MATH 2330

COMPUTATIONAL
METHOD AND
STATISTICS-
CHAPTER 2B:
CONTINUOUS
PROBABILITY
DISTRIBUTION
P R E PA R E D BY :
DR MAZIATI AKMAL BT
MOHD HATTA
 Continuous probability distribution
• Probability density function - function that describes the relative likelihood for the random
variable to take on a given value.

• The probability fall within a particular region is given by the integral of this variable’s density over
the region. The probability density function is nonnegative everywhere, and its integral over the
entire space is equal to 1.

Area under a curve between two points

• For a continuous random variable X, a probability density function is a function such that
i. 𝑓 𝑥𝑖 ≥ 0
∞
ii. න 𝑓(𝑥) 𝑑𝑥 = 1
−∞

𝑏
iii. න 𝑓 𝑥 𝑑𝑥 = area under 𝑓 𝑥 from 𝑎 to 𝑏 for any 𝑎 and 𝑏
𝑎
 Continuous probability distribution
Eg 1: Let the continuous random variable X denote the current measured in a thin copper wire in mA.
Assume that the range of X is [0, 20 mA], and assume that the probability density function of X is 𝑓(𝑥)
= 0.05 for 0 ≤ 𝑥 ≤ 20. What is the probability that a current measurement is less than 10 mA?

Sol :
10
𝑃 𝑋 < 10 = න 0.05 𝑑𝑥 = [0.05𝑥]10
0 = 0.5 𝑜𝑟
0 𝑓(𝑥)
= 10 0.05 = 0.5 0.05

𝑥
0 10 20
 Continuous probability distribution
Eg 2: Let the continuous random variable X denote the diameter of a hole drilled in a sheet metal
component. The target diameter is 12.5 mm. Most random disturbance to the process result in larger
diameters. Historical data show that the distribution of X can be modelled by a probability density
function
The probability if the
𝑓 𝑥 = 20𝑒 −20(𝑥−12.5) , 𝑥 ≥ 12.5 diameter of a hole drilled
is ≥ 12.5 is given by f(x)

a)If a part with diameter larger than 12.6 mm is scrapped, what proportion of parts is scrapped?

b)What proportion of parts is between 12.5 to 12.6 mm?

 Continuous probability distribution
Sol (Eg. 2):
∞
a) 𝑃 𝑋 > 12.6 = න 20𝑒 −20(𝑥−12.5) 𝑑𝑥
12.6

∞
= −𝑒 −20(𝑥−12.5) 12.6

= 0 + 0.135 = 0.135

12.6
b) 𝑃 12.5 < 𝑋 < 12.6 = න 20𝑒 −20(𝑥−12.5) 𝑑𝑥
12.5

−20(𝑥−12.5) 12.6
= −𝑒 12.5

= −0.135 + 1 = 0.865
 Mean and variance of continuous random variable
• Suppose X is a continuous random variable with probability density function f(𝑥), the mean or the
expected value of X, is
∞
𝝁 = 𝑬 𝒙 = න 𝒙𝒇 𝒙 𝒅𝒙
−∞

• The variance of X is

∞ ∞
𝝈𝟐 = 𝑽 𝒙 = ‫׬‬−∞(𝒙 − 𝝁)𝟐 𝒇 𝒙 𝒅𝒙 = ‫׬‬−∞ 𝒙𝟐 𝒇 𝒙 𝒅𝒙 − 𝝁𝟐

The standard deviation of X is σ= 𝝈2 .

Expected value of a function of a continuous random variable
• If X is a continuous random variable with probability density function 𝑓(𝑥), the expected value is

∞
𝑬[𝒉 𝒙 ] = න 𝒉(𝒙)𝒇 𝒙 𝒅𝒙
−∞
 Mean and variance of continuous random variable
Eg 3: The thickness of a conductive coating in a micrometers has a density function of 600𝑥 -2 for
100 µm<𝑥 <120 µm

a) Determine the mean and variance of the coating thickness

b) If the coating cost RM0.50 per micrometer of thickness on each part, what is the average cost of the
coating per part?
 Mean and variance of continuous random variable
Sol (Eg. 3):
120
600 120
a) Mean, 𝜇 = න 𝑥∙ 𝑑𝑥 = [600 ln 𝑥]100 = 109.39 μm
100 𝑥2

120 120
600 11966.1
Variance, 𝜎 2 = න (𝑥 − 109.39)2 𝑑𝑥 = 600 𝑥 − 218.78 ln 𝑥 − = 33.1 μm
100 𝑥2 𝑥 100

b) 1μm → 𝑅𝑀 0.50

109.39 × 0.50
∴ The average cost of the coating per part = = RM 54.70
1
 Mean and variance of continuous random variable
Eg 4: Let the continuous random variable X denote the current measured in a thin copper wire in
milliamperes. Assume that the range of X is [0, 20 mA], and assume that the probability density function of X
is 𝑓(𝑥) = 0.05 for 0 ≤ 𝑥 ≤ 20. Find.

a) the mean and the variance of the current measurement. [Ans: 10, 33.3 mA]

b) the expected value of the squared current. [Ans: 133.3 mA]

 Cumulative Distribution Functions
• The cumulative distribution function of a continuous random variable X is

𝒙
𝑭 𝒙 = 𝑷 𝑿 ≤ 𝒙 = න 𝒇 𝒖 𝒅𝒖
−∞

where − ∞ ≤ 𝑥 ≤ ∞
 Cumulative Distribution Functions
Eg 5: A continuous random variable X has a probability density function (p.d.f) f(x) defined by

1
, 0≤𝑥<1
4
𝑓 𝑥 = 𝑥3
, 1≤𝑥<2
5
0 , otherwise
Find the cumulative distribution function, F(x).
 Cumulative Distribution Functions
Sol (Eg. 5):
𝒇𝒐𝒓 0 ≤ 𝑥 < 1
𝑥 𝑥
1 1 1
𝐹 𝑥 = න 𝑑𝑥 = 𝑥 = 𝑥
0 4 4 0 4

𝒇𝒐𝒓 1 ≤ 𝑥 < 2
𝑥 1 𝑥 1
𝑥3 1 𝑥4 1 𝑥4 + 4
𝐹 𝑥 =න 𝑑𝑥 + න 𝑑𝑥 = + 𝑥 =
1 5 0 4 20 1
4 0 20

𝒇𝒐𝒓 𝑥 ≥ 2
𝑥 2 1 2 1
𝑥3 1 𝑥4 1
𝐹 𝑥 = න 0 𝑑𝑥 + න 𝑑𝑥 + න 𝑑𝑥 = + 𝑥 =1
2 1 5 0 4 20 1
4 0
 Cumulative Distribution Functions
Sol (Eg. 5):

1
𝑥 ;0 ≤ 𝑥 < 1
4
∴ 𝐹 𝑥 = 𝑥4 + 4
;1 ≤ 𝑥 < 2
20
1 ;𝑥 ≥ 2
 Cumulative Distribution Functions
Eg 6: The time until a chemical reaction is complete (in milliseconds) is approximated by the
cumulative distribution function

0 ; 𝑥<0
𝐹 𝑥 =ቊ
1 − 𝑒 −0.01𝑥 ; 𝑥≥0

𝟎; 𝒙 < 𝟎
a) Determine the probability density function of X. Ans : f(x)= ቊ
𝟎. 𝟎𝟏𝒆−𝟎.𝟎𝟏𝒙 ; 𝒙 ≥ 𝟎

b) What proportion of reactions is complete within 200 milliseconds? [Ans: 0.8647]

 Probability distribution functions
Among the most well-known continuous probability distributions that are used for statistical modelling are the:

1
1. Continuous uniform distribution, 𝑓 𝑥 = ቐ b − a , a≤𝑥≤b
0, otherwise
*

Sxe- are

1/ 𝑥 < 0
/
1 − 𝑒
𝑥≥0−λ𝑥 ,
2. Exponential distribution, 𝑓 𝑥 = ቊ
0,

3. Normal distribution, 𝑃 𝑋 ≤ 𝑥 = 𝑃
 ①Continuous uniform distribution
• A continuous random variable X is said to have uniform distribution on the interval [a, b] if and
only if its probability density function

𝟏
𝒇 𝒙 = ቐ 𝒃 − 𝒂, 𝒂≤𝒙≤𝒃
1 𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
, 𝑎≤𝑥≤𝑏
𝑏−𝑎
0 , otherwise

1
𝑏−𝑎

a b
 ①Continuous uniform distribution
• The cumulative distribution function of a continuous uniform random variable is given by

0; 𝒙<𝒂
𝒙
𝟏 𝒙−𝒂
𝑭 𝒙 = න 𝒅𝒙 @ ; 𝒂≤𝒙≤𝒃
𝒂 𝒃 − 𝒂 𝒃 − 𝒂
𝟏; 𝒙>𝒃
 ①Continuous uniform distribution
• If X is a continuous uniform random over a≤ 𝑥 ≤ 𝑏, the mean is

𝒃+𝒂
𝝁=𝑬 𝑿 =
𝟐

• and the variance of X is

(𝒃 − 𝒂)𝟐
𝝈𝟐 = 𝑽 𝒙 =
𝟏𝟐
 ①Continuous uniform distribution
Eg 7: The random variable X is uniformly distributed on [2, 5]. Compute each of the following
probabilities:
a) 𝑃 𝑋 ≤ 3
b) 𝑃 𝑋 ≥ 4
c) 𝑃 3.5 ≤ 𝑋 ≤ 7
 ①Continuous uniform distribution
Sol (Eg. 7):
3 3 3
3
1 1 1 1
a) 𝑃 𝑋 ≤ 3 = න 𝑓 𝑥 𝑑𝑥 = න 𝑑𝑥 = න 𝑑𝑥 = 𝑥 =
5−2 3 3 2 3
2 2 2

5 5
5 5
1 1 1 1
b)𝑃 𝑋 ≥ 4 = න 𝑓 𝑥 𝑑𝑥 = න 𝑑𝑥 = න 𝑑𝑥 = 𝑥 =
4 5 − 2 3 3 4 3
4 4

5 5
5 5
1 1 1 1
c)𝑃 3.5 ≤ 𝑋 ≤ 7 = න 𝑓 𝑥 𝑑𝑥 = න 𝑑𝑥 = න 𝑑𝑥 = 𝑥 =
3.5 5 − 2 3 3 3.5 2
3.5 3.5
 ①Continuous uniform distribution
Eg 8: The random variable X is uniformly distributed on [2, 5]. Compute the value of r so that
𝑃 𝑋 ≥ 𝑟 = 0.7
Sol:
5 5
1 1 5 𝑟
𝑃 𝑋≥𝑟 =න 𝑑𝑥 = 𝑥 = − = 0.7
𝑟 5 − 2 3 𝑟 3 3

5
∴𝑟= − 0.7 3 = 2.9
3
 ①Continuous uniform distribution
Eg 9: Suppose X has a continuous uniform distribution over the interval [-1,1].

a) Determine the mean and the variance of X. [Ans: 0, 0.33]

b) Determine the value of a such that P(-a < X < a) = 0.9. [Ans: 0.9]
 ①Continuous uniform distribution
Eg 10: The thickness of the flange on an aircraft component is uniformly distributed between 0.95
and 1.05 mm.

a) Determine the cumulative distribution function of flange thickness.

b) Determine the proportion of flanges that exceeds 1.02 mm. [Ans: 0.3]

c) What thickness is exceeded by 90% of the flanges? [Ans: 0.95]

d) Determine the mean and the variance of flange thickness. [Ans: 1, 0.00083]
 ②Exponential distribution
• This distribution is commonly used to model waiting times between occurrences of rare events,
lifetimes of electrical or mechanical devices. The time we need to wait before an event occurs has
an exponential distribution if the probability that the event occurs during a certain time interval is
proportional to the length of that time interval.

• The exponential distribution is related to the Poisson distribution. When the event can occur
more than once and the time elapsed between two successive occurrences is exponentially
distributed and independent on previous occurrences, the number of occurrences of the event
within a given unit of time has a Poisson distribution.
 ②Exponential distribution
• For instance, 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 (discrete) in a
given length of wire and also the distances (continuous) between such faults. While the number
of faults may be analysed 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.
 ②Exponential distribution
• The random variable X that equals the distance between successive events of a Poisson process
with mean λ > 0 is an exponential random variable with parameter λ. The probability density
function of X is
𝒇 𝒙 = 𝛌𝒆−𝝀𝒙 , 𝟎≤𝒙 ≤∞ or

𝛌𝒆 −𝝀𝒙 ; 𝒙≥𝟎
𝒇 𝒙 =ቊ
𝟎 ; 𝒙<𝟎

𝟏 − 𝒆 −𝝀𝒙 ; 𝒙≥𝟎
and the cumulative distribution function is 𝑭 𝒙 = ቊ
𝟎 ; 𝒙<𝟎

where λ is the mean number of successes in a specific interval.

 ②Mean and variance of Exponential distribution
• If the random variable X has an exponential distribution with parameter λ

𝟏
𝝁=𝑬 𝑿 =
𝝀

𝟏
𝝈𝟐 = 𝑽 𝑿 =
λ𝟐

• It is important to use CONSISTENT UNITS in the calculation of probabilities, means and variances
involving exponential random variables.
 ②Exponential distribution
Eg 11: Jobs are sent to a printer at an average of 3 jobs per hour.
a) What is the expected time between jobs?

b) What is the probability that the next job is sent within 5 minutes?

Sol:

a) 𝜆 = 3 𝑗𝑜𝑏𝑠/ℎ𝑜𝑢𝑟
1 1
𝐸 𝑥 = = 3Τ = 20 𝑚𝑖𝑛𝑠
𝜆 60

b) 𝑋 = 𝑡𝑖𝑚𝑒 𝑢𝑛𝑡𝑖𝑙 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑗𝑜𝑏 𝑤𝑎𝑠 𝑠𝑒𝑛𝑡

𝑏 5 3 −3𝑥 3
𝑃 𝑋 ≤ 5 𝑚𝑖𝑛𝑢𝑡𝑒𝑠 = ‫ 𝑎׬‬λ𝑒 −λ𝑥 = ‫׬‬0 𝑒 60 𝑑𝑥 = [−𝑒 −60𝑥 ]50 = 0.2212
60
 ②Exponential distribution
Eg 12: The time between calls to a plumbing supply business is exponentially distributed with a mean time
between calls of 15 minutes.
a) What is the probability that there are no calls within 30-minutes interval?
b) What is the probability that at least one call arrives within a 10-minute interval?
c) What is the probability that the first call arrives within 5 and 10 minutes after opening?
d) Determine the length of an interval of time such that the probability of at least one call in the interval is 0.9.
e) What is the probability that 3 calls arrive within a 10-minutes interval?
 ②Exponential distribution
>
no integration
Sol (Eg. 12): Poisson
X
𝐿𝑒𝑡 𝑋 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑐𝑎𝑙𝑙𝑠 X = no .
of calls

a) 1 𝑐𝑎𝑙𝑙 → 15 𝑚𝑖𝑛𝑠
∴ 2 𝑐𝑎𝑙𝑙𝑠 → 30 𝑚𝑖𝑛𝑠
2
𝑒 −λ λ𝑥 𝑒 −2 20 10
3
=

𝑃 𝑋=0 = = = 0.1353 15
𝑥! 0! 1 P(x = 0)
X P(X( 1) = -

-
dia guna
poisson
b)1 𝑐𝑎𝑙𝑙 → 15 𝑚𝑖𝑛𝑠

∴ 2ൗ3 𝑐𝑎𝑙𝑙𝑠 → 10 𝑚𝑖𝑛𝑠

0
−2ൗ3 2
𝑒 −λ λ𝑥 𝑒
𝑃 𝑋 ≥1 =1−𝑃 𝑋 =0 =1− =1− 3 = 0.4866
𝑥! 0!
 ②Exponential distribution
Sol (Eg. 12):
𝐿𝑒𝑡 𝑌 = 𝑡𝑖𝑚e for receiving 1𝑠𝑡 𝑐𝑎𝑙𝑙
1
c) λ =
15
10
1 −1𝑥 1
𝑃 5 < 𝑌 < 10 = න 𝑒 15 𝑑𝑥 = [−𝑒 15𝑥 ]10
−
5 = 0.2031
5 15
 ②Exponential distribution
Sol (Eg. 12):
d) 𝑃 𝑋 ≥ 1 = 0.9

𝑃 𝑋 ≥ 1 = 1 − 𝑃 𝑋 = 0 = 0.9

𝑃 𝑋 = 0 = 1 − 0.9 = 0.1

𝑒 −λ λ𝑥 𝑒 −λ λ0
𝑓 0 = = = 0.1
𝑥! 0!

𝑐𝑎𝑙𝑙
𝑒 −λ = 0.1 ∴ λ = 2.303
𝑏 𝑚𝑖𝑛𝑠

1 𝑐𝑎𝑙𝑙 → 15 𝑚𝑖𝑛𝑠

∴ 2.303 𝑐𝑎𝑙𝑙𝑠 → b 34.54 𝑚𝑖𝑛𝑠

 ②Exponential distribution
Sol (Eg. 12):
e)1 𝑐𝑎𝑙𝑙 → 15 𝑚𝑖𝑛𝑠

∴ 2ൗ3 𝑐𝑎𝑙𝑙𝑠 → 10 𝑚𝑖𝑛𝑠

2 3
2
−3
−λ
𝑒 λ 𝑥 𝑒
𝑃 𝑋=3 = = 3 = 0.1353
𝑥! 3!
 ②Exponential distribution
Eg 13: In a large corporate computer network, user log-ons to the system can be modelled as a Poisson
process with a mean of 25 log-ons per hour.
a) Calculate the mean and the standard deviation until the next log-on. [Ans: 0.04 hr, 0.04 hr]
b) What is the probability that the time until the next log-on is 2 minutes? [Ans: 0.56]
c) What is the probability that the time until the next log-on is between 2 and 3 minutes? [Ans: 0.148]
d) What is the probability that there are NO log-ons in an interval of 6 minute? [Ans: 0.08208]
e)Determine the interval of time such that the probability of NO log-ons occur in the interval is 0.9?
[Ans: 0.25 min]
f) What is the probability that there are 10 log-ons in 30 minutes time? [Ans: 0.0956]
 ② Lack of Memory Property-Memoryless Property
• The memoryless property (also called the forgetfulness property) means that a given probability
distribution is independent of its history. If a probability distribution has the memoryless property, the
likelihood of something happening in the future has no relation to whether or not it has happened in
the past. The history of the function is irrelevant to the future.

• Eg: Tossing a fair coin is an example of probability distribution that is memoryless. Every time you toss
the coin, you have a 50 percent chance of it coming up heads. It doesn’t matter whether or not the last
five times you threw the dice it came up consistently tails; the probability of heads in the next throw is
always going to be zero.

• Consider failures of computer hardware. When figuring the probability of a hardware failure it doesn’t
matter how frequently or when your hardware failed in the past. The probability it will fail five minutes
from now is independent of the fact that it hasn’t failed for three months. The probability distribution
can be modelled by the exponential distribution or Weibull distribution, and it’s memoryless.
 ② Lack of Memory Property-Memoryless Property
• For an exponential random variable X
𝑷 𝑿 < 𝒕 + 𝒂 𝑿 > 𝒕 = 𝑷 𝑿 < 𝒂 𝐨𝐫 𝑷 𝑿 > 𝒕 + 𝒂 𝑿 > 𝒕 = 𝑷 𝑿 > 𝒂
 ② Lack of Memory Property-Memoryless Property
Eg 14: The probability we have to wait 14 minutes or more, given that we already waited at least 8
minutes.

Sol:
∞
𝑃 𝑋 > 14 and 𝑋 > 8 𝑃(𝑋 > 14) ‫׬‬14 λ𝑒 −λ𝑥 𝑑𝑥 ∞
[−𝑒 −λ λ𝑥 ]14
𝑃 𝑋 > 14 𝑋 > 8 = = = ∞ = ∞
𝑃(𝑋 > 8) 𝑃(𝑋 > 8) ‫׬‬8 λ𝑒 −λ𝑥 𝑑𝑥 [−𝑒 −λ λ𝑥 ]8

0−(−𝑒 −14λ ) 𝑒 −14λ

= = = 𝑒 −6λ = 𝑃 𝑋 > 6 Proven!
0−(−𝑒 −8λ ) 𝑒 −8λ
 ② Lack of Memory Property-Memoryless Property
Eg 15: The lifetime of a radio is exponentially distributed with a mean of 2.5 years.

a) If Chan buys a brand-new radio, what is the probability that it will be working at least 10 years?

b) If Chan buys a five-year old radio, what is the probability that it will be working after an additional 10 years?
 ② Lack of Memory Property-Memoryless Property
Sol (Eg. 15):

a) μ = 2.5 years

1
λ= = 0.4
2.5 𝑦𝑒𝑎𝑟𝑠

𝑋 = 𝑡𝑖𝑚𝑒 𝑢𝑛𝑡𝑖𝑙 𝑛𝑒𝑥𝑡 𝑏𝑟𝑒𝑎𝑘𝑑𝑜𝑤𝑛

∞ ∞
𝑃 𝑋 > 10 𝑦𝑒𝑎𝑟𝑠 = ‫׬‬10 0.4𝑒 −0.4𝑥 𝑑𝑥 = [−𝑒 −0.4𝑥 ]10 = 0.01831

∞ ∞
b) 𝑃 𝑋 > 15 𝑋 > 5 = 𝑃 𝑋 > 10 = ‫׬‬10 0.4𝑒 −0.4𝑥 𝑑𝑥 = [−𝑒 −0.4𝑥 ]10 = 0.01831
 ② Lack of Memory Property-Memoryless Property
Eg 16: If the life of a component has an exponential distribution with a mean of 100 hours, what is the probability
that it will last 400 hours given that it has already survived 200 hours? [Ans: 0.13533]

Eg 17: Suppose that the longevity of a light bulb having mean lifetime of 6 years. If a bulb already lasted 8 years
find the probability that it will last a total of over 10 years. [Ans: 0.71653]
 ③Normal distribution
• The normal distribution is one of the many probability distributions that a continuous random
variable can possess. The normal distribution is the most important and most widely used of all
probability distributions. A large number of phenomena in the real world are normally distributed
either exactly or approximately.

• Data can be "distributed" (spread out) in different ways. It can be spread out more on the left, or
more on the right, or it can be jumbled up.
 ③Normal distribution

But there are many cases where the data tends to be around a
central value with no bias left or right, and it gets close to a
"Normal Distribution" like this:
 ③Normal distribution
The normal distribution has:
• symmetry about the center.
• 50% of values less than the mean and 50% greater than the mean.
• Never touches the x-axis. Theoretically no matter how far in either direction the curve extends, it
never meets the x-axis-but it gets increasingly closer.
• The total area under a normal distribution curve is 100% or 1.
 ③Normal distribution
• A random variable X with probability density function
𝟏 −(𝒙−𝝁)𝟐
𝒇 𝒙 = 𝒆 𝟐𝝈𝟐 ; −∞ < 𝒙 < ∞
𝟐𝝅𝝈
is a random variable with parameters μ, where −∞ < 𝜇 < ∞ and σ > 0.

• Also,
𝑬 𝑿 = 𝝁 𝐚𝐧𝐝 𝑽 𝑿 = 𝝈𝟐

and the notation N(μ, σ2) is used to denote the distribution. The mean and the
variance of X are shown to equal μ and σ2.
 ③Normal distribution
Standardizing A Normal Random Variable

• If X is a random variable X with E(x) = μ and V(x) = σ2, the random variable

𝑿−𝝁
𝒁=
𝝈

is a normal random variable with 𝐸 𝑍 = 0 and 𝑉 𝑍 = 1. That is, Z is a standard normal

random variable.
 ③Normal distribution
Standardizing to calculate a probability

• Suppose X is a normal random variable with mean μ and variance σ2. Then,

𝑿−𝝁
𝑷 𝑿≤𝒙 =𝑷 𝒁≤
𝝈

where 𝑍 is a standard normal random variable. The probability is obtained from the cumulative
standard normal distribution table.
 ③Normal distribution
Why standardizing?

(i) Standardization of a normally distributed random variable enables an analyst or researcher to

determine with ease the probability associated with a range of values for that variable by using a
standardized distribution table. A normally distributed random variable can be standardized using a
formula.

(ii) Standardizing the value of a variable provides information about how far that variable falls from the
mean of the distribution, which enables you to calculate the probability of a range of values for the
random variable, x.
 ③Normal distribution
Why standardizing?

(iii) Calculating the probabilities for the normal distribution is difficult without the use of a computer.
Tables can be created to show probabilities, but since the normal distribution can have any value for the
mean and standard deviation, many tables would be necessary to cover the potential range of these
parameters.

(iv) The standard normal distribution solves this problem. Since the standard normal distribution is able
to convert any normally distributed random variable to a standardized normally distributed random
variable, only one table is needed.
 ③Normal distribution
Eg 18: Assume X is normally distributed with a mean of 5 and a standard deviation of 4. Determine the
following:

a) P(X < 11)

b) P(X > 0)

c) P(X > 8)

d) P(-2 < X < 9)

e) P(X≤ −13.4)
 ③Normal distribution
Sol (Eg. 18):

11 − 5
a) 𝑃 𝑋 < 11 = 𝑃 𝑍 < = 𝑃 𝑍 < 1.5 = 0.9933193
4

0 1.5

0−5
b) 𝑃 𝑋 > 0 = 𝑃 𝑍 > = 𝑃 𝑍 > −1.25 = 𝑃 𝑍 < 1.25 = 0.894350 𝑜𝑟
4

= 1 − 𝑃 𝑍 < −1.25 = 1 − 0.105650 = 0.8694350

-1.25 0 0 1.25
 ③Normal distribution
Sol (Eg. 18):
8−5
c) 𝑃 𝑋 > 8 = 𝑃 𝑍 < = 𝑃 𝑍 > 0.75 = 1 − 𝑃 𝑍 < 0.75 = 0.2267
4

0 0.75

−2 − 5 9−5
d) 𝑃 −2 < 𝑋 < 9 = 𝑃 <𝑍< = 𝑃 −1.75 < 𝑍 < 1
4 4
= 𝑃 𝑍 < 1 − 𝑃 𝑍 < −1.75 = 0.801286

= -

-1.75 0 1 0 1 -1.75 0
 ③Normal distribution
Sol (Eg. 18):
−13.4 − 5
e) 𝑃 𝑋 < −13.4 = 𝑃 𝑍 < = 𝑃 𝑍 < −4.6 ≈ 0
4
 ③Normal distribution
Eg 19: Assume X is normally distributed with a mean of 10 and a standard deviation of 2. Determine the
following:

a) P(X < 13) [Ans: 0.933193] a)P(X)(3) =

P(z)(
b) P(X > 9) [Ans: 0.691462] =

=
P(I

0 .
<

933193
1 . 5)
/ S

c)P(6 < X < 14) [Ans: 0.9545] 1 . 5

b) p(X(q) =
p(z)0)
2
d) P(2 < X < 4) [Ans: 0.001350]
= p(z) -
0 . 5)
P(z) -
0 5)
e) P(-2< X< 8) [Ans: 0.158655]
.

=1 -

10 .
308536

c) P(6(X(14) P(610(2) 691462

111I/III
= = 0 .

2
-

= P) 2<[<2(
-

-0 . 5
I
 ③Normal distribution
Eg 20: Find a value such that

a) P( Z < a ) = 0.13 [Ans: -1.13]

b) P( Z > a ) = 0.05 [Ans: 1.65]

c) P( -a < Z < a ) = 0.99 [Ans: 2.58]

 ③Normal distribution
Eg 21: Find the value of a such that

a) P( Z < a ) = 0.9 [Ans: 1.28]

b) P( Z > a) = 0.1 [Ans: 1.28]

c) P( Z > a ) = 0.9 [Ans: -1.28]

d) P( -1.24 < Z < a ) = 0.8 [Ans: 1.33]

P( -
1 .
24 <2(a) = 0 .
8

p(z) -
1 .
24) =
P(z <1 .
24)
=1 -
0 .
892512
= 0 . 107488

0 . 8 = p(z(a) -
0 .
107488
P(z(a) = 0 . 8 + 0 .
107488
= 0 .
907488
= 1 . 32/1 33 .
 ③Normal distribution
Eg 22: Suppose that the current measurements in a strip of wire are assumed to follow a normal
distribution with a mean of 10 mA and a variance of 4mA2.

a) What is the probability that a measurement exceeds 13 mA? [Ans: 0.06681]

b) What is the probability that a current measurement is between 9 and 11 mA? [Ans: 0.38292]

c)Determine the value for which the probability that a current measurement is below this value is 0.98.
[Ans: 14.1 mA]
 ③Normal distribution
Eg 23: The lengths of 3” nails manufactured on a machine are normally distributed with a mean of 3”

and standard deviation of 0.009”. The nails that are either shorter than 2.98” or longer than 3.02” are

unusable. What percentage of all the nails produced by this machine are unusable? [Ans: 2.64%]
 Normal approximation to the binomial and
Poisson distribution
• Some of the binomial model is appropriate with an extremely large value of n. In these cases, it is
difficult/tedious to calculate probabilities by using the binomial distribution. Fortunately, though,
whenever the sample size is large, the normal distribution can be used to approximate the exact
probabilities of success that otherwise would have to be obtained through laborious computations.
Normal approximation to the binomial and
Poisson distribution

• From figure it can be seen that a probability such as

P(3 ≤ X ≤ 7) is better approximated by the area under
the normal curve from 2.5 to 7.5. This observation
provides a method to improve the approximation of
binomial probabilities. Because a continuous normal
distribution is used to approximate a discrete
binomial distribution, the modification is referred to
as a continuity correction.
 Normal approximation to the binomial and Poisson
distribution
• If X is a binomial random variable with parameters n and p

𝑿 − 𝒏𝒑
𝒁=
𝒏𝒑(𝟏 − 𝒑)

• is approximately a standard normal random variable. To approximate a binomial probability with

a normal distribution a continuity correction is applied as follows:
 * Memorise

Table 1: Continuity correction

Binomial/Poisson Normal
When finding Use
1) 𝑃(𝑋 = 𝑎) 𝑃(𝑎−0.5<𝑋<𝑎+0.5)
2) 𝑃 𝑋 ≥ 𝑎 𝑃(𝑋 ≥ 𝑎 − 0.5)
3) 𝑃 𝑋 > 𝑎 𝑃(𝑋 > 𝑎 + 0.5)
4) 𝑃 𝑋 ≤ 𝑎 𝑃(𝑋 ≤ 𝑎 + 0.5)
5) 𝑃 𝑋 < 𝑎 𝑃(𝑋 < 𝑎 − 0.5)

The approximation is applicable for np ≥ 5 and n(1-p) ≥ 5.

 Normal approximation to the binomial distribution
Eg 24: In a digital communication channel, assume that the number of bits received in error can be
modelled by a binomial random variable, and assume that the probability that a bit is received in error is 1
X 10-5. If 16 million bits are transmitted, what is the probability that 150 or fewer errors occurred?
[Ans: 0.227]
Sol:
150.5 − 160
𝑃(𝑋 ≤ 150)𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙 = 𝑃(𝑋 ≤ 150.5)𝐶𝑜𝑟𝑟𝑒𝑐𝑡𝑖𝑜𝑛 = 𝑃 𝑍 ≤ = 𝑃 𝑍 ≤ −0.75 = 0.227
160 1 − 10−5
 Normal approximation to the binomial distribution
Eg 25: An electronic office product contains 5000 electronic components. Assume that the probability that
each component operates without failure during the useful life of the product is 0.999, and assume that
the components fail independently. Approximate the probability that 10 or more of the original 5000
components fail during the useful life of the product. [Ans: 0.022216]
 Normal approximation to the Poisson distribution
• If X is a Poisson random variable with E(X)=λ and V(X)=λ,

𝑿−𝝀
𝒁=
𝝀

• is approximately a standard normal random variable. The approximation is good for λ >5
 Normal approximation to the Poisson distribution
Eg 26: Assume that the number of asbestos particles in a squared meter of dust on a surface follows a
Poisson distribution with a mean of 1000. If a squared meter of dust is analysed, what is the probability
that 950 or fewer particles are found?

Sol :
950.5 − 1000
𝑃(𝑋 ≤ 950)𝑃𝑜𝑖𝑠𝑠𝑜𝑛 = 𝑃(𝑋 ≤ 950.5)𝐶𝑜𝑟𝑟𝑒𝑐𝑡𝑖𝑜𝑛 = 𝑃 𝑍 ≤ = 𝑃 𝑍 ≤ −1.56 = 0.058208
1000
 Normal approximation to the Poisson distribution
Eg 27: A radioactive element disintegrates such that it follows a Poisson distribution. If the mean no of
particles emitted is recorded in a 1 second interval as 69, evaluate the probability of
a) less than 60 particles are emitted in 1 sec. [Ans: 0.1271]
b) between 65 and 75 particles inclusive are emitted in 1 sec. [Ans: 0.4877]
Thank you and happy reading☺