Some Important Continuous Distributions

There are a number of continuous distributions which have important applications in engineering and science.
Among the most important continuous probability distributions are:

(1) The Uniform Distribution

This Section introduces the simplest type of continuous uniform distribution which features a continuous
random variable 𝑋 with probability density function 𝑓(𝑥) which assumes a constant value over a finite interval.
Definition: The Uniform (or Rectangular) Distribution of random variable 𝑿 restricted to a finite interval [𝑎, 𝑏]
has a constant probability density function 𝒇(𝒙) = 𝒌 defined by:

𝒌 𝒊𝒇 𝒂 ≤ 𝒙 ≤ 𝒃
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆

Example (1): A clock stops at random at any time during the day. If 𝑿 is the time (hours plus fractions of
hours) at which the clock stops.
i) Determine the probability density function for 𝑋.
ii) Calculate the expected value and variance for 𝑋 at which the clock stops.
iii) Find the cumulative distribution function for rv 𝑋.
iv) Find the probability that the clock will stop between 2:00 pm and 2:45 pm using two methods.
Solution
∵ 𝑿 is the time at which the clock stops and follows a uniform distribution over the interval [0 , 24].
∞
Therefore, its probability density function for 𝑋 is 𝒇(𝒙) = 𝒌 and it satisfies; ∫−∞ 𝒇(𝒙)𝒅𝒙 = 𝟏

∴ ∞
⟹ 𝟐𝟒
⟹ 𝟐𝟒
⟹ 24 = 1
𝒌. | 𝑥 |
∫−∞ 𝒇(𝒙)𝒅𝒙 = 𝟏 ∫𝟎 𝒌 𝒅𝒙 = 𝟏 𝒌. ∫𝟎 𝒅𝒙 = 𝟏
0
𝟏
∴ 𝑘(24 − 0) = 1 ⟹ 24𝑘 = 1 ⟹ 𝒌 = 𝟐𝟒

i) The probability density function 𝑓(𝑥) over the interval [0 , 24], is given by the formula:
𝟏
𝒇(𝒙) = { 𝟐𝟒 𝒊𝒇 𝟎 ≤ 𝒙 ≤ 𝟐𝟒
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
∞
ii) The expected value of 𝑋 is, 𝑬(𝑿) = ∫−∞ 𝒙. 𝒇(𝒙) 𝒅𝒙
𝑏 𝟏 24 𝟏 𝑥2 24 𝟏 𝟏
Therefore, 𝑬(𝑿) = ∫𝑎 𝑥. 𝑓(𝒙) 𝑑𝑥 = (𝟐𝟒 ) ∫0 𝑥. 𝑑𝑥 = (𝟐𝟒) . | | = (𝟐𝟒) (𝟐) 242 = 𝟏𝟐
2 0
∞
The variance of 𝑋 is, 𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − [𝑬(𝑿)]𝟐 = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 − [𝑬(𝑿)]𝟐
24 𝟏 1 𝑥3 24 (12)2 (24)2
∴ 𝑽𝒂𝒓(𝑿) = ∫0 𝒙𝟐 . (𝟐𝟒) 𝑑𝑥 − (12)2 = | | − = − (12)2 = 48
(24) 3 0 3

iii) The cumulative distribution function 𝑭(𝒙) for the continuous random variable 𝑿 is defined by:
𝒙
𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖) 𝒅𝒖 −∞<𝒙<∞
𝑥 𝟏 𝟏 𝟏
∴ 𝑭(𝒙) = ∫0 (𝟐𝟒) 𝑑𝑢 = (𝟐𝟒) . | 𝑢 |𝑥0 = (𝟐𝟒) . 𝑥
 𝟎 𝒙<𝟎
𝒙
∴ 𝑭(𝒙) = {
𝟐𝟒
𝟎 ≤ 𝒙 ≤ 𝟐𝟒
𝟏 𝒙 > 𝟐𝟒
14.75 14 0.75 1
iv) 𝑷(𝟏𝟒 < 𝑿 < 𝟏𝟒. 𝟕𝟓) = 𝑭(𝒃) − 𝑭(𝒂) = 𝐹(14.75) − 𝐹(14) = ( ) − (24) = = 32 and also,
24 24
𝒃 14.75 14.75 1 1 1
𝑷(𝟏𝟒 ≤ 𝑿 ≤ 𝟏𝟒. 𝟕𝟓) = ∫𝒂 𝒇(𝒙)𝒅𝒙 = ∫14 𝑓(𝑥)𝑑𝑥 = ∫14 (24) 𝑑𝑥 = (24) [14.75 − 14] = 32

Example (2): The thickness x of a protective coating applied to a conductor designed to work in corrosive
conditions follows a uniform distribution over the interval [20 , 40] microns. Find the mean, standard deviation
and cumulative distribution function of the thickness of the protective coating. Find also the probability that the
coating is less than 35 microns thick.
Solution
∵ Let 𝑋 be the random variable that represent the thickness x of a protective coating applied to a conductor
and follows a uniform distribution over the interval [20 , 40]. Therefore, its 𝑓(𝑥) is pdf that satisfies;
∞ ∞ 𝟒𝟎 𝟒𝟎 40 = 𝑘(40 − 20) = 20𝑘
∫−∞ 𝒇(𝒙)𝒅𝒙 = 𝟏, ⟹ ∫−∞ 𝒇(𝒙)𝒅𝒙 = ∫𝟐𝟎 𝒌 𝒅𝒙 = 𝒌. ∫𝟐𝟎 𝒅𝒙 = 𝒌. | 𝑥 |
20
𝟏 𝟓
∴ 20𝑘 = 1 ⟹ 𝒌 = 𝟐𝟎 = 𝟏𝟎𝟎 = 𝟎. 𝟎𝟓

i) Over the interval [20 , 40] the probability density function 𝑓(𝑥) is given by the formula:
𝟎. 𝟎𝟓 𝒊𝒇 𝟐𝟎 ≤ 𝒙 ≤ 𝟒𝟎
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
∞ 40 𝑥2 40 (𝟎.𝟎𝟓) [402
ii) Mean 𝑬(𝑿) = ∫−∞ 𝒙. 𝒇(𝒙) 𝒅𝒙 = (𝟎. 𝟎𝟓) ∫20 𝑥. 𝑑𝑥 = (𝟎. 𝟎𝟓). | | = 2 − 202 ] = 30 𝜇𝑚
2 20
∞ 40
The variance 𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − [𝑬(𝑿)]𝟐 = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 − [𝑬(𝑿)]𝟐 = ∫20 𝑥2 . (0.05) 𝑑𝑥 − (30)2
𝑥3 40 (𝟎.𝟎𝟓)×[403 − 203 ]
= (0.05) | | − (30)2 = − (30)2 ≈ 33.33
3 20 3

The standard deviation √𝝈𝟐 ≈ √33.33 ≈ 5.77 𝜇𝑚

The cumulative distribution function 𝑭(𝒙) for the continuous random variable 𝑿 is defined by:
𝒙
𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒖)𝒅𝒖 −∞<𝒙<∞
𝑥 𝑥
∴ 𝑭(𝒙) = ∫20(0.05) 𝑑𝑢 = (0.05). | 𝑢 |20 = (0.05)[𝑥 − 20]
𝟎 𝒙 < 𝟐𝟎
𝒙
𝑭(𝒙) = { −𝟏 𝟐𝟎 ≤ 𝒙 ≤ 𝟒𝟎
𝟐𝟎
𝟏 𝟒𝟎 < 𝒙
𝑷(𝑿 < 𝟑𝟓) = 𝐹(𝑿 ≤ 𝟑𝟓) = (0.05)[35 − 20] = (0.05) × 15 = 𝟎. 𝟕𝟓 and in other method,
𝟑𝟓 35 35 (0.05)[35
𝑷(𝑿 < 𝟑𝟓) = ∫𝟐𝟎 𝒇(𝒙) 𝒅𝒙 = (0.05) ∫20 𝑑𝑥 = (0.05). | 𝑥 | = − 20] = (0.05) × 15 = 𝟎. 𝟕𝟓
20
 (2) The Exponential distribution
Introduction: The exponential distribution is one of the widely used continuous distributions. It is often used to model
the time elapsed between events. If an engineer is responsible for the quality of, say, copper wire for use in
domestic wiring systems, he or she might be interested in knowing both the number of faults in a given length
of wire and also the distances between such faults. While the number of faults may be analyzed by using the
Poisson distribution, the distances between faults along the wire may be shown to give rise to the exponential
distribution defined and used in this Section.

Definition: A continuous random variable 𝑋 is said to have an exponential distribution with parameter 𝜆, if its
pdf is given by,
𝝀𝒆−𝝀𝒙 𝑥 ≥ 0,
𝒇(𝒙) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
where 𝝀 > 𝟎 is called the rate of the distribution.

Example (1): Reliability

The time till failure of an electronic component has an Exponential distribution, and it is known that 10% of
components have failed by 1000 hours.
(a) What is the probability that a component is still working after 5000 hours?
(b) Find the mean and standard deviation of the time till failure.
Solution
Let 𝑿 be the random variable “time to failure” (in hours), and since the random variable X has an exponential
distribution, therefore its pdf could be written in the form: 𝒇(𝒙) = 𝝀𝒆−𝝀𝒙 . Where, 𝝀 is parameter.
(a) First we need to find the value of 𝝀
1000
∵ 𝑃(𝑋 ≤ 1000) = ∫0 𝜆 𝑒 −𝜆𝑥 𝑑𝑥 (1) and 𝑃(𝑋 ≤ 1000) = 10 % = 0.1 (2)

(−𝜆)𝑒 −𝜆𝑥 𝑑𝑥 = −| 𝑒 −𝜆𝑥 |1000 = −[ 𝑒 −1000𝜆 − 1] = 1 − 𝑒 −1000𝜆

1000 1000
∫0 𝜆 𝑒 −𝜆𝑥 𝑑𝑥 = − ∫0
0
From (1) and (2) we get;
1 − 𝑒 −1000𝜆 = 0.1 ⟹ 0.9 = 𝑒 −1000𝜆 ⟹ 𝑙𝑛(0.9) = 𝑙𝑛( 𝑒 −1000𝜆 )
0.10536
∴ −0.10536 = −1000 𝜆 ⟹ 𝜆= ⟹ 𝜆 ≈ 1.05 × 10−4
1000

If 𝑿 is the time till failure, the question asks for 𝑃(𝑋 > 5000):
∞ ∞ ∞
𝑃(𝑋 > 5000) = ∫𝟓𝟎𝟎𝟎 𝝀 𝒆−𝝀𝒙 𝒅𝒙 = − ∫𝟓𝟎𝟎𝟎(−𝝀) 𝒆−𝝀𝒙 𝒅𝒙 = −| 𝒆−𝝀𝒙 | = −[0 − 𝒆−𝟓𝟎𝟎𝟎𝝀 ] ≈ 0.59
5000
(b) Find the mean and standard deviation of the time till failure.
∞ ∞
𝑴𝒆𝒂𝒏, is, 𝝁 = ∫−∞ 𝒙. 𝒇(𝒙) 𝒅𝒙 = ∫0 𝑥. (𝝀𝒆−𝝀𝒙 ) 𝑑𝑥 Using Integration by parts,

Let 𝑢 = 𝑥 𝑑𝑣 = 𝝀 𝒆−𝝀𝒙
𝒅𝑢 = 𝑑𝑥 𝑣 = − 𝒆−𝝀𝒙
∞ ∞ ∞ ∞ 1 ∞ 1 𝟏
∴ 𝝁 = ∫0 𝑥. (𝝀𝒆−𝝀𝒙 ) 𝑑𝑥 = − | 𝑥 𝒆−𝝀𝒙 | + ∫0 (𝒆−𝝀𝒙 ) 𝑑𝑥 = − | 𝑥 𝒆−𝝀𝒙 | − . | 𝒆−𝝀𝒙 | = − [0 − 1] =
0 0 𝝀 0 𝝀 𝝀
 𝟏 𝟏𝟎𝟎𝟎
𝑴𝒆𝒂𝒏 𝝁 = = = 𝟗𝟒𝟗𝟏. 𝟐𝟕 𝒉𝒐𝒖𝒓𝒔
𝝀 𝟎.𝟏𝟎𝟓𝟑𝟔

As an exercise, you may wish to verify that by applying integration by parts twice,
∞
𝑬(𝑿𝟐 ) = ∫−∞ 𝒙𝟐 . 𝒇(𝒙) 𝒅𝒙 = ⋯ = 𝟐/𝝀𝟐
𝟐 𝟏 𝟐
The variance of 𝑋 is, 𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − [𝑬(𝑿)]𝟐 = 𝟐 − 𝟐 = 𝟏/𝝀
𝝀 𝝀
24 𝟏 1 𝑥3 24 (12)2 (24)2
∴ 𝑽𝒂𝒓(𝑿) = ∫0 𝒙𝟐 . (𝟐𝟒) 𝑑𝑥 − (12)2 = | | − = − (12)2 = 48
(24) 3 0 3

𝟏 𝟏
𝑺𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏 = √𝑽𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = √𝝀𝟐 = 𝝀 = 𝟗𝟒𝟗𝟏. 𝟐𝟕 𝒉𝒐𝒖𝒓𝒔

Example (2): Reliability

Traditional electric light bulbs are known to have a mean lifetime to failure of 2000 hours. It is also known that
the distribution function 𝒇(𝒕) of the time to failure takes the form,
𝒇(𝒕) = 𝟏 − 𝒆−𝒕/µ , where µ is the mean time to failure.
You will see if you study the topic of reliability in more detail that this is a realistic distribution function. The
reliability function 𝒓(𝒕), giving the probability that the light bulb is still working at time t, is defined as
𝒓(𝒕) = 𝟏 − 𝒑(𝒕) = 𝒆−𝒕/µ
Find the proportion of light bulbs that you would expect to fail before 1500 hours and the proportion you would
expect to last longer than 2500 hours.
Solution
Let 𝑻 be the random variable ‘time to failure’.
The proportion of bulbs expected to fail before 1500 hours is given as:
𝑃(𝑋 < 1500) = 1 − 𝑒 −1500/2000 = 1 − 𝑒 −3/4 = 1 − 0.4724 = 0.5276
The proportion of bulbs expected to last longer that 2500 hours is given as:
𝑃(𝑇 > 2500) = 1 − 𝑃(𝑇 < 2500) = 𝑒 −2500/2000 = 𝑒 −5/4 = 0.2865
Using 𝒓(𝒕) = 𝟏 − 𝒑(𝒕) we have, 𝑟(2500) = 0.2865.
Hence, we expect just under 53% of light bulbs to fail before 1500 hours service and just under 29% of light
bulbs to give over 2500 hours service.

Problems on Uniform & Exponential Distribution

(1) The current (in mA) measured in a piece of copper wire is known to follow a uniform distribution over the interval
[0 , 25]. Write down the formula for the probability density function 𝑓(𝑥) of the random variable X representing the
current. Calculate the mean, variance of the distribution, the cumulative distribution function 𝐹(𝑥) and then calculate
𝑃(15 < 𝑋 < 20) using two methods.

(2) The lifetime T (years) of an electronic component is a continuous random variable with a probability density function
given by; 𝒇(𝒙) = 𝒆−𝒙 𝑥 ≥ 0,
Find the lifetime L which a typical component is 60% certain to exceed. If five components are sold to a manufacturer
find the probability that at least one of them will have a lifetime less than L years.