Chapter 6
Some Continuous Probability
Distribution
Uniform Distribution
The density function of the continuous uniform random
variable X on the interval [A, B] is
1
f ( x; A, B) ,A x B
B A
0, elsewhere
3
Example 6.1
Suppose that a large conference room for a certain
company can be reserved for no more than 4 hours.
However, the use of the conference room is such that both
long and short conferences occur quite often. In fact, it can
be assumed that length X of a conference has a uniform
distribution on the interval [0, 4]
(a) What is the probability density function?
(b) What is the probability that any given conference lasts
at least 3 hours?
Theorem 6.1
The mean and variance of the uniform distribution are
A B ( B A) 2
and 2
2 12
Normal Distribution
The density of the normal random variable X, with mean
and variance 2 , is
1
1 2 ( x )2
n( x; , ) e 2 , x
2
where 3.14159..., e 2.71828...
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8
9
10
11
12
13
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Definition 6.1
The distribution of a normal random variable with mean 0
and variance 1 is called a standard normal distribution.
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Example 6.2
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.
Example 6.3
Given a standard normal distribution, find the value of k
such that
(a) P(X > k) = 0.3015, and
(b) P(k < Z < -0.18) = 0.4197
Example 6.4
Given a random variable X having a normal distribution
with = 50 and =10, find the probability that X
assumes a value between 45 and 62.
Example 6.5
Given that X has a normal distribution with 300 and
50 , find the probability that X assumes a value
greater than 362.
Example 6.6
Given a normal distribution with 40 and 6 ,
find the value of x that has
(a) 45% of the area to the left, and
(b) 14% of the area to the right.
Example 6.7
A certain type of storage battery lasts, on average, 3.0
years with a standard deviation of 0.5 year. Assuming that
the battery lives are normally distributed, find the
probability that a given battery will last less than 2.3 years.
Example 6.8
An electrical firm manufactures light bulbs that have a life,
before burn-out, that is normally distributed with mean
equal to 800 hours and a standard deviation of 40 hours.
Find the probability that a bulb burns between 778 and 834
hours.
Example 6.9
In an industrial process the diameter of a ball bearing is an
important component part. The buyer sets specifications on
the diameter to be 3.0 0.01cm. The implication is that no
part falling outside these specifications will be accepted. It
is known that in the process the diameter of a ball bearing
has a normal distribution with mean equal to 3.0 and
standard deviation equal to 0.005. On the average, how
many manufactured ball bearings will be scrapped?
(See Figure 6.16)
26
Example 6.10
Gauges are used to reject all components where a certain
dimension is not within the specification 1.50 d . It is
known that this measurement is normally distributed with
mean 1.50 and standard deviation 0.2. Determine the value
d such that the specification “cover” 95% of the
measurements.
Example 6.11
A certain machine makes electrical resistors having a mean
resistance of 40 ohms and a standard deviation of 2 ohms.
Assuming that the resistance follows a normal distribution
and can be measured to any degree of accuracy, what
percentage of resistors will have a resistance exceeding 43
ohms?
Example 6.12
Find the percentage of resistances exceeding 43 ohms for
Example 6.11 if resistance is measured to the nearest ohm.
Example 6.13
The average grade for an exam is 74, and the standard
deviation is 7. If 12% of the class is given A’s, and the
grades are curved to follow a normal distribution, what is
the lowest possible A and the highest possible B?
Example 6.14
Refer to Example 6.13 and find the sixth decile.
Theorem 6.3
If X is a binomial random variable with mean np
and variance 2 npq , then the limiting form of the
distribution of
X np
Z ,
npq
as n , is the standard normal distribution n(z;0,1)
33
Normal approximation of b(x; 15, 0.4) and
b(x; 15, 0.4)
35
36
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Normal Approximation to the Binomial
Distribution
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
x
P( X x) b(k ; n, p)
k 0
area under normal curve to the left of x 0.5
x 0.5 np
P( Z ),
npq
and the approximation will be good if np and n(1-p) are
greater than or equal to 5
Table 6.1 Normal Approximation and True
Cumulative Binomial Probabilities
Example 6.15
The probability that a patient recovers from a rare blood
disease is 0.4. If 100 people are known to have contracted
this disease, what is the probability that less than 30
survive?
Example 6.16
A multiple-choice quiz has 200 questions each with 4
possible answers of which only 1 is the correct answer.
What is probability that sheer guesswork yields from 25 to
30 correct answers for 80 of the 200 problems about which
the student has no knowledge?
Definition 6.2
The gamma function is defined by
( ) x 1 x
e dx, for 0
0
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Gamma Distribution
The continuous random variable X has gamma distribution,
with parameters α and β, if its density function is given by
1 1
x
x e , x0
f ( x; , ) ( )
0, elsewhere
Where 0 and 0
Exponential Distribution
The continuous random variable X has an exponential
distribution, with parameter β, if its density function is
given by
1 x
e , x0
f ( x; )
0, elsewhere
where β>0
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Theorem 6.4
The mean and variance of the gamma distribution are
, and 2 2
Corollary 6.1
The mean and variance of the exponential distribution are
, and 2 2
Example 6.17
Suppose that a system contains a certain type of
component whose time, in years, to failure is given by T.
The random variable T is modeled nicely by the
exponential distribution with mean time to failure β=5. If 5
of these components are installed in different systems,
what is the probability that at least 2 are still functioning at
the end of 8 years?
Example 6.18
Suppose that telephone calls arriving at a particular
switchboard follow a Poisson process with an average of 5
calls coming per minute. What is the probability that up t a
minute will elapse until 2 calls have come in to the
switchboard?
Example 6.19
In a biomedical study with rats, a dose-response
investigation is used to determine the effect of the dose of
a toxicant on their survival time. The toxicant is one that is
frequently discharged into the atmosphere from jet fuel.
For a certain dose of distribution with α = 5 and β=10.
What is the probability that a rat survives no longer thatn
60 weeks?
Example 6.20
It is known, from previous data, that the length of time in
months between customers’ complaints about a certain
product is a gamma distribution with α=2 and β=4.
Changes were made that involve a tightening of quality
control requirements. Following these changes, it took 20
months before the first complaint. Dose it appear as if the
quality control tightening was effective?
Example 6.21
Consider Exercise 3.31 on page 90. Based on extensive
testing it is determined that the time Y in years before a
major repair is required for a certain washing machine is
characterized by the density function
1 y 4
e , y0
f ( x) 4
0 elsewhere
Note this is an exponential with μ=4 years. The machine is
considered a bargain if its is unlikely to require a major
repair before the sixth year. Thus, what is the probability
P(Y>6)? Also, what is the probability that a major repair
occurs in the first year?
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Chi-Squared Distribution
The continuous random variable X has a chi-squared
distribution, with v degrees of freedom, if its density
function is given by
1 v / 2 1 x / 2
v (v ) x e , x0
f ( x; v) 2 2 2
0 elsewhere
where v is a positive integer.
Theorem 6.5
The mean and variance of the chi-squared distribution are
v and 2v 2
Definition 6.3
Theorem 6.6
Lognormal Distribution
The continuous random variable X has a lognormal
distribution if the random variable Y=ln(X) has a normal
distribution with mean μ and standard deviation σ. The
resulting density function of X is
1 1
2 [ln( x ) ]2
e 2
, x 0,
f ( x; , ) 2 x
0, x0
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Theorem 6.7
The mean and variance of the lognormal distribution are
2 / 2 2 2 2
e and e
2
(e -1)
Example 6.22
Concentration of pollutants produced by chemical plants
historically are known to exhibit behavior that resembles a
lognormal distribution. This is important when one
considers issues regarding compliance to government
regulations. Suppose it is assumed that the concentration of
a certain pollutant, in parts per million, has a lognormal
distribution with parameters μ=3.2 and σ=1. What is the
probability that the concentration exceeds 8 parts per
million?
Example 6.23
The life, in thousands of miles, of a certain type of
electronic control for locomotives has an approximate
lognormal distribution with μ=5.1459 and σ=0.737. Find
the 5th percentile of the life of such a locomotive.
Weibull distribution
The continuous random variable X has a Weibull
distribution, with parameters α and β if its density function
is given by
x 1 x
e , x0
f ( x; , )
0 elsewhere
where 0 and 0
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Theorem 6.8
The mean and variance o the Weibull distribution are
1/ 1 2 / 2 1
(1 ) and
2
{(1 ) [(1 )]2 }
cdf for Weibull Distribution
The cumulative distribution function for the Weibull
distribution is given by
x
F ( x) 1 e , for x 0
for α > 0 and β >0
Example 6.24
The length of life X in hours of an item in the machine
shop has a Weibull distribution with α =0.01 and β =2 .
What is the probability that it fails before eight hours of
usage?
Failure Rate for Weifull Distribution
The failure rate at time t for the Weibull distribution is
given by
Z (t ) t 1 , t0
