Probability Theory

Week 12
 Chapter 6
Continuous Probability Distributions
• Uniform Probability Distribution
• Normal Probability Distribution
• Normal Approximation of Binomial Probabilities
• Exponential Probability Distribution

f (x) Exponential
Uniform
f (x)
f (x)
Normal

x
x
x
 Continuous Probability Distributions

• A continuous random variable can assume any value

in an interval on the real line or in a collection of
intervals.
• It is not possible to talk about the probability of the
random variable assuming a particular value.
• Instead, we talk about the probability of the random
variable assuming a value within a given interval.
 Continuous Probability Distributions

• The probability of the random variable assuming a

value within some given interval from x1 to x2 is
defined to be the area under the graph of the
probability density function between x1 and x2.

f (x) Exponential
Uniform
f (x)

f (x)
Normal

x
x x1 xx12 x2
x1 x 2
x
x1 x 2
 Uniform Probability Distribution

• A random variable is uniformly distributed

whenever the probability is proportional to the
interval’s length.
• The uniform probability density function is:

f (x) = 1/(b – a) for a < x < b

=0 elsewhere

where: a = smallest value the variable can assume

b = largest value the variable can assume
 Uniform Probability Distribution

• Expected Value of x

E(x) = (a + b)/2

• Variance of x

Var(x) = (b - a)2/12
 Uniform Probability Distribution

Example: Slater's Buffet

Slater customers are charged for the amount of
salad they take. Sampling suggests that the amount
of salad taken is uniformly distributed between 5
ounces and 15 ounces.
 Uniform Probability Distribution

Uniform Probability Density Function

f(x) = 1/10 for 5 < x < 15

=0 elsewhere

where:
x = salad plate filling weight
 Uniform Probability Distribution

Expected Value of x

E(x) = (a + b)/2
= (5 + 15)/2
= 10

Variance of x

Var(x) = (b - a)2/12
= (15 – 5)2/12
= 8.33
 Uniform Probability Distribution

Uniform Probability Distribution

for Salad Plate Filling Weight

f(x)

1/10

x
0 5 10 15
 Uniform Probability Distribution

What is the probability that a customer

will take between 12 and 15 ounces of salad?

f(x)

P(12 < x < 15) = 1/10(3) = .3

1/10

x
0 5 10 12 15
Salad Weight (oz.)
Sampling Distribution of Sample Mean
• Assume there is a population …
• Population size N=4
• Random variable, X,
is age of individuals A B C D

• Values of X:
• 18, 20, 22, 24 (years)
Summary Measures for the Population Distribution:

μ=
 X i P(x)
N
.25
18 + 20 + 22 + 24
= = 21
4

 i
0
(X − μ) 2
18 20 22 24 x
σ= = 2.236
N A B C D
Uniform Distribution
 Developing a
Sampling Distribution
Now consider all possible samples of size n = 2
1st 2nd Observation
16 Sample
Obs 18 20 22 24
Means
18 18,18 18,20 18,22 18,24
1st 2nd Observation
20 20,18 20,20 20,22 20,24 Obs 18 20 22 24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with
replacement)
24 21 22 23 24
 Developing a
Sampling Distribution
Sampling Distribution of All Sample Means

16 Sample Means Sample Means

Distribution
1st 2nd Observation
_
Obs 18 20 22 24 P(X)
18 18 19 20 21 .3

20 19 20 21 22 .2

22 20 21 22 23 .1

0 _
24 21 22 23 24 18 19 20 21 22 23 24 X
(no longer uniform)
 Developing a
Sampling Distribution
Summary Measures of this Sampling Distribution:

E( X) =
X i
=
18 + 19 + 21 +  + 24
= 21 = μ
N samples 16

σX =
 ( X i − μ) 2

N samples

(18 - 21) 2 + (19 - 21) 2 +  + (24 - 21) 2

= = 1.58
16
Comparing the Population with its
Sampling Distribution

Population Sample Means Distribution

N=4 n=2
μ = 21 σ = 2.236 μX = 21 σ X = 1.58
_
P(X) P(X)
.3 .3

.2 .2

.1 .1
0 X 0
18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
 Normal Probability Distribution

Normal Probability Density Function

1 − 𝑥−𝜇 2
𝑓 𝑥 = 𝑒 2𝜎2
2𝜋𝜎 2

where:
 = mean
 = standard deviation
 = 3.14159
e = 2.71828
 Normal Probability Distribution

Characteristics

The distribution is symmetric; its skewness

measure is zero.

x
 Normal Probability Distribution

Characteristics

The entire family of normal probability

distributions is defined by its mean  and its
standard deviation  .

Standard Deviation 

x
Mean 
 Normal Probability Distribution

Characteristics

The highest point on the normal curve is at the

mean, which is also the median and mode.

x
 Normal Probability Distribution

Characteristics

The mean can be any numerical value: negative,

zero, or positive.

x
-10 0 25
 Normal Probability Distribution

Characteristics

The standard deviation determines the width of the

curve: larger values result in wider, flatter curves.

 = 15

 = 25

x
 Normal Probability Distribution

Characteristics

Probabilities for the normal random variable are

given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).

.5 .5
x
 Normal Probability Distribution

Characteristics (basis for the empirical rule)

68.26% of values of a normal random variable

are within +/- 1 standard deviation of its mean.

95.44% of values of a normal random variable

are within +/- 2 standard deviations of its mean.

99.72% of values of a normal random variable

are within +/- 3 standard deviations of its mean.
 Normal Probability Distribution

Characteristics (basis for the empirical rule)

99.72%
95.44%
68.26%

x
  + 3
 – 3  – 1  + 1
 – 2  + 2
 Standard Normal Probability Distribution

Characteristics

A random variable having a normal distribution

with a mean of 0 and a standard deviation of 1 is
said to have a standard normal probability
distribution.
 Standard Normal Probability Distribution

Characteristics

The letter z is used to designate the standard

normal random variable.

=1

z
0
 Standard Normal Probability Distribution

Converting to the Standard Normal Distribution

x−
z=

We can think of z as a measure of the number of
standard deviations x is from .
Standard Normal Probability Distribution

The achievement scores for a college

entrance examination are normally
distributed with mean 75 and standard
deviation 10. What fraction of the scores
lies between 80 and 90?
P(80<X<90)=P((80-75)/10 < Z<(90-75)/10)=
= P(0.5<Z<1.5)=0.2417
 Standard Normal Probability Distribution
Cumulative Probability Table for the Stand. Nor. Distribution
Standard Normal Probability Distribution
 Exponential Probability Distribution

The exponential probability distribution is useful in

describing the time it takes to complete a task.

The exponential random variables can be used to

describe:
Time between vehicle arrivals at gas station
Time required to complete a questionnaire

In waiting line applications, the exponential

distribution is often used for service times.
 Exponential Probability Distribution

• A property of the exponential distribution is that the

mean and standard deviation are equal.
• The exponential distribution is skewed to the right.
Its skewness measure is 2.
 Exponential Probability Distribution

Density Function

𝑥
1 −𝛽
𝑓 𝑥 = 𝑒 𝑥>0
𝛽

where: 𝛽 = expected or mean

e = 2.71828
 Exponential Probability Distribution

Cumulative Probabilities

P( x  x0 ) = 1 − e − xo / 

where:
x0 = some specific value of x
 Exponential Probability Distribution
Example: BP’s Full-Service Pump

The time between arrivals of cars at BP’s full-

service gas pump follows an exponential probability
distribution with a mean time between arrivals of 3
minutes. BP would like to know the probability that
the time between two successive arrivals will be 2
minutes or less.
 Exponential Probability Distribution

Example: BP’s Full-Service Pump

f(x)

.4 P(x < 2) = 1 - 2.71828-2/3 = 1 - .5134 = .4866

.3
.2
.1
x
0 1 2 3 4 5 6 7 8 9 10
Time Between Successive Arrivals (mins.)