03.

Continuous Random Variables and their Distributions (1)

03. Continuous Random Variables and Their Distributions

Random variables that can assume any one of the uncountable infinite numbers of
points in one or more intervals on the real line are called continuous random variables. The
daily rainfalls at some location, the strength (in pounds per square inch) of a steel bar, and
the intensity of sunlight at a particular time of the day are the examples of continuous
random variables.
If a random variable X assumes every possible value in an interval [a, b] or
(-, +) is called continuous random variable. The function f(x) is called the
probability density function or simply the density function of the random variable X with
the properties:
(i) 0 f(x) 1
+
(ii) f(x) = 1

Expected Value of a Continuous Random Variable

Suppose X is a continuous random variable with probability density function f(x).
The mean or expected value of X, denoted as or E(X), is

E(X)= x f(x)dx

The measure of variability of a random variable X is referred to as the variance of
the random variable or the variance of the probability distribution of X is denoted by Var
(X) and defined as:

Var(X) = E[(X ) ] = (X )2 f (x)
2

Verification
Let X be a discrete random variable with E(X)=. Then

2 = E[(X-)2] = (x-)2f(x)dx = (x2-2x+2)f(x)dx


= x2 f(x)dx -2 x f(x)dx +2 f(x)dx

= E(X )-2 E(X)+ .1 = E(X )-22+2
2 2 2

= E(X2)-2
= E(X2) [E(X)]2
Exercise 1.
The thickness of a conductive coating in micrometers has a density function of
600x2 for 100 m x 120 m.
(a) Determine the mean and variance of the coating thickness.
(b) If the coating costs $0.50 per micrometer of thickness on each part,
what is the average cost of the coating per part? (Douglas Montgomery, Prob. 4.27)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (2)
Example (1)
Let the continuous random variable X denote the current measured in a thin copper
wire in milliamperes. Assume that the range of X is [0, 20 mA], and assume that the
probability density function of X is f(x) =0.05, for 0 x 20. What is the probability that
a current measurement is less than 10 milliamperes?
(Example 4.1, Probability and Statistics for Engineers by Douglas and Montgomery)

Solution
The probability density function is shown in Figure. It is assumed that wherever it
is not specifically defined. The probability requested is indicated by the shaded area in
Figure.
10 10
P(X < 10) = f(x) dx = 0.05 dx = 0.5
0 0
As another example,
20 20
P[5 < X < 20] = f(x) dx = 0.05 dx = 0.5
5 5

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (3)

The Normal Probability Distribution

A random variable X having the bell-shaped distribution is called a Normal random
variable. The probability distribution of Normal random variable is called the Normal
Probability Distribution. The probability density function of a normal random variable
with mean and standard deviations is
1 1 x-
f(x) = f(x; ,) = e-2 ( )2 , - x +
2
The normal distribution is commonly denoted by N( , 2). The distribution
depends on two parameters, the mean and standard deviation .
How to find out the probability
P [a x b] is the area under the curve between a and b
b
P [a x b] = f(x) dx
a

Using the Standard Normal Probability Distribution Table

Normal distribution variable take on many different units of measure: dollars,
inches, pounds, time etc. Now we talk in terms of standard units and we denote them by
the symbol z. The standard normal distribution table is organized in terms of standard units
or z values. It gives the values for only half the area under the normal curve, beginning
with 0 at the mean. We can use this table for problems involving both sides of the curve.
If Z is a normal random variable with mean 0 and standard deviation 1. Then Z is
called standard normal random variable. The probability distribution of standard normal
random variable Z is called Standard Normal Distribution. The density function is
1 1
2
f(z) = e- 2 Z , - z +
2
x-
where z= and Z N(0, 1)

Change of variable
change the variable X to Z such that Z = (X- )/
Z is called as standard normal variable
now find the corresponding values of a and b
finally find the area using table

USE OF TABLE (Tabulated Area)

A table is available for a standard normal variable. It always provides the area from
0 to a certain positive point For other points we use the corresponding area on the positive
side.
For example

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (4)
Example (2)
Suppose that X is a normally distributed random variable with mean 10 and
standard deviation 2.1.
(a) Find P (X 11)
(b) Find P (7.6 X 12.2)
Sol. (a)
The value x = 11 corresponds to a Z value of
x- 11-10
Z= = = 0.48
2.1
Thus P (X 11) = P (Z 0.48)

Standard Normal curve is shown in the figure. The shaded area

is the required probability-using table we have
P (X 11) = P (Z 0.48)
` = 0.5 0.1844 = 0.3156
Sol. (b)
The value x1 = 7.6 and x2 = 12.2 correspond to the
Z-value
x1- 7.6-10
Z1 = = = - 1.14
2.1
x2- 12.2-10
Z2 = = = - 1.05
2.1
P (7.6 x 12.2) = P (-1.14 Z 1.05)
= A1 + A2 = 0.3729 +0.3531
= 0.7260
Example (3)
Life time of an automatic dishwasher is normally distributed with mean 3.5 years
and
S.D = 1.0 yrs. If a dishwasher is guaranteed for 12 months, what is the fraction of the sale
will require replacement? Mean 2,5 and SD 1.5 yrs guaranteed 6months
Example (4)
X denotes the height of soldiers that is normally distributed with mean = 68.22 in
and vaiance = 10.8 in2. How many soldiers in a regiment of 1000 would you expect to be
over 6 feet tall?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (5)
Inverse Use of Table:
Exercise 2.
X N(13.5, 1.9)
We find two points such that a single observation
has 95% chances to fall between them
Exercise 3.
In a normal distribution with = 13.5 and = 3.6. Find two points such that a
single observation has 95% chance of falling between them.
Exercise 4.
The time required by an athlete to complete a race has been observed to be
normally distributed with mean 30 seconds and a standard deviation of = 10 seconds.
Find the 10th and 90th percentiles. 3rd Quartile and 7th Decile
Example (5)
An athlete finds that in a high jump he can clear a height of 1.68 m once in five
attempts and a height of 1.52 m nine times out of ten attempts. Assuming the heights he
can clear in various jumps form a normal distribution, estimate the mean and standard
deviation of the distribution.
Solution
Let X denote the height the athlete can clear in various
jumps. Then X N (, 2) where and 2 are unknowns.
The athlete can clear a height of 1.68 m once in five attempts
means
P[X > 1.68] = 1/5 = 0.2 and
He can clear a height of 1.52 m nine times out of ten attempts means
P[x 1.52] = 9/10 = 0.9
P[x 1.52] = 0.1
The probability (area) between and x = 1.68 is 0.5 0.2 = 0.3
The probability (area) between and x = 1.52 is 0.5 0.1 = 0.4
Using table inversely, the corresponding points are
x1 = 0.84 and
x2 = - 1.28
Putting in the relation x = + z we get
+ 0.84 = 1.68
- 1.28 = 1.52
by solving we have
= 1.617 and = 0.075

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (6)
Properties of a Normal Distribution
1) The function defining the normal dist. is a proper p.d.f. i.e. f(x) 0 and the total
area under the normal curve is unity.
2) The man and variance of the nomal distribution are and 2 respectively.
3) The median and mode of the normal distribution are each equal to , the mean
of the distribution.
x-
4) If X ~ N(, 2) , 2 >0 , then the random variable z = ~ N(0,1).

Example (6)
7
If X = N(0,1), then what will be the distribution for of 2X3, X + 5 and 4X?
8
Sol.
Given that E(X) = 0 and Var.(X) = 1
Let Y = 2X 3
Then E(Y) = E(2X 3) = 2E(X) 3 = 2(0) 3 = 3
and Var.(Y) = Var.( 2X 3) = 4 Var.(x) Var (3) = 4(1) 0 = 4
Hence the distribution of 2X 3 ~ N(3, 4)
Similarly the other parts.
Example (7)
Dennis Hogan is the supervisor for the Conowingo Hydroelectric Dam. Mr. Hogan
knows that the dams turbine generate electricity at the peak rate only when at least
1,000,000 gallons of water pass through the dam each day. He also knows, from
experience that the daily flow is normally distributed, with the mean equal to the previous
days flow and a standard deviation of 200,000 gallons. Yesterday, 850,000 gallons flowed
through the dam. What is the probability that the turbine will generate at peak rate today?
(Exercise SC 5.10, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)
Solution
For today, = 850,000, = 200,000, Therefore Required probability is;
1000000 - 850000
P[x 1,000,000] = P[z ( )] = 0.5 0.2734 = 0.2266
200000
Exercise 5.
The fill volume of an automated filling machine used for filling cans of carbonated
beverage is normally distributed with a mean of 12.4 fluid ounces and a standard deviation
of 0.1 fluid ounce.
(a) What is the probability a fill volume is less than 12 fluid ounces?
(b) If all cans less than 12.1 or greater than 12.6 ounces are scrapped, what
proportion of cans is scrapped?
(c) Determine specifications that are symmetric about the mean that include
99% of all cans. (Douglas Montgomery, Problem 4.50, 3rd Edition)
Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (7)
Example (8)
Suppose the current measurements in a strip of wire are assumed to follow a
normal distribution with a mean of 10 milliamperes and a variance of 4 (milliamperes)2.
(a) What is the probability that a measurement will exceed 13 milliamperes?
(b) what is the probability that a current measurement is between 9 and 11
milliamperes?
Solution (a)
Let X denote the current in milliamperes.
X 10
Let Z = . Hence the required probability is
2
P(X > 13) = P(Z > 1.5) = 1 P(Z 1.5) = 1 0.93319 = 0.06681
Solution (b)
9 10 11 10
= 0.38292 P(9 < X < 11) = P( <Z< )
2 2
= P(0.5 < Z < 0.5) = P(Z < 0.5) P(Z < 0.5)
= 0.69146 0.30854
Example (9)
The diameter of a shaft in an optical storage drive is normally distributed with
mean 0.2508 inch and standard deviation 0.0005 inch. The specifications on the shaft are
0.2500 0.0015 inch. What proportion of shafts conforms to specifications?
(Applied Statistics and Probability for Engineers, Douglas 3rd Example 4.16 page 116)

Solution
Let X denote the shaft diameter in inches.
The requested probability is shown in figure. Now
P(0.2485 < X < 0.2515)
0.2485 0.2508 0.2515 0.2508
= P( <Z< )
0.0005 0.0005
= P( 4.6 < Z < 1.4) = P(Z < 1.4) P(Z < 4.6)
= 0.91924 0.0000 = 0.91924
Most of the nonconforming shafts are too large, because the process mean is
located very near to the upper specification limit. If the process is centered so that the
process mean is equal to the target value of 0.2500,
0.2485 0.2500 0.2515 0.2500
P(0.2485 < X < 0.2515) = P ( <Z< )
0.0005 0.0005
= P( 3 < Z < 3) = P(Z < 3) P(Z < 3)
= 0.99865 0.00135 = 0.9973
By re-entering the process, the yield is increased to approximately 99.73%.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (8)
Exercise 6.
We have a training program designed to upgrade the supervisory skill of
production-line supervisors. Because the program is self administrated, supervisors require
different number of hours to complete the program. A study of past participants indicates
that the mean length of the time spent on the program is 500 hours and that this normally
distributed random variable has a standard deviation 100 hours.
(i). What is the probability that a participant selected at random will require
more than 500 hours to complete the program?
(ii). What is the probability that a candidate selected at random will take
between 500 and 650 hours to complete the training program?
(iii). What is the probability that a candidate selected at random will take more
than 700 hours to complete the program?
(iv). Suppose that the training program director wants to know the probability
that a participant chosen at random would require between 550 and 650
hours to complete the required work?
(v). What is the probability that a candidate selected at random will require
fewer than 580 hours to complete the program?
(vi). What is the probability that a candidate selected at random will take
between 420 and 570 hours to complete the training program?
Exercise
(1) The Gilbert Machinery Company has received a big order to produce electric motors for
a manufacturing company. In order to fit in its bearing, the drive shaft of the motor must
have a diameter of 5.1 0.05 (inches). The companys purchasing agent realizes
that there is a large stock of steel rods in inventory with a mean diameter of 5.07.
what is the probability of a steel rod from inventory fitting the bearing? (Ans.
0.4870)
(Exercise 5.42, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)
(2) On the basis past experience, automobile inspectors in Pennsylvania have noticed
that 5 percent of all cars coming in for their annual inspection fail to pass. Using
the normal approximation to the binomial, find the probability that between 7 and
18 of the next 200 cars to enter the Lancaster inspection station will fail the
inspection.
(Exercise 5.47, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)
(3) Verify that the function f(x) = (3/4) (1/4) x , x = 0, 1, 2, is a probability
density function and determine (a) P(X=2), (b) P(X2), (c) P(X>2) (d)
P(X1)
(Ex 3.2, Prob 3.18 Book: Applied Statistics and Probability for Engineers by Doug Montgomery)
(4) The Gilbert Machinery Company has received a big order to produce
electric motors for a manufacturing company. In order to fit in its bearing,
the drive shaft of the motor must have a diameter of 5.1 0.05 (inches).
The companys purchasing agent realizes that there is a large stock of steel
rods in inventory with a mean diameter of 5.07. what is the probability of
a steel rod from inventory fitting the bearing? (Ans. 0.4870)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (9)
Normal Approximation to binomial
The normal distribution can be used as an approximation to the binomial
distribution, under certain circumstances.
If n is large and (or) p is close to , then
X np
Z=
npq
is approximately a standard normal random variable.
The approximation is good for np < 5.
Example (10)
A fair coin is tossed 20 times. Find the probability that the number of heads
occurring is between 10 and 14 inclusive by using normal approximation to the binomial
distribution. (Introduction to Statistical Theory by Sher Muhammad Ch. Example 9.17)
Solution
Since np = 20(0.5) = 10 > 5, so well use the normal distribution to approximate a
binomial problem.
Now = np = 20(0.5) = 10, and
= npq = 10 = 2.24
For normal approximation, the interval of discrete values 10 X 14 is replaced
by the interval 9.5 X 14.5.
X
We compute z values as, Z =

9.5 10
At x = 9.5, z = = 0.22
2.24
14.5 10
At x = 14.5, z = = 2.01
2.24
Hence
P(10 X 14) = P(9.5 X 14.5) = P( 0.22 < Z < 2.01)
= 0.0871 + 0.4778 = 0.5649
Exercise 7.
A pair of dice is rolled 180 times. Use the normal approximation method to find the
probability that a total of 7 occurs (i) at least 25 times (ii) between 33 and 41 times
inclusive and (iii) exactly 30 times.
(Introduction to Statistical Theory by Sher Muhammad Ch. Example 9.18)
Example (11)
Rods are made to a nominal length of 4cm but in fact the length is a normally
distributed random variable with mean 4.01cm and standard deviation 0.03. Each rod costs
6p to make and may be used immediately if its length lies between 3.98cm and 4.02cm. If
its length is less than 3.98cm the rod cannot be used but has a scrap value of 1p. If the

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (10)
length exceeds 4.02cm it can be shortened and used at a further cost of 2p. Find the
average cost per usable rod.
(HELM (VERSION 1: March 26, 2004): Workbook Level 1, 39.2: The Normal Approx. to the Binomial Distribution)

Solution
Let X denotes the length of the rod and is normally distributed with mean 4,01 cm
and standard deviation 0.03.
Cost has 2 possible values per usable rod, 6p and 8p which are associated with the
probability that the length is between 3.98cm and 4.02cm and more than 4.02cm resp.
3.98 4.01 4.02 4.01
Now P(3.98 X 4.02) = P( <Z< )
0.03 0.03
= P( 1 < Z < 0.333) = P(0 < Z < 1) + P(0 < Z < 0.333)
= 0.3413 + 0.1306 = 0.4718
and
P(X > 4.02) = P(Z > 0.333) = 0.5 P(0 < Z < 0.333) = 0.5 0.1306 = 0.3696
Hence
Total cost of 47.18% usable rods at the rate 6p per rod = 283.08
Total cost of 36.96% usable rods at the rate of 8p per rod = 295.6
and the cost of remaining 15.87% rods at the rate of 5p per rod = 79.35
Total Cost = 659.03
Total cost of usable rods = 84.13
Hence average cost per usable rod is = 659.03 / 84.13 = 7.82p
Example (12)
The diameter of an electric cable is normally distributed with mean 0.8cm and
variance 0.0004cm2.
(a) What is the probability that the diameter will exceed 0.81cm?
(b) The cable is considered defective if the diameter differs from the mean
by more than 0.025cm. What is the probability of obtaining a defective cable?
(HELM (VERSION 1: March 26, 2004): Workbook Level 1, 39.2: The Normal Approx. to the Binomial Distribution)

Solution
X ~ N(0.8, 0.0004)
(a)
0.81 0.8
P(X > 0.81) = P(Z > )
0.02
= P(Z > 0.5) = 0.5 P(0 < Z < 0.5) )
= 0.5 .1915 = 0.3085
(b)
P(X > 0.825) P(X < 0.785) = 2 P(X > 0.825)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (11)
0.025
= 2 P(Z > ) = 2 P(Z > 1.25)
0.02
= 2 [0.5 P(0 < Z < 1.25)]
= 2 (0.5 0.3044)
= 0.2112
Example (13)
A machine packs sugar in what are nominally 2kg bags. However there is a
variation in the actual weight which is described by the normal distribution.
(a) Previous records indicate that the standard deviation of the distribution is
0.02 kg and the probability that the bag is underweight is 0.01. Find the
mean value of the distribution.
(b) It is hoped that an improvement to the machine will reduce the standard
deviation while allowing it to operate with the same mean value. What
value standard deviation is needed to ensure that the probability that a bag is
underweight is 0.001?
(HELM (VERSION 1: March 26, 2004): Workbook Level 1, 39.2: The Normal Approx. to the Binomial Distribution)

Solution (a)
Given = 0.02, and P(X < 2) = 0.01, then what is = ?
2
i.e. P(Z < ) = 0.01
0.02
2
0.05 P(0 < Z < ) = 0.01
0.02
2
P(0 < Z < ) = 0.49
0.02
2
= 2.33
0.02
= 2.0466
Normal Approximation to Poisson
The normal distribution can also be used to approximate the Poisson distribution
for large values of , then
X
Z=

is approximately a standard normal random variable. The approximation is good for > 5.
Continuity Correction
To approximate a binomial or Poisson probability distribution with a normal
distribution, a continuity correction is applied as follows:
P(a X b) = P(a 0.5 X b + 0.5)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (12)
Exercise 8.
The number of calls received by an office switch board per hour follow a Poisson
distribution with parameter 25. Find the probabilities that in one hour (a) there are between
23 and 26 calls inclusive (ii) more than 30 calls, using normal approximation to the
Poisson distribution.
(Introduction to Statistical Theory by Sher Muhammad Ch. Example 9.19)
Example (14)
The annual number of earthquakes registering at least 2.5 on the Richter Scale and
having an epicenter within 40 miles of downtown Memphis follows a Poisson distribution
with mean 6.5. What is the probability that at least 9 such earthquakes will strike next
year?
(An Introduction to Mathematical Statistics and Application, by Richard J. Larsen and Morris L. Marx.)
Solution
We can, of course use the Poisson distribution to calculate the exact probability.
Using the Poisson table with = 6.5, we get:
P(Y 9) = 1P(Y 8) = 1 0.792 = 0.208
Now, let's use the normal approximation to the Poisson to calculate an approximate
probability. First, we have to make a continuity correction. Doing so, we get:
P(Y 9) = P(Y > 8.5)
Once we've made the continuity correction, the calculation again reduces to a
normal probability calculation:
8.5 6.5
P(Y 9) = P(Y > 8.5) = P(Z > ) = P(Z > 0.78) = 0.218
6.5
So, in summary, we used the Poisson distribution to determine the probability that
Y is at least 9 is exactly 0.208, and we used the normal distribution to determine the
probability that Y is at least 9 is approximately 0.218. Not too shabby of an approximation!
Example (15)
On the basis past experience, automobile inspectors in Pennsylvania have noticed
that 5 percent of all cars coming in for their annual inspection fail to pass. Using the
normal approximation to the binomial, find the probability that between 7 and 18 of the
next 200 cars to enter the Lancaster inspection station will fail the inspection.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (13)

(2) Continuous Uniform Distribution

The simplest continuous distribution is Continuous Uniform Distribution
A continuous random variable X with probability density function
1
f(x) = , axb
b-a
is a continuous uniform random variable.
The probability density function of a continuous uniform random variable is shown in
Figure

Mean and Variance:

The mean of the continuous uniform random
variable X is
b
x 0.5x2 b (b - a)
E(X) = dx = |=
ab-a b-a a 2
The variance of X is;
a+b 2 a+b 3
(x - (
b )) (x - ( )) b
2 2 (b - a)2
Var (X) = dx = |=
a b-a 3(b - a) a 12
Example (16)
Let the continuous random variable X denote the current measured in a thin copper
wire in milliamperes. Assume that the range of X is [0, 20 mA], and assume that the
probability density function of X is f(x) =0.05, for 0 x 20. What is the probability that
a current measurement is less than 10 milliamperes?
(Example 4.1, Probability and Statistics for Engineers by Douglas and Montgomery)
Solution
The probability density function is shown in Figure. It is assumed that wherever it
is not specifically defined. The probability requested is indicated by the shaded area in
Figure.
10 10
P(X < 10) = f(x) dx = 0.05 dx = 0.5
0 0
As another example,
20 20
P[5 < X < 20] = f(x) dx = 0.05 dx = 0.5
5 5

Exercise 9.
The probability density function of the length of a metal rod is f(x) = 2, for 2.3 < x
< 2.8 meters. If the specifications for this process are from 2.25 to 2.75 meters, what
proportion of the bars fail to meet the specifications?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (14)
Exercise 10.
Let the continuous random variable X denote the current measured in a thin copper
wire in milliamperes. Assume that the range of X is [0, 20 mA], and assume that the
probability density function of X is f(x) = 0.05, for 0 x 20. What is the probability that
a measurement of current is between 5 and 10 milliamperes?
(Example 4.9, Probability and Statistics for Engineers by Douglas and Montgomery)

Exercise 11.
Let X (in mm) be the thickness of washers a machine turns out. Assume that X has
density f(x) = kx, if 1.9 < x < 2.1 and 0 otherwise. Find k. What is the probability that a
washer will have thickness between 1.95 mm and 2.05 mm? (Kreyszig 7th Ex 24.5)
Exercise 12.
The probability density function of the length of a metal rod is f(x) = 2 for 2.3 < x < 2.8
meters.
(a) If the specifications for this process are from 2.25 to 2.75 meters, what
proportions of the bars fail to meet the specifications?
(b) Assume that the probability density function is f(x) = 2 for an interval of
length 0.5 meters. Over what value the density should be centered to
achieve the greatest proportion of bars within specifications? (Douglas
Montgomery)
Exercise 13.
The probability density function of the net weight in pounds of a packaged
chemical herbicide is f(x) = 2.0 for 49.75 < x < 50.25 pounds.
(a) Determine the probability that a package weights more than 50.
(b) How much chemical is obtained in 90% of all packages? (Douglas
Montgomery)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (15)

(3) Exponential Probability Distribution

The exponential distribution is one of the widely used continuous distributions. It is often
used to model the time elapsed between events.
Exponential Distribution may be used to answer the following questions:
How much time will elapse before an earthquake occurs in a given region?
How long do we need to wait before a customer enters a shop?
How long will it take before a call center receives the next phone call?
How long will a piece of machinery work without breaking down?
All these questions concern the time we need to wait before a given event occurs. If
this waiting time is unknown, it is often appropriate to think of it as a random variable
having an exponential distribution. The time X we need to wait before an event occurs has
an exponential distribution if the probability that the event occurs during a certain time
interval is proportion to the length of that time interval.
The probability density function (pdf) of an exponential distribution is
ex if x 0

f(x; ) =
0 if x < 0
The parameter is called rate parameter. It is the inverse of the expected during
Mean and Variance
1
E(X) = , Mean

1
Var (X) = 2 , Variance

Example (17)
Assume that the length of a phone call in minutes is an exponential random
variables X with parameter = 1/10. If someone arrives at a phone booth just before you
arrive, find the probability that you will have to wait
(a) less tha 5 minutes.
(b) Greater than 10 minutes.
(c) Between 5 and 10 minutes.
Also compute the expected value and variance.
Sol. (a)
P(X x) = 1 ex
P(X 5) = 1 e 5 1/10 = 1 e 0.5 = 1 0.6066 = 0.3934
Sol. (b)
P(X x) = 1 P(X x) = ex
P(X 10) = e 10/10 = e 1 = 0.3678
Sol. (c)
P(5 < X < 10) = 1 [P(X < 5) + P(X > 10)] = 1 [0.3934 + 0.3678] = 1 0.7612 = 0.2388

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (16)
Example (18)
Let the continuous random variable X denote the diameter of a hole drilled in a
sheet metal component. The target diameter is 12.5 millimeters. Most random disturbances
to the process result in larger diameters. Historical data show that the distribution of X can
be modeled by a probability density function f(x) = 20 e20(x 12.5), x 12.5
If a part with a diameter larger than 12.60 millimeters is scrapped, what proportion
of parts is scrapped?
Solution
A part is scrapped if X > 12.60. Now,

P(X > 12.60) = f(x) dx

12.6

= 20 e20(x 12.5) dx
12.6

20(x 12.5)
=e | = 0.135
12.6
What proportion of the part is between 12.5 and 12.6 millimeters? Now
12.6 12.6 12.6

P(12.5 X 12.6) = f(x) dx = 20 e 20(x 12.5)

dx = e 20(x 12.5) | = 0.865
12.5 12.5 12.5
Because the total area under f(x) equals 1, we can calculate
P(12.5 X 12.6) = 1 P(X > 12.6) = 1 0.135 = 0.865
(Douglas and Montgomery 3rd Example 4.2 page 124)
Example (19)
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 logons in an interval of 6 minutes?
Solution
Let X denote the time in hours from the start of the interval until the first log-on.
Then, X has an exponential distribution with = 25 log-ons per hour. We are interested in
the probability that X exceeds 6 minutes. Because is given in log-ons per hour, we
express all time units in hours. That is, 6 minutes = 0.1 hour. The probability requested is
shown as the shaded area under the probability
density function in Figure.
Therefore,

P(X > 0.1) = 25 e 25X dx
0.1
= e25(0.1) = 0.082

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (17)
(ii) What is the probability that the time until
the next log-on is between 2 and 3 minutes?
Upon converting all units to hours,
0.05 0.05
25X 25X
P(0.033 < X < 0.05) = 25 e dx = 25 e = 0.152
0.033 0.033
(Douglas Montgomery Example 4.21 3rd Ed)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
03. Continuous Random Variables and their Distributions (18)

Table for Standard Normal Probabilities

Z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
.3 .1179 .1217 .1255 .1393 .1331 .1368 .1406 .1443 .1480 .1517
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
.6 .2257 .2291 .2324 .2357 .2489 .2422 .2454 .2586 .2517 .2549
.7 .2580 .2611 .2642 .2673 .2703 .2734 .2764 .2794 .2823 .2852
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4932 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4949 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4962 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4972 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4979 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4985 .4980 .4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4989 .4986 .4986
3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4992 .4990 .4990
3.1 .4990 .4991 .4991 .4991 .4992 .4992 .4992 .4995 .4993 .4993

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore