Continuous Random Variables and Probability Distribution

CONTINUOUS RANDOM
VARIABLES AND
PROBABILITY
DISTRIBUTION
PROBABILITY DISTRIBUTIONS
AND PROBABILITY DENSITY
FUNCTIONS
 PROBABILITY DENSITY DISTRIBUTION
 Describes the densities of probabilities over a range of
 Properties:
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FUNCTIONS

Examples:
Suppose that the probability density
function of is
Determine P(X < 2) , P(2 X <4) , and P(X 4)

FUNCTIONS
Let the continuous random variable X denote the
current measured in a thin copper wire in
milliamperes. Assume that the range of X is [4.9, 5.1]
mA, and assume that the probability density function
of X is f (x) = 5 for 4.9 ≤ x ≤ 5.1. What is the probability
that a current measurement is less than 5
milliamperes?

Cumulative Distribution Functions
 The cumulative distribution function of a discrete
variable is
And satisfies the following properties:
 if
Note:


Example:
The probability density function of X is
. Determine the cumulative distribution function of .

Examples: The time until a chemical reaction is
complete (in milliseconds) is approximated by the
cumulative distribution function. Determine the
probability density function of X. What proportion of
reactions is complete within 200 milliseconds?

Mean and Variance of a Continuous
Random Variable
 Mean of
 Variance of
 Standard Deviation of

Random Variable

Examples:
The probability density function of X is
. Determine the mean, variance and SD of .

Random Variable
 Compute for the Mean, Variance and SD of
previous examples.

Continuous Uniform Distribution
 A continuous uniform variable has a constant
probability density function over the range of
 Mean and Variance of are

and , where

Continuous Uniform Distribution
 Example: Suppose that the thickness of a flange is
uniformly distributed between 0.95 and 1.05 mm.
 Determine the probability density function of flange
thickness
 Find the probability that the thickness of a flange (X)
exceeds 1.02 mm.
 Calculate the mean and variance of X.

Exercises
Determine the cumulative distribution function of X.

Determine the mean, variance, and standard deviation of X.

Exercises
Example: Suppose that a random number generator
produces real numbers that are uniformly distributed
between 0 and 100.
 Determine the probability density function of a
random number (X) generated.
 Find the probability that a random number (X)
generated is between 10 and 90.
 Calculate the mean and variance of X.
Normal Distribution
 A normal RV with mean and variance has the
probability density function
 A normal distribution with mean and variance ,

denoted by is symmetric about and bell-shaped

Normal Distribution

Normal Distribution
 Probabilities of Normal Distribution

Normal Distribution
 Standard Normal RV (denoted as ) is a normal
variable with and . CDF of is denoted as

Normal Distribution

Standardization

 An arbitrary normal RV with and can be
transformed into as

Sample Problem

Suppose
that the life length of an INFINITY light bulb
follows a normal distribution with and . Calculate

Normal Approximation to the
Binomial and Poisson Distributions
 Normal Approximation to the Binomial Distribution
If is a Binomial RV with and ,
is approximately a standard normal RV. The

approximation is good for

Sample Problem

Suppose
that X is a binomial random variable with
and . Find the probability based on the
corresponding binomial distribution and approximate
normal distribution. Is the normal approximation
reasonable?

Normal Approximation to the
Binomial and Poisson Distributions
 Normal Approximation to Poisson Distributions
If is a Poisson RV with and ,
is approximately standard normal RV. The

approximation is good for

Sample Problem
 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 analyzed, what is the
probability that less than 950 particles are found?

Exponential Distribution
 Exponential RV – represents the length of interval
(time, space, etc.) from a certain point until the
next success in a Poisson process.
 Probability Distribution Function
 Cumulative Distribution Function

 Mean and Variance

Sample Problem
In a large corporate computer network, user log-ons
to the system can be modeled as a Poisson process
with a mean of 25 log-ons per hour. What is the
probability that there are no log-ons in an interval of
6 minutes?

 Lack of Memory Property
 This property implies that the value of does not

change with .

Sample Problems

Let X denote the time between detections of a particle with
a Geiger counter and assume that X has an exponential
distribution with minutes. The probability that we detect a
particle within 30 seconds of starting the counter is
Now, suppose we turn on the Geiger counter and wait 3

minutes without detecting a particle. What is the probability
that a particle is detected in the next 30 seconds?

Sample Problems
The number of customers who come to the YUMMY donut
store follows a Poisson process with a mean of 5 customers
every 10 minutes. Determine the probability density
function of the time (X; unit: min.) until the next customer
arrives. Find the probability that there are no customers for
at least 2 minutes by using the corresponding exponential
and Poisson distributions. Find the mean and variance of X.

Exercises
The sick-leave time of employees in a firm in a month
is normally distributed with a mean of 100 hours and
a standard deviation of 20 hours. Find the probability
that the sick-leave time of an employee in a month
exceeds 130 hours.

Solution

Given:
,,

Exercises

 Suppose
that X is a binomial random variable with and . Find
the probability based on the corresponding binomial
distribution and approximate normal distribution. Is the
normal approximation reasonable?
Given:
Find:
Solution 1:
* using Excel


Solution
2: Normal Approximation to Binomial RV
Find:

 Suppose that X has a Poisson distribution with .
Find the probability based on the corresponding
Poisson distribution and approximate normal
distribution. Is the normal approximation
reasonable?


Given:

Find:

Exercises
The lifetime (X; unit: hour) of a mechanical assembly in a
vibration test is exponentially distributed with a mean of 1
failure every 400 hours. Determine the probability density
hnction of the operating time (X) of the assembly before
failure. Find the probability that the assembly fails the
vibration test in less than 100 hours by using the
corresponding exponential and Poisson distributions. Find
the mean and variance of X.

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CONTINUOUS RANDOM

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And satisfies the following properties:

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 Mean and Variance of are

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Determine the cumulative distribution function of X.

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 A normal distribution with mean and variance ,

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is approximately a standard normal RV. The

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is approximately standard normal RV. The

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 Cumulative Distribution Function

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 This property implies that the value of does not

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Now, suppose we turn on the Geiger counter and wait 3

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