Continuous Probability Distributions Lesson Notes
Continuous Probability Distributions Lesson Notes
PROBABILIT Y
DISTRIBUTIONS
Y E A R 1 2 M AT H E M AT I C S A D V A N C E D
CONTINUOUS PROBABILITY
DISTRIBUTIONS
• When a variable can take any value in a particular interval, for example, when you measure rather than count it, you
have a continuous random variable.
• Quantities which can be modelled using continuous random variables include height, weight, time and mass.
EXAMPLE 1
This table gives the results of a survey of different times that runners take to complete a race.
"
∫!" 𝑓 𝑥 𝑑𝑥 = 1
where 𝑓 𝑥 ≥ 0 (since 0 ≤ 𝑝 𝑥 ≤ 1)
EXAMPLE 2
⎧ 3x 2
⎪ for 1 ≤ x ≤ 3
A function is given by f (x) = ⎨ 26 .
⎪ 0 for all other x
⎩
1 3 2
=
26 1 ∫
3x dx
1 3 3
= ⎡x ⎤
26 ⎣ ⎦1
1 3 3
= ⎡3 − 1 ⎤⎦
26 ⎣
1
= ⎡ 26 ⎤
26 ⎣ ⎦
=1
So 𝑓(𝑥) is a continuous probability distribution.
EXAMPLE 3
A function is given by 𝑓 𝑥 = 𝑎𝑥 # defined for the domain [0, 5]. Find the value of 𝑎 for which this a probability density
function.
Solution
Drawing the graph gives the parabola in the domain 0, 5 .
• Since 𝑃 𝑋 = 𝑥 = 0 for continuous probability distributions, we can only find the probability of a range of values
𝑃 𝑎≤𝑋≤𝑏 .
• Also, since 𝑃 𝑋 = 𝑎 = 0 and 𝑃 𝑋 = 𝑏 = 0, it makes no difference whether we use ≤ or <, ≥ or >.
• 𝑃 𝑎<𝑋<𝑏 =𝑃 𝑎≤𝑋≤𝑏
EXAMPLE 1
For the probability density function, find:
a) 𝑃 𝑋≤2 b) 𝑃 1<𝑋<4
Solution Solution
𝑃 𝑋 ≤ 2 is the shaded area between 𝑥 = 0 and 𝑃 1 < 𝑋 < 4 is the shaded area between 𝑥 = 1
𝑥 = 2. and 𝑥 = 4.
Notice that 𝑃 1 < 𝑋 < 4 = 𝑃 1 ≤ 𝑋 ≤ 4 since
1 𝑃 𝑋 = 1 = 𝑃 𝑋 = 4 = 0.
P( X ≤ 2) = 2 ×
5
2 1
= P(1 < X < 4) = 3×
5 5
3
=
5
PROBABILITIES IN PROBABILTY
DENSITY FUNCTIONS
%
• 𝑃 𝑋 ≤ 𝑥 = ∫$ 𝑓 𝑥 𝑑𝑥 where 𝑦 = 𝑓 𝑥 is a PDF
defined in the domain [𝑎, 𝑏].
&
• 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = ∫$ 𝑓 𝑥 𝑑𝑥 where 𝑦 = 𝑓(𝑥) is a PDF
and 𝑎 and 𝑏 are in the defined domain.
EXAMPLE 2
'% !
A function is given by 𝑓 𝑥 = (() defined in the domain [2, 5]. Find:
a) 𝑃(𝑋 ≤ 4) b) 𝑃(3 ≤ 𝑋 ≤ 4)
Solution Solution
2
3x4
3x 2
4
P( X ≤ 4) = ∫
2 117
dx (since domain is [2, 5]) P(3 ≤ X ≤ 4) = ∫
3 117
dx
1 4 2 1 4 2
=
117 2 ∫
3x dx =
117 3 ∫
3x dx
1 4 1 4
= ⎡ x3 ⎤ = ⎡ x3 ⎤
117 ⎣ ⎦ 2 117 ⎣ ⎦3
=
1
117
(
43 − 23 ) =
1
117
(43 − 33 )
56 37
= =
117 117
UNIFORM CONTINUOUS PROBABILITY
DISTRIBUTIONS
• For a uniform probability distribution, every outcome has the same probability.
⎧ 1
⎪ for all a ≤ x ≤ b
f (x) = ⎨ b − a
⎪⎩ 0 for all other values of x
• Equal intervals along the 𝑥 – axis will have the same probability.
EXAMPLE 3
A continuous probability function y = 𝑓(𝑥) is uniform in the domain [5, 15].
a) Sketch the probability density function.
Solution
A uniform distribution has all equal probabilities so will have the same height. This gives a rectangle.
1 1 1
P( X ≥ 8) = (15 − 8) × P(7 ≤ X ≤ 10) = (10 − 7) × P(8 < X < 11) = (11− 8) ×
10 10 10
7 3 3
= = =
10 10 10
CUMULATIVE DISTRIBUTION
FUNCTION
• The cumulative distribution function is a general formula for finding 𝑃 𝑋 ≤ 𝑥 directly.
• The cumulative distribution function (CDF) is given by
%
𝐹 𝑥 = @ 𝑓(𝑥) 𝑑𝑥
$
where 𝑓(𝑥) is a PDF defined in the domain [𝑎, 𝑏].
• We can use the cumulative distribution function to find probabilities such as 𝑃 𝑋 ≥ 𝑎 or 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏).
EXAMPLE 1
*% "
A continuous probability function is given by 𝑓 𝑥 = #++ defined in the domain [1, 4].
a) Find the cumulative distribution function. b) Use the CDF to find:
Solution i. 𝑃 𝑋≤3
x
Solution
F(x) = ∫
a
f (x) dx
34 − 1
For 𝑃 𝑋 ≤ 3 : F(3) =
x 4x 3 255
= ∫
1 255
dx
81− 1
=
1 x 3 255
=
255 1 ∫
4x dx
80
=
1 x 255
= ⎡⎣ x 4 ⎤⎦
255 1 16
=
=
1
255
(
x4 − 1 ) (,
51
So 𝑃 𝑋 ≤ 3 = +(
x4 − 1
=
255 ii. 𝑃 𝑋 < 1.6
Solution
For 𝑃 𝑋 < 1.6 : F(1.6) = 1.6 − 1
4
255
= 0.0218
So 𝑃 𝑋 < 1.6 = 0.0218
EXAMPLE 2
'% !
A continuous probability function is given by 𝑓 𝑥 = ''+ defined in the domain [2, 7].
a) Find the cumulative distribution function.
Solution
x
F(x) = ∫
a
f (x) dx
x 3x 2
= ∫
2 335
dx
1 x 2
=
335 2 ∫
3x dx
1 x
= ⎡⎣ x 3 ⎤⎦
335 2
=
1
335
(
x 3 − 23 )
=
1
335
x3 − 8( )
x3 − 8
=
335
EXAMPLE 2 CONTINUED
b) Use the CDF to find:
i. 𝑃 𝑥≥4
Solution
Solution
Median
• For a continuous probability distribution, the median is the value of 𝑥 that splits the distribution into halves.
(
• Because the PDF has an area of 1, the area on each side of the median is #.
• The median lies at the point 𝑥 where
%
@ 𝑓 𝑥 𝑑𝑥 = 0.5
$
x x2 1 x
For the median:
∫
1 21
dx =
21 ∫1
x 2 dx
x
1 ⎡ x3 ⎤
x
∫a
f (x) dx = 0.5
= ⎢ ⎥ x3 − 1
21 ⎣ 3 ⎦1 = 0.5
63
1 ⎛ x 3 13 ⎞
= ⎜ − ⎟ x 3 − 1 = 31.5
21 ⎝ 3 3 ⎠
x 3 = 32.5
1 ⎛ x − 1⎞ 3
= x = 3 32.5
21 ⎜⎝ 3 ⎟⎠
≈ 3.2
x −1
3
=
63
QUARTILES, DECILES AND
PERCENTILES
• Quartiles, deciles and percentiles are values that separate a proportion of a set of data.
• For example, 𝑄( > bottom 25% of scores, 𝑄' > bottom 75% of scores, 2nd decile > bottom 20% of scores and
67th percentile > bottom 67% of scores.
EXAMPLE 2
%#
A continuous probability distribution is defined as 𝑓 𝑥 = ((,.+ in the domain [4, 9].
Find, correct to 2 decimal places:
a) The 1st quartile
Solution
First find the CDF: 1st quartile: 25%
xx4 1 x
∫ ∫
x
4 11605
dx =
11605 4
x 4 dx
∫a
f (x) dx = 0.25
x
1 ⎡ x5 ⎤ x 5 − 1024
= ⎢ ⎥ = 0.25
11605 ⎣ 5 ⎦ 4 58025
x 5 − 1024 = 24506.25
1 ⎛ x 5 45 ⎞
= − x 5 = 15530.25
11605 ⎜⎝ 5 5 ⎟⎠
x = 5 15530.25
1 ⎛ x 5 − 1024 ⎞
= ≈ 6.89
11605 ⎜⎝ 5 ⎟⎠
∫a
f (x) dx = 0.38 ∫a
f (x) dx = 0.7
x 5 − 1024 x 5 − 1024
= 0.38 = 0.7
58025 58025
x 5 − 1024 = 22049.5 x 5 − 1024 = 40617.5
x 5 = 23073.5 x 5 = 41641.5
x = 5 23073.5 x = 5 41641.5
≈ 7.46 ≈ 8.39
• We use the population mean 𝜇 and standard deviation 𝜎 for the normal distribution.
GRAPHING A NORMAL DISTRIBUTION
• In a normal distribution, most of the data lies within 3 standard deviations of the mean, with the mean in the centre.
EXAMPLE 1
a) A set of data is normally distributed with mean 8.3 and standard deviation 1.2.
Sketch the probability distribution function.
Solution
µ + σ = 8.3+ 1.2
= 9.5
µ + 2σ = 8.3+ 2(1.2)
= 10.7
µ + 3σ = 8.3+ 3(1.2)
= 11.9
µ − σ = 8.3− 1.2
= 7.1
µ − 2σ = 8.3− 2(1.2)
= 5.9
µ − 3σ = 8.3− 3(1.2)
= 4.7
EXAMPLE 1 CONTINUED
b) A normal distribution has the probability density function below. Find its mean and standard deviation.
Solution
µ = 15.6 (centre of the distribution)
µ + σ = 19
15.6 + σ = 19
σ = 19 − 15.6
= 3.4 (check that all the differences between all the values on the graph are 3.4)
GRAPHING A NORMAL DISTRIBUTION
• The normal distribution can have different shapes depending on the size of the standard deviation.
• In the diagram, the green curve shows the normal distribution with the highest standard deviation.
STANDARD NORMAL DISTRIBUTION
• The standard normal distribution is a normal curve that has been transformed so that that the mean is 0 and the
standard deviation is 1.
• The values of a standard normal distribution are called 𝑧 rather than 𝑥, also known as 𝒛 – scores or standardised
scores.
µ=0
σ =1
Area under the curve is 1.
PROBABILITY TABLES FOR THE
STANDARD NORMAL DISTRIBUTION
• Probability tables for the standard normal distribution can be found on page 633-634 of the Maths in Focus textbook.
• The values represent the area to the left of (or less than) the 𝑧 – score.
• Row labels show the 𝑧 – score to one decimal place.
• Column labels show the second decimal place.
EXAMPLE 2
For a standard normal distribution, use the table to find:
a) 𝑃 𝑧 ≤ 0.6 b) 𝑃 𝑧 ≤ −1.83
Solution Solution
The table gives the area under the PDF for the
standard normal distribution.
Find 2.34, find 2.3 in the left column of the table Find −2.7 in the left column of the table.
and the entry under 0.04 in this row. P(z ≤ −2.7) = 0.0035
𝑃 𝑧 < 2.34 = 0.9904 P(z ≥ −2.7) = 1− 0.0035
= 0.9965
EXAMPLE 2 CONTINUED
e) 𝑃(−0.3 ≤ 𝑧 ≤ 1.4)
Solution
c) 11 and 29?
Solution
Scores between 11 and 29 are within 3 standard
deviations of the mean.
Scores between 17 and 23 are within 1 standard
deviation of the mean. So about 99.7% of scores lie between 11 and 29.
(
Scores between 62.6 and 65.2 are half the area within 2 standard deviations of the mean #
×95% .
(
Scores between 65.2 and 69.1 are half the area within 3 standard deviations of the mean #
×99.7% .
1 1
Total area = × 95% + × 99.7%
2 2
= 47.5% + 49.85%
= 97.35%
So 97.35% of scores lie between 62.6 and 69.1.
𝑧 - SCORES
• We can transform any normal distribution into a standard normal distribution by using 𝑧 –
scores.
• To convert a raw score, 𝑥, into a 𝑧 – score, use the formula:
𝑥−𝜇
𝑧=
𝜎
A score of 25.7 lies 1.58 standard deviations A score of 28.3 lies 3.75 standard deviations
above (to the right of) the mean. above (to the right of) the mean
ii. 20.6
Solution
x−µ
z=
σ
20.6 − 23.8
=
1.2
≈ −2.67 A score of 20.6 lies 2.67 standard deviations below (to the left of) the mean.
EXAMPLE 2 CONTINUED
b) Which of the scores from part a) are very unlikely? c) Find the value of a raw score whose 𝑧 – score is
Solution − 1.82, correct to 2 decimal places.
a) What is the smallest weight allowed by the c) What percentage of packets will be rejected?
company? Solution
Solution About 95% of weights lie within 2 standard
µ − 2σ = 0.995 − 2 × 0.03 deviations of the mean. So 5% will lie outside this
= 0.935 kg area.
The company rejects 5% of the packets of sugar.
a) Would a shelf life of 20 weeks be unusual? Why? c) What percentage of shelf lives would be expected
Solution to be between 13.4 and 15.5 weeks?
µ − 3σ = 13.4 − 3× 1.8 Solution
=8
µ + 3σ = 13.4 + 3× 1.8
= 18.8
So the shelf life of spices almost certainly lies
between 8 and 18.8 weeks.
A shelf life of 20 weeks is outside this range, so it
would be unusual. 𝜇 = 13.4 so its 𝑧 – score = 0.
b) Find the 𝑧 – score for a shelf life of 15.5 weeks. P(13.4 ≤ X ≤ 15.5) = P(0 ≤ z ≤ 1.17)
Solution = P(z ≤ 1.17) − P(z ≤ 0)
x−µ = 0.8790 − 0.5000 (using probability table)
z=
σ
= 0.379
15.5 − 13.4 So 37.9% of shelf lives would be expected to be
=
1.8 between 13.4 and 15.5 weeks.
= 1.17
EXAMPLE 3
In Year 7 at a school the means weight of students was 59.4 kg and the standard deviation was 3.8 kg. In Year 8, the mean
was 63.5 kg and the standard deviation was 1.7 kg.
John in Year 7, and Deng in Year 8, both weighed 68 kg. Which student was heavier in relation to his Year?
Solution
For John: For Deng:
x−µ x−µ
z= z=
σ σ
68 − 59.4 68 − 63.5
= =
3.8 1.7
≈ 2.263 ≈ 2.647