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Statistics Lecture Notes
Dr. Halil İbrahim CEBECİ
Chapter 06Continuous Probability
Distributions
a continuous random variable is one that can assume an uncountable number of values.
We cannot list the possible values because there is an infinite number of them.
Because there is an infinite number of values, the probability of each individual value is virtually 0.
Thus, we can determine the probability of a range of values only.
E.g. with a discrete random variable like tossing a die, it is meaningful to talk about P(X=5), say. In a continuous setting (e.g. with time as a random variable), the probability the random variable of interest, say task length, takes exactly 5 minutes is infinitesimally small, hence P(X=5) = 0
Probability Density Functions
Statistics Lecture Notes – Chapter 07
A function f(x) is called a probability density function (over the range if it meets the following requirements:
1. for all between and , and
2. The total area under the curve between and is
Probability Density Functions
Statistics Lecture Notes – Chapter 07
f(x)
area=1
Cumulative Distribution Function:
The cumulative distribution function, , for a continuous random variable expresses the probability that does not exceed the value of
Probability Density Functions
Statistics Lecture Notes – Chapter 07
x)P(XF(x)
a b x
f(x) P a x b( )≤≤
P a x b( )<<=(Note that the probability of any individual value is zero)
The uniform distribution is a probability distribution that has equal probabilities for all possible outcomes of the random variable
Uniform Distribution
Statistics Lecture Notes – Chapter 07
xmin xmaxx
f(x) Total area under the uniform probability density function is 1.0
Uniform Probability Density Function:
Uniform Distribution
Statistics Lecture Notes – Chapter 07
otherwise 0
bxaifab
1
f(x) =
where = value of the density function at any valuea = minimum value of b = maximum value of
The mean of a uniform distribution is
The variance is
Uniform Distribution
Statistics Lecture Notes – Chapter 07
2
baμ
12
a)-(bσ
22
To Calculate the probability of any interval, simply find the area under the curve.
For example, to find the probability that X falls between and we use the following formula.
Uniform Distribution
Statistics Lecture Notes – Chapter 07
Ex7.1 – The amount of gasoline sold daily at a service station is uniformly distributed with a minimum of 2000 galons and a maximum of 5000 gallons.
a. Find the probability that daily sales will fall between 2500 and 3000 gallons.
b. What is the probability that the station will sell at least 4000 gallons?
c. What is the probability that the station will sell excatly 2500 gallons?
Uniform Distribution
Statistics Lecture Notes – Chapter 07
A7.1a –
A7.2a –
A7.3a –
Uniform Distribution
Statistics Lecture Notes – Chapter 07
The normal distribution is the most important of all probability distributions. The probability density function of a normal random variable is given by:
Where= the mathematical constant approximated by = the mathematical constant approximated by = the population mean = the population standard deviation = any value of the continuous variable,
Normal Distribution
Statistics Lecture Notes – Chapter 07
2
σ
μx
2
1
2σ
μ)(x
e2π
1e
2π
1f(x)
2
2
‘Bell Shaped’ Symmetrical Mean, Median and Mode are Equal Location is determined by the mean, μ Spread is determined by the standard deviation, σ The random variable has an infinite theoretical range: +
to
Normal Distribution
Statistics Lecture Notes – Chapter 07
The normal distribution closely approximates the probability distributions of a wide range of random variables
Distributions of sample means approach a normal distribution given a “large” sample size
Computations of probabilities are direct and elegant
The normal probability distribution has led to good business decisions for a number of applications
Normal Distribution
Statistics Lecture Notes – Chapter 07
Normal Distribution
Statistics Lecture Notes – Chapter 07
For a normal random variable with mean and variance , i.e., , the cumulative distribution function is
)xP(X)F(x 00
x0 x0
)xP(X 0f(x)
Normal Distribution
Statistics Lecture Notes – Chapter 07
xbμa
xbμa
xbμa
Finding Normal Probabilities
F(a)F(b)b)XP(a
a)P(XF(a)
b)P(XF(b)
Normal Distribution
Statistics Lecture Notes – Chapter 07
Any normal distribution (with any mean and variance combination) can be transformed into the standardized normal distribution (Z), with mean 0 and variance 1
Need to transform X units into Z units by subtracting the mean of X and dividing by its standard deviation
Z
f(Z)
0
11)N(0~Z ,
σ
μXZ
Normal Distribution
Statistics Lecture Notes – Chapter 07
If X is distributed normally with mean of 100 and standard deviation of 50, the value for = 200 is
This says that = 200 is two standard deviations (2 increments of 50 units) above the mean of 100.
2.050
100200
σ
μXZ
Normal Distribution
Statistics Lecture Notes – Chapter 07
Note that the distribution is the same, only the scale has changed. We can express the problem in original units () or in standardized units ()
Z100
2.00200 X (μ = 100, σ = 50)
(μ = 0, σ = 1)
Using The Normal Tables
Statistics Lecture Notes – Chapter 07
What is P(Z > 1.6) ?
0 1.6
P(0 < Z < 1.6) = .4452
P(Z > 1.6) = .5 – P(0 < Z < 1.6)= .5 – .4452= .0548
z
Using The Normal Tables
Statistics Lecture Notes – Chapter 07
What is P(Z < -2.23) ?
0 2.23
P(0 < Z < 2.23)
P(Z < -2.23) = P(Z > 2.23)= .5 – P(0 < Z < 2.23)= .0129
z
-2.23
P(Z > 2.23)P(Z < -2.23)
Using The Normal Tables
Statistics Lecture Notes – Chapter 07
What is P(Z < 1.52) ?
0 1.52
P(Z < 0) = .5
P(Z < 1.52) = .5 + P(0 < Z < 1.52)= .5 + .4357= .9357
z
P(0 < Z < 1.52)
Using The Normal Tables
Statistics Lecture Notes – Chapter 07
What is P(0.9 < Z < 1.9) ?
0 0.9
P(0 < Z < 0.9)
P(0.9 < Z < 1.9) = P(0 < Z < 1.9) – P(0 < Z < 0.9)=.4713 – .3159 = .1554
z
1.9
P(0.9 < Z < 1.9)
Normal Distribution
Statistics Lecture Notes – Chapter 07
Ex7.2 - The time required to build a computer is normally distributed with a mean of 50 minutes and a standard deviation of 10 minutes. What is the probability that a computer is assembled in a time between 45 and 60 minutes?
A7.2 - Algebraically speaking, what is
Normal Distribution
Statistics Lecture Notes – Chapter 07
0
…mean of 50 minutes and astandard deviation of 10 minutes…
Normal Distribution
Statistics Lecture Notes – Chapter 07
We can break up into:
The distribution is symmetric around zero, so we have:
Hence:
Normal Distribution
Statistics Lecture Notes – Chapter 07
This table gives probabilities
First column = integer + first decimalTop row = second decimal place
P(0 < Z < 0.5)
P(0 < Z < 1)
𝑷 (– .𝟓<𝒁<𝟏)= .𝟏𝟗𝟏𝟓+.𝟑𝟒𝟏𝟒= .𝟓𝟑𝟐𝟖
Normal Distribution
Statistics Lecture Notes – Chapter 07
Finding the X value for a Known Probability:
Steps to find the X value for a known probability:
1. Find the Z value for the known probability2. Convert to X units using the formula:
ZσμX
Normal Distribution
Statistics Lecture Notes – Chapter 07
Ex7.3 - Suppose X is normal with mean 8.0 and standard deviation 5.0. Now find the X value so that only 20% of all values are below this X
X? 8.0
.2000
Z? 0
Normal Distribution
Statistics Lecture Notes – Chapter 07
A7.3 –
Standardized Normal Probability Table (Portion)
.20
1. Find the Z value for the known probability
z F(z)
.82 .7939
.83 .7967
.84 .7995
.85 .8023
.80
X? 8.0Z-0.84 0
Normal Distribution
Statistics Lecture Notes – Chapter 07
A7.3 –
2. Convert to X units using the formula:
80.3
0.5)84.0(0.8
ZσμX
So 20% of the values from a distribution with mean 8.0 and standard deviation 5.0 are less than 3.80
Used to model the length of time between two occurrences of an event (the time between arrivals)
Examples: Time between trucks arriving at an unloading dock Time between transactions at an ATM Machine Time between phone calls to the main operator
The exponential random variable has a probability density function
Where e= 2.71828 and parameter of the distribution
Exponential Distribution
Statistics Lecture Notes – Chapter 07
0 x for ef(x) x λλ
Defined by a single parameter (lambda)
If X is an exponential random variable,
Exponential Distribution
Statistics Lecture Notes – Chapter 07
Ex7.4 – The lifetime of an alkaline battery (measured in hours) is exponentailly distributed with
a. What are the mean and standard deviation of the battery’s lifetime?
b. Find the probability that a battery will last between 10 and 15 hours?
c. What is the probability that a battery will last for more than 20 hours?
Exponential Distribution
Statistics Lecture Notes – Chapter 07
A7.4a – Mean and standard deviation are the same and equal to
A7.4b – Let X donate the lifetime of a battery. The required probability is;
Exponential Distribution
Statistics Lecture Notes – Chapter 07
A7.4c –
Exponential Distribution
Statistics Lecture Notes – Chapter 07
Q7.1 – Delta Airlines quotes a flight time of 2 hours, 5 minutes for its flights from Cincinnati to Tampa. Suppose we believe that actual flight times are uniformly distributed between 2 hours and 2 hours, 20 minutes
a. Show the graph of the probability density function for flight time.
b. What is the probability that the flight will be no more than 5 minutes late?
c. What is the probability that the flight will be more than 10 minutes late?
d. What is the expected flight time?
Exercises
Statistics Lecture Notes – Chapter 07
Q7.2 – The driving distance for the top 100 golfers on the PGA tour is between 284.7 and 310.6 yards (Golfweek, March 29, 2003). Assume that the driving distance for these golfers is uniformly distributed over this interval.
a. Give a mathematical expression for the probability density function of driving distance.b. What is the probability the driving distance for one of these golfers is less than 290 yards?c. What is the probability the driving distance for one of these golfers is at least 300 yards?d. What is the probability the driving distance for one of these golfers is between 290 and 305 yards?e. How many of these golfers drive the ball at least 290 yards?
Exercises
Statistics Lecture Notes – Chapter 07
Q7.3 – A muffler company advertises that you will receive a rebate if it takes longer than 30 minutes to replace your muffler. Experience has shown that the time taken to replace a muffler is approximately normally distributed with a mean of 25 minutes and a standard deviation of 2.5 minutes.
a. What proportion of customers receive a rebate?b. What proportion of mufflers take between 22 and 26
minutes to replace?c. What should the rebate-determining time of 30 minutes
be changed to if the company wishes to provide only 1% of customers with a rebate?
Exercises
Statistics Lecture Notes – Chapter 07
Q7.4 – Records show that the playing time of major league baseball games is approximately normally distributed with a mean of 156 minutes and a standard deviation of 34 minutes. If one game is selected at random, find the probability that it will last:
a. more than 3 hours?b. between 2 and 3 hours?c. less than 1.5 hours?
Exercises
Statistics Lecture Notes – Chapter 07
Q7.5 – The average stock price for companies making up the S&P 500 is $30, and the standard deviation is $8.20 (BusinessWeek, Special Annual Issue, Spring 2003). Assume the stock prices are normally distributed:
a. a. What is the probability a company will have a stock price of at least $40?
b. b. What is the probability a company will have a stock price no higher than $20?
c. c. How high does a stock price have to be to put a company in the top 10%?
Exercises
Statistics Lecture Notes – Chapter 07
Q7.6 – The length of life of a certain brand of light bulb is exponentially distributed with a mean of 5,000 hours
a. Find the probability that a bulb will burn out within the first 1,000 hours?
b. Find the probability that a bulb will last more than 7,000 hours?
c. Find the probability that the lifetime of a bulb will be between 2,000 and 8,000 hours?
Exercises
Statistics Lecture Notes – Chapter 07
Q7.7 – The time between arrivals of vehicles at a particular intersection follows an exponential probability distribution with a mean of 12 seconds
a. Sketch this exponential probability distribution.b. What is the probability that the arrival time between vehicles is 12 seconds or less?c. What is the probability that the arrival time between vehicles is 6 seconds or less?d. What is the probability of 30 or more seconds between vehicle arrivals?
Exercises
Statistics Lecture Notes – Chapter 07