Theoretical distributions

• Any mathematical model satisfying the properties of PDF

or PMF and CDF can be used to quantify uncertainties in
a random variable
• Many distributions are commonly used in the engineering
profession to calculate probability or reliability of events
– Continuous
• Uniform, Normal, lognormal, beta distribution, etc.
– Discrete
• Bernoulli, Binomial, Geometric, return period,
poisson, Exponential, extreme value distribution,
etc.
 Continuous distributions
• Modelling continuous random variables
using
– Uniform distribution
– Normal distribution
– Lognormal distribution
– Beta distribution
 Normal Distribution
• Also called as Gaussian distribution
• Most commonly used distributions in
engineering problems
• Denoted as N(m,s)
• Applicable when parameters range from
- to +
• Perfectly symmetric about mean
• Mean, median and modal values are same
Normal Distribution
Standard normal variable

F(-s)=1.0-F(s)=p

-s=F-1(p)=-F-1(1-p)
Standard normal variable
 Working with MS-Excel
• Rand (Command for random number generation
using EXCEL)
– Returns an evenly distributed random number ≥ 0 and
≤ 1. A new random number is returned every time the
worksheet is calculated.
– To generate a random real number between a and b,
use: RAND()*(b-a)+a
– If you want to use RAND to generate a random
number but don't want the numbers to change every
time the cell is calculated, you can enter =RAND() in
the formula bar, and then press F9 to change the
formula to a random number.
 Working with MS-Excel
• PDF
For Normally distributed variables
Normdist(X,Mean, Stdev,false); returns the normal
distribution for the specified mean and standard deviation.
Normdist(0.5,0,1,false)??
CDF
Normdist(x,Mean, Stdev,true)
Normdist(0.5,0,1,true)??
Normsdist(s), where ‘s’ is standard normal variable;
s=(x-mX)/sX
Normsdist(0.5)??
 Working with MS-Excel
• NORMINV(probability,mean,stdev)
– Returns the inverse of the normal cumulative
distribution for the specified mean and standard
deviation.
– NORMINV uses an iterative technique for calculating
the function. Given a probability value, NORMINV
iterates until the result is accurate to within ± 3x10-7.
– Norminv(0.5,25,5)=25??
– Norminv(-0.1,25,5)=??
• Normsinv(probability) - Returns the inverse of
the standard normal cumulative distribution.
– Normsinv(0.5)=??
 Normal and standard normal
distributions
0.1 0.5

0.08 PDF 0.4 PDF

0.06 0.3
fX(x)

fS(s)
0.04 0.2

0.02 0.1

0 0
0 25 50 -6 -4 -2 0 2 4 6
Random variable, X Standard normal variable, S

Mean, mX=25 & stdev, sX=5 Mean, mX=0 & stdev, sX=1
1.0 1.0

0.8 CDF 0.8 CDF

0.6 0.6
F X(x)

F S(s)

0.4 0.4

0.2 0.2

0.0 0.0
0 10 20 30 40 50 -6 -4 -2 0 2 4 6
Random variable, X Standard normal variable, S
 Normal and standard normal
distributions
0.5
PDF-N
0.4
PDF-SN
fX(x) or fS(s)

0.3

0.2

0.1

0
-25 0 25 50
Random variable, X or S

1.0
CDF-N
0.8
CDF-SN
FX(x) or FS(s)

0.6

0.4

0.2

0.0
-10 0 10 20 30 40 50
Random variable, X or S
Normal and standard normal
distributions
x fX(x) FX(x) s fS(s) FS(s)
5 2.6766E-05 3.1686E-05 -4 0.000134 0.00003
5.5 3.9731E-05 4.8116E-05 -3.9 0.000199 0.00005
6 5.8389E-05 7.2372E-05 -3.8 0.000292 0.00007
6.5 8.4956E-05 0.00010783 -3.7 0.000425 0.00011
7 0.00012238 0.00015915 -3.6 0.000612 0.00016
7.5 0.00017454 0.00023267 -3.5 0.000873 0.00023
8 0.00024644 0.00033698 -3.4 0.001232 0.00034
8.5 0.00034451 0.00048348 -3.3 0.001723 0.00048
9 0.00047682 0.0006872 -3.2 0.002384 0.00069
9.5 0.00065336 0.00096767 -3.1 0.003267 0.00097
10 0.00088637 0.00134997 -3 0.004432 0.00135
10.5 0.00119051 0.00186588 -2.9 0.005953 0.00187
11 0.00158309 0.00255519 -2.8 0.007915 0.00256
11.5 0.00208419 0.00346702 -2.7 0.010421 0.00347
12 0.00271659 0.00466122 -2.6 0.013583 0.00466
12.5 0.00350566 0.00620968 -2.5 0.017528 0.00621
13 0.00447891 0.00819753 -2.4 0.022395 0.00820
13.5 0.00566541 0.01072408 -2.3 0.028327 0.01072
14 0.00709492 0.0139034 -2.2 0.035475 0.01390
14.5 0.00879672 0.01786436 -2.1 0.043984 0.01786
15 0.01079819 0.02275006 -2 0.053991 0.02275
Standard normal distribution

FS(s)

-∞ 0 s SS
 Standard normal distribution
Using the standard normal distribution,
evaluate the following:
• Value of F(0)?
• Value of F(-1)?
• Value of F(1)?
• Which one is higher?
 Normal distribution
Assuming that the depth of SPT200 (X) with
(mX=32.37 m & sX=3 m) follows a normal
distribution, estimate the following:
• P(X≤32.37 m)
• P(X≤20 m)
• P(X≥50 m)
• P(30 m<X≤35 m)
• P(X≤e0.10); Hint: P(X≤e0.10)=0.10; 10th percentile
value