Continuous Probability

Distribution
• Introduction:
• A continuous random variable has
infinity many values, and those values
are often associated with
measurements on a continuous scale
with no gaps.
 Continuous Probability
Distribution
• Continuous uniform distribution:
• It is the simplest continuous
distribution above all the statistics
continuous distribution.
• This distribution is characterized by a
density functions flat and thus the
probability is uniform in a closed
interval [A,B].
 Continuous Probability
Distribution
• The density function of a uniform
continuous distribution X on interval
[A,B] is:

 1 
, A  X  B
f ( X ; A, B )   B  A
 
0 , otherwise 
 Continuous Probability
Distribution
• The density function forms a rectangle
with base [B-A] and constant height
1
BA

so that the uniform distribution is often

called the rectangular distribution.
 Continuous Probability
Distribution
• Uniform distribution
 Continuous Probability
Distribution
Uses of uniform distribution:
1. In risk analysis.
2. The position of a particular air
molecule in a room.
3. The point on a car tire where the next
puncture will occur.
4. The length of time that some one
needs to wait for a service.
 Continuous Probability
Distribution
• Mean and variance of a uniform
distribution
b b
1
mean(  )  E ( X )   xf ( x)dx   x dx
a a
ba
b
1 1 2  1 2 2 ba
  x   (b  a ) 
b  a  2  a 2(b  a ) 2
 Continuous Probability
Distribution
• Variance
var iance( 2 )  V ( x)  E ( X 2 )  ( E ( X )) 2
b
1 1 b3  a3

2 2 3 b
E( X )  X . dx  ( X ]a ) 
a
(b  a ) 3(b  a ) 3(b  a )
(b  a )(b 2  ab  a 2

3(b  a )

b 2  ab  a 2 b 2  2ab  a 2 b 2  2ab  a 2 b  a 
2
V (X )    
3 4 12 12
 Continuous Probability
Distribution
• Example 1:
• The continuous random variable X
has a probability distribution function
(f(x)) as the figure bellow
 Continuous Probability
Distribution
• Example 1:
 Continuous Probability
Distribution
• Find:
1. The value of k.
2. P (2.1  X  3.4)

3. E(X)
 Continuous Probability
Distribution
• Solution:
• The area under the curve must be
equal 1. Then
1
k  1  1
4
k 1  4
k  5
1 1.3
P(2.1  X  3.4)  (3.4  2.1) 
4 4
1 5
E( X )  3
2
 Continuous Probability
Distribution
• Example 2:
• The current in (mA) measured in a piece of
copper wire is known to follow a uniform
distribution over the interval [0,25]. Write
down the formula for probability density
function f(X) of random variable X
representing the current. Calculate mean
and variance of distribution.
• Solution:
 Continuous Probability
Distribution
Solution:
 1 1 1 
   0  X  25
f ( x)  b  a 25 - 0 25
 
0 otherwise 
b  a 25
E( X )    12.5 m(A)
2 2
(b  a) 2 25 2
V (X )    52.08 m(A 2 )
12 12
 Continuous Probability
Distribution
• Example 3:
• Suppose that a large conference room at a
certain company can be reserved for no more
than 4 hours. Both long and short conference
occurs quite often. In fact it can be assumed
that the length X of a conference has a
uniform distribution on the interval [0,4]
1. What is the probability density function?
2. What is the probability that any given
conference at least 3 hours?
3. Calculate mean?
 Continuous Probability
Distribution
• Solution:
1 
0  X  4
1. f(X)   4
 
0 otherwise 
4
1 1
2. P(X  3)   dx 
3
4 4
4
1 11 2 4 1
3. E(X)   xdx  x ]0   16  2
0
4 42 8