Unit 4

Unit IV
Continuous Probability Distributions

 Normal Distribution
A continuous random variable 𝑋 having the bell shaped distribution is called a normal
random variable. The p.d.f. of normal probability curve is given as
1 (𝑥−𝜇)2
−
𝑛(𝑥; 𝜇, 𝜎) = 𝑒 2𝜎 2 , −∞<𝑥 <∞
𝜎√2𝜋
 The curve is bell shaped and symmetrical about the line 𝑥 = 𝜇.
 Mean, Median and Mode coincide.
 Maximum probability occurs at 𝑥 = 𝜇 and maximum probability is given by

1
𝑓 (𝑥 ) = .
𝜎√2𝜋
 The curve has its points of inflection at 𝑥 = 𝜇 ± 𝜎; it is concave downward if 𝜇 −
𝜎 < 𝑋 < 𝜇 + 𝜎 and is concave upwards otherwise.
 The normal curve approaches the horizontal axis asymptotically as we proceed

away from mean in either direction.
𝑋−𝜇
 𝑛(𝑥; 𝜇, σ) with mean 𝜇 and variance 𝜎 2 and 𝑍 = 𝜎
is standard normal variate
with 𝐸 (𝑍) = 0, 𝑉 (𝑍) = 1.
𝑧2
1
 p.d.f. of standard normal variate is 𝜑(𝑍) = 𝑒− 2 , −∞<𝑧 <∞
√2𝜋
 Maximum probability occurs at 𝑍 = 0 for standard normal variate.
Find
(i) 𝑃(z ≤ −1) = (ii) 𝑃(𝑧 ≥ 1) =
(iii) 𝑃(−1 ≤ 𝑧 ≤ 1) = (iv) 𝑃(−1.645 ≤ 𝑧 ≤ 0) =
(v) 𝑃(−1.28 ≤ 𝑍 ≤ −0.83) = (vi) 𝑃(−1.96 ≤ 𝑧 ≤ 1.96) =
(vii) 𝑃(−2 ≤ 𝑧 ≤ 0) = (viii) 𝑃(𝑧 ≤ −2.58) =
(ix) 𝑃(0.55 ≤ 𝑧 ≤ 1.78) = (x) 𝑃(−0.67 ≤ 𝑍 ≤ 1.23) =
STEPS TO SOLVE QUESTION ON NORMAL DISTRIBUTION

𝑋−𝜇
(i) Convert Normal Variate 𝑋 to standard normal variate using 𝑍 = .
𝜎
(ii) Convert the probability interval in the provided table form.
Q1.
Given
𝑃(𝑍 ≤ 0.845) = 0.80, 𝑃(𝑍 ≤ −1.15) = 0.125, 𝑃(𝑍 ≤ 1.15) = 0.875,
𝑃(𝑍 ≤ −2.167) = 0.0152, 𝑃(𝑍 ≤ −1.33) = 0.0918,
𝑃(𝑍 ≤ 1.83) = 0.9664, 𝑃(𝑍 ≤ 0.33) = 0.6293,
Q2.
Given
𝑃(0 ≤ 𝑍 ≤ 0.6) = 0.2257, 𝑃(0 ≤ 𝑍 ≤ 2) = 0.4772,
𝑃(0 ≤ 𝑍 ≤ 1.6) = 0.4452, 𝑃(0 ≤ 𝑍 ≤ 0.675) = 0.25
Q3. A normal distribution has mean 25 and variance 25. Find the limits which
include 90% of the area under the curve.
Q4. In a university examination of a particular year, 60% of the students failed
when mean of the marks was 50% and s.d. 5%. University decided to relax the
conditions of passing by lowering the pass marks, to show its result 70%. Find
the minimum marks for a student to pass, supposing the marks to be normally
distributed and no change in the performance of students take place.
Given: 𝑃(𝑧 ≤ 0.525) = 0.70, 𝑃(𝑧 ≤ 0.845) = 0.80
Q5. The height measurements of 600 adult males are arranged in ascending
order and it is observed that 180th and 450th entries are 64.2'' and 67.8''
respectively. Assuming that the sample of heights drawn from a normal
population, estimate the mean and s.d. of the distribution.
Given: 𝑃(0 ≤ 𝑧 ≤ 0.525) = 0.20, 𝑃(0 ≤ 𝑧 ≤ 0.675) = 0.25,

𝑃(0 ≤ 𝑧 ≤ 0.845) = 0.30
Q6. A certain machine makes electrical resistors having a mean resistance of

40 ohms and s.d. of 2 ohms. Assuming that the resistance follows a normal
distribution, find the %age of resistances exceeding 43 ohms if
(i) resistance can be measured to any degree of accuracy.
(ii) resistance is measured to the nearest ohm.
Given: 𝑃(𝑍 < 1.5) = 0.9332 , 𝑃(𝑍 < 1.75) = 0.9599, 𝑃(𝑍 < 1.25) =
0.8944
Q7. The heights of 1000 students are normally distributed with a mean of 174.5
cms and s.d. 6.9 cms. Assuming that the heights are recorded to the nearest half
centimeter, how many of these students would be expect to have heights
(a) less than 160.0 cms?
(b) greater than equal to 188.0 cms?
(c) equal to 175.0 cms?
(d) between 171.5 and 182.0 cms inclusive?
Normal approximation to Binomial distribution
Q8.
(c) exactly 85 survive?
MGF of Normal distribution

𝝈𝟐 𝒕𝟐
𝝁𝒕+
𝑴𝑿 (𝒕) = 𝒆 𝟐
𝟐 /𝟐
For Standard normal variable 𝑴𝒛 (𝒕) = 𝒆𝒕
Home Exercise: Derive the expression for mean and variance of normal
distribution using MGF.
Q9. Practice MCQs

(i).
(ii).
(iii)
(iv)
(v)
Exponential Distribution
 The time between events in a Poisson process is an exponential
distribution.
 Poisson Exponential
Events per single unit of time Time per single event
 The time required for first event to occur is Exponential
distribution.
 The mean of the exponential distribution is the parameter
𝛽, which is the reciprocal of the parameter in the Poisson
distribution.
 𝛽 is called mean time between events.
MGF of Exponential distribution

𝟏 𝟏
𝑴𝑿 (𝒕) = , 𝒑𝒓𝒐𝒗𝒊𝒅𝒆𝒅 > 𝒕
𝟏 − 𝒕𝜷 𝜷
2
Q10. If MGF of exponential distribution is given as 𝑀𝑋 (𝑡) = 2−𝑡 , then find
(a) parameter of exponential distribution.
(b) mean time b/w events.
(c) 𝑃(𝑋 < 1)
Q11.
Q12.
Gamma Distribution
 Γ(𝛼 ) = (𝛼 − 1)Γ(𝛼 − 1), 𝛼>1
 Γ(𝑛) = (𝑛 − 1)!
 Γ(1) = 1
1
 Γ (2) = √𝜋
Q13. Find value of

∞
(i) Γ(5) (ii) Γ(7/2) (iii) Γ(11/2) (iv) ∫0 𝑒 −𝑥 𝑥 5 𝑑𝑥
 The time until the occurrence of a Poisson event is random variable

described by exponential distribution, whereas the time until a
specified number of Poisson events occur is a random variable
described by gamma distribution.
 The specific number of events is the parameter 𝛼 in the gamma
distribution.
 The special gamma distribution for which 𝛼 = 1 is called the
exponential distribution.
 𝛼 is called shape parameter and 𝛽 is called scale parameter.
 If 𝑋𝑖 ~ 𝐸𝑥𝑝(𝛽 ), then 𝑌 = ∑𝑛𝑖=1 𝑋𝑖 ~gamma distribution.
MGF of Gamma Distribution

𝟏 𝟏
𝑴𝑿 (𝒕) = , 𝒑𝒓𝒐𝒗𝒊𝒅𝒆𝒅 >𝒕
(𝟏 − 𝒕𝜷)𝜶 𝜷
Q14. In a certain city, the daily consumption of water follows a gamma
distribution with 𝛼 = 2, 𝛽 = 3. If the daily capacity of that city is 9 million
litres of water, what is the probability that on any given day the water supply is
adequate?
Q15.
Q16. On Saturday morning, customers arrive at bakery according to Poisson
process at an average rate of 15 per hour.
(a) What is the probability that it takes less than 10 minutes for the
first 3 customers to arrive?
(b) What is the average amount of time that will elapse before 3
customers arrive in the bakery?
(c) What is the probability that exactly 15 customers arrive in an
hour?
Q17. The mean and variance of gamma distribution are 6 and 12. Find
(i) parameters of Gamma distribution.
(ii) 𝑃(𝑋 < 2)
Gamma distribution of first kind
𝑒 −𝑥 𝑥 𝛼−1
𝑓(𝑥; 𝛼 ) = { Γ(𝛼 ) , 𝛼 > 0, 𝑥 > 0
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

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Unit IV

Continuous Probability Distributions

 The curve is bell shaped and symmetrical about the line 𝑥 = 𝜇.

 Mean, Median and Mode coincide.

 Maximum probability occurs at 𝑥 = 𝜇 and maximum probability is given by

 The normal curve approaches the horizontal axis asymptotically as we proceed

STEPS TO SOLVE QUESTION ON NORMAL DISTRIBUTION

Given: 𝑃(𝑧 ≤ 0.525) = 0.70, 𝑃(𝑧 ≤ 0.845) = 0.80

Given: 𝑃(0 ≤ 𝑧 ≤ 0.525) = 0.20, 𝑃(0 ≤ 𝑧 ≤ 0.675) = 0.25,

Q6. A certain machine makes electrical resistors having a mean resistance of

(c) exactly 85 survive?

MGF of Normal distribution

Q9. Practice MCQs

MGF of Exponential distribution

Q13. Find value of

 The time until the occurrence of a Poisson event is random variable

MGF of Gamma Distribution

Gamma distribution of first kind

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