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Continious Random Variable

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Variables

Continuous Random

Variable

A

for which the outcome can be any value

in an interval of the real number line.

Usually a measurement.

Examples

Let Y = length in mm

Let Y = time in seconds

Let Y = temperature in C

L. Wang, Department of Statistics

University of South Carolina; Slide 2

Continuous Random

Variable

We

calculate P(a < Y < b), where a and b

are real numbers.

For

P(Y = y) = 0.

University of South Carolina; Slide 3

Continuous Random

Variables

The probability density function (pdf)

when plotted against the possible values

of Y forms a curve. The area under an

interval of the curve is equal to the

probability that Y is in that interval.

0.40

f(y)

b Y

University of South Carolina; Slide 4

probability density curve for a

continuous random variable

A.

B.

C.

D.

Is always less than 1.

Is always equal to 1.

Is undeterminable.

L. Wang, Department of Statistics

University of South Carolina; Slide 5

(pdf)

1)

2)

f ( y )dy 1

3)

the cumulative distribution function (cdf)

is

y

F ( y0 ) P (Y y0 )

f ( y)dy

4)

y

then P( y Y y ) f ( y )dy F ( y ) F ( y )

2

y1

University of South Carolina; Slide 6

gasoline has the probability

density function: f(y) = 12.5y 1.25

for 0.1 < y < 0.5

What is the probability that the

next liter of gasoline has less

than 0.3 grams of lead?

L. Wang, Department of Statistics

University of South Carolina; Slide 7

has the following probability

density function: f(y) = y

if

0<y<1

2-y if 1 < y<2

0

if 2 < y.

Find the complete form of the

cumulative distribution function

F(y) for any real value y.

L. Wang, Department of Statistics

University of South Carolina; Slide 8

Continuous Random Variable

random variable:

E (Y ) y p ( y )

variable:

E (Y )

yf

(

y

)

dy

Department of Statistics

L.Wang,

University of South Carolina; Slide 9

Random Variable

Recall: Variance for a discrete random

variable:

Var (Y ) ( y ) p( y )

2

variable:

Var (Y ) ( y ) f ( y )dy

2

and continuous random

variables

Possible values that can be

assumed

Probability distribution function

Cumulative distribution function

Expected value

Variance

L. Wang, Department of Statistics

University of South Carolina; Slide 11

Accidents

The

10-year period at a DuPont facility

can be modeled by the exponential

distribution.

f ( y ) e

y 0 and 0

expected number of accidents per day

in this case)

L. Wang, Department of Statistics

University of South Carolina; Slide 12

accidents

accidents.

Time

12 days

Accident

#1 #2

35 days

Accident

#3

5 days

Accident

University of South Carolina; Slide 13

Accidents

Suppose

were 50 accidents.

day

or

accidents

L. Wang, Department of Statistics

University of South Carolina; Slide 14

facility will go less than 10 days

between the next two accidents?

f(y) = 0.05e-0.05y

University of South Carolina; Slide 15

10

0

Recall:

e du e

u

F (10) e

0.05 y 10

0

| 0.39

L. Wang, Department of Statistics

University of South Carolina; Slide 16

In General

y

P (Y y ) e dt

t

P (Y y ) F ( y ) e

t y

0

| 1 e

P (Y y ) 1 F ( y ) e

University of South Carolina; Slide 17

Exponential Distribution

1 e

University of South Carolina; Slide 18

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).

L. Wang, Department of Statistics

University of South Carolina; Slide 19

Exponential Random Variable

E (Y ) ye

Var (Y ) y e

2

1

dy

1

dy

1

2

L. Wang, Department of Statistics

Deviation

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?

University of South Carolina; Slide 21

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?

University of South Carolina; Slide 22

Relationship between

Exponential & Poisson

Distributions

Recall

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.

L. Wang, Department of Statistics

Relationship between

Exponential & Poisson

Exponential distribution models time

(or space) between Poisson events.

TIME

L. Wang, Department of Statistics

University of South Carolina; Slide 24

Exponential or Poisson

Distribution?

accidents occurring in one year.

industrial accidents (assuming an accident

occurring is a Poisson event).

particles passing by a counter (assuming a

particle passing by is a Poisson event).

particles passing by a counter in one hour

University of South Carolina; Slide 25

Distribution

( t ) y e t

P(Y y ) p ( y )

y!

y = 0,1,2,

base unit of time or space and t is the

number of base units inspected.

The probability that no events occur in a

span of time (or space) is:

( t ) y e t ( t ) 0 e t

t

p ( 0)

e

y!

0!

L. Wang, Department of Statistics

University of South Carolina; Slide 26

until the next Poisson event.

P(T t ) e

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)

L. Wang, Department of Statistics

t.

University of South Carolina; Slide 27

Radioactive Particles

The

counter are Poisson events. So the

number of particles in an interval of

time follows a Poisson distribution.

Suppose we average 2 particles per

millisecond.

What is the probability that no particles

will pass the counter in the next 3

milliseconds?

What is the probability that more than

3 millisecond will elapse before the

next particle passes?L. Wang, Department of Statistics

Machine Failures

If the number of machine failures in a

given interval of time follows a

Poisson distribution with an average of

1 failure per 1000 hours, what is the

probability that there will be no

failures during the next 2000 hours?

What is the probability that the time

until the next failure is more than

2000 hours?

University of South Carolina; Slide 29

Number

follows a Poisson distribution. If the mean

time to failure is 1000 hours, what is the

probability that more than 2500 hours

will pass before the next failure occurs?

A. e-4

B. 1 e-4

C. e-2.5

D. 1 e-2.5

L. Wang, Department of Statistics

University of South Carolina; Slide 30

Challenging

questions

different devices that run

independently, what is the probability

that at least one will still be operating

at 2500 hours?

What about he probability that exact 3

of them will be still operating after

2500 hours?

L. Wang, Department of Statistics

University of South Carolina; Slide 31

Normal Distribution

f(y)

f(y) =

E[Y] =

1

( y ) 2 / 2 2

e

, y

2

and

2

Var[Y]

=

University of South Carolina; Slide 32

Normal Distribution

Characteristics

Bell-shaped curve

- < y < +

determines distribution location

and is the highest point on curve

Curve is symmetric about

determines distribution spread

Curve has its points of inflection at

+

L. Wang, Department of Statistics

University of South Carolina; Slide 33

Normal Distribution

-4

-3

-2

-1

University of South Carolina; Slide 34

Normal Distribution

N( = 5, = 1)

N( = 0, = 1)

f(y)

-4

-3

-2

-1

University of South Carolina; Slide 35

Normal Distribution

N( = 0, = 0.5)

f(y)

N( = 0, = 1)

-4

-3

-2

-1

University of South Carolina; Slide 36

Normal Distribution

N( = 5, = 0.5)

N( = 0, = 1)

f(y)

-4

-3

-2

-1

University of South Carolina; Slide 37

68-95-99.7 Rule

0.997

0.95

0.68

-4

-3

-3

-2

-2

+ 1 covers

approximately 68%

-1

-1

1

2

+1

+2

+ 2 covers

approximately 95%

3

+3

+ 3 covers

approximately99.7%

University of South Carolina; Slide 38

Earthquakes in a California

Town

earthquakes that measure 0.1 or

higher on the Richter Scale in a

certain location in California is

distributed approximately normally,

with = 6.2 and = 0.5, according

to data obtained from the United

States Geological Survey.

L. Wang, Department of Statistics

University of South Carolina; Slide 39

Readings

34%

34%

2.5%

13.5%

-4

-3

57

-2

5.2

-1

5.7

13.5%

0

6.2

1

6.7

68%

2

7.2

2.5%

3

159

95%

L. Wang, Department of Statistics

University of South Carolina; Slide 40

earthquakes are above 5.7 on the Richter

Scale?

34%

34%

2.5%

2.5%

13.5%

-4

-3

-2

5.2

-1

5.7

13.5%

0

6.2

1

6.7

2

7.2

68%

95%

L. Wang, Department of Statistics

University of South Carolina; Slide 41

read and still be in the lowest

2.5% is _.

34%

34%

2.5%

13.5%

-4

-3

-2

5.2

-1

5.7

13.5%

0

6.2

1

6.7

2

7.2

2.5%

3

68%

95%

L. Wang, Department of Statistics

University of South Carolina; Slide 42

earthquake is above 6.7 is

______.

34%

34%

2.5%

13.5%

-4

-3

-2

5.2

-1

5.7

13.5%

0

6.2

1

6.7

2

7.2

2.5%

3

68%

95%

L. Wang, Department of Statistics

University of South Carolina; Slide 43

Standard

normal distribution that has a mean

of 0 and standard deviation of 1.

N( = 0, =

1)

-4

-3

-2

-1

University of South Carolina; Slide 44

Symbol for a Standard Normal

Random Variable

-4

-3

4.7

-2

-1

5.2

5.7

6.2

6.7

7.2

7.7

University of South Carolina; Slide 45

Any normally distributed random

variable can be converted to standard

normal using the following formula:

y

Z

different normal distributions by

converting the observations to standard

normal and comparing the

L. Wang, Department of Statistics

standardized observations.

University of South Carolina; Slide 46

value (or Z value) for a

Richter reading of 6.5?

Recall Y ~ N(=6.2, =0.5)

University of South Carolina; Slide 47

Example

distributions of the Richter readings over 0.1

in the two towns are:

Town 1:

Town 2:

X ~ N( = 6.2, = 0.5)

Y ~ N( = 6.2, = 1).

earthquake over 7 (on the Richter scale)?

- What is the probability that Town 2 has an

earthquake over 7?

L. Wang, Department of Statistics

University of South Carolina; Slide 48

Town 1

Town 2

0.21

2

0.05

5

Z

X

-4

-3

4.7

-2

5.2

-1

5.7

6.2

6.7

7.2

7.7

Z

Y

-4

-3

-2

3.2 4.2

-1

5.2

6.2

7.2 8.2

9.2

7 6 .2

P ( X 7 .0 ) P Z

P ( Z 1.6) 0.055

Town 1:

0 .5

7 6.2

Town 2: P (Y 7.0) P Z 1.0 P ( Z 0.8) 0.212

Department of Statistics

L. Wang,

Standard Normal

0.10

0.10

0.05

0.05

0.025

0.01

0.005

-4

-3

0.025

0.01

0.005

-2

-1

-2.326 -1.645

1.645 2.326

1.282 1.96 2.576

University of South Carolina; Slide 50

The

that continuously feeds a

manufacturing process is normally

distributed with a mean of 10.0 mm

and standard deviation of 0.3 mm.

Manufacturing becomes concerned

about the process if the bolts get

thicker than 10.5 mm or thinner than

9.5 mm.

Find the probability that the thickness

of a randomly selected bolt is > 10.5

L. Wang, Department of Statistics

or < 9.5 mm.

which is the reverse situation. Here we

know the probability, and want to find the

corresponding value of Y.

Area=0.0

25

y=?

University of South Carolina; Slide 52

will have thicknesses less than ______.

0.02

5

Z

Y

-4

-3

-2

-1

University of South Carolina; Slide 53

will have thicknesses less than ______.

Y 10.0

2

y 9.4

0.3

L. Wang, Department of Statistics

University of South Carolina; Slide 54

will have thicknesses less than ______.

0.01

Z

Y

-4

-3

-2

-1

University of South Carolina; Slide 55

will have thicknesses less than ______.

Y 10.0

2.326

y 9.3

0.3

University of South Carolina; Slide 56

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