Continuous Probability Distribution

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Continuous Probability Distribution

© All Rights Reserved

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f (x)

Normal Probability Distribution

Exponential Probability Distribution

f (x) Exponential

Uniform

f (x)

Normal

x

x

x

2006 Thomson South-Western. All Rights Reserved.

value in an interval on the real line or in a

collection of intervals.

It is not possible to talk about the probability of

the random variable assuming a particular

value.

Instead, we talk about the probability of the

random variable assuming a value within a

given interval.

f (x)

assuming a value within some given interval

from x1 to x2 is defined to be the area under

the graph of the probability density function

between x1 and x2.

f (x) Exponential

Uniform

f (x)

x11 x22

Normal

x11

x11 x22

xx1122 x22

whenever the probability is proportional to the

intervals length.

The uniform probability density function is:

ff (x)

(x) =

= 1/(b

1/(b a)

a) for

for aa <

< xx <

< bb

=

elsewhere

= 00

elsewhere

b = largest value the variable can assume

Expected Value of x

E(x)

E(x) =

= (a

(a +

+ b)/2

b)/2

Variance of x

22

Var(x)

=

(b

a)

Var(x) = (b - a) /12

/12

Slater customers are charged

for the amount of salad they take.

Sampling suggests that the

amount of salad taken is

uniformly distributed

between 5 ounces and 15 ounces.

f(x)

f(x) =

= 1/10

1/10 for

for 55 <

< xx <

< 15

15

=

elsewhere

= 00

elsewhere

where:

x = salad plate filling weight

Expected Value of x

E(x)

E(x) =

= (a

(a +

+ b)/2

b)/2

=

= (5

(5 +

+ 15)/2

15)/2

=

= 10

10

Variance of x

Var(x)

Var(x) =

= (b

(b -- a)

a)22/12

/12

=

= (15

(15 5)

5)22/12

/12

=

= 8.33

8.33

for Salad Plate Filling Weight

f(x)

1/10

5

10

15

Salad Weight (oz.)

What is the probability that a customer

will take between 12 and 15 ounces of

salad?

f(x)

P(12 < x < 15) = 1/10(3) = .3

1/10

5

10 12 15

Salad Weight (oz.)

10

important distribution for describing a

continuous random variable.

It is widely used in statistical inference.

11

applications:

Heights

Heights

of

of people

people

Scientific

Scientific

measurements

measurements

12

applications:

Test

Test

scores

scores

Amounts

Amounts

of

of rainfall

rainfall

13

1 (x )2 / 2 2

f (x)

e

2

where:

=

=

=

=

mean

standard deviation

3.14159

2.71828

14

Characteristics

The

The distribution

distribution is

is symmetric,

symmetric, and

and is

is bell-shaped.

bell-shaped.

15

Characteristics

The

The entire

entire family

family of

of normal

normal probability

probability

distributions

distributions is

is defined

defined by

by its

its mean

mean and

and its

its

standard

standard deviation

deviation ..

Standard Deviation

Mean

2006 Thomson South-Western. All Rights Reserved.

16

Characteristics

The

The highest

highest point

point on

on the

the normal

normal curve

curve is

is at

at the

the

mean,

mean, which

which is

is also

also the

the median

median and

and mode.

mode.

17

Characteristics

The

The mean

mean can

can be

be any

any numerical

numerical value:

value: negative,

negative,

zero,

zero, or

or positive.

positive.

x

-10

20

18

Characteristics

The

The standard

standard deviation

deviation determines

determines the

the width

width of

of the

the

curve:

curve: larger

larger values

values result

result in

in wider,

wider, flatter

flatter curves.

curves.

= 15

= 25

x

2006 Thomson South-Western. All Rights Reserved.

19

Characteristics

Probabilities

Probabilities for

for the

the normal

normal random

random variable

variable are

are

given

given by

by areas

areas under

under the

the curve.

curve. The

The total

total area

area

under

under the

the curve

curve is

is 11 (.5

(.5 to

to the

the left

left of

of the

the mean

mean and

and

.5

.5 to

to the

the right).

right).

.5

.5

x

20

Characteristics

68.26%

of

68.26%

of values

values of

of aa normal

normal random

random variable

variable

are

of

+/+/- 1

1 standard

standard deviation

deviation

are within

within

of its

its mean.

mean.

95.44%

of

95.44%

of values

values of

of aa normal

normal random

random variable

variable

are

of

+/+/- 2

2 standard

standard deviations

deviations

are within

within

of its

its mean.

mean.

99.72%

of

99.72%

of values

values of

of aa normal

normal random

random variable

variable

are

of

+/+/- 3

3 standard

standard deviations

deviations

are within

within

of its

its mean.

mean.

21

Characteristics

99.72%

95.44%

68.26%

3

1

2

+ 3

+ 1

+ 2

22

AA random

random variable

variable having

having aa normal

normal distribution

distribution

with

with aa mean

mean of

of 00 and

and aa standard

standard deviation

deviation of

of 11 is

is

said

said to

to have

have aa standard

standard normal

normal probability

probability

distribution.

distribution.

23

The

The letter

letter zz is

is used

used to

to designate

designate the

the standard

standard

normal

normal random

random variable.

variable.

z

0

24

x

z

standard deviations x is from .

25

Standard Normal Probabilities

Excel has two functions for computing

probabilities and z values for a standard

normal distribution:

NORM

S DIST is

NORMSDIST

NORMSDIST

is used

used to

to compute

compute the

the cumulative

cumulative

probability

probability given

given aa zz value.

value.

is

NORMSINV

NORM

S INV

NORMSINV

is used

used to

to compute

compute the

the zz value

value

given

given aa cumulative

cumulative probability.

probability.

(The S in the function names reminds

us that they relate to the standard

normal probability distribution.)

26

Standard Normal Probabilities

Formula Worksheet

1

2

3

4

5

6

7

8

9

A

B

Probabilities: Standard Normal Distribution

P (z < 1.00)

P (0.00 < z < 1.00)

P (0.00 < z < 1.25)

P (-1.00 < z < 1.00)

P (z > 1.58)

P (z < -0.50)

=NORMSDIST(1)

=NORMSDIST(1)-NORMSDIST(0)

=NORMSDIST(1.25)-NORMSDIST(0)

=NORMSDIST(1)-NORMSDIST(-1)

=1-NORMSDIST(1.58)

=NORMSDIST(-0.5)

27

Standard Normal Probabilities

Value Worksheet

1

2

3

4

5

6

7

8

9

A

B

Probabilities: Standard Normal Distribution

P (z < 1.00)

P (0.00 < z < 1.00)

P (0.00 < z < 1.25)

P (-1.00 < z < 1.00)

P (z > 1.58)

P (z < -0.50)

0.8413

0.3413

0.3944

0.6827

0.0571

0.3085

28

Standard Normal Probabilities

Formula Worksheet

1

2

3

4

5

6

A

B

Finding z Values, Given Probabilities

z value with .10 in upper tail

z value with .025 in upper tail

z value with .025 in lower tail

=NORMSINV(0.9)

=NORMSINV(0.975)

=NORMSINV(0.025)

29

Standard Normal Probabilities

Value Worksheet

1

2

3

4

5

6

A

B

Finding z Values, Given Probabilities

z value with .10 in upper tail

z value with .025 in upper tail

z value with .025 in lower tail

1.28

1.96

-1.96

30

Pep Zone sells auto parts and supplies

including a popular multi-grade motor

oil. When the stock of this oil drops to

Pep

20 gallons, a replenishment order is Zone

5w-20

placed.

Motor Oil

31

Pep

Zone

5w-20

Motor Oil

The store manager is concerned that sales

are being lost due to stockouts while waiting

for an order. It has been determined that

demand during replenishment leadtime is

normally distributed with a mean of 15 gallons

and a standard deviation of 6 gallons.

The manager would like to know the

probability of a stockout, P(x > 20).

32

Pep

Zone

5w-20

Motor Oil

Step

Step 1:

1: Convert

Convert xx to

to the

the standard

standard normal

normal distribution.

distribution.

zz =

= (x

(x -- )/

)/

=

= (20

(20 -- 15)/6

15)/6

=

= .83

.83

Step

Step 2:

2: Find

Find the

the area

area under

under the

the standard

standard normal

normal

curve

curve between

between the

the mean

mean and

and zz =

= .83.

.83.

see

see next

next slide

slide

2006 Thomson South-Western. All Rights Reserved.

33

Pep

Zone

5w-20

Motor Oil

Standard Normal Distribution

z

.

.00

.01

.02

.03

.04

.05

.06

.07

.08

.09

.6 .2257 .2291 .2324 .2357 .2389 .2422

.7 .2580 .2611 .2642 .2673 .2704 .2734

.8 .2881 .2910 .2939 .2967 .2995 .3023

.2454 .2486 .2517 .2549

.2764 .2794 .2823 .2852

.3051 .3078 .3106 .3133

.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389

.

.

.

.

.

.

.

.

.

.

.

83)

2006 Thomson South-Western. All Rights Reserved.

34

Pep

Zone

5w-20

Motor Oil

Step

Step 3:

3: Compute

Compute the

the area

area under

under the

the standard

standard normal

normal

curve

curve to

to the

the right

right of

of zz =

= .83.

.83.

P(z

P(z >

> .83)

.83) =

= .5

.5 P(0

P(0 <

< zz <

< .83)

.83)

=

= 11- .2967

.2967

=

= .2033

.2033

Probability

of a

stockout

P(x >

20)

35

Pep

Zone

5w-20

Motor Oil

Area = .2967

Area = .5 - .2967

= .2033

0 .83

36

Pep

Zone

5w-20

Motor Oil

If the manager of Pep Zone wants the

probability of a stockout to be no more than .

05, what should the reorder point be?

37

Pep

Zone

5w-20

Motor Oil

Area = .4500

Area = .0500

z.05

38

Pep

Zone

5w-20

Motor Oil

Step

Step 1:

1: Find

Find the

the z-value

z-value that

that cuts

cuts off

off an

an area

area of

of .05

.05

in

in the

the right

right tail

tail of

of the

the standard

standard normal

normal

distribution.

distribution.

z

.

.00

.01

.02

.03

.04

.05

.06

.07

.08

.09

1.6 .4452 .4463 .4474 .4484 .4495 .4505

1.7 .4554 .4564 .4573 .4582 .4591 .4599

1.8 .4641 .4649 .4656 .4664 .4671 .4678

.4515 .4525 .4535 .4545

.4608 .4616 .4625 .4633

.4686 .4693 .4699 .4706

1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767

We look up the

.

.

.

.

.

.

.

.

.

.

.

area

(.5 - .05 = .45)

39

Pep

Zone

5w-20

Motor Oil

Step

to the corresponding value of x.

Step 2:

2: Convert

Convert zz.05

.05 to the corresponding value of x.

xx =

= +

+ zz.05

.05

=

= 15

15 +

+ 1.645(6)

1.645(6)

=

= 24.87

24.87 or

or 25

25

A reorder point of 25 gallons will place the probability

of a stockout during leadtime at (slightly less than) .05.

40

Pep

Zone

5w-20

Motor Oil

By raising the reorder point from 20 gallons to

25 gallons on hand, the probability of a stockout

decreases from about .20 to .05.

This is a significant decrease in the chance that Pep

Zone will be out of stock and unable to meet a

customers desire to make a purchase.

41

Normal Probabilities

cumulative probabilities and x values for any

normal distribution:

NORMDIST

NORMDIST is

is used

used to

to compute

compute the

the cumulative

cumulative

probability

probability given

given an

an xx value.

value.

NORMINV

NORMINV is

is used

used to

to compute

compute the

the xx value

value given

given

aa cumulative

cumulative probability.

probability.

42

Normal Probabilities

Formula Worksheet

1

2

3

4

5

6

7

8

Pep

Zone

5w-20

Motor Oil

A

B

Probabilities: Normal Distribution

P (x > 20) =1-NORMDIST(20,15,6,TRUE)

Finding x Values, Given Probabilities

x value with .05 in upper tail =NORMINV(0.95,15,6)

43

Normal Probabilities

Value Worksheet

1

2

3

4

5

6

7

8

Pep

Zone

5w-20

Motor Oil

A

B

Probabilities: Normal Distribution

P (x > 20) 0.2023

Finding x Values, Given Probabilities

x value with .05 in upper tail 24.87

Note: P(x > 20) = .2023 here using Excel, while our

previous manual approach using the z table yielded

.2033 due to our rounding of the z value.

2006 Thomson South-Western. All Rights Reserved.

44

The exponential probability distribution is

useful in describing the time it takes to

complete a task.

The exponential random variables can be used

to describe:

Time

Time between

between Time

Distance between

between

Time required

required Distance

vehicle

major

vehicle arrivals

arrivals to

major defects

defects

to complete

complete

at

in

at aa toll

toll booth

booth aa questionnaire

in aa highway

highway

questionnaire

SLOW

45

Density Function

1 x /

f ( x) e

for x > 0, > 0

where:

= mean

e = 2.71828

46

Cumulative Probabilities

P ( x x0 ) 1 e xo /

where:

x0 = some specific value of x

47

Exponential Probabilities

The

The EXPONDIST

EXPONDIST function

function can

can be

be used

used to

to compute

compute

exponential

exponential probabilities.

probabilities.

The

The EXPONDIST

EXPONDIST function

function has

has three

three arguments:

arguments:

st

1st

nd

2nd

1/m

rd

3rd

mean

TRUE or FALSEnumber of

occurrences

in an interval

we will always enter

TRUE because were

seeking a cumulative

probability

48

Exponential Probabilities

Formula Worksheet

A

1

2

3 P (x < 18)

4 P (6 < x < 18)

5 P (x > 8)

6

B

Probabilities: Exponential Distribution

=EXPONDIST(18,1/15,TRUE)

=EXPONDIST(18,1/15,TRUE)-EXPONDIST(6,1/15,TRUE)

=1-EXPONDIST(8,1/15,TRUE)

49

Exponential Probabilities

Value Worksheet

A

1

2

3 P (x < 18)

4 P (6 < x < 18)

5 P (x > 8)

6

B

Probabilities: Exponential Distribution

0.6988

0.3691

0.5866

50

The time between arrivals of cars

at Als full-service gas pump follows

an exponential probability distribution

with a mean time between arrivals of

3 minutes. Al would like to know the

probability that the time between two

successive

arrivals will be 2 minutes or less.

51

f(x)

-2/3 = 1 - .5134 =

P(x <

< 2)

2) =

=1

1 -- 2.71828

2.71828-2/3

= 1 - .5134 = .4866

.4866

.4 P(x

.3

.2

.1

1

x

9 10

2006 Thomson South-Western. All Rights Reserved.

52

Exponential Probabilities

Formula Worksheet

1

2

3

4

A

B

Probabilities: Exponential Distribution

P (x < 2)

=EXPONDIST(2,1/3,TRUE)

53

Exponential Probabilities

Value Worksheet

1

2

3

4

A

B

Probabilities: Exponential Distribution

P (x < 2)

0.4866

54

and Exponential Distributions

The Poisson distribution

provides an appropriate description

of the number of occurrences

per interval

provides an appropriate description

of the length of the interval

between occurrences

55

56

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