Continuous

Distributions
DR. RESHU A. RANJAN
Continuous Uniform Distribution
The continuous uniform distribution is the probability distribution of random number
selection from the continuous interval between a and b. Its density function is defined
by the following.
Here is a graph of the continuous uniform distribution with a = 1, b = 3.
You arrive into a building and are about to take an elevator to the your floor. Once you call
the elevator, it will take between 0 and 40 seconds to arrive to you. We will assume that the
elevator arrives uniformly between 0 and 40 seconds after you press the button. In this case
a= 0 and b = 40. What is the probability that elevator comes to you within 15 seconds?

𝑎=0 𝑐=0
𝑏 = 40 𝑑 = 15

𝑑 − 𝑐 15 − 0
𝑃 𝑐<𝑋<𝑑 = = = 0.375
𝑏 − 𝑎 40 − 0
Suppose a flight is about to land and the announcement says that the expected time
to land is 30 minutes. Find the probability of getting flight land between 25 to 30 minutes?
The shaded bars in this example Distribution plot of the weight of adult males
represents the number of occurrences The shaded region under the curve in this
when the daily customer complaints is example represents the range from 160
15 or more. The height of the bars sums and 170 pounds. The area of this range is
to 0.08346; therefore, the probability 0.136; therefore, the probability that a
that the number of calls per day is 15 or randomly selected man weighs between
more is 8.35%. 160 and 170 pounds is 13.6%. The entire
area under the curve equals 1.0.
Area under curve

❑ A continuous distribution describes the probabilities of the possible values of

a continuous random variable.

❑ A continuous random variable is a random variable with a set of possible values

(known as the range) that is infinite and uncountable.

❑ Probabilities of continuous random variables (X) are defined as the area under the
curve of its PDF.

❑ Thus, only ranges of values can have a nonzero probability.

❑ The probability that a continuous random variable equals some value is always zero.
𝑋~𝑁𝐷(𝜇, 𝜎 2 )
𝑍~𝑁𝐷(0,1)
for a randomly chosen patient, find the probability the heart rate is
(a)Below 80 (b) More than 140 (c)Between 55 and 90
Empirical Rule

𝑃 𝑋 𝑤𝑖𝑡ℎ𝑖𝑛 2 𝑠𝑡𝑎𝑛𝑑𝑎𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑒𝑎𝑛 = 𝑃(𝜇 − 2𝜎 < 𝑋 < 𝜇_2𝜎)

𝜇 − 2𝜎 − 𝜇 𝑋−𝜇 𝜇 + 2𝜎 − 𝜇
= 𝑃( < < )
𝜎 𝜎 𝜎
= 𝑃(−2 < 𝑍 < 2)

= P Z < 2 − P(Z < −2)

= 0.9772 − 0.0228 = 𝟎. 𝟗𝟓𝟒𝟒

Approximate 95% of the data is covered under 2 𝒔. 𝒅. 𝐨f the mean

𝑃 𝑋 𝑤𝑖𝑡ℎ𝑖𝑛 3 𝑠𝑡𝑎𝑛𝑑𝑎𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑒𝑎𝑛 = 𝑃(𝜇 − 3𝜎 < 𝑋 < 𝜇_3𝜎)
𝜇 − 3𝜎 − 𝜇 𝑋−𝜇 𝜇 + 3𝜎 − 𝜇
= 𝑃( < < )
𝜎 𝜎 𝜎
= 𝑃(−3 < 𝑍 < 3)

= P Z < 3 − P(Z < −3)

= 0.9987 − 0.0013 = 𝟎. 𝟗𝟗𝟕𝟒

Approximate 100% of the data is covered under 3 𝒔. 𝒅. 𝐨f the mean

Lognormal Distribution
A lognormal distribution is a probability distribution with a normally distributed
logarithm. A continuous random variable is lognormally distributed if its
logarithm is normally distributed.
A lognormal distribution is a probability distribution with a normally distributed
logarithm. A continuous random variable is lognormally distributed if its
logarithm is normally distributed.

1 (𝑙𝑛𝑥 − 𝜇)2
𝑁 ln 𝑥; 𝜇, 𝜎 = 𝑒𝑥𝑝 − 2
; 𝑥>0
𝜎 2𝜋 2𝜎
𝐿𝑜𝑔(𝑥) exists only for positive values of x

log of the data is a normal distribution. “Lognormal

distribution
Applications of lognormal distribution

1) It is used in mining and geology in order to do different calculations

like: concentration of various elements and radioactivity.

2) Lognormal distribution is applied very often in medical sciences in various

diagnosis and investigations.

3) In environmental sciences, the distribution of chemicals, organisms and

particles found in environment is generally lognormally distributed. So, it is fairly
applicable in environmental studies.

4) Lognormal distribution is quite commonly used in economics and finance.

Exponential Distribution
 How long do we need to wait before a customer enters our shop?
 How long will it take before a call center receives the next phone call?
 How long will a piece of machinery work without breaking down?

❑ All these questions concern the time we need to wait before a given event
occurs.

❑ If this waiting time is unknown, it is often appropriate to think of it as a

random variable having an exponential distribution.
The time 𝑋 we need to wait before an event occurs has an exponential distribution if the
probability that the event occurs during a certain time interval is proportional to the length of that
time interval.
𝑋~exp(𝜆)

Where,
Cumulative distribution function
𝑒 = the natural number 𝑒
1
𝜆 = mean time between events =  𝑷 𝑿 < 𝒙 = 𝟏 − 𝒆−𝝀𝒙
𝜇
x = random variable
Poisson and exponential

There is a strong relationship between the Poisson distribution and the

Exponential distribution are intertwined.
For example,
Let’s say a Poisson distribution models the number of births in a given
time period. The time in between each birth can be modeled with an
exponential distribution.
Examples:
The amount of time spouses shop for anniversary cards can be modeled by an
exponential distribution with the average amount of time equal to eight minutes.
Write the distribution, state the probability density function, and graph the
distribution.
Solution:

𝜆
Gamma Distribution

If we take 𝛽 = 1 then it is called Standard Gamma Distribution then pdf is given by

1
It is a generalization of exponential distribution i.e. if we take 𝛼 = 1 and 𝛽 = then gamma distribution
𝜆
will become exponential distribution
 It is called Incomplete Gamma Function. Table A.4

How to calculate probability if X follows gamma distribution with 𝜶 > 𝟎 𝒂𝒏𝒅 𝜷 > 𝟎 ?