4 Continuous Random

Variables and Probability

Distributions
 LO
Describe the probability distribution and calculate the mean and
variance of a continuous random variable
Continuous Uniform Distribution
Normal Random Variable
Exponential Distribution
Continuous Random Variables

connection
speed
length
Continuous or size
variables can take Continuous
physical
r. v.
any value of an examples
measurements

interval in 
height
durations or weight
of time

lifetime

reaction time
 Probability Density Function (pdf)
f(x)  0


pdf
න 𝑓 𝑥 𝑑𝑥 = 1
f(x)
Probability determined from the area under f(x). −

𝑏
Ex. The lifetime, in years, of some electronic P(a  X  b) = ‫𝑓 ׬‬ 𝑥 𝑑𝑥
component is a continuous random variable 𝑎
with the probability density function = P(a  X < b)
𝑘
𝑓 𝑥 = ቐ 𝑥3 𝑓𝑜𝑟 𝑥 > 1
= P(a < X  b) P(X = x0) = 0
= P(a < X < b)
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find k and compute the probability for the
lifetime to exceed 5 years.
 Cumulative Distribution Function (cdf)
Ex. The lifetime, in years, of some
F(x) = P(X  x)
electronic component is a continuous
= P(X < x) F′(x) = f(x) random variable with the probability
density function
𝑥 2
P( a  X  b) cdf 𝑓 𝑥 = ቐ 𝑥3 𝑓𝑜𝑟 𝑥 > 1
F(x) = න 𝑓 𝑢 𝑑𝑢 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
= F(b) – F(a) F(x)
− Draw a graph of the cdf F(x) and compute
P(2 < X < 3).
𝑥 𝑥 𝑥 2
F(x) = ‫׬‬− 𝑓 𝑢 𝑑𝑢 = ‫׬‬1 𝑓 𝑢 𝑑𝑢 = ‫׬‬1 𝑢3 𝑑𝑢
F(x)  F(y) limx→ - F(x) = 0 = 1 – 1/x2 for x > 1
if x  y limx→  F(x) = 1
(increasing) P(2 < X < 3) =
F(3) – F(2)
= ¼ - 1/9 = 5/36
= 0.139
 Mean and Variance
Expected Measure
value of X central
value
Expected
value of g(x) Mean  = E(X)
E[g(x)]  ∞
= ‫׬‬−∞ 𝑥𝑓 𝑥 𝑑𝑥
∞
= ‫׬‬−∞ 𝑔(𝑥)𝑓 𝑥 𝑑𝑥

X Ex. Given the pdf of X,

Standard Variance 2 = V(X) 3
𝑓 𝑥 = ቐ 𝑥4 𝑓𝑜𝑟 𝑥 > 1
∞
deviation 2 = ‫׬‬−∞ 𝑥 −  2𝑓 𝑥 𝑑𝑥

0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the mean and variance of X.
 = 2
Measure spread 2 = E(X2) – E(X)2 ∞ ∞
of values E(X) = ‫׬‬−∞ 𝑥𝑓 𝑥 𝑑𝑥 = ‫׬‬1 3/𝑥3𝑑𝑥 = 1.5
V(X) = E(X2) – E(X)2 = 0.75
 Continuous Uniform Distribution
used for computer used in any situation when a
simulation of various value is picked “at random”
events and processes from a given interval i.e., locations of errors in a program,
birthdays throughout a year

pdf:
Variance: Uniform
f(x) = 1/(b-a)
2 = (b – a)2/12 Distribution

For h > 0,
Mean:
P(t < X < t + h) = h/(b-a)
 = (a + b)/2
is independent of t

Ex. (Uniform Current) 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, 0  x  20. Find P(5 < X < 10), E(X), V(X).
 Normal Distribution (Gaussian
Plays a vital role in
distribution)
Probability and Statistics Good model for physical variables like weight, height,
temperature, voltage, pollution level (household
incomes or student grades, etc.)

Normal
N(, 2) distribution Related to the Central Limit Theorem

Bell-shaped curve

Not easy to compute

with paper and pencil Normal probability density functions
for selected values of  and 2.
 Normal Distribution
For any normal random variable

Probability that X > 13 for a normal random

variable with and  = 10 and 2 = 4.

6 is often referred to as the

width of a normal distribution.
 Standard Normal Random Variable
Standardize: If X ~ N(, 2),
then Z = (X - )/ ~ N(0, 1) It is the key step to calculating
a probability for an arbitrary
normal random variable.

Standard
Z ~ N(0, 1) normal Assume Z is a standard normal random variable.
distribution Appendix Table III provides probabilities of the form
(z) = P(Z  z). Read down the z column to the
row that equals 1.5. The probability is read from the
adjacent column, labeled 0.00, to be 0.93319.
(z) = P(Z  z)

0.93319
 P(-1.25 < X < 0.37) = P(X < 0.37) – P(X < -1.25)

(6) Find z such that

P(Z > z) = 0.05.
Equivalently, find z
such that
P(Z  z) = 0.95

(5) P(X < -4.6) cannot be found exactly from (7) Find z such that
Appendix Table III. The last entry in the P(-z < Z < z) = 0.99.
table can be used to find that P(X < -3.99) = ➔ Find z such that
0.00003. So, 0  P(X < -4.6) < P(X < -3.99). P(Z  z) = 0.995
 Standardizing a Normal Random
Variable - Ex
Suppose the current measurements in a strip of wire are assumed to follow a
normal distribution with a mean of 10 milliamperes and a variance of 4
(milliamperes)2. What is the probability that a measurement will exceed 13
milliamperes?
Let X denote the current in milliamperes.
Let Z = (X - 10)/2.
Note that X >13 corresponds to Z >1.5.
Therefore, from Appendix Table III
P(X > 13) = P(Z > 1.5)
= 1 – P(Z 1.5) = 1- 0.93319 = 0.06681

Practical Interpretation: Probabilities for any normal random variable can be

computed with a simple transform to a standard normal random variable
 Standardizing to Calculate a
Probability
(Normally Distributed Current) Continuing the previous example.
a/ What is the probability that a current measurement is between
9 and 11 milliamperes?
b/ Determine the value for which the probability that a current
measurement is below this value is 0.98.
Normal Approximation to the Binomial
Distribution
 Conditions for approximating
hypergeometric and binomial probabilities
Normal Approximation to the Poisson
Distribution

Ex. Normal Approximation to Poisson Assume that the number of asbestos particles in a squared
meter of dust on a surface follows a Poisson distribution with a mean of 1000. If a squared meter
of dust is analyzed, what is the probability that 950 or fewer particles are found?
Exponential Distribution
 Mean and Variance

Ex. In a large corporate computer network, user log-ons to

the system can be modeled as a Poisson process with a
mean of 25 log-ons per hour. What is the probability that
there are no log-ons in an interval of 6 minutes?

Let X denote the time in hours from the start of the interval
until the first log-on. Then, X has an exponential
distribution with log-ons per hour. (6 minutes = 0.1 hour)

Probability density function of

exponential random variables
for selected values of .
Lack of Memory Property
Lack of Memory Property - Ex
 Exercises
(5x + 19) mod 109
(7x + 29) mod 109
(9x + 39) mod 109