CONTINUOUS PROBABILITY
DISTRIBUTION
Marc Andrei Carlito B. Orit
Overview
A continuous probability distribution describes the behavior of a
continuous random variable, which can take any value within an
interval. Unlike discrete variables, probabilities are assigned to
ranges of values, not individual points.
Key ideas:
Probability is described using a probability density function
(PDF)
The total area under the curve of a PDF is equal to 1
The probability at a single point is zero
Continuous Can take on an infinite number
Random of possible values, corresponding
to every value in an interval
Variable
Examples
Category Example
Time The time it takes for a website to load (e.g., 1.42 seconds).
Weight The weight of an apple (e.g., 150.55 grams).
Physics The temperature of a room (e.g., 22.4∘C).
Finance The exact daily return percentage of a stock.
Probability Density
Function (PDF)
describes how a continuous random variable is distributed
over a range of values. It does not give probabilities at specific
points, but instead defines probabilities over intervals.
A function f(x) is a valid PDF if it satisfies specific conditions.
Key Properties of a
PDF
Non- negativity Total Area Equals 1 Zero Probability at a Point
Probability Over an Interval
EXPECTED VALUES OF
CONTINUOUS RANDOM VARIABLES
Expected Value (Mean)
The expected value represents the average or center of the distribution.
Variance
Measures how spread out the distribution is.
Normal
Distribution
also called the Gaussian distribution, is one
of the most important continuous
probability distributions in statistics. Many
natural and human-related measurements
follow this pattern, making it extremely
useful for modeling real-world data.
Probability Density
Function (PDF)
The normal distribution is defined by the function:
Mean ( μ )
Determines the center of the distribution
Shifting μ moves the curve left or right
Mean = Median = Mode
Standard Deviation ( σ )
Controls the width of the curve
Where: Larger σ → wider, flatter curve
μ = mean (center of the distribution) Smaller σ → narrower, taller curve
σ = standard deviation (spread of the distribution)
x= value of the random variable
e ≈ 2.718
Key Properties of a
Normal Distribution
1. Total Area Under the Curve Equals 1
2. Symmetric About the Mean
3. Mean, Median, and Mode Are Equal
4. 50% of the Data Lies on Each Side of the Mean
5. Probability Is Represented by Area Under the Curve
6. Defined Over (−∞,+∞)
Empirical Rule
(68–95–99.7 Rule)
This rule describes how data is distributed around the mean:
68% of values lie within μ±1σ
95% of values lie within μ±2σ
99.7% of values lie within μ±3σ
This rule helps estimate probabilities without calculations.
STANDARD NORMAL
DISTRIBUTION
The standard normal distribution is a special case of the normal distribution
with:
μ=0(mean), σ=1 (standard deviation)
It is often denoted by:
Z∼N(0,1)
The curve is bell-shaped, symmetric, and centered at 0
Probabilities are determined using Z-tables
Essentially, it is a “normalized” normal distribution where all data is measured in
standard deviations from the mean.
STANDARD NORMAL
DISTRIBUTION
Z-Score (Standardization)
To convert any normal random variable X∼N(μ,σ) into a standard normal
variable Z:
Where:
x = observed value
μ = mean of the original distribution
σ = standard deviation
Examples
Converting X to Z Finding Probability Using Z
Problem: Find the probability that a
Test scores are normally distributed: student scores less than 95.
μ = 80, σ = 10
Find the Z-score for X = 95
NORMAL APPROXIMATION TO DISCRETE
DISTRIBUTIONS
Sometimes, discrete distributions like binomial and Poisson are
hard to calculate directly for large n or large λ.
Solution: approximate them using the normal distribution.
Key idea: discrete probabilities can be represented as areas
under a continuous normal curve.
Normal Approximation to the Binomial
Distribution
Step 1: Conditions
Number of trials n is large
Probability of success p satisfies:
np≥5 and n(1−p)≥5
Step 2: Mean and Standard Deviation
Step 3: Continuity Correction
Because the binomial is discrete:
P(X≤k)≈P(Y≤k+0.5)
P(X≤k)≈P(Y≤k+0.5)
Step 4: Convert to Z-score
Normal Approximation to the Binomial
Distribution
Step 1: Conditions
Number of trials n is large
Probability of success p satisfies:
np≥5 and n(1−p)≥5
Step 2: Mean and Standard Deviation
Step 3: Continuity Correction
Because the binomial is discrete:
P(X≤k)≈P(Y≤k+0.5)
P(X≤k)≈P(Y≤k+0.5)
Step 4: Convert to Z-score
Examples
Problem:
A test has a 60% passing rate. In a class of 100 students, find the
probability that at least 65 pass.
Normal Approximation to the Poisson
Distribution
Step 1: Conditions
Poisson mean λ is large (λ≥10)
The distribution is not too skewed
Step 2: Mean and Standard Deviation
Step 3: Continuity Correction
Because the binomial is discrete:
P(X≤k)≈P(Y≤k+0.5)
P(X≤k)≈P(Y≤k+0.5)
Step 4: Convert to Z-score
Examples
Problem:
Average number of calls per hour in a call center is λ=25. Find the
probability that more than 30 calls occur.
Key Steps for Both
Approximations
Check the conditions:
Binomial: np≥5,n(1−p)≥5n
Poisson: λ≥10
Compute mean and standard deviation
Apply continuity correction
Convert X to Z-score
Use Z-table to find the probability
EXPONENTIAL DISTRIBUTION
The exponential distribution is a continuous probability distribution
that models the time between events in a Poisson process — i.e., events
that occur randomly and independently at a constant average rate.
Examples:
Time between phone calls at a call center
Lifetime of electronic components
Time until a bus arrives
Probability Density
Function (PDF)
The PDF of an exponential distribution is:
Where:
x = time between events (continuous random variable)
λ>0 = rate parameter (average number of events per unit time)
Cumulative Distribution
Function (CDF)
The CDF gives the probability that the time until the next event is less than
or equal to x:
Complementary probability:
Mean and Standard
Deviation
The exponential distribution has a unique property: mean and standard
deviation are equal.
Memoryless Property
The exponential distribution is memoryless, meaning:
The probability of waiting t more units does not depend on how much
time has already passed.
This property is unique to the exponential distribution among continuous
distributions.
Examples
Problem:
Laptops produced by company XYZ last, on average, for 5 years. the life span of each laptop
follows an exponential distribution. (a) calculate the rate of parameter. (b) Write the probability
density function and graph it. ( c ) what is the probability that a laptop will last less than 3
years? (d) What is the probability that a laptop will last more than 10 years? (e) what is the
probability that a laptop will last between 4 and 7 years?
MARC POGI
Key Properties of
Exponential Distribution
Continuous, defined for x≥0
PDF decreases exponentially as x increases
Mean = Standard deviation = 1/λ
Memoryless: future probabilities independent of past
Used to model time until event in a Poisson process
Thanks.