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Unit 1 L2

The document discusses continuous random variables, their probability distributions, and various types of probability density functions, including uniform, normal, exponential, Erlang, gamma, Weibull, and lognormal distributions. It explains key concepts such as mean, variance, and the lack of memory property of exponential distributions, along with examples and applications of these distributions. Additionally, it covers the normal approximation to binomial and Poisson distributions, providing insights into their relationships and uses in statistical modeling.

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17 views77 pages

Unit 1 L2

The document discusses continuous random variables, their probability distributions, and various types of probability density functions, including uniform, normal, exponential, Erlang, gamma, Weibull, and lognormal distributions. It explains key concepts such as mean, variance, and the lack of memory property of exponential distributions, along with examples and applications of these distributions. Additionally, it covers the normal approximation to binomial and Poisson distributions, providing insights into their relationships and uses in statistical modeling.

Uploaded by

deepjyot372
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Unit 1 (L 2)

Continuous Random
Variable
A continuous random variable can take any value
in an interval, open or closed, so it has
innumerable values
 Examples: the height or weight of a chair
 For such a variable X, the probability assigned to
an exact value P(X = a) is always 0, though the
probability for it to fall into interval [a, b], that is,
 P(a ≤ X ≤ b), can be a positive number

2
Probability Distributions
and Probability Density
Functions

Figure 4-1 Density function of a loading on a long, thin beam.


Probability Distributions
and Probability Density
Functions

Probability determined from the area under f(x).


4.1 Probability
Distributions Probability
Density Functions
Definition
Probability Distributions
and Probability Density
Functions
Probability Distributions
and Probability Density
Functions
Example:
Cumulative Distribution
Functions
Definition
Mean and Variance of a
Continuous Random Variable
Definition
Mean and Variance of a
Continuous Random Variable
Expected Value of a Function of a
Continuous Random Variable
Question?
Solution.
4.3 Continuous Uniform Random
Variable

Definition
Continuous Uniform Random
Variable

Continuous uniform probability density function.


Continuous Uniform Random
Variable
Mean and Variance
Continuous Uniform Random
Variable
Example
Continuous Uniform Random
Variable

Figure 4-9 Probability for Example 4-9.


4.4Continuous Uniform Random
Variable
4.5 Normal Distribution

Definition
Normal Distribution

Figure : Normal probability density functions for selected values of the


parameters  and 2.
Normal Distribution

Some useful results concerning the normal


distribution
4.6 Normal Distribution

Definition : Standard Normal


Normal Distribution
Example:

Figure 4-13 Standard normal probability density function.


Normal Distribution

Standardizing
Normal Distribution
Example:
Normal Distribution

Figure 4-15 Standardizing a normal random variable.


Normal Distribution

To Calculate Probability
Normal Distribution

Example:
Normal Distribution

Example (When prob. is given)


4-7 Normal Approximation to the
Binomial and Poisson
Distributions
• Under certain conditions, the normal
distribution can be used to
approximate the binomial distribution
and the Poisson distribution.
4-7 Normal Approximation to the
Binomial and Poisson
Distributions
Figure 4-19 Normal
approximation to the binomial.
Normal Approximation to the
Binomial and Poisson
Distributions
Example (Normal Distri. can be used to
compute the longer calculations)
Normal Approximation to the
Binomial and Poisson
Distributions
Normal Approximation to the Binomial
Distribution
4-7 Normal Approximation to the
Binomial and Poisson
Distributions
Example 4-18
4-7 Normal Approximation to the
Binomial and Poisson
Distributions

Figure 4-21 Conditions for approximating hypergeometric and binomial


probabilities.
4-7 Normal Approximation to the
Binomial and Poisson
Distributions
Normal Approximation to the Poisson
Distribution
4-7 Normal Approximation to the
Binomial and Poisson
Distributions
Example 4-20
4-8 Exponential Distribution

Definition
Poisson or not?

Which of the following is most likely to be well


modelled by a Poisson distribution?

1. Number of trains arriving at


Falmer every hour 54%

2. Number of lottery winners


each year that live in
Brighton 23%
18%
3. Number of days between
solar eclipses 5%

4. Number of days until a 1 2 3 4

component fails
re they Poisson? Answers:

1. Number of trains arriving at Falmer every hour

NO, (supposed to) arrive regularly on a timetable not at random

2. Number of lottery winners each year that live in Brighton

Yes, is number of random events in fixed interval

3. Number of days between solar eclipses

NO, solar eclipses are not random events and this is a time
between random events, not the number in some fixed interval

4. Number of days until a component fails


NO, random events, but this is time until a random event, not
the number of random events
ime between random events / time till first random event ?

hat is the probability distribution for the time to the first event?

Poisson - Discrete distribution: P(number of events)

Exponential - Continuous distribution: P(time till first event)


Occurrence

1) Time until the failure of a part.

2) Separation between randomly happening events


Relation to Poisson distribution
Example

E.g. Probability the time till


the next death is less than
one year?
Exponential distribution

A certain type of component can be


purchased new or used. 50% of all
new components last more than five
years, but only 30% of used
components last more than five years.
Question from Derek Bruff Is it possible that the lifetimes of new
components are exponentially
distributed?

1. YES 53%

2. NO
48%

1 2
4-8 Exponential Distribution

Mean and Variance


4-8 Exponential Distribution

Example 4-21
4-8 Exponential Distribution

Figure 4-23 Probability for the exponential distribution in Example 4-21.


4-8 Exponential Distribution

Example 4-21 (continued)


4-8 Exponential Distribution

Example 4-21 (continued)


4-8 Exponential Distribution

Example 4-21 (continued)


4-8 Exponential Distribution

Our starting point for observing the system does not matter.

•An even more interesting property of an exponential random


variable is the lack of memory property.

In Example 4-21, suppose that there are no log-ons from 12:00 to


12:15; the probability that there are no log-ons from 12:15 to
12:21 is still 0.082. Because we have already been waiting for 15
minutes, we feel that we are “due.” That is, the probability of a
log-on in the next 6 minutes should be greater than 0.082.
However, for an exponential distribution this is not true.
4-8 Exponential Distribution

Example 4-22
4-8 Exponential Distribution
Example 4-22 (continued)
4-8 Exponential Distribution

Example 4-22 (continued)


Example: Reliability

The time till failure of an electronic component has an Exponential


distribution and it is known that 10% of components have failed by
1000 hours.

(a) What is the probability that a component is still working after


5000 hours?

(b) Find the mean and standard deviation of the time till failure.
(b) Find the mean and standard deviation of the time till
failure.
Answer:
4-8 Exponential Distribution

Lack of Memory Property


4-8 Exponential Distribution

Figure 4-24 Lack of memory property of an Exponential distribution.


4-9 Erlang and Gamma
Distributions

Erlang Distribution
The random variable X that equals the interval length until r
counts occur in a Poisson process with mean λ > 0 has and
Erlang random variable with parameters λ and r. The
probability density function of X is

for x > 0 and r =1, 2, 3, ….


4-9 Erlang and Gamma
Distributions

Gamma Distribution
4-9 Erlang and Gamma
Distributions

Gamma Distribution
4-9 Erlang and Gamma
Distributions

Gamma Distribution

Figure 4-25 Gamma probability


density functions for selected values
of r and .
4-9 Erlang and Gamma
Distributions

Gamma Distribution
4-10 Weibull Distribution

Definition
4-10 Weibull Distribution

Figure 4-26 Weibull probability


density functions for selected values
of  and .
4-10 Weibull Distribution
4-10 Weibull Distribution

Example 4-25
4-11 Lognormal Distribution
4-11 Lognormal Distribution

Figure 4-27 Lognormal probability density functions with  = 0 for selected values of
2.
4-11 Lognormal Distribution

Example 4-26
4-11 Lognormal Distribution

Example 4-26 (continued)


4-11 Lognormal Distribution

Example 4-26 (continued)

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