TOPIC 4

CONTINUOUS RANDOM VARIABLE AND PROBABILITY

DISTRIBUTION
❖ SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
(Uniform distribution and, Normal distribution)
 LEARNING OBJECTIVES

By the end of this sub-topic, you should be able to:

❖Determine the special continuous probability distribution

(Uniform distribution and, Normal distribution)
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Uniform Distribution
• Definition:
The probability density function of the uniform distribution is
1
f (x) = for   x  
 −
where  is the location parameter and  −  is the scale parameter.
•
• The case where  = 0 and  = 1 is called the standard uniform distribution. The equation
for the standard uniform distribution is f ( x ) = 1 for 0  x  1

• Uniform distribution denotes as X ~ Uni ( ,  )

• Expectation of X, E(X) :
+
E(X) =
2
• Variance of X, Var(X):
( −  )
2

Var ( X ) =
12
SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Uniform Distribution
Example 3
Let X be a random variable for the uniform distribution distributed between 50 and 80.
a) Calculate the probability that X will be less than 60.
b) Find the probability that X will be higher than 70.
c) Calculate the mean and variance for X.

SOLUTION 1 1
a ) X ~ Uni ( 50,80 ) , f ( x ) = = , 50  x  80
80 − 50 30
60
 x 
60
1 60 50 1
P ( X  60 ) =  dx =   = − =
50
30   50
30 30 30 3
80
 x 
80
1 80 70 1
b ) P ( X  70 ) =  dx =   = − =
70
30  30  70 30 30 3
50 + 80
c)E ( X ) = = 65
2
( 80 − 50 )
2

Var ( X ) = = 75
12
 ECK SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
K CH Uniform Distribution
QUI C
Question 4
Let X be the random variable of the time taken for a worker to complete a given task.
Assume X is uniformly distributed between 5 to 7 hours (inclusive).

a) What is the probability density function?

b) Find the probability that the worker will complete between 5.5 and 6 hours.
c) Find E(X) and Var(X).

SOLUTION
a ) X ~ Uni ( 5,7 ) ,
1 1
f (x) = = , 5x7
7−5 2
1
 ,5  x  7
f (x) = 2
0 , elsewhere
 ECK SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
K CH Uniform Distribution
QUI C
Question 4
b) Find the probability that the worker will complete between 5.5 and 6 hours.
c) Find E(X) and Var(X).

SOLUTION
6
x
6
1 6 5.5 1
b ) P ( 5.5  X  6 ) =  dx =   = − =
5.5
2  2  5.5 2 2 4
5+7
c)E ( X ) = =6
2
(7 − 5)
2

Var ( X ) = = 0.33
12
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Normal Distribution

• The Normal Distribution is the most used statistical distribution. The principal reasons are:
1. Normality arises naturally in many physical, biological, and social measurement situations.
2. Normality is important in statistical inference.

• The normal distribution is characterized by two parameters: the mean μ and the standard deviation
sigma. The mean is a measure of location or center and the standard deviation is a measure of
scale or spread.
• The mean can be any value between ± infinity and the standard deviation must be positive.
• Each possible value of μ and sigma (σ) defines a specific normal distribution and collectively all
possible normal distributions define the normal family. Any member of the normal family can be
displayed by changing μ and sigma.
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Normal Distribution
Characteristics of the Normal Distribution:

A normal distribution is a continuous distribution. It is a bell-shaped curve such that:

1. The total area under the curve is 1.

2. The curve is symmetrical about the mean.
3. The highest point on the normal curve is at the mean of the distribution.
4. The standard deviation determines the width of the curve
5. The two tails of the curve extend indefinitely from − to 

Definition:
A random variable X has a normal distribution if its probability density is given by:
1
1 − ( −  ) 2

f (x) =
x
2
, − x 
2
e
2 2

• Normal distribution denotes as (

X ~ N , 2 )
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution

• To solve problems related to the normal distribution, we need to convert the random variable, X to the
standard normal random variable denoted as Z. If x is a random variable with mean and standard
deviation, then the standard normal variable
x−
Z= where Z ~ N ( 0,1)


where x is a score from the original normal distribution, μ is the mean of the original normal distribution,
and σ is the standard deviation of the original normal distribution.
• The following steps are helpful when working with the normal curve problems:
1. Graph the normal distribution, and shade the area related to the probability you want to find.
2. Convert the boundaries of the shaded area from X values to the standard normal random variable Z
values using the Z formula above.
3. Use the standard Z table to find the probabilities or the areas related to the Z values in step 2
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution
Example 4
Finding the probability using the standard normal distribution table. Refer to Table 3 (Normal distribution)

1. P(Z > 2.03)=0.02118

2.03
CALCULATOR FX-570MS: CALCULATOR FX-570MS:
MODE→SD→SHIFT 3→ CLICK 3 (R)→ R(2.03)→= MODE→SD→SHIFT 3→ CLICK 1 (P)→ P(2.03)→=

CALCULATOR FX-570ES PLUS: CALCULATOR FX-570ES PLUS:

MODE→STAT→CLICK AC→ CLICK SHIFT 1→ MODE→STAT→CLICK AC→ CLICK SHIFT 1→
DISTR→ CLICK 3 (R)→ R(2.03)→= DISTR→ CLICK 1 (P)→ P(2.03)→=

CALCULATOR FX-570EX: CALCULATOR FX-570EX:

MENU→DISTRIBUTION→CLICK NORMAL CD → MENU→DISTRIBUTION→CLICK NORMAL CD→
LOWER: 2.03→ =→ UPPER: 5→= LOWER: - 5 → =→ UPPER: 2.03→=

CALCULATOR FX-57MS AND FX-570ES PLUS: P( , Q( , R(

less than between (-ve and +ve) greater than
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution
Example 4
Finding the probability using the standard normal distribution table. Refer to Table 3 (Normal distribution)

CALCULATOR FX-570MS: CALCULATOR FX-570MS:

MODE→SD→SHIFT 3→ CLICK 3 (R)→ R(-2.03)→= MODE→SD→SHIFT 3→ CLICK 1 (P)→ P(-2.03)→=

CALCULATOR FX-570ES PLUS: CALCULATOR FX-570ES PLUS:

MODE→STAT→CLICK AC→ CLICK SHIFT 1→ MODE→STAT→CLICK AC→ CLICK SHIFT 1→
DISTR→ CLICK 3 (R)→ R(-2.03)→= DISTR→ CLICK 1 (P)→ P(-2.03)→=

CALCULATOR FX-570EX: CALCULATOR FX-570EX:

MENU→DISTRIBUTION→CLICK NORMAL CD → MENU→DISTRIBUTION→CLICK NORMAL CD→
LOWER: - 2.03→ =→ UPPER: 5→= LOWER: - 5 → =→ UPPER: - 2.03→=

CALCULATOR FX-57MS AND FX-570ES PLUS: P( , Q( , R(

less than between (-ve and +ve) greater than
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution
Example 4
Finding the probability using the standard normal distribution table. Refer to Table 3 (Normal distribution)

CALCULATOR FX-570MS:
MODE→SD→SHIFT 3→ CLICK 2 (Q)→ Q(- 0.5)+Q(2.03)→=

CALCULATOR FX-570ES PLUS:

MODE→STAT→CLICK AC→ CLICK SHIFT 1→ DISTR→ CLICK 2 (Q)→ Q(- 0.5)+Q(2.03)→=

CALCULATOR FX-570EX:
MENU→DISTRIBUTION→CLICK NORMAL CD → LOWER: - 0.5→ =→ UPPER: 2.03 →=

CALCULATOR FX-57MS AND FX-570ES PLUS: P( , Q( , R(

less than between (-ve and +ve) greater than
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution
Example 4
Finding the probability using the standard normal distribution table. Refer to Table 3 (Normal distribution)

CALCULATOR FX-570MS:
MODE→SD→SHIFT 3→ CLICK 3 (R)→ R(0.5) - R(2.03)→=

CALCULATOR FX-570ES PLUS:

MODE→STAT→CLICK AC→ CLICK SHIFT 1→ DISTR→ CLICK 3 (R)→ R(0.5) - R(2.03)→=

CALCULATOR FX-570EX:
MENU→DISTRIBUTION→CLICK NORMAL CD → LOWER: 0.5→ =→ UPPER: 2.03 →=

CALCULATOR FX-57MS AND FX-570ES PLUS: P( , Q( , R(

less than between (-ve and +ve) greater than
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution

Calculate the following using the standard normal distribution, find the value of k. Refer to Table 4 (Normal distribution)
1. P (Z > k) = 0.3 3. P (Z > k) = 0.75
k = (0.52+0.53)/2=0.525 P (Z > k) = 0.75 (not in the normal table & k is negative)
P (Z < k) =0.25
k = - 0.67

2. P(Z < k)= 0.95

P (Z < k) = 0.95 (not in the normal table) 4. P (Z < k) = 0.25
P (Z > k) = 0.05 P (Z < k) = 0.25 (k is negative)
k = (1.64 + 1.65)/2 = 1.645 k = - 0.67
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution

Calculate the following using the standard normal distribution, find the value of k. Refer to Table 4 (Normal distribution)
1. P (Z > k) = 0.3 2. P(Z < k)= 0.95

0.7 0.3
0.95
0.05
k k
Using table 4:
Using table 4: P (Z < k) = 0.95 (not in the normal
P(Z>k)=0.3 table)
k=+Z0.3 P(Z>k)=0.05
k=0.5244 k=+Z0.05
k=1.6449

CALCULATOR FX-570EX: CALCULATOR FX-570EX:

MENU→DISTRIBUTION→ MENU→DISTRIBUTION→CLICK
CLICK INVERSE NORMAL INVERSE NORMAL → AREA: 0.95→ =
→ AREA: 0.7→ =
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Standard Normal Distribution

Calculate the following using the standard normal distribution, find the value of k. Refer to Table 4 (Normal distribution)
3. P (Z > k) = 0.75 4. P (Z < k) = 0.25

0.75 0.25
0.25 0.75

k k
Using table 4: Using table 4:
P (Z < k) = 0.25 (k is negative)
P (Z > k) = 0.75 (not in the k= - Z0.25
normal table & k is k= - 0.6745
negative)
P(Z< k)=0.25
k= - Z0.25 CALCULATOR FX-570EX:
MENU→DISTRIBUTION→CLICK
k= - 0.6745 INVERSE NORMAL → AREA: 0.25→ =

CALCULATOR FX-570EX:
MENU→DISTRIBUTION→
CLICK INVERSE NORMAL
→ AREA: 0.25→ =
 ECK SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
K CH
QUI C Standard Normal Distribution
Question 5
By using the statistical table, find
a) P(Z > 1.11)
b) P(Z < -2.55)
c) P(Z > -0.46)
d) P(-1.5< Z < 1.83)
e) P(-1.62 < Z < 0)

SOLUTION
a) P(Z > 1.11) = 0.1335
b) P(Z < -2.55) = 0.00539
c) P(Z > -0.46) = 1 – 0.3228 = 0.6772
d) P(-1.5< Z < 1.83) = P(Z>-1.5) – P(Z>1.83)= (1-0.0668) – 0.0336= 0.8996
e) P(-1.62 < Z < 0) = P(Z>-1.62) – P(Z>0)= (1- 0.0526) – 0.5= 0.44738
 ECK SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
K CH
QUI C Standard Normal Distribution
Question 6
By using the statistical table, solve the following question.

a) If X~N (125,9) and P (X < k) = 0.95, find the value of k.

b) If X~N (250,25) and P (X < k) = 0.05, find the value of k.
SOLUTION
a ) X ~ N (125,9 ) b ) X ~ N ( 250,25 )
P ( X  k ) = 0.95 (not in the normal table) P ( X  k ) = 0.05
 k − 125   k − 250 
P Z   = 0.95 P Z   = 0.05
 9   25 
k − 125 k − 250
= Z0.05 = −Z0.05
9 25
k − 125 k − 250
= 1.6449 = −1.6449
3 5
 k = 129.9347  k = 241.7755
 SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
Normal Distribution
Example 5
Let X represents the lifetime in months of a battery and assumes that approximately 𝑋~𝑁(60,36). Find
a) The probability that batteries will fail within a four-year warranty period
b) The warranty period would correspond to 5% failures

SOLUTION
b) X ~ N ( 60,36 )
a ) X ~ N ( 60,36 ) ,4 x12months=48 months
P ( X  k ) = 0.05
 48 − 60 
P ( X  48 ) = P  Z   = P ( Z  −2 ) = 0.0228  k − 60 
 36  P Z   = 0.05
 36 
k − 60
= −1.6449
6
From table: k = −1.6449 ( 6 ) + 60 = 50.13months
𝑍0.05 = −1.6449
 ECK SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION
K CH
QUI C Normal Distribution
Question 7
Pizza Hut promises to deliver your order to your home within 45 minutes. Suppose that the time taken to
deliver the orders is normally distributed with a mean equal to 42 minutes and a standard deviation equal
to 10 minutes.

a) Determine the probability that Pizza Hut will deliver within the specific time.
b) Determine the probability that Pizza Hut will deliver the orders between 35 to 43 minutes.

( )
SOLUTION
a) X ~ N  = 42, 2 = 102 = 100
 45 − 42 
P ( X  45 ) = P  Z   = P ( Z  0.3 ) = 1 − 0.3821 = 0.6179
 10 
 35 − 42 43 − 42 
b) P ( 35  X  43 ) = P  Z
 10 10 
= P ( −0.7  Z  0.1)
= 0.29787
 SUMMARY
SPECIAL CONTINUOUS PROBABILITY DISTRIBUTION

Uniform Distribution Normal Distribution

1
f (x) = for   x   Definition:
 − A random variable X has a normal distribution if its
probability density is given by:
1
+ 1 − ( x −  )2
E(X) = f (x) = 2
, − x 
2
e
2 2 2

Var ( X ) =
(  −)
2
• Normal distribution denotes as (
X ~ N , 2 )
12
 TUTORIAL WEEK 11
REFER TO TUTORIAL 4 ANSWER
Q5 a)Find pdf
QUESTION 5 a), b), c) and d) b)
1
QUESTION 6 a), b), and c) 8
QUESTION 7 a), b), and c) 3
c)
4
QUESTION 17 a) i), ii), and b)
400
d) E ( X ) = 80 , Var ( X ) =
3
Q6 a)0.2743
b)0.9918
c)0.78745
Q7 a)0.4013
b) 673
c)90
Q17a)i)0.1587
ii)0.7698
b) k = 0.007121