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 CONTENT
CONTINUOUS RANDOM VARIABLES AND THEIR PROBABILITY
1.
DISTRIBUTIONS
2. AREAS UNDER CONTINUOUS PROBABILITY DENSITY FUNCTIONS

3. THE NORMAL DISTRIBUTION

4. THE STANDARD NORMAL DISTRIBUTION

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 CONTINUOUS RANDOM VARIABLE

A continuous random variable is a random variable that has

only continuous values. Continuous values are uncountable
and are related to real numbers.

The time it takes to Miles per gallon for a

complete an exam for a Age of a fossil Toyota
60 minute test
Possible values = all real Possible Values = all real
Possible values = all real
numbers on the interval numbers on the interval
numbers on the interval
[minimum age, maximum age] [minimum MPG, maximum
[0,60]
MPG]

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 DEFINITION
The probability distribution of a continuous random variable X is an assignment of
probabilities to intervals of decimal numbers using a function f (x), called a density
function [*1], in the following way: the probability that X assumes a value in the interval
[a, b] is equal to the area of the region that is bounded above by the graph of the
equation y = f (x), bounded below by the x-axis, and bounded on the left and right by
the vertical lines through a and b.

[*1]. THE FUNCTION F (X) SUCH THAT

PROBABILITIES OF A CONTINUOUS RANDOM
VARIABLE X ARE AREAS OF REGIONS UNDER
THE GRAPH OF Y = F (X).
PROBABILITY AND MATHEMATICAL STATICTICS PROBABILITY GIVEN AS AREA OF A REGION UNDER A CURVE
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 Every density function f (x) must satisfy the following two conditions:

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 AREAS UNDER CONTINUOUS PROBABILITY DENSITY FUNCTIONS

Let X be a continuous random variable with probability density function f (x) and
cumulative distribution function F(x). Then:

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 AREAS UNDER CONTINUOUS PROBABILITY DENSITY FUNCTIONS

The probability that a continuous random variable x assumes a single value is

always zero. This is because the area of a line, which represents a single point, is
zero. n general, if a and b are two of the values that X can assume, then, P(a)=0
and P(b): P(X=2)

FIG.: PROBABILITY OF A SINGLE VALUE OF X IS ZERO

For any continuous random variable X:

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 EXAMPLE
The time to drive to school for a community college student is an example of
a continuous random variable. The probability density function and areas of
regions created by the points 15 and 25 minutes are shown in the graph.

1. Find the probability that a student takes less than 15 minutes to drive to school.
2. Find the probability that a student takes no more than 15 minutes to drive to school. This
answer is the same as the prior question, because points have no probability with continuous
random variables.
3. Find the probability that a student takes more than 15 minutes to drive to school.
4. Find the probability that a student takes between 15 and 25 minutes to drive to school.
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 UNIFORM DISTRIBUTION

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 EXAMPLE
A random variable X has a uniform distribution on the interval [0,1] : the
density function is f (x) = 1 if x is between 0 and 1 and f (x) = 0 for all other
values of x
a. Find P(X > 0.75), the probability that X assumes a
value greater than 0.75.
b. Find P(X ≤ 0.2), the probability that X assumes a
value less than or equal to 0.2.
c. Find P(0.4 < X < 0.7), the probability that X
assumes a value between 0.4 and 0.7.

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 EXAMPLE
A random variable X has a uniform distribution on the interval [0,1] : the
density function is f (x) = 1 if x is between 0 and 1 and f (x) = 0 for all other
values of x

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 SIMILARITIES AND DIFFERENCES BETWEEN
DISCRETE AND CONTINUOUS DISTRIBUTIONS

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 EXAMPLE

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 NORMAL DISTRIBUTIONS
The probability density function for a normally distributed random
variable X is:

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 NORMAL DISTRIBUTIONS
The value of μ determines the location of the curve, as shown in
Figure 5.5 "Bell Curves with ". In each case the curve is symmetric
about μ.

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 NORMAL DISTRIBUTIONS
The value of σ determines whether the bell curve is tall and thin or short
and squat, subject always to the condition that the total area under the
curve be equal to 1. This is shown in Figure 5.6 "Bell Curves with ",
where we have arbitrarily chosen to center the curves at μ = 6.

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 DEFINITION
The probability distribution corresponding to the density function for the bell curve with
parameters μ and σ is called the normal distribution [*2] with mean μ and standard
deviation σ.

DEFINITION

A continuous random variable whose probabilities are described by the normal

distribution with mean μ and standard deviation σ is called a normally distributed
random variable, or a normal random variable [*3] for short, with mean μ and
standard deviation σ.

[*2]. . ASSIGNMENT OF PROBABILITIES TO [*3]. A CONTINUOUS RANDOM VARIABLE

A CONTINUOUS RANDOM VARIABLE USING WHOSE PROBABILITIES ARE DETERMINED
A BELL CURVE FOR THE DENSITY FUNCTION. BY A BELL CURVE.

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 NORMAL DISTRIBUTIONS
The density curve for the normal distribution is symmetric about the mean.

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 RECAP
A normal probability distribution, when plotted, gives a bell-shaped curve such that
1. The total area under the curve is 1.0.
2. The curve is symmetric about the mean.
3. The two tails of the curve extend indefinitely.

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 PROPERTIES OF THE NORMAL DISTRIBUTION:
Suppose that the random variable X follows a normal distribution. Then the following
properties hold:

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 CUMULATIVE DISTRIBUTION FUNCTION OF THE NORMAL DISTRIBUTION

Suppose that X is a normal random variable with mean and variance, that is
Then the cumulative distribution function

Let a and b be two possible values of X,

with a<b. Then

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 THE STANDARD NORMAL DISTRIBUTION

A standard normal random variable [*4] is a normally distributed random

variable with mean μ = 0 and standard deviation σ = 1. It will always be denoted
by the letter Z.

[*4]. THE NORMAL RANDOM VARIABLE

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WITH MEAN 0 AND STANDARD DEVIATION 1.
 THE STANDARD NORMAL DISTRIBUTION

We will denote the cumulative distribution function of Z by F (z), and for

two numbers a and b with a<b

Procedure for finding probabilities associated with a continuous

random variable: The cumulative distribution function of the standard normal
distribution is tabulated in Table 2 in the Appendix. This table gives values of

for nonnegative values of z.

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PROBABILITY AND MATHEMATICAL STATICTICS
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 EXAMPLE
1. Find the area under the standard normal curve to the left of
2. Find the area under the standard normal curve to the right of
a) z =1.17; c) z=-1.83 ;

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 EXAMPLE
3. Find the area under the standard normal curve over the interval
a) z =-0.65 to z = 0.65; c) z = 0.32 to z = 2.65 ;

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 REFERENCES

1. H.N. ALIYEV, STATISTICS SOLVED PROBLEMS AND

EXERCISES. PART 1, ALMATY – 2006 ,

2. DOUGLAS S. SHAFER, ZHIYI ZHANG, BEGINNING STATISTICS

3. THE PROBABILITY DISTRIBUTION OF5.A CONTINUOUS

RANDOM VARIABLE

4. NORMAL DISTRIBUTION

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