ch04 V1a

4-1 Continuous Random Variables
4-2 Probability Distributions and

Probability Density Functions
Figure 4-2 Probability determined from the area

under f(x).
Definition
Figure 4-3 Histogram approximates a probability

density function.
P  X  a   0 a
Example 4.1
Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes. Assume that
the range of X is [0,20 mA], and assume that the probability
density function of X is f(x) = 0.05 for 0  x  20.
What is the probability that a current measurement is less than 10
milliamperes?
And the probability that a current measurement is more than 5
and less than 20? 10
    
a) P X  10  P 0  X  10  0.05dx  ...
0
20
b) P  5  X  20    0.05 dx  .....
5
Example 4-2
P( S )  P  X  12.5   1

20 x 12.5
  20.e
12.5
dx  1
12.6 
20 x 12.5  20 x 12.5
  20.e
12.5
dx   20.e
12.6
dx  1
Figure 4-5 Probability density function for Example 4-2.

Example 4-2 (continued)

4-3 Cumulative Distribution
Functions
Definition
F  a  P  X  a
F ' x  f  x
Find :1) P  X  a   F  a 
2) P  X  a   1  P  X  a   1  F  a 
3) P  a  X  b   P  X  b   P  X  a 
 F  b  F  a 
Functions
Example 4.3
For the copper current measurement in Ex 4.1, the cumulative
distribution function of the random variable X consists of three
expressions. If x<0, f(x) = 0. Therefore,
0 , x0

F  x   0.05 x , 0  x  20
1 , 20  x

Functions
Example 4-4
20 u 12.5  x 20  x 12.5 

e  e 1
12.5
Functions
Figure 4-7 Cumulative distribution function for Example

4-4.
Functions
Example 4.5
The time until a chemical reaction (in milliseconds) is
approximated by the cumulative distribute function:
0 ,x  0
F  x   0.01 x
1  e ,0  x
Find the probability density function of X. What proportion

of reactions is complete within 200 milliseconds.
f  x   F '  x    1  e 0.01x  '  0.01e 0.01x , x  0

P  X  200   F  200   1  e 0.01200
4-4 Mean and Variance of a
Continuous Random Variable
Definition
Example 4-6
b b 
b 20 x 12.5  20  x 12.5 
 udv  uv a   vdu   xe  e dx
Example 4-8
a a 12.5
Let :
u  .x..  du  .1...dx
dv  20e 20 x 12.5 dx  v  e20 x 12.5 
4-5 Continuous Uniform Random
Variable
Definition
Variable
Figure 4-8 Continuous uniform probability density

function.
Variable
Mean and Variance

Variable
Example 4-9
0, x  0
x

F  x   , 0  x  b
 20
1, 20  x
Variable
Figure 4-9 Probability for Example 4-9.

Variable
X ~ U  a, b  :
1
f  x  ; x  [a , b ]
ba
ab

2
 b  a
2
2 
12
4-6 Normal Distribution
2
z
1
f  z  .e 2
Definition 2
Figure 4-10 Normal probability density functions for

selected values of the parameters  and 2.
P  X  13  1  P  X  13
 13  10 
 1 P Z  
 2 
 1  P  Z  1.5 
 1  ....  ....

 f  x  dx
13
Some useful results concerning the normal distribution

X ~ N   ,  2  :normal variable
Z ~ N    0,  2  1 :standard normal variable
Definition : Standard Normal
Example 4-11
Figure 4-13 Standard normal probability density function.

1) P  Z  a   P  Z  a   1  P  Z  a 
2) P  a  Z  b   P  Z  b   P  Z  a 
3) P  Z  a   0  a  4;
P  Z  a   0 a  4
find : P  3.99  Z  3.99  
EX : P  Z  10.42  
P  Z  8.35  
P  Z  6.03 
P  Z  5.27  
P  Z  5.25   1
P  Z  8.01  0
P  Z  6.87   0
P  4.35  Z  10.02   1
P  Z  z   0.995 0.995060  z  2.5  0.08  2.58
Let X be the normal variable ~N   ,  2  :
 a 
Standardizing 1) P  X  a   P  Z  
  
2) P  X  a   1  P  X  a 
3) P  a  X  b   P  X  b   P  X  a 
Example 4-13
Figure 4-15 Standardizing a normal random variable.

To Calculate Probability
Example 4-14
4-6 Normal Distribution P  X  x   0.98

 P Z 
x 
 0.98
  
 x  10 
 P Z    0.98  0.979818
 2 
x  10
  2.05  x  ...
Example 4-14 (continued) 2
Figure 4-16 Determining the value of x to meet a specified

probability.
4-7 Normal Approximation to the
Binomial and Poisson Distributions
• Under certain conditions, the normal

distribution can be used to approximate the
binomial distribution and the Poisson
distribution.
Figure 4-19 Normal

approximation to the
binomial.
Example 4-17
Normal Approximation to the Binomial Distribution

Normal Approximation to the Binomial Distribution
X ~ B  n, p  : f  x   P  X  x   Cnx p x  1  p 
n x
; x  0,..., n.
 X  np;  X2  np  1  p 
 a  0.5  np 
1) P  X  a   P  Z  

 np  1  p  

 a  0.5  np   a  0.5  np 
2) P  X  a  P  Z    1 P  Z  

 np  1  p  


 np  1  p  

P  X  150   1  P  X  150 
 
151  0.5  160
 P  X  151 P  Z    1  P  Z  ....
 160  1  105  
 
Example 4-18
 
 X  0.5  160 151  0.5  160 
P  X  150   P 
 160 1  105
   160  1  10 5 
 

 P  Z  0.75   P  Z  0.75   0.7733
Figure 4-21 Conditions for approximating hypergeometric

and binomial probabilities.
Normal Approximation to the Poisson Distribution

e  . x
X ~ P    : f  x  P  X  x  ; x  0,1, 2,...
x!
 a 
 P  X  a  P  Z  
  
Example 4-20
949
e 1000 .1000 x
P  X  950   
x 0 x!
4-8 Exponential Distribution
Definition
Mean and Variance

f  x    e  x , x  0
  25
P  X  0  1
Example 4-21
 P  0  X  0.1  P  0.1  X     1
Cumulative function : F  x   P  X  x 
f  x   e x , x  0 0, x  0
F  x    x
* F  a   P  X  a   1  ea , x  0 1  e , x0
1
 

b b x x
* P  a  X  b    f  x  dx    .e   x dx x
a a  f  t  dt   .e dt  e
 t  t
 e   x  1
 F  b  F  a   1 e  b
 (1  e  a
)e  a
e  b
0 0
0
a
* P  X  a   F  a     .e   x dx
0
* P  X  a  1 P  X  a
Figure 4-23 Probability for the exponential distribution in

Example 4-21.
0, x  0
F  x    x
Example 4-21 (continued) 1  e , x0
P  X  x   0.9
 1  P  X  x   0.9
 P  X  x   0.1
Example 4-21 (continued)  F  x   0.1

 1  e 25 x  0.1
eb  c  b  ln c

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4-1 Continuous Random Variables

4-2 Probability Distributions and

Figure 4-2 Probability determined from the area

Figure 4-3 Histogram approximates a probability

Figure 4-5 Probability density function for Example 4-2.

Example 4-2 (continued)

20 u 12.5  x 20  x 12.5 

Figure 4-7 Cumulative distribution function for Example

Find the probability density function of X. What proportion

f  x   F '  x    1  e 0.01x  '  0.01e 0.01x , x  0

Figure 4-8 Continuous uniform probability density

Mean and Variance

Figure 4-9 Probability for Example 4-9.

Figure 4-10 Normal probability density functions for

Some useful results concerning the normal distribution

Figure 4-13 Standard normal probability density function.

Figure 4-15 Standardizing a normal random variable.

Example 4-14 (continued)

Figure 4-16 Determining the value of x to meet a specified

• Under certain conditions, the normal

Figure 4-19 Normal

Normal Approximation to the Binomial Distribution

Figure 4-21 Conditions for approximating hypergeometric

Normal Approximation to the Poisson Distribution

Mean and Variance

Figure 4-23 Probability for the exponential distribution in

Example 4-21 (continued)  F  x   0.1

Example 4-21 (continued)

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