORMAL PROBABILITY DISTRIBUTION

PROPERTIES OF THE NORMAL PROBABILITY DISTRIBUTION

NORMAL PROBABILITY DISTRIBUTION

The probability that a normal random variable is between

NORMAL PROBABILITY DISTRIBUTION

STANDARD NORMAL DISTRIBUTION

z values to the left of The units for the

STANDARD NORMAL DISTRIBUTION

Note: Although the values of z on the

STANDARD NORMAL DISTRIBUTION

The Standardized Normal Distribution

value − mean 𝑥−𝜇

STANDARD NORMAL DISTRIBUTION

• The value of 𝜇 determines the center of a normal distribution curve on the

NORMAL PROBABILITY DISTRIBUTION

Three normal distribution curves with the same mean but

The lower the standard

NORMAL PROBABILITY DISTRIBUTION

Three normal distribution curves with different means

The mean (𝜇) locates the

NORMAL PROBABILITY DISTRIBUTION

A. What is the probability that a thickness is greater than 1.42 cm?

NORMAL PROBABILITY DISTRIBUTION

Compute the equivalent area to the

Step 2. Convert 1.42 to its equivalent z score value

NORMAL PROBABILITY DISTRIBUTION

Step 3. Using the Standard Normal Distribution

The area can be identified by getting the intersection

Using the table, the equivalent area under a z score

NORMAL PROBABILITY DISTRIBUTION

Step 4. Get the remaining area to the right of 0.8413

𝑃 𝑥 > 1.42𝑐𝑚 = 1 − 0.8413 = 0.1587 𝑜𝑟 15.87%

NORMAL PROBABILITY DISTRIBUTION

NORMAL PROBABILITY DISTRIBUTION

Step 1.Look for the closest area to 5% and get

Step 2. Add the row and column values intersecting

Since the areas to closest to 0.05, 0.049471 & 0.050503,

NORMAL PROBABILITY DISTRIBUTION

Step 3. Compute for x

The thickness that is exceeded by 95% of the samples is 1.39cm

NORMAL PROBABILITY DISTRIBUTION

Step 1. Convert the 2 values to its equivalent

𝑃 𝑎 ≤ 𝑥 ≤ 𝑏 = 𝑃 𝑏 − 𝑃(𝑎) 𝑥 − 𝜇 1.43 − 1.41

NORMAL PROBABILITY DISTRIBUTION

 =  2 = 1.79 =1.34 EXPONENTIAL

EXPONENTIAL PROBABILITY DISTRIBUTION