Contents

Contents 1

5 Continuous Random Variables 2

5.1 Continuous Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
5.2 The Uniform Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
5.3 The Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
5.4 Descriptive Methods for Assessing Normality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1
Chapter 5

Continuous Random Variables

In this chapter, we’ll consider some continuous random variables that are commonly encountered. Recall that a continuous
random variable is a random variable that can assume any value within some interval or intervals. First we discuss the
general form of continuous probability distributions, and then we explore two specific types that are used in making statistical
decisions.

5.1 Continuous Probability Distributions

The graphical form of the probability distribution for a continuous random variable x is a smooth curve that might appear as

shown in Figure 5.1. This curve, a function of x, is denoted by the symbol f (x) and is variously called a probability density

function, a frequency function, or a probability distribution.

Figure 5.1: A probability distribution f (x) for a continuous random variable x

The probability distribution for a continuous random variable, x, can be represented by a smooth curve—a function of x,

denoted f (x). The curve is called a density function or frequency function. The probability that x falls between two values,

a and b, i.e., P (a < x < b), is the area under the curve between a and b.

Question

What is P (x = a)? Why?

Example 5.1

Researchers at the University of Rochester studied the friction that occurs in the paper-feeding process of a photocopier

and published their results in the Journal of Engineering for Industry. The friction coefficient, x, is a continuous random

2
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 3

variable that measures the degree of friction between two adjacent sheets of paper in the feeder stack. The random variable

can be modeled using the smooth curve (called a triangular density function) shown in Figure 5.2. Note that the friction

coefficient, x, ranges between the values 5 and 15. Find the probability that the friction coefficient is less than 10.

Figure 5.2: Density Function for Friction Coefficient, Example 5.1

Solution

5.2 The Uniform Distribution

Continuous random variables that appear to have equally likely outcomes over their range of possible values possess a uniform

probability distribution, perhaps the simplest of all continuous probability distributions. Suppose the random variable x can

assume values only in an interval c ≤ x ≤ d. Then the uniform frequency function has a rectangular shape, as shown in

Figure 5.3. Note that the possible values of x consist of all points in the interval between point c and point d, inclusive. The
1
height of f (x) is constant in that interval and equals d−c . Therefore, the total area under f (x) is given by:

1
Total area of rectangle = (Base) (Hieght) = (d − c)( )=1
d−c

Figure 5.3: The uniform probability distribution

The uniform probability distribution provides a model for continuous random variables that are evenly distributed over a

certain interval. That is, a uniform random variable is just as likely to assume a value in one interval as it is to assume a value
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 4

in any other interval of equal size. There is no clustering of values around any one value; instead, there is an even spread

over the entire region of possible values. The uniform distribution is sometimes referred to as the randomness distribution,

since one way of generating a uniform random variable is to perform an experiment in which a point is randomly selected on

the horizontal axis between the points c and d.

Probability Distribution for a Uniform Random Variable x

1
Probability density function: f (x) = d−c (c ≤ x ≤ d)

c+d d−c
Mean: µ = 2 Standard deviation: σ = √
12

(b−a)
P (a < x < b) = (d−c) c≤a<b≤d

Example 5.2

An unprincipled used-car dealer sells a car to an unsuspecting buyer, even though the dealer knows that the car will have

a major breakdown within the next 6 months. The dealer provides a warranty of 45 days on all cars sold. Let x represent

the length of time until the breakdown occurs. Assume that x is a uniform random variable with values between 0 and 6

months.

a Calculate and interpret the mean and standard deviation of x.

b Graph the probability distribution of x, and show the mean on the horizontal axis. Also show one- and two-standard-

deviation intervals around the mean.

c Calculate the probability that the breakdown occurs while the car is still under warranty.

Solution

The average length of time x until breakdown for all similar used cars is —- months.
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 5

5.3 The Normal Distribution

One of the most commonly observed continuous random variables has a bell-shaped probability distribution (or bell curve), as

shown in Figure 5.4. It is known as a normal random variable and its probability distribution is called a normal distribution.

Figure 5.4: A normal probability distribution

The normal distribution plays a very important role in the science of statistical inference. Moreover, many phenomena

generate random variables with probability distributions that are very well approximated by a normal distribution.

The normal distribution is perfectly symmetric about its mean µ. Its spread is determined by the value of its standard

deviation σ.

Figure 5.5: Several normal distributions with different means and standard deviations
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 6

Probability Distribution for a Normal Random Variable x

1 (x−µ) 2
Probability density function: f (x) = √1 e−( 2 [ σ ] )
σ 2π

Where

• µ = Mean of the normal random variable x

• σ = Standard deviation

• π = 3.1416...

• e = 2.71828...

• P (x < a) = is obtained from a table of normal probabilities.

Computing the area over intervals under the normal probability distribution is a difficult task. Consequently, we will use

either technology or the computed areas listed in Table II of Appendix B.

Table II is based on a normal distribution with mean µ = 0 and standard deviation σ = 1 called a standard normal

distribution. A random variable with a standard normal distribution is typically denoted by the symbol z. The formula for

the probability distribution of z is:

1 1 2
f (z) = √ e(− 2 )z
2π

Question

Sketch the graph of a standard normal distribution (similar to figure 5.4)

The standard normal distribution is a normal distribution with µ = 0 and σ = 1. A random variable with a standard

normal distribution, denoted by the symbol z, is called a standard normal random variable.

Note

We will ultimately convert all normal random variables to standard normal variables in order to use Table II to find

probabilities.

A partial reproduction of that table is shown in Table 5.1. Note that the values of the standard normal random variable

z are listed in the left-hand column. The entries in the body of the table give the area (probability) between 0 and z.
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 7

Example 5.3

Find the following probabilities:

a P (−1.33 ≤ z ≤ 1.33)

b P (z > 1.64)

c P (z > 0.5)

d P (|z| > 1)

e P (|z| > 1.96)

CHAPTER 5. CONTINUOUS RANDOM VARIABLES 8

Converting a Normal Distribution to a Standard Normal Distribution

If x is a normal random variable with mean µ and standard deviation σ, then the random variable z defined by the

formula
x−µ
z=
σ

has a standard normal distribution. The value z describes the number of standard deviations between x and µ.

Example 5.4

Assume that the length of time, x, between charges of a cellular phone is normally distributed with a mean of 10 hours

and a standard deviation of 1.5 hours. Find the probability that the cell phone will last between 8 and 12 hours between

charges.

Steps for Finding a Probability Corresponding to a Normal Random Variable

1 Sketch the normal distribution and indicate the mean of the random variable x. Then shade the area corresponding to

the probability you want to find.

2 Convert the boundaries of the shaded area from x values to standard normal random variable z values by using the

formula of z. Show the z values under the corresponding xvalues on your sketch.

3 Use technology or Table II in Appendix B to find the areas corresponding to the z values. If necessary, use the symmetry

of the normal distribution to find areas corresponding to negative z values and the fact that the total area on each side

of the mean equals .5 to convert the areas from Table II to the probabilities of the event you have shaded.

Example 5.5

Suppose an automobile manufacturer introduces a new model that has an advertised mean in-city mileage of 27 miles per

gallon. Although such advertisements seldom report any measure of variability, suppose you write the manufacturer for the

details of the tests and you find that the standard deviation is 3 miles per gallon. This information leads you to formulate

a probability model for the random variable x, the in-city mileage for this car model. You believe that the probability

distribution of x can be approximated by a normal distribution with a mean of 27 and a standard deviation of 3.

a If you were to buy this model of automobile, what is the probability that you would purchase one that averages less

than 20 miles per gallon for in-city driving? In other words, find P (x < 20).

b Suppose you purchase one of these new models and it does get less than 20 miles per gallon for in-city driving. Should

you conclude that your probability model is incorrect?

Soulution
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 9

Example 5.6

Find the value of z—call it z0 —in the standard normal distribution that will be exceeded only 10% of the time. That is,

find z0 such that P (z ≥ z0 ).

Solution

In this case, we are given a probability, or an area, and are asked to find the value of the standard normal random

variable that corresponds to the area. Specifically, we want to find the value z0 such that only 10% of the standard normal

distribution exceeds z0 .

Figure 5.6: Areas under the standard normal curve for Example 5.6

We know that the total area to the right of the mean, z = 0, is 0.5, which implies that z0 must lie to the right of 0

(z0 > 0). To pinpoint the value, we use the fact that the area to the right of z0 is 0.10, which implies that the area between

z = 0 and z0 is 0.5 - 0.1 = 0.4. But areas between z = 0 and some other z value are exactly the types given in Table

II. Therefore, we look up the area .4000 in the body of Table II and find that the corresponding z value is (to the closest

approximation) z0 = 1.28. The implication is that the point 1.28 standard deviations above the mean is the 90th percentile

of a normal distribution. We can also arrive at this answer using statistical software. In MINITAB, we use the inverse

cumulative distribution function for a normal random variable and specify the cumulative probability, P (z ≤ z0 ) = 0.9. The

following steps help us to find the value of z0 where the area of its right and under the curve is 0.1.

Option 1: Using Calc

Minitab: Calc → Probability Distribution → N ormal

If you are given a probability (an area), check:

Inverse cumulative probability

If you are given a value, check:

Cumulative probability

Fill the Mean and Standard deviation

check “Input Constant” (for one value)

Insert your value (e.g. 0.9) → ok

CHAPTER 5. CONTINUOUS RANDOM VARIABLES 10

Note

The value that Minitab returns will be the area to the left or if you are inserting an area such as this example, you should

enter the corresponding area to the left side. Therefore we insert:

1 − 0.1 = 0.9

Figure 5.7: Minitab output for Example 5.6

Option 2: Using Graph

Minitab: Graph → Probability Distribution Plot → View Probability → ok

Fill the Mean and Standard deviation

→ Shaded Area

check Probability and insert 0.1

→ Right Tail

→ ok

Figure 5.8: Areas under the standard normal curve by Minitab for Example 5.6
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 11

Example 5.7 Suppose the scores x on a college entrance examination are normally distributed with a mean of 550

and a standard deviation of 100. A certain prestigious university will consider for admission only those applicants whose

scores exceed the 90th percentile of the distribution. Find the minimum score an applicant must achieve in order to receive

consideration for admission to the university.

5.4 Descriptive Methods for Assessing Normality

The techniques explained in the previous chapters are are based on the assumption that the population is approximately

normally distributed. Consequently, it will be important to determine whether the sample data come from a normal population

before we can apply these techniques properly.

Determining whether the Data Are from an Approximately Normal Distribution

1- Construct either a histogram or stem-and-leaf display for the data, and note the shape of the graph. If the data are

approximately normal, the shape of the histogram or stem-and-leaf display will be mound shaped and symmetric about

the mean.

2- Compute the intervals x̄ ± s, x̄ ± 2s, and x̄ ± 3s, and determine the percentage of measurements falling into each. If

the data are approximately normal, the percentages will be approximately equal to 68%, 95%, and 100%, respectively.

3- Find the interquartile range IQR and standard deviation s for the sample, and then calculate the ratio IQR/s. If the

data are approximately normal, then IQR/s ≈ 1.3. why?

4- Construct a normal probability plot for the data. If the data are approximately normal, the points will fall (approxi-

mately) on a straight line.

A normal probability plot for a data set is a scatterplot with the ranked data values on one axis and their corresponding

expected z-scores from a standard normal distribution on the other axis. [Note: Computation of the expected standard normal

z-scores is beyond the scope of this text. Therefore, we will rely on available statistical software packages to generate a normal

probability plot.]

Example 5.7

Recall the EPA mileage ratings on 100 cars, first presented in Chapter 2 (Data set: EPAGAS ). Determine whether the

Data are from an approximately normal distribution.

1- Histogram

Figure 5.9 shows that the mileages fall into an approximately mound shaped, symmetric distribution centered around

the mean of about 37 mpg. Note that a normal curve is superimposed on the figure. Therefore, check #1 above,

indicates that the data are approximately normal.

CHAPTER 5. CONTINUOUS RANDOM VARIABLES 12

Figure 5.9: MINITAB histogram for gas mileage data

2- Empirical Rule

We obtain x̄= 36.994 and s = 2.418 from the MINITAB printout of Figure 5.10 and construct the intervals. These

percentages agree almost exactly with those from a normal distribution.

Figure 5.10: MINITAB descriptive statistics for gas mileage data

Interval Percentage in Interval

x̄ ± s = (34.6, 39.42) 68
x̄ ± 2s = (32.2, 41.8) 96
x̄ ± 3s = (29.8, 44.2) 99

Figure 5.11: MINITAB histogram for gas mileage data with the first interval
CHAPTER 5. CONTINUOUS RANDOM VARIABLES 13

2.75
3 the ratio IQR/s is IQR/s = 2.418 = 1.137. Since this value is approximately equal to 1.3, we have further confirmation

that the data are approximately normal.

4 An Minitab normal probability plot of the mileage data is shown in Figure 5.12, Notice that the ordered mileage values

(shown on the horizontal axis) fall reasonably close to a straight line when plotted against the expected values from a

normal distribution.

Figure 5.12: MINITAB normal probability plot for gas mileage data

Minitab: Graph → Probability Plot → Single → ok

Graph variables: MPG

→ ok

The core content of the slides are from the textbook of this course;

STATISTICS (13th Edition)

by

JAMES McCLAVE and TERRY SINCICH