Lecture 4
Lecture 4
PROBABILITY
DISTRIBUTIONS
Intended Learning Outcomes
At the end of this module, it is expected that the students will be able to:
Let’s see how this compares with the formula for a discrete random
variable:
Example 1. Let X ∼ uniform (0, 1). Find E(X).
Solution:
Since X has a range of [0, 1] and a density of f(x) = 1:
Example 2. Let X have range [0, 2] and density . Find E(X).
Does it make sense that this X has mean is in the right half of its range?
Yes. Since the probability density increases as x increases over the range, the
average value of x should be in the right half of the range.
4.3 Continuous Uniform Distribution
Standard
Deviation:
Probability
𝑑 −𝑐 c d
( )
𝑃 𝑐≤ 𝑥≤𝑑 =
𝑏− 𝑎
Example: A bus is uniformly late between 2 and 10 minutes. How long can you expect to wait? With
what S.D.? If its >7 mins late , you’ll be late for work. What’s the probability of you being late?
𝑎 +𝑏 2( 𝑏 − 𝑎 )2
𝜇= 𝜎 =
1 2 12
¿
8 2+10 ( 10 − 2 )2
𝜇= 𝜎 =2
2 12
12 2 ( 8 )2
𝜇= 𝜎 =
2 7 10 2 12
2 64
𝜇=6 mins 𝜎 =
𝑑 −𝑐 12
𝑃 ( 𝑐 ≤ 𝑥 ≤ 𝑑 )=
√
𝑏− 𝑎
64
𝜎=
𝑃 ( 7 ≤ 𝑥 ≤ 10 )=
10 − 7 12
10 − 2
𝜎 =2.3 1 mins
= 0.375
4.4 Normal Distribution
The Normal Distribution is the most important and most widely used continuous
probability distribution. It is the cornerstone of the application of statistical inference in
analysis of data because the distributions of several important sample statistics tend
towards a Normal distribution as the sample size increases. Empirical studies have
indicated that the Normal distribution provides an adequate approximation to the
distributions of many physical variables.
A2
70.9− 70
𝑧= 1.2
0.75
𝑧 =1.2
For z = 1.2 the area under
the curve between mean
(0) and z is 0.3849
Example 1. The volume of water in commercially supplied fresh drinking water containers is
approximately Normally distributed with mean 70 litres and standard deviation 0.75 litres. Estimate the
proportion of. containers likely to contain (i) in excess of 70.9 litres, (ii) at most 68.2 litres, (iii) less
than 70.5 litres.
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
68.2− 70 -2.4
𝑧=
0.75
𝑧 =−2.4
For z = -2.4 the area under
the curve between mean (0)
and z is 0.0082
Example 1. The volume of water in commercially supplied fresh drinking water containers is
approximately Normally distributed with mean 70 litres and standard deviation 0.75 litres. Estimate the
proportion of. containers likely to contain (i) in excess of 70.9 litres, (ii) at most 68.2 litres, (iii) less
than 70.5 litres.
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
A = 0.5 + 0.2486
𝜎 =0.75
𝑥 −𝜇
A1 A2
A = 0.7486 or 74.86%
𝑧=
𝜎 0.67
70.5 −70
𝑧=
0.75
𝑧 =0.67
For z = 0.67 the area
under the curve between
mean (0) and z is 0.2486
Example 2. In a science test , the mean score is 42 and the standard deviation is 5. Assuming the scores
are normally distributed, what percent of the score is;
a. Greater than 48?
b. Less than 50?
c. Between 30 and 48?k
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
A = A1 + A2
a. Greater than 48?
A2 11.51%
48 − 42
𝑧= 1.2
𝑧 =1.2
For z = 1.2 the area
under the curve
between mean (0) and
z is 0.3849
Example 2. In a science test , the mean score is 42 and the standard deviation is 5. Assuming the scores
are normally distributed, what percent of the score is;
a. Greater than 48?
b. Less than 50?
c. Between 30 and 48?
- Convert the volume of water to
z-score
- Sketch the graph
- Find the area
A = A1 + A2
b. Less than 50?
A = 0.5 + 0.4452
Given: 𝜇=42 0.5
𝜎 =5
A = 0.9452 or 94.52 %
𝑥 −𝜇
𝑧= A1 A2
𝜎
50 − 42 1.6
𝑧=
5
𝑧 =1. 6
For z = 1.6 the area under
the curve between mean
(0) and z is 0.4452
Example 2. In a science test , the mean score is 42 and the standard deviation is 5. Assuming the scores
are normally distributed, what percent of the score is;
a. Greater than 48?
b. Less than 50?
c. Between 30 and 48?
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
c. Between 30 and 48? A = A1 + A2
Given: 𝜇=42
𝜎 =5 A = 0.4918 + 0.3849
𝑥 −𝜇 𝑥 −𝜇 A1 A2
𝑧= 𝑧=
𝜎 𝜎 A = 0.8767 or 87.67 %
30 − 42 𝑧 = 48 − 42 -2.4 1.2
𝑧= 5
5
𝑧 =−2.4 𝑧 =1.2
For z = 1.2 the area For z = - 2.4 the area
under the curve under the curve
between mean (0) and between mean (0) and
z is 0.3849 z is 0.0082
4.5 Normal Approximation to Binomial and Poisson Distribution
Binomial Approximation
The normal distribution can be used as an approximation to the binomial
distribution if X is a binomial random variable,
mean = n • p
standard deviation =
Poisson Approximation
Poisson distribution was developed as the limit of a binomial distribution as the
number of trials increased to infinity therefore the normal distribution can also be
used to approximate probabilities of a Poisson random variable.
If X is a Poisson random variable with E(X) = x and V(X) = x, then
ʎ=
When working out probabilities, we want to include whole rectangles, which is what
continuity correction is all about.
Normal Approximation To The Binomial Distribution
Example 1. boxer hits driver shot in the uppercut 72% of the time
a. What is the probability he hits 43 uppercut drives
in 54 total driver shots?
b. What is the probability he hits at most 39 fairway
drives in 54 total driver shots.
c. What is the probability he hits more than 41 fairway
drives in 54 total driver shots?
P (x = 43) n = 54
P (42.5 < x < 43.5)
p= 0.72
Calculate probabilities q = 0.28
- convert values to z scores = 38.88
- use z score tables for probabilities P (42.5 < x < 43.5) = 3.299
𝑥 −𝜇 𝑥 −𝜇
𝑧= 𝑧=
𝜎 𝜎
𝑧 =1.09 𝑧 =1.40
0.8621 0.9192
P (x ≤ 39) n = 54
P ( x < 39.5)
p= 0.72
Calculate probabilities q = 0.28
- convert values to z scores = 38.88
- use z score tables for probabilities P ( x < 39.5) = 3.299
𝑥 −𝜇
𝑧=
𝜎
𝑧 =0.19
0.5753
P ( x < 39.5)= z₁
P ( x < 39.5)= =0.5753 or 57.53%
c. What is the probability he hits more than 41 fairway drives in
54 total driver shots
P (x > 41) n = 54
P (x > 42.5)
p= 0.72
Calculate probabilities q = 0.28
- convert values to z scores = 38.88
- use z score tables for probabilities P (P (x > 42.5) = 3.299
𝑥 −𝜇
𝑧=
𝜎
𝑧 =1.09
0.7852
P (P (x > 41.5) = 1 – z₁
P (P (x > 41.5) =1-0.7852
P (P (x > 41.5) = 0.2148 or 21.48%
Normal Approximation To The Poisson Distribution Poisson
𝜎 =√ 𝜇
𝑥 −𝜇
𝑧=
𝜎
A1 A2
𝑧 =0. 7298
0.77
0.7673
P (P (x > 25.5) = 1 – z₁
P (P (x > 25.5) =1-0.7673
P (P (x > 25.5) = 0.2327 0r 23.27%
4.6 Exponential Distribution
Poisson Exponential
P (X > x)
P (X < x) 1-
time
Figure 4.4 Probability density function of
exponential random variables for selected
values of λ
Example: A checkout counter at a supermarket completes the process according to an exponential distribution with a
service rate of 6 per hour. A customer arrives at the checkout counter. Find the probability of the following events.
P (X > x)
b. The customer leaves the checkout counter more than 1o
minutes after arriving. P (X < x) 1-