CONTINUOUS PROBABILITY

DISTRIBUTIONS
Continuous Uniform Distribution
Normal Distribution
Gamma Distribution
- Erlang distribution
- Exponential distribution
Chi-Square Distribution
Lognormal Distribution
Weibull Distribution
ENGSTAT Notes of AM Fillone, De La Salle University-Manila
Continuous Uniform Distribution
The density function of the continuous uniform random variable X on
the interval [A, B] is

1/(B-A), AxB
F(x; A,B) =
0, elsewhere

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 Normal Distribution
The most important continuous probability distribution in
the entire field of statistics
Often referred to as the Gaussian distribution in honor of
Karl Friedrich Gauss (1777-1855) who derived its equation
from a study of errors in repeated measurements

Normal Distribution. The density function of the normal random variable X,

with mean and variance 2, is
1 2
n(x; , ) = -------------- e -(1/2)[(x - )/] , - < x < ,
2

where = 3.14159 and e = 2.71828

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Properties of the normal curve:
1. The mode, which is the point on the
horizontal axis where the curve is a
maximum, occurs at x = .
2. The curve is symmetric about a vertical
axis through the mean .
3. The curve has its points of inflection at x
= , is concave downward if
- < X < + , and is concave upward
otherwise.
4. The normal curve approaches the
horizontal axis asymptotically as we
proceed in either direction away from the
mean.
5. The total area under the curve and above
the horizontal axis is equal to 1.

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Figure 6.3 ???
Two normal curves having the same
standard deviation but different means
Identical in form but are centered at
different positions along the horizontal

Figure 6.4 ???

Two normal curves with same means but
different standard deviations
Centered at exactly the same position but
the curve with the larger standard deviation is
lower and spread out farther
Figure 6.5 ???
Two normal curves having different means
and different standard deviations
The probability associated with each
distribution are different

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 The area under the curve bounded by the two coordinates x = x1 and x = x2
equals the probability that the random variable X assumes a value between x
= x1 and x = x2

Difficulty encountered in solving integrals of normal density functions

necessitates the tabulation of normal curve areas

Hopeless to attempt to set up separate tables for every conceivable values

of and

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 The distribution of a normal random variable with mean 0 and variance 1 is
called a standard normal distribution.

This can be done by means of the transformation

Z = (x - )/

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Boardwork: (17 student volunteers, 10 pts. each)
6.1/185) Given a standard normal distribution, find the area under the curve which lies
a) To the left of z = 1.43; b) To the right of z = -0.89;
c) Between z = -2.16 and z = -0.65; d) To the left of z = -1.39;
e) To the right of z = 1.96; f) Between z = -0.48 and z = 1.74.
6.2/165) Find the value of z if the area under a standard normal curve
a) To the right of z is 0.3622; b) To the left of z is 0.1131;
c) Between 0 and z, with z > 0, is 0.4838; d) Between z and z, with z > 0, is 0.9500.
6.7/186) A research scientist reports that mice will live an average of 40 months when their diets are
sharply restricted and then enriched with vitamins and proteins. Assuming that the lifetimes of such
mice are normally distributed with a standard deviation of 6.3 months, find the probability that a
given mouse will live
a) More than 32 months;
b) Less than 28 months;
c) Between 37 and 49 months.
6.10/186) The finished inside diameter of a piston ring is normally distributed with a mean of 10
centimeters and a standard deviation of 0.03 centimeters.
a) What proportion of rings will have inside diameters exceeding 10.075 centimeters?
b) What is the probability that a piston ring will have an inside diameter between 9.97 and 10.03
centimeters?
c) Below what value of inside diameter will 15% of the piston rings fall?
6.13/186) The average life of a certain type of small motor is 10 years with a standard deviation of 2
years. The manufacturer replaces free all motors that fail while under guarantee. If he is willing to
replace only 3% of the motors that fail, how long a guarantee should he offer? Assume that the
lifetime of a motor follows a normal distribution.
ENGSTAT Notes of AM Fillone, De La Salle University-Manila
 Normal Approximation to the Binomial
If X is a binomial random variable with mean = np and variance
2 = npq, then the limiting form of the distribution of

as n , is the standard normal distribution n(z; 0,1).

Let X be a binomial random variable with parameters n and p. Then
x has approximately a normal distribution with = np and 2 = npq
= np(1-p) and

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Example: Normal Approximation to the Binomial
A process for manufacturing an electronic component is 1% defective. A quality control
plan is to select 100 items from the process, and if non are defective, the process
continues. Use the normal approximation to the binomial to find
a) The probability that the process continues for the sampling plan described;
b) The probability that the process continues even if the process has gone bad (i.e. if the
frequency of defective components has shifted to 5.0% defective.

Solution:
Given:
a) p = .01, q = 0.99, n = 100, x = 0
a)

a) z = [0 + 0.5 100(.01)]/100(.01)(.99) = -0.5025

a) P( z < 1) = 0.3085 (form Table A.3)

b)

b) z = [0 + 0.5 100(.05)]/100(.05)(.95) = -2.065

b) P( z < 1) = 0.0197 (form Table A.3)
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 Gamma Distribution

The gamma function is defined by

The continuous random variable X has a gamma distribution, with

parameters and , it its density function is given by

The mean and variance of the gamma distribution are

= , and 2 = 2. ENGSTAT Notes of AM Fillone, De La Salle University-Manila
Exponential Distribution
The special gamma distribution for which = 1 is called the
exponential distribution.

Exponential distribution curve

The continuous random variable X has an exponential distribution, with

parameter , if its density function is given by

The mean and variance of the exponential distribution are = , and 2 = 2.

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Relationship of Exponential and Poisson Process

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Gamma, Exponential and Erlang Distributions
Applications queuing theory, reliability problems, time
between arrivals at service facilities, and time to failure of
component parts and electrical systems
In reliability theory, where equipment failure often conforms
to the Poisson Process, is called mean time between failures.

Many equipment breakdowns do follow the Poisson process,

and thus the exponential distribution does apply.

Other applications include survival time in biomedical

experiments and computer response time.

The binomial distribution also plays a role in exponential

and poisson distribution problems.
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Example: Gamma Distribution

Solution:

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Examples: Exponential Distribution

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 Erlang Distribution

A special case of the Gamma distribution where the shape

parameter is an integer.

As noted earlier, when parameter equals 1, the distribution

is an exponential distribution.

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ENGSTAT Notes of AM Fillone, De La Salle
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 Chi-Squared Distribution

Also a special case of the gamma distribution which could be

obtained by letting = /2 and = 2, where is a positive
integer.

where v is a positive integer.

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 Lognormal Distribution
The continuous random variable X has a lognormal
distribution if the random variable Y = ln (X) has a
normal distribution with mean and standard
deviation .
The resulting density function of X is

The mean and variance of the lognormal distribution are

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Example: Lognormal Distribution
Rate data often follow a lognormal distribution. Average power usage (dB per hour) for a
particular company is studied and is known to have a lognormal distribution with
parameters = 4 and = 2. What is the probability that the company uses more than 270
dB during any particular hour?

Solution:
Given: = 4 and = 2

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 Weibull Distribution

Introduced by the Swedish physicist Waloddi Weibull in 1939.

Used in reliability and life-testing problems such as the time

to failure or life length of a component, measured from some
specified time until it fails.

Has the inherent flexibility that does not require the lack of
memory property of the exponential distribution.

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 Weibull Distribution
The continuous random variable X
has a Weibull distribution, with
parameter and if its density
function is given by

where > 0 and > 0.

The mean and variance of the Weibull distribution are

The cumulative distribution function for the Weibull

distribution is given by
for > 0 and > 0
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