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Lecture - 6 - Continuous Distributions

The document discusses continuous distributions, specifically the uniform and normal distributions. It provides 3-4 pages of content on the uniform distribution, including its probability density function and how to calculate probabilities. Another 6-7 pages cover the normal distribution, its key properties like the empirical rule, how to standardize a normal distribution and lookup probabilities using the z-table. Examples of calculating probabilities for both distributions are provided.

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Tushar Sohale
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0% found this document useful (0 votes)
56 views

Lecture - 6 - Continuous Distributions

The document discusses continuous distributions, specifically the uniform and normal distributions. It provides 3-4 pages of content on the uniform distribution, including its probability density function and how to calculate probabilities. Another 6-7 pages cover the normal distribution, its key properties like the empirical rule, how to standardize a normal distribution and lookup probabilities using the z-table. Examples of calculating probabilities for both distributions are provided.

Uploaded by

Tushar Sohale
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Continuous Distributions

Dr. P. Mary Jeyanthi

6-1
Learning Objectives

 Understand concepts of the uniform distribution.

 Understand concepts and importance of the normal


distribution.

 Recognize normal distribution problems, and know how to


solve them.

 Decide when to use the normal distribution to approximate


binomial distribution problems, and know how to work
them.

6-2
UNIFORM DISTRIBUTION
• A situation where all outcomes in a range between
a minimum and maximum value are equally likely.
• A few real-life processes that have this form of
uncertainty.
• For example:
– The position of a particular air molecule in a room,
– the point on a car tyre where the next puncture will
occur,
– the number of seconds past the minute that the current
time is, or the length of time that one may have to wait
for a train.
– In oil exploration, the position of the oil-water contact
in a potential prospect is also often considered to be
uniformly continuously distributed.
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UNIFORM DISTRIBUTION
The uniform distribution, sometimes referred to as the rectangular
distribution, is a relatively simple continuous distribution in which the same
height, or f (x), is obtained over a range of values. The following probability
density function defines a uniform distribution.

Area = Base * Height


=> (b - a) * f(x) = 1
1
=> f(x) = b  a 1
ba
f ( x)
 1
b  a for a xb
 Area = 1
f ( x)  
 0 for all other valu es
 a x
 b
6-4
Uniform Distribution of Lot Weights
suppose a production line is set up to manufacture machine
braces in lots of five per minute during a shift. When the lots
are weighed, variation among the weights is detected, with lot
weights ranging from 41 to 47 grams in a uniform distribution.

1 1
 1 
41  x  47 47  41 6
 47  41 for f ( x)

f ( x)  
 0 for all other values

 Area = 1

41 47 x
6-5
Uniform Distribution Probability

P( x  X  x )  x x
2 1
1 2
ba 45  42 1

47  41 2
f ( x)
45  42 1
P( 42  X  45)  
47  41 2 Area
= 0.5

41 42 45 47 x

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Uniform Distribution
Mean and Standard Deviation
Mean Mean
a+b 41 + 47 88
= =   44
2 2 2

Standard Deviation Standard Deviation


ba 47  41 6
    1. 732
12 12 3. 464

6-10
Example:1
Suppose the amount of time it takes to assemble a plastic module
ranges from 27 to 39 seconds and that assembly times are
uniformly distributed. Describe the distribution.

(a) What is the probability that a given assembly will take between
30 and 35 seconds?

(a) Fewer than 30 seconds?

6-11
Solution:1

6-12
Example

Suppose in a quiz there are 30 participants. A question is given


to all 30 participants and the time allowed to answer it is 25
seconds.
Find the probability of participants responds within 6 seconds?

6-13
Solution

6-14
Example

Suppose a flight is about to land and the announcement says


that the expected time to land is 30 minutes.

Find the probability of getting flight land


between 25 to 30 minutes?

6-15
Solution

6-16
Example
• Suppose a random number N is taken from
690 to 850 in uniform distribution. Find the
probability number N is greater than the
790?

6-17
Solution

6-18
Normal Distribution

Probably the most widely known and used of all distributions is the normal
distribution.

Some examples of Normal Distributions are as below:

• Heights of people
• Size of things produced by machines
• Errors in measurements
• Blood Pressure
• Test Scores
• Marks of Students
• Annual cost of household insurance
• The cost per square foot

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Characteristics of Normal
Distribution

6-20
Characteristics of Normal
Distribution

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The properties of a normal distribution
• The total area under the curve is 1 (or 100%).
• 50% of the area is to the left of the mean, and 50% to the right.
• Approximately 68% of the area is within 1 standard deviation, σ, of the mean.
• Approximately 95% of the area is within 2 standard deviations of the mean.
• Approximately 99% of the area is within 3 standard deviations of the mean.

6-25
Probability Density Function
of the Normal Distribution

1 x   
2

1   
f ( x)  e 2
  
 2
Where:
  mean of X
  standard deviation of X
 = 3.14159 . . .
e  2.71828 . . .  X

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Normal Curves for Different Means and
Standard Deviations

5 5

 10

20 30 40 50 60 70 80 90 100 110 120

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Standardized Normal Distribution
The Empirical Rule:

(a) About 68% of the area under the graph is between -1 and 1;

(a) About 95% of the area under the graph is between -2 and 2;

(a) About 99.7% of the area under the graph is between -3 and 3.

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6-38
Z Table
Second Decimal Place in Z
Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.00 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.10 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.20 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.30 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517

0.90 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.00 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.10 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.20 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015

2.00 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817

3.00 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.40 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
3.50 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998

6-39
Table Lookup of a
Standard Normal Probability
P(0  Z  1)  0. 3413
Z 0.00 0.01 0.02

0.00 0.0000 0.0040 0.0080


0.10 0.0398 0.0438 0.0478
0.20 0.0793 0.0832 0.0871

1.00 0.3413 0.3438 0.3461

1.10 0.3643 0.3665 0.3686


1.20 0.3849 0.3869 0.3888
-3 -2 -1 0 1 2 3

6-40
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Example

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Example

6-55
Solution

6-56
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Example

6-58
Solution

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Example

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