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Mat 271E

Yard. Do. Dr. Tarkan Erdik

Probability Distributions

Uniform and Normal Distributions- Week 7

1

Probability Distributions

It has been observed that certain functions F(x)

and f(x) can successfully express the

distributions of many random variables.

roles in engineering as in numerous other

disciplines. The more important ones are:

Uniform,

Normal,

Exponential,

Gamma,

Beta,

Weibull,

Lognormal distributions.

3

the distribution function?

There are no general rules for this.

The engineer has to make a choice based on his

experience and knowledge as regards the

properties of the commonly used distribution.

4

data with the chosen probability density

function helps in the decision making.

Uniform Distribution

The simplest type of continuous distribution is

the uniform. As implied by the name, the pdf is

constant over a given interval (for example,

from a to b, where a < b).

f(x)=constant, F(x)=cx; c is constant.

random variable X on the interval [A, B] is

1/(31)

has a uniform distribution on the interval [0, 4].

P[X3]=?

?,

P[X3]=

Normal Distributions

The normal distribution arose originally in the

study of experimental errors.

between observations when an experiment is

repeated under similar conditions.

telecommunication engineering and elsewhere

when referring to the difference between the true

state of nature and the signal received.

The uncertainties which are manifest in the errors

may arise from different causes that are not easily

identifiable.

CANDIDATE TO REPRESENT SUCH ERRORS

WHEN THEY ARE OF AN ADDITIVE NATURE.

10

in practical applications fit to the Normal

(Gaussian) distribution with the following

probability density function:

f ( x)

X 2

exp ( x X ) 2 / 2 X2 x

It has two parameters: X and X .

Normal distribution is symmetrical (Cs=0), with a kurtosis

coefficient equal to 3 (K=3).

The mode and median are equal to the mean because of the

symmetry.

the parameters X and X

11

function, FX (x), of X for m=0 and =1

12

[-3:.1:3];

[-3:.1:3];

completely determined. For example,if = 50

and = 5, then the ordinates n(x; 50, 5) can be

computed for various values of x and the curve

drawn.

Example: Lets draw to two normal distribution

functions having the same mean but different

standart deviations such as n(x; 0, 1) and n(x;

0.5, 1) on the axis x=[-3 3].

13

x = [-3:.1:3];

norm = normpdf(x,0,1);

norm1 = normpdf(x,0.5,1);

figure;

plot(x,norm,'r')

hold on

plot(x,norm1,'b')

.5

14

x = [-3:.1:3];

norm = normpdf(x,0,1);

norm1 = normpdf(x,0,2);

figure;

plot(x,norm,'r')

hold on

plot(x,norm1,'b')

0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0

-3

-2

-1

15

function F(x) of the normal distribution cannot be

obtained by integration, but is tabulated

numerically.

A single table for the normal distribution can be

prepared by standardizing the random variable

as follows

Z ( X X ) / X

mean 0 and standard deviation 1. The distribution

N(0,1) of the variable Z is called the STANDARD

NORMAL DISTRIBUTION.

16

Probabili

ty

distributi

on

function

of

standard

normal

distributi

on

distribution is symmetrical,

this table is prepared for

the positive values of Z

only.

The probabilities of Z

exceeding a certain

positive value z, F1(z)=A

are given.

compute the probability

of nonexceedance as

F(z)=1-F1(z), and for

negative z we have

F(z)=F1(z) because of 17

function is bell-shaped

around the mean X .

The mode and median

are equal to the mean

because of the

symmetry.

The probabilities of the normal variable to remain in the

intervals around the mean of width one, two and three

standard deviations are equal to 0.683, 0.955 and 0.9975

(nearly 1), respectively.

18

probability paper is

scaled such that the

cumulative distribution

function of the normal

distribution appears as

a straight line

distribution

What is ?

The standard deviation can be computed as X=X0.84 X or X= X -X0.16 because the probability of the

normal variable to remain in an interval of two

standard deviations around the mean is about 0.68.

19

variable

n

ci X i

X=

i 1

normal distribution with the increase of n, whatever the

distributions of the variables Xi are.

The approach is rather fast such that the normal distribution can

be assumed for n10.

number of independent variables such that the

effects are additive, then it can be assumed to be

distributed normally.

20

21

22

the curve that lies

(a) to the right of z = 1.84 and

(b) between z = 1.97 and z = 0.86.

23

Solution (a)

24

Solution (b)

1-0.0244=0.97

.97560.1949=0.7807

25

such that

(a) P(Z > k) = 0.3015 and

(b) P(k < Z < 0.18) = 0.4197

26

Solution (a)

k = 0.52

27

Solution (b)

0.4286-P(k)=0.41

P(k)=0.0089

k=-2.37

28

normal distribution with = 50 and = 10,find

the probability that X assumes a value between

45 and 62.

29

are

30

Solution (b)

1-0.1151=0.8849

0.88490.3085=0.5764

31

= 6, find the value of x that has

(a) 45% of the area to the left and

(b) 14% of the area to the right.

32

Solution

(a) x = (6)(0.13) + 40

= 39.22

(b) x = (6)(1.08) + 40 = 46.48

33

average, 3.0 years with a standard deviation of 0.5 year.

Assuming that battery life is normally distributed, find the

probability that a given battery will last less than 2.3 years.

34

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.

35

36

1-0.2912= 0.70880.70880.1977=0.5111

0.5

5

0.8

5

37

The buyer sets specifications for 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 = 3.0 and standard deviation = 0.005. On

average, how many manufactured ball bearings will be scrapped?

-2

38

As a result, it is anticipated that, on average, 4.56% of

manufactured ball bearings

will be scrapped.

39

Example:Gauges are used to reject all components for which a certain dimension

is not within the specification 1.50 d. It is known that this measurement is

normally distributed with mean 1.50 and standard deviation 0.2. Determine the

value d such that the specifications cover 95% of the measurements.

40

0.9

5

-1.96

1.96

41

If X and Y are two independent normal

variables,

the distribution of X+Y is

N(X + Y , ) and

The distribution of X-Y is N (X - Y , )

42

distributed?

1. The first check is by sketching the cumulative

frequency distribution of the data on the normal

probability paper. We can resume normal

distribution if the plot is nearly a straight line.

of the sample to 0 (its absolute value below

0.10 or 0.05) and that of the kurtosis coefficient

K to 3 (between 2.5 and 3.5) are further checks.

3. If the data pass these tests, the assumption

of the normal distribution can be tested by

statistical tests to be discussed in Chapter 6.

43

many cases because the variable is skewed.

Most hydrologic variables (such as the

discharge in a stream, the precipitation depth

at a location) are NOT symmetrically

distributed.

For such variables, distributions other than

normal must be used.

44

Exercises

Given a standard normal distribution, find the

value of k such that

(a) P(Z > k) = 0.2946;

(b) P(Z < k) = 0.0427;

(c) P(0.93 < Z < k) = 0.7235.

45

46

The load of a footing consists of the sum of the dead load and moving load. These loads are assumed to

be random variables.

The dead load X has the mean 100 t, standard deviation 10 t. The moving load Y has the mean 40 t,

standard deviation 10 t.

The design load corresponds to the risk of exceedance of 5%. Let us determine the design load

assuming that loads follow the normal distribution.

47

u=100+40=140t

u==14.1t

Ud= u+1.65 u=140+1.6514.1=163t

48

Water is transmitted from A to B by two parallel

pipelines. The capacities of these pipelines are

assumed to be normal variables with parameters:

X = 5 m3/s

CvX = 0.10

Y = 8 m3/s

CvY = 0.15

below 12 m3/s.

49

u=5+8=13t

u==1.3m3/s

F(-0.77)=F1(0.77)=0.2206

The probability of discharge less than 12m 3/s is

0.2206

50

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