5-1 of 24

Chapter Five
Continuous Random Variables

5-2 of 24
McGraw-Hill/Irwin

Copyright 2003 by The McGraw-Hill Companies, Inc. All rights reserved.

Continuous Random Variables

5.1
5.2
5.3
*5.4

Continuous Probability Distributions

The Uniform Distribution
The Normal Probability Distribution
Approximating the Binomial Distribution by
Using the Normal Distribution
*5.5 The Exponential Distribution
*5.6 The Cumulative Normal Table

5-3 of 24

5.1 Continuous Probability

Distributions
The curve f(x) is the continuous probability distribution (or
probability curve or probability density function) of the
random variable x if the probability that x will be in a specified
interval of numbers is the area under the curve f(x)
corresponding to the interval.

Properties of f(x)
1.f(x) 0 for all x
2.The total area under the
curve of f(x) is equal to
1
5-4 of 24

5.2 The Uniform Distribution

If c and d are numbers on the real line, the probability curve describing
the uniform distribution is

f(x) =

1
d-c
0

for c x d
otherwise

The mean and standard deviation of a uniform random variable x are

cd
X
2
5-5 of 24

d c
and X
12

The Uniform Probability Curve

5-6 of 24

5.3 The Normal Probability

Distribution
The normal probability distribution is defined by
the equation

1
f(x) =
e
2

1 x -
-
2

for all x on the real line

and are the mean and standard deviation, = 3.14159 and e =
2.71828 is the base of natural or Naperian logarithms.
5-7 of 24

The Position and Shape of the

Normal Curve

5-8 of 24

Normal Probabilities

5-9 of 24

Three Important Areas under the

Normal Curve
The Empirical Rule for Normal Populations

5-10 of 24

The Standard Normal Distribution

If x is normally distributed with mean and standard
deviation , then

is normally distributed
with mean 0 and
standard deviation 1, a
standard normal
distribution.

5-11 of 24

Some Areas under the

Standard Normal Curve

5-12 of 24

Calculating P(z -1)

5-13 of 24

Calculating P(z 1)

5-14 of 24

Finding Normal Probabilities

Example 5.2
The Car Mileage Case
Procedure
1. Formulate in terms of
x.
2. Restate in terms of
relevant z values.
3. Find the indicated
area under the
standard normal
curve.
5-15 of 24

Finding Z Points on a Standard Normal

Curve

5-16 of 24

Finding X Points on a Normal Curve

Example 5.5

Finding the number of tapes stocked

so that P(x > st) = 0.05

st 100
1.645 or st 100 1.645(10) 116 .45
10
5-17 of 24

Finding a Tolerance Interval

Finding a tolerance interval [ k] that contains 99% of the
measurements in a normal population.

5-18 of 24

5.4 Normal Approximation to the

Binomial
If x is binomial, n trials each with probability of success p and n and p
are such that np 5 and n(1-p) 5, then
x is approximately normal with

5-19 of 24

np and np (1 p)

Example: Normal Approximation

to Binomial
Example 5.8: Approximating the binomial
probability P(x = 23) by using the normal curve when
np 25 and np (1 p) 3.5355

5-20 of 24

5.5 The Exponential Distribution

If is positivethen the exponential distribution is
described by the probability density function
e - x for x 0
f(x) =
otherwise
0

mean x=1/

standard deviationx=1/

5-21 of 24

Example: Computing Exponential

Probabilities
Given x=3.0 or =1/3=.333,
=0.333

0.35

P(5 x 9) = e (0.333)5 e (0.333)9 = .13925

0.3
0.25
0.2
0.15
0.1
0.05
0

x
5-22 of 24

5.6 The Cumulative Normal Table

The cumulative normal table gives of being less than
or equal any given z-value

The cumulative
normal table gives
the shaded area

5-23 of 24

Discrete Random Variables

5.1 Continuous Probability Distributions
5.2 The Uniform Distribution
5.3 The Normal Probability Distribution
*5.4 Approximating the Binomial Distribution by
Using the Normal Distribution
*5.5 The Exponential Distribution
*5.6 The Cumulative Normal Table

5-24 of 24