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Chapter 6 Random Variable and Probability Distribution 115728

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0% found this document useful (0 votes)
12 views24 pages

Chapter 6 Random Variable and Probability Distribution 115728

Uploaded by

Nati Emru
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability and Statistics for Engineers 12/3/2021

CHAPTER SIX
Random Variable and Probability Distribution
 The purpose of this chapter is to introduce you with the
concept of random variable and their probability
distributions.
 In a probability distribution, the variables are distributed
according to some definite probability function.
 After completing this unit you will be able to:
• define the term random variable
• understand discrete and continuous random variables
• define the term probability distribution
• differentiate between discrete and continuous
probability distributions
• compute the expectedCompile
value of a random variable
By: Bacha E., ASTU, 1

Definition of Random Variable


A variable whose values are determined by chance
with associated probabilities is called a random
variable.
It is a quantity which in different observations can
assume different values. It is a real variable “X”
whose values are determined by the outcome of a
random experiment
Example: In random experiment of tossing a coin
three times, let X be the number of heads.
S = {HHH, THH, HTH, HHT, TTH, THT, HTT, TTT}
Since X is be the number of heads,
Compile By: Bacha E., ASTU, 2

Compiled by: Bacha E., ASTU 1


Probability and Statistics for Engineers 12/3/2021

⟹X (HHH) =3
X (HHT) =X (HTH) =X (THH) =2
X (HTT) =X (THT) =X (TTH) =1
X (TTT) =0, the possible values of X are 0,1,2 and 3.
X assumes a specific number of values with some
probabilities.
Random variables are usually denoted with capital
letter X, Y, Z etc, while the values taken by them
are denoted by lower case letters x, y, z etc.
Thus, P (x1  X  x2) is the probability that the
random variable X takes values between x1 and x2,
both inclusive Compile By: Bacha E., ASTU, 3

Random variable is divided into two:


1. Discrete random variable
2. Continuous random variable
Discrete random variable
If the random variable X can assume only a particular
finite or countably infinite set of values, it is said to be a
discrete random variable.
Example:
Toss coin n times and count the number of heads.
 Number of Children in a family.
 Number of car accidents per week.
 Number of defective items in a given company.
 Number of telephone calls per unit time.
Compile By: Bacha E., ASTU, 4

Compiled by: Bacha E., ASTU 2


Probability and Statistics for Engineers 12/3/2021

Continuous Random Variable


A random variable X is said to be continuous if it
can take all possible values (integral as well as
fractional) between certain limits.
Continuous random variables occur when we deal
with quantities that are measured on a continuous
scale.
For instance, the life length of an electric bulb, the
speed of a car, weights, heights, and the like are
continuous
In such cases, probabilities are associated with
intervals or regions of a continuous random
variable, and not with individual points.
Compile By: Bacha E., ASTU, 5

Probability Distribution
Probability distribution is a complete list of all possible
of values of a random variable and their corresponding
probabilities
It describes how the probabilities are distributed over
all possible values.
i) Discrete Probability Distribution (Probability Mass
function (pmf))
 If X is a discrete random variable taking at most a
countably infinite number of values x1, x2, …, then P
(xi) = P(X = xi): i= 1, 2 …is called the probability mass
function of random variable X.
The set of ordered pairs {xi, P (xi)} i= 1, 2 … gives the
probability distribution of the random variable X.
Compile By: Bacha E., ASTU, 6

Compiled by: Bacha E., ASTU 3


Probability and Statistics for Engineers 12/3/2021

 The numbers P (xi): i= 1, 2…must satisfy the following


conditions.
i) 𝑃(𝑥𝑖) ≥ 0
ii) ∞𝑖<1 𝑃 𝑋 = 𝑥𝑖 = 1
Example: Consider the possible outcomes for the random
experiment of tossing two coins together once.
Sample space, S = {HH, HT, TH, TT}
Let X be the number of heads that will turn up when two coins
tossed. The possible values of X are 0,1 & 2.
𝑃 𝑋 = 0 = 𝑃 𝑋 𝑇𝑇 = 14,
𝑃 𝑋 = 1 = 𝑃 𝑋 𝐻𝑇 + 𝑃 𝑋 𝑇𝐻 = 14:14 < 24
𝑃 𝑋 = 2 = 𝑃 𝑋 𝐻𝐻 = 14
X 0 1 2
𝑃 𝑋=𝑥 1 2 1
4 4 E., ASTU,
Compile By: Bacha 4 7

Continuous probability distribution


 Continuous probability distribution is a probability distribution
whose random variable is continuous.
 It describes an “unbroken” continuum of possible occurrences.
 A continuous random variable is one that can take any real
value within a specified range.
 Probability of a single value is zero and probability of an
interval is the area bounded by curve of probability density
function and interval on x-axis. i.e., P(X = a) = 0.
 Let a and b be any two values; a <b. The probability that X
assumes a value that lies between a and b is equal to the area
under the curve a and b; that is
𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝑃 𝑎 ≤ 𝑋 < 𝑏 = 𝑃 𝑎 < 𝑋 ≤ 𝑏 = 𝑃(𝑎 < 𝑋 < 𝑏)
𝑏

= 𝑓(𝑥) 𝑑𝑥
𝑎
Compile By: Bacha E., ASTU, 8

Compiled by: Bacha E., ASTU 4


Probability and Statistics for Engineers 12/3/2021

 The integration from a to b in the case of the continuous


variable is analogous to the summation of probabilities in the
discrete case.
 A probability distribution for a continuous random variable x
is specified by a mathematical function denoted by f(x)
which is called the probability density function (pdf).
 And it satisfies the following conditions f (x) is integral over
the range (−∞, ∞)
i) 𝑓(𝑥) ≥ 0 for all x, −∞ < 𝑥 < ∞

ii) ;∞
𝑓 𝑥 𝑑𝑥 = 1
Properties of Pdfs
1. 𝑓 𝑥 ≥ 0

2. ;∞
𝑓 𝑥 𝑑𝑥 = 1
Compile By: Bacha E., ASTU, 9

𝑏
3. P 𝑥 < 𝑏 = 𝑃 𝑥 ≤ 𝑏 = ;∞
𝑓 𝑥 𝑑𝑥
4. The probability that X assumes a value that lies
between a and b is equal to the area under the curve
a and b.

𝑏
That is, P 𝑎 < 𝑥 < 𝑏 =P 𝑎 ≤ 𝑥 ≤ 𝑏 = 𝑎
𝑓 𝑥 𝑑𝑥
5. P 𝑥 = 𝑎 = 0.

Compile By: Bacha E., ASTU, 10

Compiled by: Bacha E., ASTU 5


Probability and Statistics for Engineers 12/3/2021

Example: Suppose that the r-v X is continuous with the pdf


2𝑥, 0 < 𝑥 < 1
of 𝑓 𝑥 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
i) Check that 𝑓 𝑥 is a pdf
ii) Find 𝑃(𝑋 < 0.5)
iii) Find the probability of x is between 0.5 and 1
Solution:
i) Obviously, for 0< 𝑋 < 1, 𝑓(𝑥) > 0, and
∞ 1 1

𝑓 𝑥 𝑑𝑥 = 𝑓 𝑥 𝑑𝑥 = 2𝑥𝑑𝑥 = 1.
;∞ 0 0
Therefore, 𝑓 𝑥 is a pdf.

Compile By: Bacha E., ASTU, 11

0.5 0.5
ii) 𝑃 𝑋 < 0.5 = 0
𝑓 𝑥 𝑑𝑥 = 0
2𝑥𝑑𝑥 = 0.25
iii) Exercise
2. Suppose that X is a continuous random variable
with Pdf
1
𝑓 𝑥 = 6 𝑥 + 𝑘 𝑖𝑓 0 ≤ 𝑥 ≤ 3
0 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Find the value of k (Ans. k = 1/12)
b) Find 𝑃(1 ≤ 𝑋 ≤ 2) (Ans. = 1/3)

Compile By: Bacha E., ASTU, 12

Compiled by: Bacha E., ASTU 6


Probability and Statistics for Engineers 12/3/2021

Expectation and Variance of Random variable


Expectation
 The averaging process, when applied to a random variable
is called expectation.
 It is denoted by E(X) or  and is read as the expected
value of X or the mean value of X.
i) For discrete random variable
Suppose X is a discrete random variable which takes on
values in a finite set 𝑥1, 𝑥2, … , 𝑥𝑛 with probabilities
𝑃(𝑥𝑖) = 𝑃[𝑋 = 𝑥𝑖] 𝑖 = 1, 2, … 𝑛, then Expected value
of X, E(X) of the discrete random variable is given by:
𝑛

𝐸 𝑋 =𝜇= 𝑥𝑖 𝑃(𝑥𝑖 )
𝑖<1
Compile By: Bacha E., ASTU, 13

ii) For continuous random variable


If X is a continuous random variable then

𝐸 𝑋 = 𝑥𝑓(𝑥) 𝑑𝑥
;∞
Some Properties of Expectation
• If X and Y are random variables and k is constants
then:
1. 𝐸(𝑘) = 𝑘, where k is any constant
2. 𝐸 𝑘𝑋 = 𝑘 𝐸(𝑋), where k is any constant
3. 𝐸 𝑋 + 𝑘 = 𝐸(𝑋) + 𝑘
4. 𝐸(𝑋 + 𝑌) = 𝐸(𝑋) + 𝐸(𝑌)
5. 𝐸(𝑋𝑌) = 𝐸(𝑋)𝐸(𝑌), if X, Y are independent random
variables
Compile By: Bacha E., ASTU, 14

Compiled by: Bacha E., ASTU 7


Probability and Statistics for Engineers 12/3/2021

Variance of a random variable


If X is a discrete random variable with expected
value μ then the variance of X, denoted by Var (X),
is defined by:
𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 − 𝜇)2 = 𝐸(𝑋2) – 𝜇2
= 𝐸 𝑋 2 − 𝐸(𝑋) 2
where
𝐸 𝑋 2 = 𝑥 2 𝑃(𝑥) if x is a discrete r.v
 𝐸 𝑋 2 = 𝑥 2 𝑓 𝑥 𝑑𝑥 if x is a continuous r.v

Compile By: Bacha E., ASTU, 15

Properties of Variances
• For any random variable X and constant k, it can be
shown that
1. 𝑉𝑎𝑟 𝑘𝑋 = 𝑘2𝑉𝑎𝑟 𝑋
2. 𝑉𝑎𝑟(𝑋 ± 𝑘) = 𝑉𝑎𝑟(𝑋) + 0 = 𝑉𝑎𝑟(𝑋)
3. If X and Y are independent random variables, then
𝑉𝑎𝑟(𝑋 ± 𝑌) = 𝑉𝑎𝑟(𝑋) + 𝑉𝑎𝑟(𝑌)
More generally if 𝑋1, 𝑋2 … … , 𝑋𝑘 are independent
random variables, then

𝑉𝑎𝑟 (𝑋1 ± 𝑋2 ±. . . ± 𝑋𝑘) = 𝑉𝑎𝑟 (𝑋1) + 𝑉𝑎𝑟 (𝑋2) +


⋯ + 𝑉𝑎𝑟 (𝑋𝑘) Compile By: Bacha E., ASTU, 16

Compiled by: Bacha E., ASTU 8


Probability and Statistics for Engineers 12/3/2021

Examples:
1. Two fair coins are tossed. Determine the mean and
variance of X, where X is the number of heads that
appear.
Solution: 𝑃 𝑋 = 0 = 𝑃 𝑋 𝑇𝑇 = 14,
𝑃 𝑋 = 1 = 𝑃 𝑋 𝐻𝑇 + 𝑃 𝑋 𝑇𝐻 = 14:14 < 24<0.5
𝑃 𝑋 = 2 = 𝑃 𝑋 𝐻𝐻 = 14
X 0 1 2
P(X) 1 2 1
4 4 4

𝐸 𝑋 = 𝑥𝑃 𝑥 = 0 × 14:1×24:2×14 = 1

1 2 1 6 3
𝐸 𝑋2 = 𝑥 2 𝑃 𝑥 = 02 × + 12 × + 22 × = =
4 4 4 4 2
Compile By: Bacha E., ASTU, 17

3 1
 𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋 2
= 2 − 12 = 2
1
 𝑆. 𝑑 = 𝑆𝑥 = 𝑉𝑎𝑟(𝑋) = 2

2. Let X be a continuous random variable with probability


density function (pdf)
𝑥2
𝑓 𝑥 = 9 ,0 < 𝑥 < 3
0 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
i) Find the mean of X.
ii) Find the variance and s.d of X.
Solution:
∞ 3 𝑥2
i) 𝐸 𝑋 = 𝑋 = ;∞
𝑥𝑓(𝑥) 𝑑𝑥 = 0
𝑥(
9
) 𝑑𝑥
3
3 4 4
𝑥 1 3 −0 9
= 𝑑𝑥 = ( )=
9 9 4 4
0 Compile By: Bacha E., ASTU, 18

Compiled by: Bacha E., ASTU 9


Probability and Statistics for Engineers 12/3/2021

ii) V X = 𝐸 𝑋 2 − 𝐸(𝑋) 2
3

𝐸 𝑋2 = 𝑥 2 𝑓 𝑥 𝑑𝑥
0
3
2 1 35 − 05 𝟐𝟕
= 𝑥 2 𝑥9 𝑑𝑥 = ( =
9 5 𝟓
27 9 2
V X = − 4
= 𝟎. 𝟑𝟒
5

Compile By: Bacha E., ASTU, 19

6.2 Common Probability Distributions


1. Common Discrete Probability Distributions
i) Binomial Distribution
The origin of binomial distribution is Bernoulli's trial.
Bernoulli's trial is an experiment where there are only
two possible outcomes, “success" or "failure".
For instance, while rolling a fair die, a "success" may be
defined as "getting even numbers on top" and odd
numbers as "Failure".
Generally, the sample space in a Bernoulli trial is
S = {S, F}, S = Success, F = failure.
Notation: Let probability of success and failure are p and
q respectively.
P (success) = P(s) = p and P (failure) = P (f) = q, where
𝑞 = 1 − 𝑝.
Compile By: Bacha E., ASTU, 20

Compiled by: Bacha E., ASTU 10


Probability and Statistics for Engineers 12/3/2021

Definition: Let X be the number of success in n repeated


Binomial trials with probability of success p on each trial,
then the probability distribution of a discrete random
variable X is called binomial distribution.
 Let p = the probability of success q= 1-p= the probability
of failure on any given trial.
 A binomial random variable with parameters n and p
represents the number of r successes in n independent
trials, when each trial has p probability of success.
 If X is a random variable, then for 𝑟 = 0, 1, 2 … 𝑛
𝑛!
𝑃 𝑋 = 𝑟 = 𝑝𝑟 (1 − 𝑝)𝑛;𝑟
𝑟! 𝑛;𝑟 !
𝑛!
𝑃 𝑋 = 𝑟 = 𝑝𝑟 𝑞𝑛;𝑟 where 𝑞 =1−𝑝
𝑟! 𝑛;𝑟 Compile
! By: Bacha E., ASTU, 21

 n  x n x
P ( x)    p q
 x
Example: Yes/no outcomes (dead/alive, treated/untreated,
smoker/non-smoker, sick/well, etc.)
Compile By: Bacha E., ASTU, 22

Compiled by: Bacha E., ASTU 11


Probability and Statistics for Engineers 12/3/2021

 A binomial experiment is a probability experiment that


satisfies the following assumptions.
1. The experiment consists of n identical trials.
2. Each trial has only one of the two possible mutually
exclusive outcomes, success or a failure.
3. The probability of each outcome does not change from
trial to trial.
4. The trials are independent.
 If X is a binomial random variable with two parameters n
and p then
i) 𝐸 (𝑋) = 𝑛𝑝
ii) 𝑉𝑎𝑟 (𝑋) = 𝑛𝑝𝑞

Compile By: Bacha E., ASTU, 23

Example: A fair coin is flipped 3 times, what is the


probability of getting exactly two heads? Find the
mean, variance and s.d.
Solution:
Let X be number of heads with possible values
0,1,2,3
1
P (getting head) ⇒ 𝑝 = ½, 𝑞 = 1 − 𝑝 = 2 , 𝑛 = 3
𝑛!
𝑃 𝑋=𝑟 = 𝑝𝑟 𝑞𝑛;𝑟
𝑟! 𝑛 − 𝑟 !
3! 1 2 1 3;2
𝑃 𝑋=2 = 2 2
= 38
2! 3 − 2 !
Compile By: Bacha E., ASTU, 24

Compiled by: Bacha E., ASTU 12


Probability and Statistics for Engineers 12/3/2021

Poisson Distribution
 It is a discrete probability distribution which is used in the area of
rare events.
 The Poisson distribution counts the number of success in a fixed
interval of time or within a specified region or the number of rare
successes in a very large number of trials
 Examples of random variables that usually obey the Poisson
distribution are: the number of car accidents in a day, Arrival of
telephone calls over interval of times, Natural disasters like earth
earthquake, etc.
 To apply the Poisson distribution, two conditions must be met:
• The number of success that occurs in any interval is independent of
those that occur in other non-overlapping intervals.
• The probability of a success in an interval is proportional to the size of
the interval.
Compile By: Bacha E., ASTU, 25

 Let X is the number of occurrences in a Poisson process and λ be the


actual average number of occurrence of an event in a unit length of
interval, the probability mass function for Poisson distribution is,
𝜆𝑥 𝑒 ;𝜆
𝑃 𝑋 = , 𝑥 = 0,1,2, …
𝑥!
where e = 2.71828….,
 = mean number of occurrences in the given unit of time, area,
volume, etc.
Remarks
 Poisson distribution possesses only one parameter λ
 If X has a Poisson distribution with parameter , then
𝐸 (𝑋) = 𝜆 𝑎𝑛𝑑 𝑉𝑎𝑟(𝑋) = 𝜆,
 ∞ 𝑥<0 𝑃 𝑋 = 𝑥 = 1
Example
1. In a small city, 10 accidents took place in a time of 50 days. Find
the probability that there will be
a) two accidents in a day and
b) three or more accidents in a day.
Compile By: Bacha E., ASTU, 26

Compiled by: Bacha E., ASTU 13


Probability and Statistics for Engineers 12/3/2021

Solution:
There are 0.2 accidents per day.
Let X be the random variable, the number of
accidents per day
𝑋~𝑝𝑜𝑖𝑠𝑠 𝜆 = 0.2 , 𝑋 = 0,1,2, …
0.22 𝑒 −0.2
a) 𝑃 𝑋 = 2!
= 𝟎. 𝟎𝟏𝟔𝟒
b) 𝑃 𝑋 ≥ 3 = P(X = 3) + P(X = 4) + P(X = 5) +...
= 1− *P(X = 0) + P(X = 1) + P(X = 2)+
= 1 − [0.8187 + 0.1637 + 0.0164]
= 𝟎. 𝟎𝟎𝟏𝟐
c) The Variance of X is ____________.
Compile By: Bacha E., ASTU, 27

2. A company manufacturing light bulbs discovers


from past experience that 2 defects of bulbs are
manufactured per 30 working hours. What is the
probability that 4 defects will be manufactured in 30
working hours?
Solution: 𝜆 = 2
Let X be the random variable that the number of defected
bulbs
24 𝑒 ;2
𝑃 𝑋=4 = = 𝟎. 𝟎𝟗
4!
What about the variance? Exercise

Compile By: Bacha E., ASTU, 28

Compiled by: Bacha E., ASTU 14


Probability and Statistics for Engineers 12/3/2021

2. Common Continuous Probability distributions


The common are:
i) Uniform (Rectangular) Distribution
ii) Normal (or Gaussian) Distribution
iii) Exponential Distribution
iv) Chi-square Distribution
v) Student - t Distribution
vi) F-Distribution
 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.

Compile By: Bacha E., ASTU, 29

Normal Distribution
• The most important continuous probability
distribution in the entire field of statistics is the
normal distribution.
• It is widely used in statistical inference.
• The graph of a normal distribution is called the
normal curve.
Normal curve

x
Compile By: Bacha E., ASTU, 30

Compiled by: Bacha E., ASTU 15


Probability and Statistics for Engineers 12/3/2021

Normal distribution…
The probability density function (pdf) of normally
distributed random variable X is:
1 1 (𝑥;𝜇) 2
𝑓 𝑥 = 𝑒; for −∞ < 𝑥 < ∞,
2𝜋𝜎 2 2 𝜎2
−∞ < 𝜇 < ∞, 𝜎 > 0, 𝑒 = 2.7183, 𝜋 = 3.1416
Where 𝐸 𝑋 = 𝜇 & 𝑉𝑎𝑟 𝑋 = 𝜎 2
𝜇 & 𝜎 2 are parameters of the normal distribution
If 𝑋 has a Normal distribution with mean μ and
variance 𝜎 2 , write 𝑋 ∼ 𝑁 𝜇, 𝜎 2 .
The shape and location of the normal curve
changes as the mean and standard deviation
change.
Compile By: Bacha E., ASTU, 31

Normal distribution…
 Before looking at the process for finding the probabilities
under the normal curve, it is somewhat useful to look at
the Empirical Rule that gives approximate values for
these areas.
 The Empirical Rule for any normal distribution:

Approximately 68% of the data is within one standard


deviation of the mean.
Approximately 95% of the data is within two standard
deviations of the mean.
Approximately 99.7% of the data is within three standard
deviations of the mean.
Compile By: Bacha E., ASTU, 32

Compiled by: Bacha E., ASTU 16


Probability and Statistics for Engineers 12/3/2021

Compile By: Bacha E., ASTU, 33

Normal Distributions: s=1

0, s1
0.50
0.50

1, s1
2, s1
0.40
0.40

3, s1
0.30
0.30
1, s1

0.20
0.20

0.10
0.10

0.00
0.00
-5.0
-5.0 -4.0
-4.0 -3.0
-3.0 -2.0 -1.0 0.0 1.0
1.0 2.0
2.0 3.0
3.0 4.0
4.0 5.0
5.0 6.0
6.0

Note 7 of 5E

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Probability and Statistics for Engineers 12/3/2021

Normal Distributions: =0


1.80 =0, s=1
1.60
=0, s=2
1.40
=0, s=3
1.20
=0, s=0.5
1.00
=0, s=0.25
0.80
0.60
0.40
0.20
0.00
-5.0 -4.0 -3.0 -2.0 -1.0 0.0 1.0 2.0 3.0 4.0 Note
5.07 of 5E6.0

Properties of Normal Distribution:


It is bell shaped
It is symmetrical about its mean
 It is asymptotic to x-axis
Total area under the curve sums to 1, i.e., the area
of the distribution on each side of the mean is 0.5.
It is unimodal
𝑀𝑒𝑎𝑛 = 𝑀𝑒𝑑𝑖𝑎𝑛 = 𝑀𝑜𝑑𝑒
The probability that a random variable will have a
value between any two points is equal to the area
under the curve between those points.
Compile By: Bacha E., ASTU, 36

Compiled by: Bacha E., ASTU 18


Probability and Statistics for Engineers 12/3/2021

Standard Normal Distribution


o A normal distribution can have any mean and any positive
standard deviation.
o The distribution of a normal random variable with mean 0
and variance 1 is called a standard normal distribution.
o All normally distributed variables can be transformed into
the standard normally distributed variable by using the
formula for the standard score:
𝑋−𝜇
𝑍=
𝜎
- Z is standard normal random variable.
 𝐸 𝑍 = 0 𝑎𝑛𝑑 𝑉𝑎𝑟 𝑍 = 1
1
1 ; 𝑧2
 The pdf of z is: 𝑓 𝑧 = 2𝜋
𝑒 2

Compile By: Bacha E., ASTU, 37

Properties of the Standard Normal Distribution


1. Same as a normal distribution, but also...
• Mean is zero
• Variance is one
• Standard Deviation is one
2. Total area under the standard normal curve is equal
to 1.
3. The standard normal curve is asymptotic to x-axis.
4. The standard normal curve is symmetric about 0.
5. Most of the area under the standard normal curve
lies between -3 and 3.

Compile By: Bacha E., ASTU, 38

Compiled by: Bacha E., ASTU 19


Probability and Statistics for Engineers 12/3/2021

-Values of z to the left of center are negative.


-Values of z to the right of center are positive
-Total area under the curve is 1.
-Areas on both sides of center equal to 0.5

Compile By: Bacha E., ASTU, 39

 To find an area between 0 and a positive z-value, read


directly from the table
 Use properties of standard normal curve and other
probability rules to find other areas
i) 𝑃(0 < 𝑧 < 1.96) = .4750
𝑖𝑖) 𝑃(−1.96 < 𝑧 < 0) = 𝑃(0 < 𝑧 < 1.96) = .4750

𝑖𝑖𝑖) 𝑃(𝑧 < 1.96) = 𝑃(𝑧 < 0) + 𝑃(0 < 𝑧 < 1.96)
= .5 + .4750 = .9750
𝑖𝑣) 𝑃(𝑧 < −1.96) = 𝑃(𝑧 > 1.96) = 0.5 − .4750
= .0250
𝑣) 𝑃(−1.96 < 𝑧 < 1.96) = 𝑃(𝑧 < 1.96) − 𝑃(𝑧
< −1.96)
= .9750 − .0250 = .9500
Compile By: Bacha E., ASTU, 40

Compiled by: Bacha E., ASTU 20


Probability and Statistics for Engineers 12/3/2021

Compile By: Bacha E., ASTU, 41

• To find the area to the left of z, find the area that corresponds to
z in the Standard Normal Table.

2. The area to the


left of z = 1.23 is
0.8907.

z
0 1.23
• 𝑃 𝑍 < 1.23 = 𝑃 𝑍 < 0 + 𝑃 0 < 𝑍 < 1.23
= 0.5 + 0.3907 = 𝟎. 𝟖𝟗𝟎𝟕

• Find the area under the standard normal distribution which lies
i) Between 0 & 0.96
Solution:
𝑨𝒓𝒆𝒂 = 𝑷 𝟎 < 𝒁 < 𝟎. 𝟗𝟔 = 𝟎. 𝟑𝟑𝟏𝟓

Compile By: Bacha E., ASTU, 42

Compiled by: Bacha E., ASTU 21


Probability and Statistics for Engineers 12/3/2021

ii) Between -1.45 and 0


Solution:
𝑃 −1.45 < 𝑍 < 0 = 𝑃 0 < 𝑍 < 1.45
= 𝟎. 𝟒𝟐𝟔𝟓
iii) To the right of -0.35
Solution:
𝑃 𝑍 > −0.35 = 𝑃 −0.35 < 𝑍 < 0 + 𝑃 𝑍 > 0
= 𝑃 0 < 𝑍 < 0.35 + 𝑃 𝑍 > 0
= 0.1368 + 0.5 = 𝟎. 𝟔𝟑𝟔𝟖
iv) To the left of -0.35
Solution:Ans. 0.3632
Compile By: Bacha E., ASTU, 43

Cont…
v) Between -0.67 and 0.75
Solution:
𝑃 −0.67 < 𝑍 < 0.75
= 𝑃 −0.67 < 𝑍 < 0 + 𝑃 0 < 𝑍 < 0.75
= 0.2486 + 0.2734 = 𝟎. 𝟓𝟐𝟐𝟎
vi) Between 0.25 and 1.25
Solution:
𝑃 0.25 < 𝑍 < 1.25
= 𝑃 0 < 𝑍 < 1.25 − 𝑃 0 < 𝑍 < 0.25
= 0.3944 − 0.0987 = 𝟎. 𝟐𝟗𝟓𝟕
Compile By: Bacha E., ASTU, 44

Compiled by: Bacha E., ASTU 22


Probability and Statistics for Engineers 12/3/2021

2. Find the value of Z if


a) The normal curve area between 0 and z(positive) is
0.4726.
Solution:
𝑃 0 < 𝑍 < 𝑧 = 0.4726 and from table
𝑃 0 < 𝑍 < 1.92 = 0.4726
⇔ 𝒛 = 𝟏. 𝟗𝟐
b) The area to the left of z is 0.9868
Solution:
𝑃 𝑍 < 𝑧 = 0.9868
= 𝑃 𝑍 < 0 + 𝑃 0 < 𝑍 < 𝑧 = 0.5 + 𝑃 0 < 𝑍 < 𝑧
⇒ 𝑃 0 < 𝑍 < 𝑧 = 0.9868 − 0.50 = 0.4868 and from table
𝑃 0 < 𝑍 < 2.2 = 0.4868
⇔ 𝒛 = 𝟐. 𝟐𝟐
Compile By: Bacha E., ASTU, 45

3. A random variable X has a normal distribution with mean


80 and standard deviation 4.8. What is the probability that it
will take a value
a) Less than 87.2
b) Greater than 76.4
c) Between 81.2 and 86.0
Solution:
X is normally distributed with mean,
𝜇 = 80 & 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛, 𝜎 = 4.8
𝑋;𝜇 87.2;𝜇
a)𝑃 𝑋 < 87.2 = 𝑃 𝜎 < 𝜎
87.2 − 80
=𝑃 𝑍< = 𝑃 𝑍 < 1.5
4.8
= 𝑃 𝑍 < 0 + 𝑃 0 < 𝑍 < 1.5 = 0.50 + 0.4332
= 𝟎. 𝟗𝟑𝟑𝟐

Compile By: Bacha E., ASTU, 46

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Probability and Statistics for Engineers 12/3/2021

𝑋;𝜇 76.4;𝜇
b) 𝑃 𝑋 > 76.4 = 𝑃 >
𝜎 𝜎
76.4 − 80
=𝑃 𝑍> = 𝑃 𝑍 > −0.75
4.8
= 𝑃 𝑍 > 0 + 𝑃 0 < 𝑍 < 0.75
= 0.50 + 0.2734 = 𝟎𝟕𝟕𝟑𝟒
81.2;𝜇 𝑋;𝜇 86.0;𝜇
c) 𝑃 81.2 < 𝑋 < 86.0 = 𝑃 < <
𝜎 𝜎 𝜎
81.2 − 80 86.0 − 80
=𝑃 <𝑍<
4.8 4.8
= 𝑃 0.25 < 𝑍 < 1.25
= 𝑃 0 < 𝑍 < 1.25 − 𝑃 0 < 𝑍 < 0.25
= 0.3934 − 0.0987 = 𝟎. 𝟐𝟗𝟓𝟕
Compile By: Bacha E., ASTU, 47

Compiled by: Bacha E., ASTU 24

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