Statistical

Distributions

Uniform Distribution
A R.V. is uniformly distributed on the
interval (a,b) if it probability function
Fully defined by (a,b)
P(x) = 1/(b-a)
= 0

for a <= x <= b

otherwise

Uniform Distribution
Probability Function
1

1/9

10

Probability that x is between 2 and 7.5?

Probability that x = 8?

1/9

10

Uniform Distribution
The cumulative distribution of a uniform
RV is
F(x) = 0
for x < a
= (x-a)/(b-a) for a <= x <= b
= 1
otherwise

Uniform Distribution
Cumulative Function
1

10

Uniform Distribution
Discrete vs. Continuous
Discrete RV
Number showing on a die

Continuous RV
Time of arrival
When programming, make it discrete to
some number of decimal places

Uniform Distribution
Mean = (a+b)/2
Variance = (b-a)2 /12
P (x < X < y) = F (y) F (x)
= (y-a) - (x-a) = y x a + a = y - x
b-a
b-a
ba
b-a

Uniform - Example
A bus arrives at a bus stop every 20 minutes
starting at 6:40 until 8:40. A passenger does
not know the schedule but randomly arrives
between 7:00 and 7:30 every morning. What
is the probability the passenger waits more
than 5 minutes.

Uniform Solution
X = RV, Uniform (0,30) -- i.e. 7:00 7:30
Bus: 7:00, 7:20, 7:40
Yellow Box <= 5 minute wait
1

1/30
A
5

B
10

15

C
20

25

30

P (x > 5) = A + C = 1 B = 5/6

40

Arithmetic Mean
Given a set of measurements y1, y2,
y3, yn
Mean = (y1+y2+yn) / n

Variance
Variance of a set of measurements y1,
y2, y3, yn is the average of the
deviations of the measurements
about their mean (m).

V = 2 = (1/n) (yi m)2

i=1..n

Variance Example
Yi= 12, 10, 9, 8, 14, 7, 15, 6, 14, 10
m = 10.5

V= 2 =

(1/10) ((12-10.5)2 + (10-10.5)2 +.

= (1/10) (1.52 + .52 + 1.52.)

= (1/10) (88.5)
= 8.85

Standard Deviation = = 2.975

Normal Distribution
Has 2 parameters
Mean -
Variance 2
Also, Standard deviation -

Normal Dist.
.3413
.1359
.0215
.0013
-3

-2

-1

Mean +- n

Normal Distribution
Standard Normal Distribution has
Mean = 0

StdDev = 1

Convert non-standard to standard to

use the tables
Z value = # of StdDev from the mean
Z is value used for reading table

Z = (x m)

Normal - Example
The scores on a college entrance exam are
normally distributed with a mean of 75 and
a standard deviation of 10. What % of
scores fall between 70 & 90?
Z(70) = (70 75)/10 = - 0.5
Z(90) = (90 75)/10 = 1.5
.6915 - .5 = .1915 + .9332 - .5 = .4332
= .6247 or 62.47%

Exponential Distribution
A RV X is exponentially distributed with
parameter > 0 if probability function
Mean = 1/
Variance = 1 / 2
e = 2.71828182

P(x) =
=

e
0

For x >= 0
Otherwise

Exponential Distribution
Often used to model interarrival times
when arrivals are random and those
which are highly variable.
In these instances lambda is a rate
e.g. Arrivals or services per hour

Also models catastrophic component

failure, e.g. light
bulbs burning out

Exponential Rates
Engine fails every 3000 hours
Mean: Average lifetime is 3000 hours
= 1/3000 = 0.00033333

Arrivals are 5 every hour

Mean: Interarrival time is 12 minutes

= 1 / 5 = 0.2

Mean = 1 /

Exponential Distribution
Probability Function

f(x)

See handout for various graphs.

Exponential Distribution
Cumulative Function
Given Mean = 1/
Variance = 1/ 2
F(x) = P (X <=x) = 1 e - x

Exponential Distribution

Cumulative Function (<=)

1

F(x)
x

Forgetfulness Property
Given: the occurrence of events conforms to
an exponential distribution:
The probability of an event in the next xunit time frame is independent on the time
since the last event.
That is, the behavior during the next x-units
of time is independent upon the behavior
during the past y-units of time.

Forgetfulness Example
The lifetime of an electrical
component is exponentially
distributed with a mean of .
What does this mean??

Forgetfulness Examples
The following all have the same probability

Probability that a new component lasts the

first 1000 hours.
Probability that a component lasts the next
1000 hours given that it has been working for
2500 hours.
Probability that a component lasts the next
1000 hours given that I have no idea how long
it has been working.

Solution to Example
Suppose the mean lifetime of
the component is 3000 hours.
= 1/3000
P(X >= 1000) = 1 P(X <= 1000)
1 (1-e -1/3* 1) = e -1/3 = .717

How do we apply these?

1. We may be given the information
that events occur according to a
known distribution.
2. We may collect data and must
determine if it conforms to a known
distribution.