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CHAPTER 1 Part 2 Student

This document discusses continuous random variables and continuous probability distributions. It begins by defining a continuous random variable as one that can assume all possible values within a range, with examples such as processing time, weight gained, and rainfall. It then defines the probability density function (PDF) as the function that describes the probability of a continuous random variable taking on a given value. The document provides examples of calculating probabilities using the PDF and properties of continuous probability distributions. It also discusses the normal distribution in depth, including its mean, variance, and the standard normal distribution which is used to find probabilities via standard normal tables.

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Nasuha Mutalib
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241 views4 pages

CHAPTER 1 Part 2 Student

This document discusses continuous random variables and continuous probability distributions. It begins by defining a continuous random variable as one that can assume all possible values within a range, with examples such as processing time, weight gained, and rainfall. It then defines the probability density function (PDF) as the function that describes the probability of a continuous random variable taking on a given value. The document provides examples of calculating probabilities using the PDF and properties of continuous probability distributions. It also discusses the normal distribution in depth, including its mean, variance, and the standard normal distribution which is used to find probabilities via standard normal tables.

Uploaded by

Nasuha Mutalib
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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STA408 Pn.

Sanizah's Notes 3/9/2014


1
TOPIC 2 PART 2
CONTINUOUS RANDOM
VARIABLES
AND
CONTINUOUS PROBABILITY
DISTRIBUTIONS
1 [email protected]
Continuous random variable
A random variable is called continuous if it can assume
all possible values in the possible range of the random
variable where the data can take infinitely many values.
Examples of the continuous random variables are:
The computer time (in seconds) required to process a certain
program.
The time for a baby to gain the weight of 5.5 kg.
The amount of rain falls in a certain city.
The amount of water passing through a pipe connected with a
high level reservoir.
The heat gained by a ceiling fan when it has worked for one
hour.
2 [email protected]
Probability density function
The probability function of the continuous random variable is
called the probability density function (p.d.f.).
The number of possible outcomes of a continuous random
variable is uncountable infinite (we calculate a probability for a
continuous random variable over an interval and NOT for any
particular point).
This probability can be interpreted as an area under the graph
between the interval from a to b.
How to find the probability of some interval of the continuous
random variable?
Use Integral calculus.
3 [email protected] [email protected]
Probability Density Function
is given by the area of the shaded region.
The graph of f is the density curve.
( ) y f x =
b a
( ) P a X b s s
4
Properties for a
Continuous Probability Distribution
5
) (
) (
) ( ) (
b X a P
b X a P
b X a P b X a P
< < =
s < =
< s = s s
Note: For continuous probability distribution
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Mean (expected value) and VARIANCE of a
continuous r.v.
Let X be a continuous random variable with probability
distribution f(x).
1. The mean or expected value of X is
2. The variance of X is
where
}
+

= = dx x f x X E ) ( ) (
2 2 2
)] ( [ ) ( ) ( X E X E X V = = o
}
+

= dx x f x X E ) ( ) (
2 2
6 [email protected]
STA408 Pn. Sanizah's Notes 3/9/2014
2
The Normal Distribution
X~N(, o
2
)
The normal distribution is the most widely
known and used of all distributions. Since
the normal distribution approximates
many natural phenomena so well, it has
developed into a standard of reference for
many probability problems.
7 [email protected]
THE NORMAL DISTRIBUTION X~N(, o
2
)
8
The normal distribution curve,
has the following features:
1. It is bell-shaped.
2. The curve is symmetric about the
mean, .
3. The highest point on the normal
curve is at the mean of the
distribution.
4. The standard deviation determines
the width of the curve.
5. The two tails of the curve extend
indefinitely from - to +.
6. The total area under the curve is
1.0.
mean variance
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The Normal Distribution X~N(, o
2
)
The random variable X has normal probability
distribution if its probability density function is
defined by:
9
2
) (
2
1
2
1
) (
o

t o

=
x
e x f
Note constants:
t=3.14159
e=2.71828
This is a bell shaped curve with
different centers and spreads
depending on the mean, and
standard deviation, o.
- < x <
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Areas Under the Normal Curve
10
Each of the two shaded areas is 0.5 or 50%
0.5 0.5

x
The total shaded area is 1.0 or 100%
A normal curve is symmetric
about the mean.
}
=
b
a
dx x f ) ( Area
1 ) ( Area = =
}
+

dx x f
5 . 0 ) ( Area = =
}

dx x f
5 . 0 ) ( Area = =
}
+

dx x f
Normal Distributions
11 Bluman Chapter 6
THE NORMAL DISTRIBUTION X~N(, o
2
)
The probability that a random variable Xlies in the interval a
to b is written as P(a <X <b). To find this probability, we
need to find the area under the normal curve between aand
b which is by integrating.
To find probability for normal distribution:
PROBLEM: How to integrate f(x)???? DIFFICULT
Need to use STANDARD NORMAL TABLE
12
( ) ( )
( ) 0 , ,
2
1
x f
2
2
1
> < <
= < <
|
.
|

\
|

}
o
t o
o

for e where
dx x f b X a P
x
b
a
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STA408 Pn. Sanizah's Notes 3/9/2014
3
13
Normal Distribution
X~N(, o
2
)
Standard Normal Distribution
Z~N(0, 1)
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Standard Normal Distribution
Since the normal probability function is complicated and very
difficult to integrate, standard normal tables are used
instead.
Hence, the standard normal random variable, Zis defined by:
14
) 1 , 0 ( ~ where
deviation standard
mean value
N Z
X
Z
Z
o

=

=
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The Standard Normal
(Z) Distribution
Z~N(0, 1)
Mean = 0; Standard deviation = 1
When x = , z = 0
Symmetric about z = 0
Values of z to the left of center are negative
Values of z to the right of center are positive
Total area under the curve is 1.
Now, lets learn how to use the
STANDARD NORMAL TABLE provided.
15
-3 -2 -1 0 1 2 3
= 1
= 0
z
The Standard Normal Random Variable Z
with = 0 and o = 1
Example 1 Draw sketches and use the standard normal table
provided to find the following probabilities:
a) P(Z 1.54) = 0.0618 (to the right of z = 1.54 )
b) P(Z s -1.54) = 0.0618 (to the left of z = -1.54 )
c) P(Z < 0.65)
d) P(Z > -0.95)
e) P(1.22 s Z s 2.40)
f) P(0 s Z s 0.4)
g) P(-1.77 s Z s -0.88)
h) P(-0.6< Z < 0)
i) P(-0.75 s Z s 1.29)
j) P(-1.97s Z s 0.86)
16 [email protected]
Example 2
If the random variable X is normally distributed with mean
125 and variance 16, find the probabilities of
(a) P(X 130)
(b) P(X 128)
(c) P(120 X 128)
17 [email protected]
APPLICATIONS OF
THE NORMAL DISTRIBUTION
18 [email protected]
STA408 Pn. Sanizah's Notes 3/9/2014
4
Example 3
19
The weights of packages of ground beef are normally
distributed with mean 1 pound and standard deviation
0.10. What is the probability that a randomly selected
package weighs between 0.80 and 0.85 pounds?
Solution:
X=weights of packages of ground beef
X~N(1, 0.10
2
)
) 85 . 0 80 . 0 ( < < X P
) 5 . 1 2 ( < < = Z P
0440 . 0
0228 . 0 0668 . 0
) 2 ( ) 5 . 1 (
) 2 5 . 1 (
=
=
> > =
< < =
Z P Z P
Z P
Using symmetry
Example 4
The life time of the batteries for a notebook computer under
normal usage is normally distributed with mean 210 minutes
and standard deviation 15 minutes.
a) What percentage of these batteries will have a
life time between 195 minutes and 240 minutes?
b) What percentage of batteries will have a life
time less than 180 minutes?
20 [email protected]
Example 5
A local report stated that the mean score on a
placement test was 480 and that 20% of the
candidates scored below 400. Assume that the
scores follow normal distribution.
a) Find the standard deviation of the scores.
b) Find the percentage of candidates that scored
above 500.
21 [email protected]
A desktop PC used 120 watts of electricity per hour
based on 4 hours of use per day the variable is
approximately normally distributed and the standard
deviation is 6. If 500 PCs are selected, approximately
how many will use less than 106 watts of power
Example 6-8: Amount of Electricity Used
by a PC
22 Bluman Chapter 6
To qualify for a police academy, candidates must score in the
top 10% on a general abilities test. The test has a mean of 200
and a standard deviation of 20. Find the lowest possible score
to qualify. Assume the test scores are normally distributed.
Example 6-9: Police Academy
23 Bluman Chapter 6
HOMEWORK
Redo Examples 6-1 6-5 using the table given
in class.
Exercises 6-1 Q41-46
Redo Examples 6-6 and 6-7.
[email protected] 24

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