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Chapter 10.1-10.2 Continuous Random Variable - Students

Chapter 4 discusses continuous random variables and their probability distributions, including the normal and standard normal distributions. It explains the concepts of probability density functions (PDF) and cumulative distribution functions (CDF), detailing how to calculate probabilities and expected values. The chapter also includes examples and exercises related to normal distributions and transformations to standard normal variables.

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13 views19 pages

Chapter 10.1-10.2 Continuous Random Variable - Students

Chapter 4 discusses continuous random variables and their probability distributions, including the normal and standard normal distributions. It explains the concepts of probability density functions (PDF) and cumulative distribution functions (CDF), detailing how to calculate probabilities and expected values. The chapter also includes examples and exercises related to normal distributions and transformations to standard normal variables.

Uploaded by

Kerven
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Chapter 4

CONTINUOUS RANDOM
VARIABLES & PROBABILITY
DISTRIBUTION

1
CHAPTER 4
CONTINUOUS RANDOM VARIABLES &
PROBABILITY DISTRIBUTION

4.1 Continuous Random Variables


4.2 Probability Distribution
(Normal Distribution & Standard Normal Distribution)
4.3 Transform Normal Variable To Standard Normal
Variable

2
SECTION 10.1
CONTINUOUS RANDOM VARIABLE

3
Continuous random variables 4
• A continuous random variable is a random variable where the data can take _______
many values.
• Example:
- time taken for something to be done
- the volume of drinking water
- the length of a rod
• The probability that x is between a and b is determined as the _________ of f (x) from a
to b. Function f (x) is used to calculate an area that represents the probability that X
from a to b.
P(a<X<b)
5

▪ Since the X is a continuous random variable, the following is true.

If X is a continuous random variable, for any x1 and x2:


𝑃(𝑥1 ≤ 𝑋 ≤ 𝑥2 ) = 𝑃(𝑥1 < 𝑋 ≤ 𝑥2 ) = 𝑃(𝑥1 ≤ 𝑋 < 𝑥2 ) = 𝑃(𝑥1 < 𝑋 < 𝑥2 )
Probability Density Function f(x) 6
• The Probability Density Function (PDF) describes the relative likelihood of a
random variable taking on a particular value within an interval.
• A probability density function f(x) can be used to describe the ________
_________of a continuous random variable x
• Plays a key role in calculating the expected value/mean of random variable.
• For a continuous random variable X, a probability density function (pdf) is a
function with

(1) 𝑓(𝑥) ≥ 0 for all 𝑥,


∞
(2) The total area under the curve equals 1: න 𝑓(𝑥) 𝑑𝑥 = 1
−∞
𝑏
(3) 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = න 𝑓(𝑥) 𝑑𝑥 = area under 𝑓(𝑥) from 𝑎 to 𝑏
𝑎
for any 𝑎 and 𝑏.
7
Example:
Given:

Solution:

To find the probability the processing time is between 2 and 5:


5 5 1
𝑃 2 ≤ 𝑥 ≤ 5 = ‫׬‬2 𝑓 𝑥 𝑑𝑥 = ‫׬‬2 ( )𝑑𝑥 = 0.3
10

This means there’s a 30% chance the processing time is between 2 and 5 seconds
Cumulative Distribution Function (CDF) 8
• The Cumulative Distribution Function (CDF) gives the probability that a random
variable X takes a value less than or equal to 𝑥.

▪ The cumulative distribution functions of continuous random variable is


𝑡
𝐹(𝑡) = 𝑃(𝑋 ≤ 𝑡) = න 𝑓(𝑥) 𝑑𝑥 __________________________
−∞

• Properties of CDF
✓ 𝐹𝑋 −∞ = 0
✓ 𝐹𝑋 ∞ =1
✓𝑃 𝑥1 < 𝑋 ≤ 𝑥2 = 𝐹𝑋 𝑥2 − 𝐹𝑋 (𝑥1 )
Comparison between Probability Distribution, Probability Density Function (PDF)
and Cumulative Distribution Function (CDF):

9
SECTION 10.2
PROBABILITY DISTRIBUTION

(NORMAL DISTRIBUTION &


STANDARD NORMAL DISTRIBUTION)

10
NORMAL DISTRIBUTION ➔ X ~ N(µ,2) 11
Definition:
The random variable with normal distribution is characterized by with its mean  and
variance 2.

• A random variable X with probability density function ,

is a normal random variable with parameters  and .

• Graph of probability density function with normal distribution as a bell-shape curve


12
STANDARD NORMAL DISTRIBUTION , Z ~ N(0,1)

The standard normal distribution is a normal probability distribution that has a


mean of ____ and a standard deviation of ____.
Definition:
A normal random variable with  = 0 and 2 = 1 is called a standard normal
random variable and is denoted as Z

The cumulative distribution function of a standard normal random variable is


denoted as
Φ(𝑧) = 𝑃(𝑍 ≤ 𝑧)

We can find the areas under the standard normal curve by referring to Standard
Normal Tables (z-table) which give cumulative probabilities (z)
13

Standard Normal Curve Areas,  (z) = P(Z  z )

Example.
Calculate the probability  (1.5) = P(Z  1.5)
14
Example
Find (a) P(Z ≤ 1.26)
(b) P(Z > 1.26)
(c) P(Z < −0.86)
(d) P(Z > −1.37) = 1− P(Z < − 1.37)
(e) P(−1.25 < Z < 0.37)
Solution
15
16
Exercise
Find
1. P (Z < 1.49) =
2. P (Z > 1.49) =
3. P (Z < −1.49) =
4. P (Z > −1.49) =
5. P (−1.35 < Z < 1.49) =
6. P (1.49 < Z < 1.57) =
7. P (−2.35< Z < −1.42) =
17
18

How to transform normal


distribution to standard normal
distribution?
Next…
19

END OF CHAPTER 10.2

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