CHAPTER 7 Continuous Probability Distributions

CHAPTER 7:
Continuous Probability
Distributions
Business Mathematics 41
Presented by: John Melvin V. Baranda
Learning Objectives
 Understand the nature and the applications of the normal distribution.
 Use the standard normal distribution and z-scores to determine probabilities

associated with the normal distribution.
 Use the normal distribution to approximate the binomial distribution

Continuous Probability Distribution
Continuous Probability Distribution describe probabilities associated with random

variables that are able to assume any of an infinite number of values along an interval.
Continuous probability distributions are smooth curves, where probabilities are

expressed as areas under the curves. The curve is a function of x, and f(x) is referred to as
a probability density function. Since the continuous random variable x can be in an
infinitely small interval along a range or continuum, the probability that x will take on
any exact value may be regarded as zero.
Characteristics of Continuous Probability Distribution
1. The vertical coordinate is a function of x, described as f(x) and referred to as the probability density function.
2. The range of possible x values is along the horizontal axis.
3. The probability that x will take on a value between a and b will be the area under the curve between points a and b,
as shown in figure below. The probability density function, f(x), for a given continuous distribution is expressed in
algebraic terms, and the areas beneath are obtained through the mathematics of calculus. However, tables are provided
in the text for readily identifying or calculating such areas.
4. The total area under the curve will be equal to 1.0.

The Normal Distribution
The normal distribution is the most important continuous distribution in statistics. It

occupies this position for three key reasons:
(1) many natural and economic phenomena tend to be approximately normally

distributed;
(2) it can be used in approximating other distributions, including the binomial; and
(3) as we will see in Chapter 8, sample means and proportions tend to be normally
distributed whenever repeated samples are taken from a given population of any shape.
The Family of Normal Distribution
The normal distribution is really a family of distributions, each member of which is bell
shaped and symmetrical (the left side is a mirror image of the right). As figure below
shows, (1) the mean, median, and mode are all at the same position on the horizontal axis;
(2) the curve is asymptotic, approaching the horizontal axis at both ends, but never
intersecting with it; and (3) the total area beneath the curve is equal to 1.0.
The specific member of the family depends on just two descriptors: the mean (𝜇) and the
standard deviation (𝜎).
The normal distribution can be described as follows:

Areas Beneath the Normal Curve
For any normal curve, the areas beneath the curve will be as follows (see also part (a) in
Figure below)
• About 68.3% of the area is in the interval 𝜇 − 𝜎 𝑡𝑜 𝜇 + 𝜎.
• About 95.5% of the area is in the interval 𝜇 − 2𝜎 𝑡𝑜 𝜇 + 2𝜎.
• Nearly all of the area (about 99.7%) is in the interval 𝜇 − 3𝜎 𝑡𝑜 𝜇 + 3𝜎.

Areas Beneath the Normal Curve
Example 1 In part (b), the areas show how these intervals could apply to the amount of
time logged by general-aviation aircraft during the year. Assuming 𝜇 = 120 h
ours and 𝜎 = 30 hours, about 95.5% of the planes logged between 60 and 1
80 hours of flying time.
The Standard Normal Distribution
Because there is a different normal curve for every possible pair of 𝜇 and 𝜎, the number
of statistical tables would be limitless if we wished to determine the areas corresponding
to possible intervals within all of them. Fortunately, we can solve this dilemma by
“standardizing” the normal curve and expressing the original x values in terms of their
number of standard deviations away from the mean. The result is referred to as a
standard (or standardized) normal distribution, and it allows us to use a single table to
describe areas beneath the curve. The key to the process is the z-score:
The Standard Normal Distribution Table
Normal Probabilities
Example 2 Following their production, industrial generator shafts are tested for static and dynamic balance, and t
he necessary weight is added to predrilled holes in order to bring each shaft within balance specificati
ons. From past experience, the amount of weight added to a shaft has been normally distributed, with
an average of 35 grams and a standard deviation of 9 grams. What Is the Probability That a Randomly
Selected Shaft Will Require Between 35 and 40 Grams of Weight for Proper Balance?
Solution:
𝑥 − 𝜇 35 − 35
@𝑥 = 35 𝑧= = = 0.00
𝜎 9
𝑃 𝑧 = 0.00 = 0.5000
𝑥 − 𝜇 40 − 35
@𝑥 = 40 𝑧 = = = 0.56
𝜎 9
𝑃 𝑧 = 0.56 = 0.7123
𝑃 0.00 ≤ 𝑧 ≤ 0.56 = 0.7123 − 0.5000
𝑃 0.00 ≤ 𝑧 ≤ 0.56 = 0.2123
Selected Shaft Will Require at Least 50 Grams of Weight for Proper Balance?
Solution:
𝑥 − 𝜇 50 − 35
@𝑥 = 50 𝑧= = = 1.67
𝜎 9
𝑃 𝑧 = 1.67 = 0.9525
𝑃 𝑧 ≥ 1.67 = 1 − 0.9525 = 0.0475
Selected Shaft Will Require Between 41 and 49 Grams of Weight for Proper Balance?
Solution:
𝑥 − 𝜇 49 − 35
@𝑥 = 49 𝑧= = = 1.56
𝜎 9
𝑃 𝑧 = 1.56 = 0.9406
𝑥 − 𝜇 41 − 35
@𝑥 = 41 𝑧 = = = 0.67
𝜎 9
𝑃 𝑧 = 0.67 = 0.7486
𝑃 0.67 ≤ 𝑧 ≤ 1.56 = 0.9406 − 0.7486
𝑃 0.67 ≤ 𝑧 ≤ 1.56 = 0.1920
Selected Shaft Will Require No More Than 26 Grams of Weight for Proper Balance?
Solution:
𝑥 − 𝜇 26 − 35
@𝑥 = 26 𝑧= = = −1.00
𝜎 9
𝑃 𝑧 = −1.00 = 0.1587
x Value for a Cumulative Probability
Example 6 In the setting just described, the average amount of weight added to the generator shafts was 35 gra
ms, with a standard deviation of 9 grams. Lower weights are more desirable, and management has just
directed that the best 5% of the output be reserved for shipment to aerospace customers. Translating “
the best 5%” into an amount of balancing weight, what weight cutoff should be used in deciding whic
h generator shafts to reserve for aerospace customers?
Solution:
Observe that the cumulative area of 0.05 is in between z=-1.64 and z=-1.65. Interpolating between the
two, the number of grams cut off corresponds to z=-1.645
𝑥−𝜇 𝑥 − 35
𝑧= 𝑜𝑟 − 1.645 =
𝜎 9
𝑥 = 35 − 9 1.645 = 20.195 𝑔𝑟𝑎𝑚𝑠

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CHAPTER 7:

 Use the standard normal distribution and z-scores to determine probabilities

 Use the normal distribution to approximate the binomial distribution

Continuous Probability Distribution describe probabilities associated with random

Continuous probability distributions are smooth curves, where probabilities are

2. The range of possible x values is along the horizontal axis.

4. The total area under the curve will be equal to 1.0.

The normal distribution is the most important continuous distribution in statistics. It

(1) many natural and economic phenomena tend to be approximately normally

The normal distribution can be described as follows:

• About 68.3% of the area is in the interval 𝜇 − 𝜎 𝑡𝑜 𝜇 + 𝜎.

• About 95.5% of the area is in the interval 𝜇 − 2𝜎 𝑡𝑜 𝜇 + 2𝜎.

• Nearly all of the area (about 99.7%) is in the interval 𝜇 − 3𝜎 𝑡𝑜 𝜇 + 3𝜎.

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