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Lesson 5
CONTINUOUS PROBABILITY DISTRIBUTIONS

LEARNING OUTCOME(S):
At the end of the lesson, you are expected to:
• Solve the probabilities under the normal curve
• Apply the probabilities under the normal curve in real-life problems

In real life, most of our observations are in the form of numerical data that are
the observed values of what are called random variables. In this chapter, we will study
random variables and learn how to find probabilities of specific numerical outcomes.

The number of cars in a parking lot, the average weekly allowance of the
students, the scores in the quizzes, and the weight in kilograms of the students are
all examples of quantitative variables.

If we let x represent a quantitative variable that can be measured or observed,

then we will be interested in finding the numerical value of this quantitative variable.
A random variable is a function that maps the elements of the sample space to a set
of numbers.

To understand probability distributions, it is important to understand variables,

random variables, and some notation.

▪ A variable is a symbol (A, B, x, y, etc.) that can take on any of a specified

set of values.
▪ When the value of a variable is the outcome of a statistical experiment, that
variable is a random variable.

Generally, a capital letter is used to represent a random variable and a lower-

case letter, to represent one of its values. For example,

▪ X represents the random variable X.

▪ P(X) represents the probability of X.

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▪ P(X = x) refers to the probability that the random variable X is equal to a

particular value, denoted by x. As an example, P(X = 1) refers to the
probability that the random variable X is equal to 1.

5.1 Probability Functions

A probability function is a function that assigns probabilities to the values of a

random variable.

• All the probabilities must be between 0 and 1 inclusive

• The sum of the probabilities of the outcomes must be 1.

If these two conditions aren't met, then the function isn't a probability function.
There is no requirement that the values of the random variable only be between 0 and
1, only that the probabilities be between 0 and 1.

A listing of all the values the random variable can assume with their
corresponding probabilities make a probability distribution.

Here's an example probability distribution that results from the rolling of a single
fair die.

x 1 2 3 4 5 6 sum

p(x) 1/6 1/6 1/6 1/6 1/6 1/6 6/6 = 1

It can also be defined in the following equation:

1
𝑃(𝑋 = 𝑥) = {6 , 𝑖𝑓 𝑥 = 1,2,3,4,5,6
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

For the probability distributions defined in the above equation, the value of the
function is 1/6 for all the values of x, which are all positive values. The sum of these
values is 1/6 + 1/6 + 1/6 + 1/6 + 1/6 + 1/6 = 6/6 = 1.
There are many probability distributions that can be formulated by anybody.
However, we will discuss distributions that were discovered and used to model many
real-life situations.

Two Types of Random Variables

The word discrete means countable. For example, the number of students in a
class is countable or discrete. The following are also examples of discrete random
variables.
• The number of cars sold by a car dealer in one month: x = 0; 1; 2; 3…..
• The number of students who were protesting the tuition increase last semester
However, if we are measuring the tire pressure in an automobile, we are dealing
with a continuous variable. The air pressure can take values from 0 psi to some large
amount that would cause the tire to burst. Another example is the height of your

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fellow students in your classroom. The following are also examples of continuous
random variables.
• The length of time it took the truck driver to go from Davao city to CDO: x >
0, where x is the time.
• The depth of oil drilling to find oil 0 < x < c, where c is the maximum depth
possible.
• The weight of a truck in a truck weighing station: 0 < x < c, where c is the
maximum weight possible.
• The amount of water loaded in a 12-ounce bottle in a bottle-filling
operation: 0 < x < 12

5.2 NORMAL DISTRIBUTION: A CONTINUOUS DISTRIBUTION

A continuous random variable and its associated probability distribution arise

when data are defined over a continuous space.
The distribution is denoted by the notation 𝑁(𝜇, 𝜎). The normal distribution
function is given by

1 1 𝑥−𝜇 2
𝑓(𝑥) = 𝑒𝑥𝑝 [− ( ) ]
𝜎√2𝜋 2 𝜎

Characteristics of a Normal Curve

1. It is symmetric with respect to a vertical axis passing through the mean.
2. The mean, median and mode are equal.
3. The tails are asymptotic relative to the horizontal line.
4. Area under the curve equals 1.

Standardized Variable

When a frequency distribution is normally distributed, we can find out the

probability of a score occurring by standardizing the scores, known as standard
scores (or z scores). The standard normal distribution simply converts the group of
data in our frequency distribution such that the mean is 0 and the standard
deviation is 1 (see below).

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Z-scores are expressed in terms of standard deviations from their means.

Resultantly, these z-scores have a distribution with a mean of 0 and a standard
deviation of 1. The formula for calculating the standard score is given below:
𝑥−𝜇
𝑧=
𝜎

For a variable x, the variable is called the standardized version of x or the

standardized variable corresponding to the variable x.

A normally distributed variable having mean 0 and standard deviation 1 is

said to have the standard normal distribution. Its associated normal curve is
called the standard normal curve.

Standardizing normal distributions

Why Standardize the score ?

It can help you make decisions about your data.

Example: Professor Lyle is marking a test.

Here are the students’ results (out of 60 points):
20, 15, 26, 32, 18, 28, 35, 14, 26, 22, 17
Most students didn't even get 30 out of 60, and most will fail.
The test must have been really hard, so the Prof decided to standardize all the
scores and only fail people 1 standard deviation below the mean.
The Mean is 23, and the Standard Deviation is 6.6, and these are the
Standard Scores:
-0.45, -1.21 , 0.45, 1.36, -0.76, 0.76, 1.82, -1.36 , 0.45, -0.15, -0.91
Only 2 students will fail (the ones who scored 15 and 14 on the test)

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Finding percentages from areas under the standard normal curve

Computation of Probabilities Using the Standard Normal Table

The probability that a normal random variable is contained in an interval (a,b)
is numerically equal to the area under the normal curve between the endpoints a
and b.

Example 1
Find the following probabilities using the standard normal table (see Appendix B &
C)
a. P(Z > - 0.58)
b. P(Z < 2.4)
c. P(-0.25 < Z < 1.64)

Solution:
a. P(Z > -0.58) = 1 – P(Z < -0.58) = 1 – 0.2810 = 0.7190

b. P(Z < 2.4)= 0.9918

c. P(-0.25 < Z < 1.64) = P(Z<1.64) – P(Z<-0.25)

= 0.9495 – 0.4013
= 0.5482

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Application Problems
1. A set of scores in the Statistics exam is approximately distributed with a
mean of 74 and a standard deviation of 7.9. Find the probability that a
student received scores between 75 and 80.

75 − 74 80 − 74
𝑧= = 0.13 𝑎𝑛𝑑 𝑧2 = = 0.76, 𝑟𝑒𝑠𝑝𝑒𝑐𝑡𝑖𝑣𝑒𝑙𝑦.
7.9 7.9
Hence, P(75 < x < 80) = P(0.13 < Z < 0.76)
= P(Z < 0.76) – P(Z<0.13)
= 0.7764 – 0.5517 = 0.2247

2. For a certain type of computer, the length of time between charges of the
battery is normally distributed with a mean of 50 hours and a standard
deviation of 15 hours. John owns one of these computers and wants to know
the probability that the length of time will be between 50 and 70 hours.

Let x be the random variable that represents the length of time. It has a
mean of 50 and a standard deviation of 15. We have to find the probability
that x is between 50 and 70 or
P( 50< x < 70)
For x = 50 , z = (50 - 50) / 15 = 0
For x = 70 , z = (70 - 50) / 15 = 1.33 (rounded to 2 decimal places)
P( 50< x < 70) = P( 0< z < 1.33) = [area to the left of z = 1.33] - [area to

the left of z = 0] = 0.9082 - 0.5 = 0.4082

The probability that John's computer has a length of time between 50 and 70
hours is equal to 0.4082.

3. Entry to a certain University is determined by a national test. The scores on

this test are normally distributed with a mean of 500 and a standard deviation
of 100. Tom wants to be admitted to this university and he knows that he
must score better than at least 70% of the students who took the test. Tom
takes the test and scores 585. Will he be admitted to this university?

Let x be the random variable that represents the scores. x is normally

distributed with a mean of 500 and a standard deviation of 100. The total
area under the normal curve represents the total number of students who
took the test. If we multiply the values of the areas under the curve by 100,
we obtain percentages.

For x = 585 , z = (585 - 500) / 100 = 0.85

The proportion P of students who scored below 585 is given by

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P = [area to the left of z = 0.85] = 0.8023 = 80.23%

Tom scored better than 80.23% of the students who took the test and he will
be admitted to this University.

4. Several intelligence tests follow a normal distribution with a mean of 100 and
a standard deviation of 15. For a population of 2,500, how many are expected
to have a score above 125?

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APPENDIX B

NEGATIVE Z

Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

-3.50 0.00023 0.00022 0.00022 0.00021 0.00020 0.00019 0.00019 0.00018 0.00017 0.00017
-3.40 0.00034 0.00032 0.00031 0.00030 0.00029 0.00028 0.00027 0.00026 0.00025 0.00024
-3.30 0.00048 0.00047 0.00045 0.00043 0.00042 0.00040 0.00039 0.00038 0.00036 0.00035
-3.20 0.00069 0.00066 0.00064 0.00062 0.00060 0.00058 0.00056 0.00054 0.00052 0.00050
-3.10 0.00097 0.00094 0.00090 0.00087 0.00084 0.00082 0.00079 0.00076 0.00074 0.00071
-3.00 0.00135 0.00131 0.00126 0.00122 0.00118 0.00114 0.00111 0.00107 0.00104 0.00100

-2.90 0.00187 0.00181 0.00175 0.00169 0.00164 0.00159 0.00154 0.00149 0.00144 0.00139
-2.80 0.00256 0.00248 0.00240 0.00233 0.00226 0.00219 0.00212 0.00205 0.00199 0.00193
-2.70 0.00347 0.00336 0.00326 0.00317 0.00307 0.00298 0.00289 0.00280 0.00272 0.00264
-2.60 0.00466 0.00453 0.00440 0.00427 0.00415 0.00402 0.00391 0.00379 0.00368 0.00357
-2.50 0.00621 0.00604 0.00587 0.00570 0.00554 0.00539 0.00523 0.00508 0.00494 0.00480
-2.40 0.00820 0.00798 0.00776 0.00755 0.00734 0.00714 0.00695 0.00676 0.00657 0.00639
-2.30 0.01072 0.01044 0.01017 0.00990 0.00964 0.00939 0.00914 0.00889 0.00866 0.00842
-2.20 0.01390 0.01355 0.01321 0.01287 0.01255 0.01222 0.01191 0.01160 0.01130 0.01101
-2.10 0.01786 0.01743 0.01700 0.01659 0.01618 0.01578 0.01539 0.01500 0.01463 0.01426
-2.00 0.02275 0.02222 0.02169 0.02118 0.02068 0.02018 0.01970 0.01923 0.01876 0.01831

-1.90 0.02872 0.02807 0.02743 0.02680 0.02619 0.02559 0.02500 0.02442 0.02385 0.02330
-1.80 0.03593 0.03515 0.03438 0.03362 0.03288 0.03216 0.03144 0.03074 0.03005 0.02938
-1.70 0.04457 0.04363 0.04272 0.04182 0.04093 0.04006 0.03920 0.03836 0.03754 0.03673
-1.60 0.05480 0.05370 0.05262 0.05155 0.05050 0.04947 0.04846 0.04746 0.04648 0.04551
-1.50 0.06681 0.06552 0.06426 0.06301 0.06178 0.06057 0.05938 0.05821 0.05705 0.05592
-1.40 0.08076 0.07927 0.07780 0.07636 0.07493 0.07353 0.07215 0.07078 0.06944 0.06811
-1.30 0.09680 0.09510 0.09342 0.09176 0.09012 0.08851 0.08691 0.08534 0.08379 0.08226
-1.20 0.11507 0.11314 0.11123 0.10935 0.10749 0.10565 0.10383 0.10204 0.10027 0.09853
-1.10 0.13567 0.13350 0.13136 0.12924 0.12714 0.12507 0.12302 0.12100 0.11900 0.11702
-1.00 0.15866 0.15625 0.15386 0.15151 0.14917 0.14686 0.14457 0.14231 0.14007 0.13786

-0.90 0.18406 0.18141 0.17879 0.17619 0.17361 0.17106 0.16853 0.16602 0.16354 0.16109
-0.80 0.21186 0.20897 0.20611 0.20327 0.20045 0.19766 0.19489 0.19215 0.18943 0.18673
-0.70 0.24196 0.23885 0.23576 0.23270 0.22965 0.22663 0.22363 0.22065 0.21770 0.21476
-0.60 0.27425 0.27093 0.26763 0.26435 0.26109 0.25785 0.25463 0.25143 0.24825 0.24510
-0.50 0.30854 0.30503 0.30153 0.29806 0.29460 0.29116 0.28774 0.28434 0.28096 0.27760
-0.40 0.34458 0.34090 0.33724 0.33360 0.32997 0.32636 0.32276 0.31918 0.31561 0.31207
-0.30 0.38209 0.37828 0.37448 0.37070 0.36693 0.36317 0.35942 0.35569 0.35197 0.34827
-0.20 0.42074 0.41683 0.41294 0.40905 0.40517 0.40129 0.39743 0.39358 0.38974 0.38591
-0.10 0.46017 0.45620 0.45224 0.44828 0.44433 0.44038 0.43644 0.43251 0.42858 0.42465
-0.00 0.50000 0.49601 0.49202 0.48803 0.48405 0.48006 0.47608 0.47210 0.46812 0.46414

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APPENDIX C - POSITIVE Z

Z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.00 0.50000 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.52790 0.53188 0.53586

0.10 0.53983 0.54380 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535

0.20 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409

0.30 0.61791 0.62172 0.62552 0.62930 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173

0.40 0.65542 0.65910 0.66276 0.66640 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793

0.50 0.69146 0.69497 0.69847 0.70194 0.70540 0.70884 0.71226 0.71566 0.71904 0.72240

0.60 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.75490

0.70 0.75804 0.76115 0.76424 0.76730 0.77035 0.77337 0.77637 0.77935 0.78230 0.78524

0.80 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327

0.90 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891

1.00 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214

1.10 0.86433 0.86650 0.86864 0.87076 0.87286 0.87493 0.87698 0.87900 0.88100 0.88298

1.20 0.88493 0.88686 0.88877 0.89065 0.89251 0.89435 0.89617 0.89796 0.89973 0.90147

1.30 0.90320 0.90490 0.90658 0.90824 0.90988 0.91149 0.91309 0.91466 0.91621 0.91774

1.40 0.91924 0.92073 0.92220 0.92364 0.92507 0.92647 0.92785 0.92922 0.93056 0.93189

1.50 0.93319 0.93448 0.93574 0.93699 0.93822 0.93943 0.94062 0.94179 0.94295 0.94408

1.60 0.94520 0.94630 0.94738 0.94845 0.94950 0.95053 0.95154 0.95254 0.95352 0.95449

1.70 0.95543 0.95637 0.95728 0.95818 0.95907 0.95994 0.96080 0.96164 0.96246 0.96327

1.80 0.96407 0.96485 0.96562 0.96638 0.96712 0.96784 0.96856 0.96926 0.96995 0.97062

1.90 0.97128 0.97193 0.97257 0.97320 0.97381 0.97441 0.97500 0.97558 0.97615 0.97670

2.00 0.97725 0.97778 0.97831 0.97882 0.97932 0.97982 0.98030 0.98077 0.98124 0.98169

2.10 0.98214 0.98257 0.98300 0.98341 0.98382 0.98422 0.98461 0.98500 0.98537 0.98574

2.20 0.98610 0.98645 0.98679 0.98713 0.98745 0.98778 0.98809 0.98840 0.98870 0.98899

2.30 0.98928 0.98956 0.98983 0.99010 0.99036 0.99061 0.99086 0.99111 0.99134 0.99158

2.40 0.99180 0.99202 0.99224 0.99245 0.99266 0.99286 0.99305 0.99324 0.99343 0.99361

2.50 0.99379 0.99396 0.99413 0.99430 0.99446 0.99461 0.99477 0.99492 0.99506 0.99520

2.60 0.99534 0.99547 0.99560 0.99573 0.99585 0.99598 0.99609 0.99621 0.99632 0.99643

2.70 0.99653 0.99664 0.99674 0.99683 0.99693 0.99702 0.99711 0.99720 0.99728 0.99736

2.80 0.99744 0.99752 0.99760 0.99767 0.99774 0.99781 0.99788 0.99795 0.99801 0.99807

2.90 0.99813 0.99819 0.99825 0.99831 0.99836 0.99841 0.99846 0.99851 0.99856 0.99861

3.00 0.99865 0.99869 0.99874 0.99878 0.99882 0.99886 0.99889 0.99893 0.99896 0.99900

3.10 0.99903 0.99906 0.99910 0.99913 0.99916 0.99918 0.99921 0.99924 0.99926 0.99929

3.20 0.99931 0.99934 0.99936 0.99938 0.99940 0.99942 0.99944 0.99946 0.99948 0.99950

3.30 0.99952 0.99953 0.99955 0.99957 0.99958 0.99960 0.99961 0.99962 0.99964 0.99965

3.40 0.99966 0.99968 0.99969 0.99970 0.99971 0.99972 0.99973 0.99974 0.99975 0.99976

3.50 0.99977 0.99978 0.99978 0.99979 0.99980 0.99981 0.99981 0.99982 0.99983 0.99983