Continuous Distribution Probability: Tony Irawan

Continuous Distribution Probability
Tony Irawan
Continuous Uniform Distribution
• This distribution is characterized by a density function
that is “flat”
• The density function of the continuous uniform random
variable X1 on the interval [A,B] adalah:
f  x; A, B   , A x B
B A
f  x; A, B   0 lainnya
• The density function forms a rectangle  rectangular

distribution
mean dan variance dari
uniform distribution adalah :
 B  A
2
A B
 dan  2 
2 12
Normal Distribution
• This distribution is characterized by a bell-shaped
• It is also known as Gaussian distribution.
• A continuous random variable X having the bell-shaped
distribution is called a normal random variable.
Density function dari normal random variable X:
1   1/ 2   x    /  
2
n  x;  ,    e ,    x  ,
2
where   3.14159 and e  2.71828
Normal Distribution
• Pnce  and  are specified  the normal curve is
completely determined
Normal Distribution
• Properties of normal curve:
a. The mode, which is the point on the horizontal axis
where the curve is a maximum, occurs at x=
b. The curve is symetric about a vertical axis through the
mean 
c. The curve has its points of inflection at x     , is
concave downward if     X     , and is
concave upward otherwise
d. The normal curve approaches the horizontal axis
asymptotically as we proceed in either direction away
from the mean.
e. The total area under the curve and above the horizontal
axis is equal to 1
Areas under the Normal Curve
• Area under the curve bounded by the 2 ordinates x = x1
and x = x2:
x2
P  x1  X  x2    n  x;  ,   dx
x1
1 x2  1/ 2   x    /  
2
P  x1  X  x2    e dx
2 x1
• To simplify the calculation, normally it will be transformed
by using
x
“z” standard:
Z

x2
P  x1  X  x2    n  x;  ,   dx
x1
1 x2   1/ 2   x    /  
2
P  x1  X  x2    e dx
2 x1
1 z2
P  x1  X  x2  
  1/ 2   z 
2
2
z1
e dz
z2
P  x1  X  x2    n  z;0,1 dz P  z1  Z  z2 
z1
• Normal random variable distribution with mean 0 and

variance 1  standard deviation is also 1  it is also
known as a standard normal distribution
• Comparison between original data and transformed data:
• Example 1: Given a standard normal distribution, find the
area under the curve that lies (a) to the right of z=1.84
and (b) between z=-1.97 and z=0.86.
(a)
The are to the right of z = 1.84 is equal to
1 minus the are to the left of
z = 1.84, or 1 – P(z < 1.84)
(b)
The area between z = -1.97 and z = 0.86
is equal to the area to the left of z = 0.86
minus the area to the left of z = -1.97
• Example 2:
10
10
• Mencari di Tabel
• Mencari di Tabel
10
Using the normal curve in reverse
• Sometimes, we are required to find the value of z
corresponding to a specified probability that falls
between values x1 and x2.
• Example 3: Given a normal distribution mean equal to 40

and standard deviation equal to 6. Find the values of x
that has:
a. 45% of the area to the left
b. 14% of the area to the right
• Then, we will use the table in reverse as well.

a. 45% of the area to the left  Find the probability equal

to 0.45
We will have z = -0.13

b. 14% of the area to the right  Find the probability equal

to 0.14 to the right or the probability equal to 0.86 to the
left :
We will have z = 1.08

Application of Normal Distribution
• Example:
• In this case, we will find x < 2.3

Application of Normal Distribution
• Example 5:
2.99  3.0 3.01  3.0

z1   2.0 dan z2   2.0
0.005 0.005
Since we have a symmetry distribution:

Binomial Distribution
• Recall: binomial
• We can use normal distribution concept to estimate

binomial distribution.
• If we want to find x =
4
• By using a binomial
approach:
• By using a normal
distribution approach:
• Remember to correct the z values first by +/- 0.5 
continuity correction
Given fixed n but we have different probability

Given fixed probability but we have different n

Example 6:
Thus:
• Example 7:
• Thus:

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Continuous Distribution Probability

• The density function forms a rectangle  rectangular

Density function dari normal random variable X:

• Normal random variable distribution with mean 0 and

• Example 3: Given a normal distribution mean equal to 40

• Then, we will use the table in reverse as well.

a. 45% of the area to the left  Find the probability equal

We will have z = -0.13

b. 14% of the area to the right  Find the probability equal

We will have z = 1.08

• In this case, we will find x < 2.3

2.99  3.0 3.01  3.0

Since we have a symmetry distribution:

• We can use normal distribution concept to estimate

Given fixed n but we have different probability

Given fixed probability but we have different n

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