Continuous Random

Variables
Uniform distribution
Sometimes, it is also called rectangular probability
distribution
Used to model random variables that tend to occur
evenly over a range of values
sometimes referred to as the distribution of little
information, because the probability over any interval of
the continuous random variable is the same as for any
other interval of the same width.

s s

=
elsewhere 0
1
) (
b y a
a b
y f
Example
The amount of gasoline sold daily at a
service station is uniformly distributed
with a minimum of 2,000 gallons and a
maximum of 5,000 gallons. What is the
probability that the service station
will sell at least 4,000 gallons?
Algebraically: what is P(X 4,000) ?
P(X 4,000) = (5,000 4,000) x
(1/3000) = .3333



Waiting time
Subway trains on a certain line run
every half hour between mid-night and
six in the morning. What is the
probability that a man entering the
station at a random time during this
period will have to wait at least 20
minutes.
Times Between Industrial Accidents
The times between accidents for a 10-year
period at a DuPont facility can be modeled
by the exponential distribution.
0 and 0 ) ( > > =



y e y f
y
where is the accident rate (the expected
number of accidents per day in this case)
Example of time between accidents
Let Y = the number of days between two
accidents.

Time
12 days 35 days 5 days


Accident Accident Accident
#1 #2 #3

Times Between Industrial Accidents
Suppose in a 1000 day period there were 50
accidents.


or
= 50/1000 = 0.05 accidents per day

1/ = 1000/50 = 20 days between accidents
What is the probability that this facility
will go less than 10 days between the
next two accidents?
Probability Density Function
0
0.01
0.02
0.03
0.04
0.05
0.06
0 10 20 30 40 50 60 70 80 90 100
Y = Time between accidents
f
(
y
)
?
f(y) = 0.05e
-0.05y
}

= = s
10
0
05 . 0
05 . 0 ) 10 ( ) 10 ( dy e F Y P
y
}
=
u u
e du e
39 . 0 | ) 10 (
10
0
05 . 0
= =
y
e F
Probability Density Function
0
0.01
0.02
0.03
0.04
0.05
0.06
0 10 20 30 40 50 60 70 80 90 100
Y = Time between accidents
f
(
y
)
?
Recall:
In General
}

= s
y
t
dt e y Y P
0
) (

y y t
e e y F y Y P

= = = s 1 | ) ( ) (
0
y
e y F y Y P

= = > ) ( 1 ) (
Exponential Distribution
Probability Density Function
0
0.01
0.02
0.03
0.04
0.05
0.06
0 10 20 30 40 50 60 70 80 90 100
Y = Time between accidents
f
(
y
)
y
e

1
y
e

If the time to failure for an electrical
component follows an exponential
distribution with a mean time to failure of
1000 hours, what is the probability that a
randomly chosen component will fail before
750 hours?
Hint: is the failure rate
(expected number of
failures per hour).
Mean and Variance for an
Exponential Random Variable

1
) (
0
= = =
}

dy e y Y E
y
2
0
2
2 2
1 1
) (

o

=
|
.
|

\
|
= =
}

dy e y Y Var
y
Note: Mean = Standard Deviation
The time between accidents at a factory
follows an exponential distribution with
a historical average of 1 accident every
900 days. What is the probability that
that there will be more than 1200 days
between the next two accidents?

If the time between accidents follows an
exponential distribution with a mean of
900 days, what is the probability that
there will be less than 900 days between
the next two accidents?

Relationship between Exponential &
Poisson Distributions
Recall that the Poisson distribution is used
to compute the probability of a specific
number of events occurring in a particular
interval of time or space.
Instead of the number of events being the
random variable, consider the time or
space between events as the random
variable.
Relationship between Exponential &
Poisson


Exponential distribution models time
(or space) between Poisson events.
TIME
Exponential or Poisson Distribution?
We model the number of industrial accidents
occurring in one year.

We model the length of time between two
industrial accidents (assuming an accident
occurring is a Poisson event).




Recall: For a Poisson Distribution
!
) (
) ( ) (
y
e t
y p y Y P
t y

= = =
y = 0,1,2,
where is the mean number of events per base
unit of time or space and t is the number of base
units inspected.
The probability that no event occurs in a span
of time (or space) is:
t
t t y
e
e t
y
e t
p





= = =
! 0
) (
!
) (
) 0 (
0
Now let T = the time (or space)
until the next Poisson event.
t
e t T P

= > ) (
In other words, the probability that the
length of time (or space) until the next
event is greater than some given time
(or space), t, is the same as the
probability that no events will occur in
time (or space) t.