4 Continuous Random Variables and their Probability Distributions (1)

Continuous Random Variables

Variables such as height, weight, and temperature are continuous.
Suppose the variable X of interest is the depth of a lake at a randomly chosen point on the surface. Let M = the maximum
depth (in meters), so that any number in the interval [0, M] is a possible value of X.
Let f(x) be the probability density function of X, then
b
We find probability for (a, b)  [0, M] ,  f(x) dx = P[a < X < b]
a
1. 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
b

P [a  x  b] = f(x) dx i.e. That is the area under the curve between a and b
a
Note:
When we say that random variable X is normally distributed with mean  and variance 2
i.e. X ~ N ( , 2)
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
4 Continuous Random Variables and their Probability Distributions (2)

Examples (1)
Suppose that X is a normally distributed random variable with mean 10 and standard deviation 2.1.
(a) Find P (X  11) X ~ N( , 2) i.e. X is normally distributed with mean  and variance 2
(b) Find P (7.6  X  12.2) X ~ N(10 , 4.41) i.e. X is normally distributed with mean  and variance 2

Sol. (a)
The value x = 11 corresponds to a Z value of
x- 11-10
Z= = 2.1 = 0.48

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 = = 2.1 = - 1.14

x2- 12.2-10
Z2 = = 2.1 = 1.05

P (7.6  x  12.2) = P (-1.14  Z  1.05)
= A1 + A2 = 0.3729 +0.3531
= 0.7260
Exercise 1.
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 fraction of the sale will
require replacement?
Exercise 2.
X denotes the height of soldiers that is normally distributed with mean = 68.22 in and variance = 10.8 in 2. How many
soldiers in a regiment of 1000 would you expect to be over 6 feet tall?
Inverse Use of Table:
Exercise 3.
Let X  N(13.5, 1.9). Find two points such that a single observation has 95%
chances to fall between them
Exercise 4.
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. X=+z
Exercise 5.
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
Exercise 6.
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
4 Continuous Random Variables and their Probability Distributions (3)

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
Exercise 7.
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. What is the probability a fill volume is less than 12 fluid
ounces?
Exercise 8.
If all cans less than 12.1 or greater than 12.6 ounces are scrapped, what proportion of cans is scrapped?
Determine specifications that are symmetric about the mean that include 99% of all cans.
(Douglas Montgomery, Problem 4.50, 3rd Edition)
Exercise 9.
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.
What is the probability that a measurement will exceed 13 milliamperes?
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 = 2 . Hence the required probability is
P(X > 13) = P(Z > 1.5) = 1  P(Z  1.5) = 1  0.93319 = 0.06681
Solution (b)
9  10 11  10
P(9 < X < 11) = P( 2 <Z< 2 )
= P(0.5 < Z < 0.5) = P(Z < 0.5)  P(Z <  0.5) = 0.69146  0.30854
Examples (2)
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 3 rd 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( 0.0005 <Z< 0.0005 )
4 Continuous Random Variables and their Probability Distributions (4)

= 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 ( 0.0005 <Z< 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%.
Exercise 10.
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 company’s 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)
Exercise 11.
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)
Exercise 12.
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(X2), (c) P(X>2) (d) P(X1)
(Ex 3.2, Prob 3.18 Book: Applied Statistics and Probability for Engineers by Doug Montgomery)

Exercise 13.
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 company’s 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)
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 ½, then
X  np
Z=
npq
is approximately a standard normal random variable.
The approximation is good for np < 5.
Examples (3)
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)
P[X = 10] + P[X = 11] + P[X = 12] + P[X = 13] + P[X = 14] = 20C10 p10 q10 + 20C11 p11 q9 + …
Solution
Since np = 20(0.5) = 10 > 5, so we’ll 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 =

4 Continuous Random Variables and their Probability Distributions (5)

9.5  10
At x = 9.5, z = 2.24 =  0.22

14.5  10
At x = 14.5, z = 2.24 = 2.01
Hence
P(10  X  14) = P(9.5  X  14.5) = P( 0.22 < Z < 2.01)
= 0.0871 + 0.4778 = 0.5649
Exercise 14.
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. 180C33 p33 q147 + … + 180C41 p41 q139
(Introduction to Statistical Theory by Sher Muhammad Ch. Example 9.18)
Examples (4)

Rods are made to a nominal length of 4cm but in fact the lenmgth 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 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
Examples (5)
The diameter of an electric cable is normally distributed with mean 0.8cm and variance 0.0004cm 2.
(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
4 Continuous Random Variables and their Probability Distributions (6)

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)
0.025
= 2 P(Z > 0.02 ) = 2 P(Z > 1.25)

= 2 [0.5  P(0 < Z < 1.25)]

= 2 (0.5  0.3044)
= 0.2112
Examples (6)
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   = 2.0466
0.02
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)
Exercise 15.
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)
4 Continuous Random Variables and their Probability Distributions (7)

Examples (7)
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 λ = 6.5, we
get:
P(Y ≥ 9) = 1−P(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!
Exercise 16.
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.

Continuous Uniform Distribution

A continuous random variable X with probability density function
1
f(x) = b - a , a  x  b

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 b
x 0.5x2 (b - a)
E(X) =  b - a dx = b - a | = 2
a a
The variance of X is;
a+b 2
b (x - (
a+b
2 )) (x - ( 2 ))3 b
(b - a)2
Var (X) =  b-a dx = 3(b - a) | = 12
a a
Examples (8)
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? P[X < 10] = P[0 < X < 10] =
4 Continuous Random Variables and their Probability Distributions (8)

(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

Examples (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?
Solution
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)
Examples (10)
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 7 th Ex 24.5)
2.1

(i)  f(x) dx = 1
1.9
2.1

 kxdx = 1
1.9
2.1

K x2/2 | = 1
1.9
K=?
2.05

(ii)  f(x) dx = ?
1.95
2.75 2.1

(iii)  f(x) dx =  f(x) dx = ?

1.95 1.95

Examples (11)
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.
Determine the probability that a package weights more than 50.
How much chemical is obtained in 90% of all packages? (Douglas Montgomery)
4 Continuous Random Variables and their Probability Distributions (9)

Table for Standard Normal Probabilities Z = 0.48 = 0.4 + .08 Z = 1.14 = 1.1 + 0.04 z = 1.05

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