Continuous Probability

Distributions
Discrete vs. Continuous Random Variable
Discrete R.V.
• Takes on finite or countable infinite number of different values,
• “Gaps” exist between values along the number line,
• Possible to list all possible values with associated probabilities (Probability
Distribution).

Continuous R.V.
• Takes on ANY value in an interval,
• No “gaps” between values,
• Point probability P(X=x) = 0 for any x.
 Continuous Probability Distributions
• A continuous random variable is a variable that can assume any value on a
continuum (can assume an uncountable number of values)
• thickness of an item
• time required to complete a task
• temperature of a solution
• height, in inches

• These can potentially take on any value depending only on the ability to
precisely and accurately measure
 Continuous Probability Distributions

The probability of the random variable assuming a value within some given
interval from x1 to x2 is defined to be the area under the graph of the
probability density function that is between x1 and x2.

P(x1 < x < x2) = area

Uniform Normal Exponential

x x x
x1 x2 x1 x2 x1 x2
Point Probabilities are Zero
Because there is an infinite number of values, the probability of each
individual value is virtually 0.

Thus, we can determine the probability of a range of values only.

• E.g. with a discrete random variable like tossing a die, it is meaningful to talk about
P(X=5), say.
• In a continuous setting (e.g. with time as a random variable), the probability the random
variable of interest, say task length, takes exactly 5 minutes is infinitesimally small, hence
P(X=5) = 0.
It is meaningful to talk about P(X ≤ 5).
Probability Density Function…
Instead of P(x), continuous R.V. uses Probability Density Function (pdf)
• The technical name of the curve,
• Often represented as f(x)
• f(x) ³0 for all x (probabilities can’t be negative)
• òf(x)dx = 1 (The total area under the curve between a and b is 1.0)

f(x)

area=1

a b x
Normal Distribution
 The Normal Distribution
• ‘Bell
Shaped’
• Symmetrical f(X)
• Mean, Median and Mode
are Equal
Location is determined by the σ
mean, μ X
μ
Spread is determined by the
standard deviation, σ
Mean
= Median
The random variable has an infinite = Mode
theoretical range:
+ ¥ to - ¥
The Normal Distribution
Density Function
n The formula for the normal probability density function is

2
1 æ (X -μ) ö
1 - ç
2è s ø
÷
f(X) = e
2πs
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation
X = any value of the continuous variable
NORMAL PROBABILITY DISTRIBUTION

Normal Probability Distribution

A normal probability distribution , when plotted, gives a bell-shaped

curve such that:
1. The total area under the curve is 1.0.
2. The curve is symmetric about the mean.
3. The two tails of the curve extend indefinitely.
Probability Density Function Example
• The shaded area in the graph represents
the probability that the random
variable X is less than or equal to a.
• Cumulative probability
• Always to the left
• The probability that the random
variable X is exactly equal to a would be
zero.
Normal distribution with mean μ and standard deviation σ.
Total area under a normal curve.
A normal curve is symmetric about the mean.
Areas of the normal curve beyond μ ± 3σ.
Three normal distribution curves with the same mean but different
standard deviations.

x
Three normal distribution curves with different means but the same
standard deviation.
STANDARD NORMAL DISTRIBTUION
Definition

The normal distribution with μ = 0 and σ = 1 is called the standard normal

distribution.
The standard normal distribution curve.
STANDARD NORMAL DISTRIBTUION

Definition

z Values or z Scores
The units marked on the horizontal axis of the standard normal curve are
denoted by z and are called the z values or z scores. A specific value of z
gives the distance between the mean and the point represented by z in
terms of the standard deviation.
Area under the standard normal curve.
7-22
Basis for the empirical rules

• 68.26% of the area under the curve falls within +/- 1 Stdev.
• 95.44% of the area under the curve falls within +/- 2 Stdev.
• 99.73% of the area under the curve falls within +/- 3 Stdev.
Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is symmetric, so half is
above the mean, half is below

f(x)
P( -¥ < x < μ) = 0.5 P(μ < x < ¥ ) = 0.5

0.5 0.5

μ x

P( -¥ < x < ¥ ) = 1.0

Why standardizing?
• To measure variable with different means and/or standard deviations on a single
scale.
• Statistically (based standard normal distribution), are they really or
fundamentally different matters?
• SAT mean 1020 with standard deviation of 160. You scored 1260. What is your percentile?

• Average adult male height is 70 inches with standard deviation of 2 inches. You are 73 inches
tall. What is your height percentile?
 Translation to the Standard
Normal Distribution

• Translate from x to the standard normal (the “z”

distribution) by subtracting the mean of x and dividing by
its standard deviation:

x -μ
z=
σ
z is the number of standard deviations units that
x is away from the population mean
 To Standardize Normal Distribution
• We can use the following function to convert ANY normal
random variable to a standard normal random variable Z.
This shifts the mean
of X to zero…

X
0

Some advice: always

draw a picture!
This changes the
shape of the curve… Z
Standardization
• The values Z takes are called z-scores.
• Z-score is literally the number of standard deviations the related X is from
its mean.
• For any normal distribution X it holds that:
æa-µ X -µ b-µ ö
P ( a < X < b) = Pç < < ÷
è s s s ø
X -µ
and since Z = , we have :
s
æa-µ b-µ ö
P ( a < X < b) = Pç <Z< ÷
è s s ø
Notation for the Probability of a Standard Normal Random Variable

P(a < Z < b) represents the probability a standard

normal random variable is between
a and b
P(Z > a) represents the probability a standard
normal random variable is greater
than a.

P(Z < a) represents the probability a standard

normal random variable is less than a.

7-29
For any continuous random variable, the probability of observing a specific
value of the random variable is 0. For example, for a standard normal
random variable, P(a) = 0 for any value of a. This is because there is no area
under the standard normal curve associated with a single value, so the
probability must be 0. Therefore, the following probabilities are equivalent:

P(a < Z < b) = P(a < Z < b) = P(a < Z < b) = P(a < Z < b)

7-30
 Calculating Normal Probabilities…
P(45 < X < 60) ? …mean of 50 minutes and a
standard deviation of 10 minutes…

0
 The Standard Normal Table
• The Standard Normal Table gives the probability
between the mean and a certain z value
• The z value ALWAYS refers to the area between some
value (-z or +z) and the mean
• Since the distribution is symmetrical, the Standard
Normal Table only displays probabilities for ½ of the
full distribution
EXAMPLE Finding the Area Under the Standard Normal Curve

Find the area under the standard normal curve to the right of Z = 1.25.

Area right of 1.25 = 1 – area left of 1.25

= 1 – 0.8944
= 0.1056
7-33
EXAMPLE Finding the Area Under the Standard Normal Curve

Find the area under the standard normal curve to the left of z = -0.38.

Area left of z = -0.38 is 0.3520.

7-34
EXAMPLE Finding the Area Under the Standard Normal Curve

Find the area under the standard normal curve between z = -1.02 and z = 2.94.

In this case finding the area to the left of the z score of 2.94 is bigger than the
area we are concerned with, and the area to the left of the z score of -1.04
contains area that we are not concerned with.
To find the area we are interested in we will subtract the smaller area from the
larger, which will give us the area that is between them.

Area between -1.02 and 2.94 = (Area left of z = 2.94) – (area left of z = -1.02)
= 0.9984 – 0.1539
= 0.8445

7-35
Example

Find the area under the standard normal curve to the left of z = 1.95.
Area Under the Standard Normal Curve to the Left of z = 1.95
Area to the left of z = 1.95.
Example
Find the area under the standard normal curve from z = -2.17 to z = 0.
Example: Solution

To find the area from z=-2.17 to z =0, first we find the areas to the left of z=0
and to the left of z=-2.17 in Table IV. As shown in Table 6.3, these two areas
are .5 and .0150, respectively. Next we subtract .0150 from .5 to find the
required area.

Area from -2.17 to 0 = P(-2.17≤ z ≤ 0)

= .5000 - .0150 = .4850
Area Under the Standard Normal Curve
Area from z = -2.17 to z = 0.
Example
Find the following areas under the standard normal curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
Example: Solution

(a) To find the area to the right of z=2.32, first we find the area to the left of
z=2.32. Then we subtract this area from 1.0, which is the total area under the
curve. The required area is 1.0 - .9898 = .0102.
Area to the right of z = 2.32.
Example: Solution

(b) To find the area under the standard normal curve to the left of z=-1.54,
we find the area in Table IV that corresponds to -1.5 in the z column and
.04 in the top row. This area is .0618.

Area to the left of -1.54= P (z < -1.54) = .0618

Area to the left of z = -1.54.
Example

Find the following probabilities for the standard normal curve.

(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -.75)
Example: Solution
(a) P (1.19 < z < 2.12) = Area between 1.19 and 2.12
= .9830 - .8830
= .1000
Finding P (1.19 < z < 2.12).
Example: Solution
(b) P (-1.56 < z < 2.31) = Area between -1.56 and 2.31
= .9896 - .0594
= .9302
Finding P (-1.56 < z < 2.31).
Example: Solution

(c) P (z > -.75) = Area to the right of -.75

= 1.0 - .2266
= .7734
Finding P (z > -.75).
Area within one standard deviation of the mean.
Area within two standard deviations of the mean.
Area within three standard deviations of the mean.
Example

Find the following probabilities for the standard normal curve.

(a) P (0 < z < 5.67)
(b) P (z < -5.35)
Example: Solution
(a) P (0 < z < 5.67) = Area between 0 and 5.67
= 1.0 - .5
= .5 approximately
Area between z = 0 and z = 5.67.
Example: Solution

(b) P (z < -5.35) = Area to the left of -5.35

= .00 approximately
Area to the left of z = -5.35.
 STANDARDIZING A NORMAL DISTRIBUTION

Converting an x Value to a z Value

For a normal random variable x, a particular value of x can be converted to its
corresponding z value by using the formula

x-µ
z=
s
where μ and σ are the mean and standard deviation of the normal
distribution of x, respectively.
Example
Let x be a continuous random variable that has a normal distribution with a
mean of 50 and a standard deviation of 10. Convert the following x values to z
values and find the probability to the left of these points.
(a) x = 55
(b) x = 35
Example: Solution

(a) x = 55

x-µ 55 - 50
z= = = .50
s 10
P(x < 55) = P(z < .50) = .6915
z value for x = 55.
Example: Solution

(b) x = 35

x -µ 35 - 50
z= = = -1.50
s 10
P(x < 35) = P(z < -1.50) = .0668
z value for x = 35.
Example
Let x be a continuous random variable that is normally distributed with a
mean of 25 and a standard deviation of 4.
Find the area
(a) between x = 25 and x = 32
(b) between x = 18 and x = 34
Example: Solution

(a) The z value for x = 25 is 0

The z value for x = 32 is

x-µ 32 - 25
z= = = 1.75
s 4

P (25 < x < 32) = P(0 < z < 1.75)

= .9599 - .5000 = .4599
Area between x = 25 and x = 32.
Example: Solution
(b) For x = 18:
18 - 25
z= = -1.75
4

For x = 34: 34 - 25
z= = 2.25
4

P (18 < x < 34) = P (-1.75 < z < 2.25)

= .9878 - .0401 = .9477
Area between x = 18 and x = 34.
Example

Let x be a normal random variable with its mean equal to 40 and standard
deviation equal to 5. Find the following probabilities for this normal
distribution
(a) P (x > 55)
(b) P (x < 49)
Example: Solution
(a) For x = 55:
55 - 40
z= = 3.00
5
P (x > 55) = P (z > 3.00)
= 1.0 - .9987
= .0013
Finding P (x > 55).
Example: Solution
(b) For x = 49:
49 - 40
z= = 1.80
5

P (x < 49) = P (z < 1.80) = .9641

Finding P (x < 49).
Example
Let x be a continuous random variable that has a normal distribution with μ
= 50 and σ = 8. Find the probability
P (30 ≤ x ≤ 39).
Example: Solution
For x = 30:
30 - 50
z= = -2.50
8

For x = 39: 39 - 50
z= = -1.38
8

P (30 ≤ x ≤ 39) = P (-2.50 ≤ z ≤ -1.38)

= .0838 - .0062 = .0776
Finding P (30 ≤ x ≤ 39).
Example
Let x be a continuous random variable that has a normal distribution with a
mean of 80 and a standard deviation of 12. Find the area under the normal
distribution curve
(a) from x = 70 to x = 135
(b) to the left of 27
Example: Solution
(a) For x = 70:
70 - 80
z= = -.83
12

For x = 135:
135 - 80
z= = 4.58
12

P (70 ≤ x ≤ 135) = P (-.83 ≤ z ≤ 4.58)

= 1 - .2033
= .7967 approximately
Area between x = 70 and x = 135.
Example: Solution

(b) For x = 27:

27 - 80
z= = -4.42
12

P (x < 27) = P (z < -4.42)

=.00 approximately
Area to the left of x = 27.
 APPLICATIONS OF THE NORMAL DISTRIBUTION

This section presents examples that illustrate the applications of the normal
distribution.
Example
According to the Kaiser Family Foundation, U.S. workers who had employer-
provided health insurance paid an average premium of $4129 for family
coverage during 2011 (USA TODAY, October 10, 2011). Suppose that the
premiums for family coverage paid this year by all such workers are normally
distributed with a mean of $4129 and a standard deviation of $600. Find the
probability that such premium paid this year by a randomly selected such
worker is between $3331 and $4453.
Example: Solution
For x = $3331:

3331 − 4129
𝑧= = −1.33
600
For x = $4453:
4453 − 4129
𝑧= = .54
600

P ($3331 < x < $4453) = P (-1.33 < z < .54)

= .7054 - .0918
= .6136 = 61.36%
Area between x = $3331 and x = $4453.
Example

A racing car is one of the many toys manufactured by Mack Corporation.

The assembly times for this toy follow a normal distribution with a mean of
55 minutes and a standard deviation of 4 minutes. The company closes at 5
p.m. every day. If one worker starts to assemble a racing car at 4 p.m., what
is the probability that she will finish this job before the company closes for
the day?
Example: Solution
For x = 60:
!"#$$
𝑧= = 1.25
%

P(x ≤ 60) = P(z ≤ 1.25) = .8944

Thus, the probability is .8944 that this worker will finish assembling this
racing car before the company closes for the day.
Area to the left of x = 60.
Example

Hupper Corporation produces many types of soft drinks, including

Orange Cola. The filling machines are adjusted to pour 12 ounces of soda
into each 12-ounce can of Orange Cola. However, the actual amount of
soda poured into each can is not exactly 12 ounces; it varies from can to
can. It has been observed that the net amount of soda in such a can has a
normal distribution with a mean of 12 ounces and a standard deviation
of .015 ounce.

(a) What is the probability that a randomly selected can of Orange

Cola contains 11.97 to 11.99 ounces of soda?
(b) What percentage of the Orange Cola cans contain 12.02 to 12.07
ounces of soda?
Example: Solution
(a) For x = 11.97:
11.97 - 12
z= = -2.00
.015

For x = 11.99: 11.99 - 12

z= = -.67
.015

P (11.97 ≤ x ≤ 11.99) = P (-2.00 ≤ z ≤ -.67)

= .2514 - .0228
= .2286
Area between x = 11.97 and x = 11.99.
Example: Solution

(b) For x = 12.02:

12.02 - 12
z= = 1.33
.015

For x = 12.07: 12.07 - 12

z= = 4.67
.015

P (12.02 ≤ x ≤ 12.07) = P (1.33 ≤ z ≤ 4.67)

= 1 - .9082
= .0918
Area from x = 12.02 to x = 12.07.
Example
Suppose the life span of a calculator manufactured by Calculators
Corporation has a normal distribution with a mean of 54 months and a
standard deviation of 8 months. The company guarantees that any calculator
that starts malfunctioning within 36 months of the purchase will be replaced
by a new one. About what percentage of calculators made by this company
are expected to be replaced?
Example: Solution

For x = 36:
36 - 54
z= = -2.25
8
P(x < 36) = P (z < -2.25) = .0122

Hence, 1.22% of the calculators are expected to be replaced.

Area to the left of x = 36.
DETERMINING THE z AND x VALUES WHEN AN AREA UNDER THE
NORMAL DISTRIBUTION CURVE IS KNOWN

Now we learn how to find the corresponding value of z or x when an area

under a normal distribution curve is known.
Example
Find a point z such that the area under the standard normal curve to the left
of z is .9251.
Finding the z value.
Finding the z Value When Area Is Known.
Example
Find the value of z such that the area under the standard normal curve in
the right tail is .0050.
Example: Solution

Area to the left of z = 1.0 - .0050 = .9950

Look for .9950 in the body of the normal distribution table. Table VII does
not contain .9950.

Find the value closest to .9950, which is either .9949 or .9951.

If we choose .9951, the z = 2.58.
If we choose .9949, the z = 2.57.
Finding the z value.
Example
Find the value of z such that the area under the standard normal curve in the
left tail is .05.
Example: Solution

Because .05 is less than .5 and it is the area in the left tail, the value of z
is negative.

Look for .0500 in the body of the normal distribution table. The value
closest to .0500 in Table IV is either .0505 or .0495.

If we choose .0495, the z = -1.65.

Finding the z value.
Finding an x Value for a Normal Distribution

For a normal curve, with known values of μ and σ and for a given area
under the curve to the left of x, the x value is calculated as
x = μ + zσ
Example
Recall Example 6-14. It is known that the life of a calculator manufactured by
Calculators Corporation has a normal distribution with a mean of 54 months
and a standard deviation of 8 months. What should the warranty period be
to replace a malfunctioning calculator if the company does not want to
replace more than 1% of all the calculators sold?
Example: Solution
Area to the left of x = .01 or 1%

Find the z value from the normal distribution table for .0100. Table IV does
not contain a value that is exactly .0100.

The value closest to .0100 in the table is .0099. The z = -2.33.

x = μ + zσ = 54 + (-2.33)(8)
= 54 – 18.64 = 35.36
Example: Solution
Thus, the company should replace all calculators that start to malfunction
within 35.36 months (which can be rounded to 35 months) of the date of
purchase so that they will not have to replace more than 1% of the
calculators.
Finding an x value.
Example
According to the College Board, the mean combined (mathematics and
critical reading) SAT score for all college-bound seniors was 1012 with a
standard deviation of 213 in 2011. Suppose that the current distribution of
combined SAT scores for all college-bound seniors is approximately normal
with a mean of 1012 and a standard deviation of 213. Jennifer is one of the
college-bound seniors who took this test. It is found that 10% of all current
college-bound seniors have SAT scores higher than Jennifer. What is Jennifer’s
SAT score?
Example: Solution
Area to the left of the x value = 1.0 - .10 = .9000

Look for .9000 in the body of the normal distribution table. The value closest
to .9000 in Table IV is .8997, and the z value is 1.28.

x = μ + zσ = 1012 + 1.28(213)
= 1012 + 272.64 = 1284.64 ≈ 1285

Thus, Jennifer’s combined SAT score is 1285.

Finding an x value.
THE NORMAL APPROXIMATION OF THE BINOMIAL
DISTRIBUTION
1. The binomial distribution is applied to a discrete random variable.
2. Each repetition, called a trial, of a binomial experiment results in one of two
possible outcomes, either a success or a failure.
3. The probabilities of the two (possible) outcomes remain the same for each
repetition of the experiment.
4. The trials are independent.
THE NORMAL APPROXIMATION OF THE BINOMIAL DISTRIBUTION

The binomial formula, which gives the probability of x successes in n trials, is

P( x) = n C x p x q n - x
THE NORMAL APPROXIMATION OF THE BINOMIAL DISTRIBUTION

Normal Distribution as an Approximation to Binomial Distribution

Usually, the normal distribution is used as an approximation to the binomial

distribution when np and nq are both greater than 5 -- that is, when
np > 5 and nq > 5
The Binomial Probability Distribution for n = 12 and p = .50
Histogram for the probability distribution of Table 6.5.
Example

According to an estimate, 50% of the people in the United States have at

least one credit card. If a random sample of 30 persons is selected, what is
the probability that 19 of them will have at least one credit card?
Example: Solution

n = 30, p = .50, q = 1 – p = .50

x = 19, n – x = 30 – 19 = 11

From the binomial formula,

P(19) = 30 C19 (.5)19 (.5)11 = .0509

Example: Solution

Let’s solve this problem using the normal distribution as an approximation

to the binomial distribution.

np = 30(.50) = 15 > 5 and nq = 30(.50) = 15 > 5.

We can use the normal distribution as an approximation to solve this

binomial problem.
Example: Solution

Step 1. Compute μ and σ for the binomial distribution.

µ = np = 30(.50) = 15
s = npq = 30(.50)(.50) = 2.73861279

Step 2. Convert the discrete random variable into a continuous random

variable (by making the correction for continuity).
Continuity Correction Factor

Continuity Correction Factor

Definition
The addition of .5 and/or subtraction of .5 from the value(s) of x when the
normal distribution is used as an approximation to the binomial
distribution, where x is the number of successes in n trials, is called the
continuity correction factor.
Example: Solution

Step 3. Compute the required probability using the normal distribution.

For x = 18.5:
18.5 - 15
z= = 1.28
2.73861279
For x = 19.5: 19.5 - 15
z= = 1.64
2.73861279

P(18.5 ≤ x ≤ 19.5) = P(1.28 ≤ z ≤ 1.64)

= .9495 - .8997 = .0498
Example: Solution

Thus, based on the normal approximation, the probability that 19 persons in a

sample of 30 will have at least one credit card is approximately .0498.

Using the binomial formula, we obtain the exact probability .0509.

The error due to using the normal approximation is

.0509 - .0498 = .0011.
Area between x = 18.5 and x = 19.5.
Example
According to an Arise Virtual Solutions Job survey, 32% of people working
from home said that the biggest advantage of working from home is that
there is no commute (USA TODAY, October 7, 2011). Suppose that this
result is true for the current population of people who work from home.
What is the probability that in a random sample of 400 people who work
from home, 108 to 122 will say that the biggest advantage of working from
home is that there is no commute?
Example: Solution

n = 400, p = .32, q = 1 – .32 = .68

𝜇 = 𝑛𝑝 = 400 .32 = 128

𝜎 = 𝑛𝑝𝑞 = 400 .32 (.68) = 9.32952303

For x = 107.5: 107.5 − 128

𝑧= = −2.20
9.32952303

122.5 − 128
𝑧= = −.59
For x = 122.5 9.32952303
Example: Solution

P(107.5 ≤ x ≤ 122.5) = P(-2.20 ≤ z ≤ -.59)

= .2776 - .0139 = .2637

Thus, the probability that 108 to 122 people in a sample of 400 who work
from home will say that the biggest advantage of working from home is
that there is no commute is approximately .2637.
Area between x = 107.5 and x = 122.5
Example

According to a poll, 55% of American adults do not know that GOP stands for
Grand Old Party (Time, October 17, 2011). Assume that this percentage is true
for the current population of American adults. What is the probability that
397 or more American adults in a random sample of 700 do not know that
GOP stands for Grand Old Party?
Example: Solution

n = 700, p = .55, q = 1 – .55 = .45

𝜇 = 𝑛𝑝 = 700 .55 = 385

𝜎 = 𝑛𝑝𝑞 = 700 .55 (.45) = 13.16244658

For x = 396.5: 396.5 − 385

𝑧= = .87
13.16244658
Example: Solution

P(x ≥ 396.5) = P(z ≥ .87) = 1.0 - .8078 = .1922

Thus, the probability that 397 or more American adults in a random sample
of 700 will not know that GOP stands for Grand Old Party is approximately
.1922.
Area to the right of x = 396.5