Uniform and Normal Distributions

Chp. 6 Uniform and Normal EGR 252 Slide 1

 Continuous Probability Distributions
• Many continuous probability distributions,
including:
 Uniform
 Normal
 Gamma
 Exponential
 Chi-Squared
 Lognormal
 Weibull

Weibull PDF Source: www.itl.nist.gov

Chp. 6 Uniform and Normal EGR 252 Slide 2

 Uniform Distribution
• Simplest – characterized by the interval
endpoints, A and B.
1
f ( x; A, B )  A≤x≤B
BA
=0 elsewhere

• Mean and variance:

AB ( B  A ) 2
 2 
2 and 12

Chp. 6 Uniform and Normal EGR 252 Slide 3

 Example: Uniform Distribution
A circuit board failure causes a shutdown of a
computing system until a new board is delivered. The
delivery time X is uniformly distributed between 1 and 5
days.

What is the probability that it will take 2 or more days for

the circuit board to be delivered?

1 1
f ( x;1,5)  
5 1 4
5 1
P ( x  2)   dx P ( x  2)  5 / 4  2 / 4  0.75
2 4
Chp. 6 Uniform and Normal EGR 252 Slide 4
 In Class Examples
• 6.3

Chp. 6 Uniform and Normal EGR 252 Slide 5

 Normal Distribution
• The “bell-shaped curve”
• Also called the Gaussian distribution
• The most widely used distribution in statistical
analysis
 forms the basis for most of the parametric tests we’ll
perform later in this course.
 describes or approximates most phenomena in nature,
industry, or research
• Random variables (X) following this distribution are
called normal random variables.
 the parameters of the normal distribution are μ and σ
(sometimes μ and σ2.)

Chp. 6 Uniform and Normal EGR 252 Slide 6

 Normal Distribution
• The density function of the normal random
variable X, with mean μ and variance σ2, is
 ( x   )2
1
n( x; , )  e 2 2
all x.
2 
Normal Distribution
(μ = 5, σ = 1.5)

0.35
0.3
0.25
0.2
P(x)

0.15
0.1
0.05
0
0 2 4 6 8 10 12
x

Chp. 6 Uniform and Normal EGR 252 Slide 7

 Standard Normal RV …
• Note: the probability of X taking on any value
between x1 and x2 is given by:
x2 x2  ( x   )2
1
P ( x1  X  x 2 )   n( x; , )dx   e 2 2
dx
x1 x1 2 

• To ease calculations, we define a normal

random variable
X 
Z


where Z is normally distributed with μ = 0 and σ2 = 1

Chp. 6 Uniform and Normal EGR 252 Slide 8

 Standard Normal Distribution
• Table A.3 Pages 735-736: “Areas under the
Normal Curve”
Standard Normal Distribution

-5 -4 -3 -2 -1 0 1 2 3 4 5
Z

Chp. 6 Uniform and Normal EGR 252 Slide 9

 Examples
• P(Z ≤ 1) =

-5 0 5

• P(Z ≥ -1) =

-5 0 5

• P(-0.45 ≤ Z ≤ 0.36) =

-5 0 5

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Name:________________________
• Use Table A.3 to determine (draw the picture!)
1. P(Z ≤ 0.8) =

2. P(Z ≥ 1.96) =

3. P(-0.25 ≤ Z ≤ 0.15) =

4. P(Z ≤ -2.0 or Z ≥ 2.0) =

Chp. 6 Uniform and Normal EGR 252 Slide 11

 Applications of the Normal Distribution
• A certain machine makes electrical resistors having a mean
resistance of 40 ohms and a standard deviation of 2 ohms. What
percentage of the resistors will have a resistance less than 44
ohms?
• Solution: X is normally distributed with μ = 40 and σ = 2 and x = 44

X 
Z

44  40
Z 2
2
-5 0 5

P(X<44) = P(Z< +2.0) = 0.9772

Therefore, we conclude that 97.72% will have a resistance less than 44

ohms. What percentage will have a resistance greater than 44 ohms?

Chp. 6 Uniform and Normal EGR 252 Slide 12

 The Normal Distribution “In Reverse”
• Example:
Given a normal distribution with μ = 40 and σ = 6, find the
value of X for which 45% of the area under the normal curve is to
the left of X.
Step 1
If P(Z < z) = 0.45,

z = _______ (from Table A.3)

Why is z negative?
Step 2
45%

X 
-5 0 5

Z therefore X  Z  

X = _________

Chp. 6 Uniform and Normal EGR 252 Slide 13

 In-Class Exercise 6.14
The finished inside diameter of a piston ring is normally
distributed with a mean of 10 centimeters and a standard
deviation of 0.03 centimeter.

(a)What proportion of rings will have inside diameters

exceeding 10.075 centimeters?

(b) What is the probability that a piston ring will have an

inside diameter between 9.97 and 10.03 centimeters?

(c) Below what value of inside diameter will 15% of the

piston rings fall? of 0.03 centimeter.

Chp. 6 Uniform and Normal EGR 252 Slide 14

 In-Class Exercise 6.14 Solution

(a)What proportion of rings will have inside diameters

exceeding 10.075 centimeters?

(b) What is the probability that a piston ring will have an

inside diameter between 9.97 and 10.03 centimeters?

(c) Below what value of inside diameter will 15% of the

piston rings fall? of 0.03 centimeter.

Chp. 6 Uniform and Normal EGR 252 Slide 15

 In-Class Exercise 6.17
The average life of a certain type of small motor is 10 years
with a standard deviation of 2 years. The manufacturer
replaces free all motors that fail while under guarantee. If
she is willing to replace only 3% of the motors that fail, how
long a guarantee should be offered? Assume that the
lifetime of a motor follows a normal distribution.

Chp. 6 Uniform and Normal EGR 252 Slide 16

 In-Class Exercise 6.17
The average life of a certain type of small motor is 10 years
with a standard deviation of 2 years. The manufacturer
replaces free all motors that fail while under guarantee. If
she is willing to replace only 3% of the motors that fail, how
long a guarantee should be offered? Assume that the
lifetime of a motor follows a normal distribution.
X 
Z

X  10
 1.88 
2
3%
-5 0 5 Solve for X
A z-value of -1.88 X = (2 * -1.88) + 10 = 6.24
corresponds to 3% of
area under the curve
Chp. 6 Uniform and Normal EGR 252 Slide 17