Probability and Statistics

Lecture 8

Dr.-Ing. Erwin Sitompul

President University
http://zitompul.wordpress.com

2 0 1 3
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 Chapter 6 Some Continuous Probability Distributions

Chapter 6
Some Continuous Probability
Distributions

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 Chapter 6.1 Continuous Uniform Distribution

Continuous Uniform Distribution

 |Uniform Distribution| The density function of the continuous
uniform random variable X on the interval [A, B] is
 1
B  A , A  x  B
f ( x; A, B)  
0, elsewhere

 The mean and variance of the uniform distribution are
A B ( B  A)2
 and  
2

2 12

 The uniform density

function for a
random variable on
the interval [1, 3]

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 Chapter 6.1 Continuous Uniform Distribution

Continuous Uniform Distribution

Suppose that a large conference room for a certain company can be
reserved for no more than 4 hours. However, the use of the
conference room is such that both long and short conference occur
quite often. In fact, it can be assumed that length X of a conference
has a uniform distribution on the interval [0,4].
(a) What is the probability density function?
(b) What is the probability that any given conference lasts at least 3
hours?

1
4 , 0  x  4
(a) f ( x)  
0, elsewhere


1
4
1
(b) P  X  3     dx 
3
4 4

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 Chapter 6.2 Normal Distribution

Normal Distribution
 Normal distribution is the most important continuous probability
distribution in the entire field of statistics.
 Its graph, called the normal curve, is the bell-shaped curve which
describes approximately many phenomena that occur in nature,
industry, and research.
 The normal distribution is often referred to as the Gaussian
distribution, in honor of Karl Friedrich Gauss, who also derived its
equation from a study of errors in repeated measurements of the
same quantity.

 The normal curve

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 Chapter 6.2 Normal Distribution

Normal Distribution
 A continuous random variable X having the bell-shaped distribution
as shown on the figure is called a normal random variable.

 The density function of the normal random variable X, with mean μ

and variance σ2, is
1  x 
2

1   
n( x;  ,  )  e 2  
,   x  
2
where π = 3.14159... and e = 2.71828...

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 Chapter 6.2 Normal Distribution

Normal Curve

 μ1 < μ2, σ1 = σ2  μ1 = μ2, σ1 < σ2

 μ1 < μ2, σ1 < σ2

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 Chapter 6.2 Normal Distribution

Normal Curve
f(x) The mode, the point where
the curve is at maximum

Concave downward

Point of inflection
σ σ
Concave upward

Approaches zero
asymptotically

x
μ
Total area under the curve Symmetry about a vertical
and above the horizontal axis through the mean μ
axis is equal to 1

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

 The area under the curve bounded by two ordinates x = x1 and
x = x2 equals the probability that the random variable X assumes
a value between x = x1 and x = x2.

1  x 
2
x2 x2
1   
P( x1  X  x2 )   n( x;  ,  )dx  e
2  
dx
x1 2 x1

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

 As seen previously, the normal curve is dependent on the mean μ
and the standard deviation σ of the distribution under
investigation.
 The same interval of a random variable can deliver different
probability if μ or σ are different.

 Same interval, but different probabilities

for two different normal curves

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

 The difficulty encountered in solving integrals of normal density
functions necessitates the tabulation of normal curve area for
quick reference.
 Fortunately, we are able to transform all the observations of any
normal random variable X to a new set of observation of a normal
random variable Z with mean 0 and variance 1.

X 
Z

1  x 
2
x2
1   
e
2  
P( x1  X  x2 )  dx
2 x1

z2 z2
1 

2
e
z1
2
dz

z2

  n( z;0,1)dz  P( z1  Z  z2 )
z1

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

 The distribution of a normal random variable with mean 0 and
variance 1 is called a standard normal distribution.

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 Chapter 6.3 Areas Under the Normal Curve

Table A.3 Normal Probability Table

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 Chapter 6.3 Areas Under the Normal Curve

Interpolation
 Interpolation is a method of constructing new data points within
the range of a discrete set of known data points.
 Examine the following graph. Two data points are known, which
are (a,f(a)) and (b,f(b)).
 If a value of c is given, with a < c < b, then the value of f(c) can be
estimated.
 If a value of f(c) is given, with f(a) < f(c) < f(b), then the value of c
can be estimated.

ca
f (c )  f ( a )   f (b)  f (a) 
f (b ) ba
f (c ) ?
f (a) f (c )  f ( a )
c a b  a 
f (b)  f (a)
a c? b

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 Chapter 6.3 Areas Under the Normal Curve

Interpolation

 P(Z < 1.172)? Answer: 0.8794

 P(Z < z) = 0.8700, z = ? 1.126

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

Given a standard normal distribution, find the area under the curve
that lies (a) to the right of z = 1.84 and (b) between z = –1.97 and
z = 0.86.

(a) P( Z  1.84)  1  P( Z  1.84)

 1  0.9671
 0.0329

(b) P(1.94  Z  0.86)  P( Z  0.86)  P( Z  1.94)

 0.8051  0.0244
 0.7807

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

Given a standard normal distribution, find the value of k such that
(a) P ( Z > k ) = 0.3015, and (b) P ( k < Z < –0.18 ) = 0.4197.

(a) P( Z  k )  1  P( Z  k )

P( Z  k )  1  P( Z  k )
 1  0.3015  0.6985
k  0.52

(b) P(k  Z  0.18)  P( Z  0.18)  P( Z  k )

P( Z  k )  P( Z  0.18)  P(k  Z  0.18)

 0.4286  0.4197  0.0089
k   2.37

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

Given a random variable X having a normal distribution with μ = 50
and σ = 10, find the probability that X assumes a value between 45
and 62.

x1   45  50
z1    0.5
 10
x2   62  50
z2    1.2
 10

P(45  X  62)  P(0.5  Z  1.2)

 P( Z  1.2)  P( Z  0.5)
 0.8849  0.3085
 0.5764

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

Given that X has a normal distribution with μ = 300 and σ = 50, find
the probability that X assumes a value greater than 362.

x 362  300

z   1.24
 50

P( X  362)  P( Z  1.24)
 1  P( Z  1.24)
 1  0.8925
 0.1075

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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

Given a normal distribution with μ = 40 and σ = 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.
0.45  0.4483
(a) P( Z  z )  0.45 z  0.13   0.12  (0.13)   0.1256
0.4522  0.4483
x    z  40  (0.1256)(6)  39.2464

2254.0
54.0

3844.0

31.0 ? 21.0
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 Chapter 6.3 Areas Under the Normal Curve

Area Under the Normal Curve

Given a normal distribution with μ = 40 and σ = 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.

(b) P( z  Z )  0.14  1  P( Z  z )

P( Z  z )  1  0.14  0.86

 z  1.08
x    z  40  (1.08)(6)  46.48

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 Chapter 6.4 Applications of the Normal Distribution

Applications of the Normal Distribution

A certain type of storage battery lasts, on average, 3.0 years, with a
standard deviation of 0.5 year. Assuming that the battery lives are
normally distributed, find the probability that a given battery will last
less than 2.3 years.

x 2.3  3.0

z   1.4
 0.5
P( Z  1.4)  0.0808

 8.08%

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 Chapter 6.4 Applications of the Normal Distribution

Applications of the Normal Distribution

In an industrial process the diameter of a ball bearing is an
important component part. The buyer sets specifications on the
diameter to be 3.0 ± 0.01 cm. All parts falling outside these
specifications will be rejected.
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 the average, how many manufactured ball bearings will be
scrapped?

P(2.99  X  3.01)  P( 2  Z  2)
 P( Z  2)  P( Z  2)
 0.9772  0.0228
 0.9544
x1  
2.99  3.0  95.44% accepted
z1    2
 0.005
 4.56% rejected
x   3.01  3.0
z2  2   2
 0.005
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 Chapter 6.4 Applications of the Normal Distribution

Applications of the Normal Distribution

A certain machine makes electrical resistors having a mean
resistance of 40 Ω and a standard deviation of 2 Ω. It is assumed
that the resistance follows a normal distribution.
What percentage of resistors will have a resistance exceeding 43Ω
if:
(a) the resistance can be measured to any degree of accuracy.
(b) the resistance can be measured to the nearest ohm only.

43  40
(a) z  1.5
2
P( X  43)  P( Z  1.5)  1  P( Z  1.5)  1  0.9332  0.0668  6.68%

43.5  40
(b) z  1.75
2
P( X  43.5)  P( Z  1.75)  1  P ( Z  1.75)  1  0.9599  0.0401  4.01%

 As many as 6.68%–4.01% = 2.67% of

the resistors will be accepted although
the value is greater than 43 Ω due to
measurement limitation
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 Chapter 6.4 Applications of the Normal Distribution

Applications of the Normal Distribution

The average grade for an exam is 74, and the standard deviation is
7. If 12% of the class are given A’s, and the grade are curved to
follow a normal distribution, what is the lowest possible A and the
highest possible B?

P( Z  z )  0.12
P( Z  z )  1  P( Z  z )  1  0.12  0.88

 z  1.175
x    z  74  (1.175)(7)  82.225  Lowest possible A is 83
 Highest possible B is 82

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 Probability and Statistics

Homework 7A
1. Suppose the current measurements in a strip of wire are assumed to
follow a normal distribution with a mean of 10 milliamperes and a
variance of 4 milliamperes2. (a) What is the probability that a
measurement will exceed 13 milliamperes? (b) Determine the value for
which the probability that a current measurement is below this value is
98%. (Mo.E4.13-14 p.113)

2. A lawyer commutes daily from his suburban home to midtown office. The
average time for a one-way trip is 24 minutes, with a standard deviation
of 3.8 minutes. Assume the distribution of trip times to be normally
distributed. (a) If the office opens at 9:00 A.M. and the lawyer leaves his
house at 8:45 A.M. daily, what percentage of the time is he late for work?
(b) Find the probability that 2 of the next 3 trips will take at least 1/2
hour. (Wa.6.15 s.186)

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