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Area = 1
a b
Uniform Random Variables: cdf
• The cumulative distribution function F given below is
easy to compute either by integration of the pdf or by
finding the area of rectangles. Note that it has all the
usual properties of a cdf: 0 to the left, 1 to the right,
increasing and continuous in between.
0, if x a
xa
F ( x) b a , if a x b
1, if x b
1
a b
Uniform Random Variables: cdf
• If we want to find the probability P(c<X<d) where
a<c<d<b, then we can integrate formally, but it is easier
to note that the probability is simply the ratio of the
length of (c,d) to the length of (a,b).
1/(b-a)
Area =
(d-c)/(a-b)
c d
a b
Uniform Random Variables: Expectation
• Intuitively we anticipate E(X)=(a+b)/2, the midpoint of
the interval. This turns out to be correct.
– If X~uniform(a,b) we calculate
E ( X ) xf ( x)dx
b
b 1 1 b 2
a 2
xdx x
2
a ba 2(b a ) a 2(b a )
(b a )(b a ) b a
2(b a ) 2
Uniform Random Variables: Variance
• Let X~uniform(a,b). We can find the variance of X
using the shortcut formula Var ( X ) E ( X ) . We
2 2
proceed as follows.
b
b 1 2 x 3
b3 a 3
E( X 2 ) x dx
a ba 3(b a ) a 3(b a)
b 2 ab a 2
3
Uniform Random Variables: Variance
• Finally,
b ab a (a b)
2 2 2
E( X )
2 2
3 4
4b 4ab 4a 3b 6ab 3a
2 2 2 2
12 12
b 2ab a
2 2
(b a ) 2
12 12
Uniform Random Variables: Application
• Uniform random variables are the correct model for
choosing a number “at random” from an interval. They
are also natural choices for experiments in which some
event is “equally likely” to happen at any time or place
within some interval.
Uniform Random Variables: Example
• Examples of probabilities involving uniform random
variables are generally trivial. For instance, suppose you
are trying to find a short in a 3m length of wire.
Supposing you have no reason to suspect one part of the
wire over another, what is the probability you find the
short in the last half-meter of the wire? Answer: 1/6.
You can find this by integration or by the cdf, just as
you can hunt squirrels with a bazooka: Doing it once to
illustrate the concept may be justifiable, but your
motives become suspect if you do it more often.
Uniform Random Variables: Warnings
• There is no uniform distribution on an infinite interval.
In particular there is no uniform distribution on the real
line. Consequently there is no way to pick a real number
(“any real number”) at random, making all choices
“equally likely.”
• Functions of uniform random variables may not be
uniform. For instance, if X~uniform(0,1), and Y is the
square of X, then Y is a non-uniform random variable.
Let us find its cdf and thereby its pdf.
Exponential Random Variables: Pdf
• Let be a positive real number. We write
X~exponential() and say that X is an exponential
random variable with parameter if the pdf of X is
e x , if x 0
f ( x)
0, otherwise
t
x t
dx lim e
x x
e dx lim e
t 0 t 0
lim e t
e 0
0 1 1
t
t
Then du dx and v e . So E ( x) lim uv 0 vdu
x t
t
0
x t t x t 1 x t
lim xe e dx lim te 0 e
t
t
0
0 0
1 1 1 1
lim te t e t e 0 lim te t e t
t
t
1 1
00
11/5/2003 Probability and Statistics for 19
Teachers, Math 507, Lecture 10
Exponential Random Variables:Variance
1
• By a similar computation Var ( X ) .
2
P( X 5) 1 P( X 5) 1 F (5)
5
1
5
1 1 e 3 e 3 0.189
11/5/2003 Probability and Statistics for 22
Teachers, Math 507, Lecture 10
Exponential Random Variables:Applications
• Under the same conditions, what is the probability of
waiting between 2 and 4 minutes? Here we calculate
.
4
2
P(2 X 4) F (4) F (2) 1 e 3 1 e 3
2 4
e 3
e 3
0.250
P(a X b) F (b) F (a )
is quite common. It is the reason the cdf is so useful in
computing probabilities of continuous random variables.
.
Slide 32
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Approximation of a Binomial Distribution
with a Normal Distribution
np 5
nq 5
a distribution.
(normal)
Slide 33
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Procedure for Using a Normal Distribution
to Approximate a Binomial Distribution
1. Establish that the normal distribution is a suitable
approximation to the binomial distribution by verifying np
5 and nq 5.
Slide 35
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Example – Number of Men Among
Passengers
Finding the Probability of
“At Least 122 Men” Among 213 Passengers
Figure 6-21
Slide 36
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Definition
When we use the normal distribution (which is
a continuous probability distribution) as an
approximation to the binomial distribution
(which is discrete), a continuity correction is
made to a discrete whole number x in the
binomial distribution by representing the
single value x by the interval from
x – 0.5 to x + 0.5
(that is, adding and subtracting 0.5).
Slide 37
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Procedure for Continuity Corrections
1. When using the normal distribution as an
approximation to the binomial distribution, always use
the continuity correction.
Slide 39
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Figure 6-22
x = at least 122
(includes 122 and above)
x = at most 122
(includes 122 and below)
x = exactly 122
Slide 40
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
LESSON 8 - 2
The probability that more than n trials are needed before the
first success will be
P(k > n) = qn = (1 – p)n
GEOMETRIC PDF
The geometric distribution addresses the number of trials
necessary before the first success. If the trials are repeated k
times until the first success, we will have had k – 1 failures.
If p is the probability for a success and q = (1 – p) the
probability for a failure, the probability for the first success
to occur at the kth trial will be (where x = k)
b) The assembly line moves so fast that the robot only has a
maximum of three chances before the door panel is out of reach. What is
the probability that the robot is successful in completing the weld before
the panel is out of reach?
μx = 1/p = 1/(1/6) = 6
SUMMARY AND HOMEWORK
• Summary
• Probability of first success
• Geometric Experiments have 4 slightly different criteria
than Binomial
• E(X) = 1/p and V(X) = (1-p)/p
• Calculator has pdf and cdf functions
• Homework
• Pg. 543 8.41, 8.43, pg. 550 8.48-49