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Some Continuous Probability Distributions

1. Continuous Uniform Distribution

One of the simplest continuous distributions in all statistics is


continuous uniform distribution. This is characterized by a density
function that is “flat”.

Definition: The density function of the continuous uniform random


variable X on interval [A,B] is
1
f(x) = BA
, A<x<B
= 0, elsewhere.
Mean and Variance of Uniform Distribution:

A B  B  A 2
2
and 2  .
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2. Normal Distribution
This is the most important probability distribution in the entire
field of statistics. Its bell-shaped curve is called the normal curve.


The Normal Curve

Definition: The density function of the normal random variable X, with


mean  and variance  2 , is
1
n x;  ,   e  0.5  x    /   ,    x   .
2

2 

3. Areas Under the Normal Curve

The area under the curve is the probability of the random variable.
x2
1
 e 0.5  x    /   dx
2
P ( x1  X  x2 ) 
x1 2 

x1  x2
P(x1<X<x2) = area of shaded region
Definition: The distribution of a normal random variable with mean
zero and variance 1 is called the standard normal distribution.

The values for standard random variables of the normal curve are
given in Table A.3, Walpole.

If the normal distribution is not standard (mean ≠ 0 and variance ≠ 1),


we use the following transformation.

X 
Transformation: Z

Where Z is the normal random variable with mean zero and
variance 1.

Example 1: Given a standard normal distribution, find the area under


the curve that lies a) to the left of z = 1.20 (b) to the right of z = 1.84
and (c) between z = -1.97 and z = 0.86.
ANS: a) 0.8849 b) 0.0329 c) 0.7807
Example 2: Given a standard normal distribution, find the value of k
such that (a) P(Z>k) = 0.3015, and (b) P(k<Z< -0.18) = 0.4197.
ANS: a) 0.48 b) -2.37
Example 3: Given a random variable X having a normal distribution
with   50 and   10 , find the probability that X assumes a value
between 45 and 62.
ANS: 0.5764
Example 4: Given a normal distribution with   40 and   6 , find the
value of x that has 45% of the area to the left.
ANS: 39.25
Example 5: A certain type of storage battery lasts, on average, 3.0
years with standard deviation of 0.5 year. Assuming that the battery
lives are normally distributed, find the probability that a given battery
will last less than 2.3 years.
ANS: 0.0808
Seatwork
6.7 and 6.9 p.186

Read and Study the ff.


Example 6.9 p.182: In an industrial process the diameter of a ball bearing is an
important component part. The buyer sets specifications on the diameter to be
3.0  0.01 cm. This implication is that no part falling outside these specifications
will be accepted. It is known that in the process the diameter of a ball bearing has
a normal distribution with mean 3.0 and standard deviation   0.005 . On the
average, how many manufactured ball bearings will be scrapped?

Required: P[(3.00-0.01)< x < (3.00+0.01)]=P(2.99 < x < 3.01)

SEATWORK:

1. Gauges are used to reject all components where a certain dimension is


not within the specification 1.5  d . It is known that this measurement is
normally distributed with mean 1.50 and standard deviation of 0.2.
Determine the value d such that the specifications “cover” 95% of the
measurements.
Required: d=? where P(1.5 – d < x < 1.5 + d) = 0.95
P(0<z<k)=P(z<k)-P(z<0)=0.475 (find k)
k=(x-mean)/stdev

2. The weekly amount spent for maintenance and repairs in a certain


company has approximately a normal distribution with a mean of $400 and
a standard deviation of $20. If $450 is budgeted to cover repairs for next
week,
a) what is the probability that the actual costs will exceed the budgeted
amount?
b) How much should be budgeted weekly for maintenance and repairs so
that the budgeted amount will be exceeded with probability of 0.1?

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