Chapter 5

Part 2
Continuous Random
Variables
 Learning Outcome
 Apply probabilistic distribution theory
to solve problems in industry.
Contents
 6.1 Continuous Probability Distribution.
 6.2 The Uniform Distribution.
 6.3 The Normal Distribution.
6.3.1 The Standard Normal Distribution.
6.3.2 The Normal Approximation to the Binomial Distribution.
6.3.3 The Normal Approximation to Poisson Distribution.

 6.4 Chi-square Distribution.

6.1 Continuous Probability Distribution

 A continuous random variable can assume

any value over an interval or intervals. (E.g.:
Heights of persons, time taken to complete a
test, etc.)
 The probability that a continuous random
variable X assumes a single value is always
zero. That is, P( X = a ) = 0.
 Its probability distribution curve is called
probability density function.
6.1 Continuous Probability Distribution

 The probability density function, f (x), satisfies

the following properties:
 f (x)0, for all x
 The total area between the curve of f (x) and the
x-axis is always 1, that is 
 
f ( x) dx  1
 b
P(a  X  b)   f ( x ) dx
a
6.1 Continuous Probability Distribution

 Mean
Let X be a continuous random variable with
probability density function f (x) . The mean
or expected value of X is


  E( X )   x f ( x) dx

6.1 Continuous Probability Distribution

 Variance
Let X be a continuous random variable with
probability density function f (x) and mean  .
The variance of X is

Var ( X )    E[( X   ) ]  
2
X
2
( x   ) 2 f ( x) dx



Var ( X )    E ( X )    
2
X
2 2
x 2 f ( x) dx   2

Example 6.1

Given that
cy 2
0 y2
f ( y)  
 0 elsewhere

i) Find the value of c for which f (y) will be valid

density function.

ii) Find its mean and variance

Example 6.1
 Solution:
2
E  x    xf  x  dx
(i) 2 (ii)
 cy dy  1
2
0
0
2
2 3 3
 cy 
3
  x dx
   1, 8
 3 0
0
2
8c 3 3  x 4
 3
 1, c    
3 8 8  4 0 2
Example 6.1
2
(iii) E x 2
   x f  x  dx
2

0
2
2
3 4 3  x 5
  12
  x dx     
0
8 8  5 0 5
Var  x   E  x  -  E  x  
2 2

12  3  3
   
5  2  20
Cumulative distribution function

 Let X be any random variable. The

distribution function of X, denoted F(x) , is
given by for

F ( x)  P( X  x) for    x  
Example 6.2

Suppose that X has a binomial distribution with

n =2 and p = 1/2 .

Find F (x).
 Example 6.2
 Solution:
 1
X ~ Bin  2, 
 2
  1 2 0 ,x 0
  , x  0 1 , x  0 1
 2 4 
 1 2  ,0  x 1
4
, x  1 F  x  
   2
P  X  x   2   , x 1  
 2 4  3 ,1  x  2
 1 2 1 4
   , x  2  4 , x  2 1 ,x  2
  2  
Example 6.3
Use the F(x) in example 6.2 to find:

(i) P  X  1.5 

(ii) P  X  1
Example 6.3
3
(i) P  X  1.5   F  1.5  
4

(ii) P  X  1  F  1  F  0 
3 1 2
  
4 4 4
6.2 The Uniform Distribution
 In sample spaces that contained a finite
number of sample points, it may occur that
the sample points were assigned equal
probabilities – eg: tossing a die or tossing a
coin.
 For continuous random variables, there is an
infinite number of values in the sample
space, but in some cases the values may
appear to be equally likely.
6.2 The Uniform Distribution
 Continuous random
variables that appear to
have equally likely
outcomes over their
range of possible
values possess a
uniform probability
distribution.
The density function of the
continuous uniform random  1
 , A x B
variable X on the interval [A,B] is f ( x; A, B )   B  A
 0 , elsewhere
6.2 The Uniform Distribution

Note:
 The density function forms a rectangle with
1
base B – A and constant height .
BA

 The uniform distribution also known as

rectangular distribution.
6.2 The Uniform Distribution
 Example:
1.If a short exists in a 5-meter stretch of electrical wire,
it may have an equal probability of being in any
particular 1-centimeter segment along the line.

2.If a safety inspector plans to choose a time at

random during the four afternoon work hours to pay
a surprise visit to a certain area of a plant, then each
1-minute time interval in this 4-work-hour period will
have an equally likely chance of being selected for
the visit.
Example 6.4
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 conferences 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?
Example 6.4

 Solution:
a) 1
 0 x4
f  x   4
 0 elsewhere

b)
4 4
1 x 3 1
P  x  3   dx     1  
3
4  4 3 4 4
6.2 The Uniform Distribution
 Mean and Variance
A B ( B  A) 2
 and  
2

2 12
 Find the mean and variance for the length of
a conference in example 6.4
Solution:

2
4 (4)
  =2 and  
2
 1.3333
2 12
6.2 The Uniform Distribution
 The proof of mean and variance,
1
f  x  , a xb
ba
 b
x
  E  x    xf  x  dx   dx
 a
ba
b
 x 2
 b a
2 2
ab
   
 2  b  a  a 2  b  a  2
6.2 The Uniform Distribution
 b 2
x
E x 2
   x f  x  dx  
2
dx
 a
ba
b
 x  3
b3  a 3 b 2  ab  a 2
   
 3 b  a  a 3 b  a  3

b  ab  a  a  b 
2 2 2

Var  x   E  x    E  x   
2
2

3 4
 b  a
2
b  2ab  a
2 2
 
12 12
6.3 The Normal Distribution
 The normal distribution is the most important
and most widely used of all probability
distributions.
 The normal probability distribution or the
normal curve is a bell-shaped (symmetric)
curve, its mean is denoted by µ and its
variance by 2.
6.3 The Normal Distribution
 The probability density function of a normal
distribution is
  x   
2
1
f ( x)  exp   
 2  2 2

  x  ,      ,   0
 If X~ N( , 2), then the mean and the
variance of X are
 X  E ( X )   and  X2  Var ( X )   2
respectively.
6.3 The Normal Distribution

 The properties of a normally distributed

variable:
1.The total area under the normal curve is 1.0
2.The curve is symmetric about the mean.
3.The two tails of the curve extend indefinitely.
4.Its mean, mode and median are all the same.
6.3 The Normal Distribution
 The Standard Normal Distribution
A normally distributed variable having mean 0 and
variance 1 is said to have the standard normal
distribution.
Example 6.5
If Z ~ N(0, 1), find
a)P(1.19 < Z < 2.12)
b)P(-1.56 < Z < 2.31)
c)P(Z > -0.75)
d)P(0 < Z < 5.67)
e)P(-1.7 < Z < -0.88)
6.3 The Normal Distribution
 Solution:
6.3 The Normal Distribution

 The standardized version of a normally

distributed variable X,
X 
Z

, has the standard normal distribution. This is
also called the Z values or Z scores.
6.3 The Normal Distribution

 Example 6.6
If X ~ N(40, 25), find
a)P(X > 55)
b)P(X < 49)
c)P(42 < X < 50)
d)P(32 < X < 38)
6.3 The Normal Distribution
 Solution:
Example 6.7

a) Determine the Z-score having an area of 0.04 to its

left under the standard normal curve.
b) Find the two Z-scores that divide the area under the
standard normal curve into a middle 0.95 area and
two outside 0.025 areas.
 Solution:
a) Zα= -1.75
b) Zα=± 1.96
Example 6.8
ABC produces many types of soft drinks, including
Cola. The amount of soda in each can of Cola has a
normal distribution with a mean of 12 ounces and a
standard deviation of 0.015 ounce.
a)What is the probability that a randomly selected can
of Cola contains 11.97 to 11.99 ounces of soda?
b)What percentage of the Cola cans contain 12.02 to
12.07 ounces of soda?
6.3 The Normal Distribution
 Solution:
Let X be the amount of soda in a can of cola.
X ~ N (12, 0.0152). X  12
Z ~ N  0,1
0.015
 Example 6.9
 The life span of a calculator has a normal distribution
with a mean of 65 months and a standard deviation of
8 months. The company guarantees that any
calculator that starts malfunctioning within 36 months
of the purchase will be replaced by a new one.
a) About what percentage of calculators made by this
company are expected to be replaced?
b) What should the warranty period be to replace a
malfunctioning calculator if the company does not
want to replace more than 1% of all the calculators
sold?
6.3 The Normal Distribution
 Solution:
Let X be the life span of a calculator
X ~ N (65, 82). X  65
Z ~ N  0,1
8
The Normal Approximation to the
Binomial Distribution
 The normal distribution can be used as an
approximation to the binomial distribution
If X ~ B (n, p), and np > 5, nq > 5 then
X ~ N (np, npq)

 An addition of 0.5 and/or subtraction of 0.5

from the value(s) of X when the normal
distribution is used as an approximation to
the binomial distribution is called the
continuity correction factor.
The Normal Approximation to the
Binomial Distribution
Example 6.10

a)If X~B(n=30, p=0.5) , using the normal

approximation, find P(X = 19).

b)Given X ~B(n=120, p=0.6).

Find P(67 ≤ X ≤ 73) using the normal
approximation.
Example 6.10
Solution:
 (a)
np  15  5, nq  15  5
X  N  15, 7.5 
P  X  19   P  18.5  X  19.5 
 P  1.28  Z  1.64 
 0.1003  0.0505  0.0498
Example 6.10
Solution:
 (b)
Example 6.11

The probability is 0.80 that a person aged 20

will be alive at age 65. Suppose that 500
people aged 20 are selected at random.
Determine the probability that
a)exactly 390 of them will be alive at age 65.
b)between 375 and 425 of them, inclusive, will
be alive at age 65.
Example 6.11
 Solution:
Let X be the number of people aged 20 will
be alive at age 65. X ~ B (n =500, p =0.8 ),
np =400 > 5, nq =100 > 5. XN (400, 80)

a ) P  X  390   P  389.5  X  390.5 

 P  1.17  Z  1.06   0.1446  0.1210  0.0236

b) P  375  X  425   P  374.5  X  425.5 

 P  2.85  Z  2.85   1  2  0.00219   0.99562
The Normal Approximation to
the Poisson Distribution
 The normal distribution can be used as an
approximation to the Poisson distribution
If X ~ Poisson() and   10 then X ~ N(, ).

 An addition of 0.5 and/or subtraction of 0.5

from the value(s) of X when the normal
distribution is used as an approximation to the
Poisson distribution is called the continuity
correction factor.
Example 6.12

 The average number of e-mails received per

week by a computer user is 25. Find the
probability that there will be between 26 and
28 (inclusive) e-mails received per week,
using
a) Poisson distribution,
b) normal approximation to Poisson distribution.
Example 6.12
 Solution:
Let X be the number of emails recieved per
week. X ~ Poisson (=25).
6.4 Chi-square Distribution, χ2
 Let X have a gamma distribution with θ=2
and α=r /2, where r is a positive integer.
 The continuous random variable X has an
Chi-square distribution, if its density
function is given by
 1 x
r / 2 1  2
  r / 2 2r / 2 x e , x0
f ( x)    
 0, elsewhere

 where r is the degree of freedom
6.4 Chi-square Distribution, χ2
6.4 Chi-square Distribution, χ2

 The mean and variance of the Chi-square

distribution are

     2r
r
2

and      2  2  2r
2 2 r 2
Example 6.13

 If customers arrive at a shop on the average

of 30 per hour in accordance with a Poisson
process,
 what is the probability that the shopkeeper
will have to wait longer than 9.390 minutes
for the first nine customers to arrive?
Example 6.13
 Solution:
Let X be the waiting time until the ninth arrival.
30 1
The mean rate of arrivals per minutes,   
60 2
r
Thus,   2, and    9.
2
X ~   18 
2

P  X  9.390   0.95
The End
Chapter 5.2