Module 9: Continuous Probability Distributions
(9.1) Random Variables
Def. A is a numerical measurement of the outcome
of a random phenomenon.
We often use capital letters such as X or Y to represent random vari-
ables.
Examples:
• Toss a coin 10 times and record the number of heads.
• Roll two dice and record the sum.
• Measure the height, weight, age, or GPA of college students.
Def. A random variable has an infinite number of
possible values, usually forming an interval.
ex. Classify each random variable as discrete or continuous.
Random variable Discrete or con-
tinuous?
Number of heads in 10 coin tosses
Height of a randomly selected student
Time spent waiting in line
Number of defective items in a box
GPA of a randomly selected student
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(9.2) Continuous Probability Distributions
For a continuous random variable, probabilities are represented as
under a density curve.
Important facts:
• The total area under the density curve is .
• Probabilities are found over , not at exact points.
• For a continuous random variable, P (X = a) = for any
exact value a.
density
Uniform on 0 to 1
x
0 .5 1
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(9.3) Uniform Distribution Practice
Let X be uniformly distributed between 0 and 1. This means any
interval of the same length is equally likely.
ex. Find the following probabilities.
1. P (0 < X < 0.8)
2. P (0.2 < X < 0.5)
3. P (X = 0.5)
4. P (0.35 < X < 0.37)
5. If a number rounds to 0.5 to the nearest tenth, what interval was it
in?
NOTE: For continuous variables, exact values have probability 0, but
intervals can have positive probability.
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(9.4) The Normal Distribution
Def. A distribution is a bell-shaped, symmetric
distribution centered at its mean µ.
Normal distributions are described by two parameters:
•µ=
•σ=
Notation:
X ∼ N (µ, σ).
The Empirical Rule says that for bell-shaped and symmetric distribu-
tions:
Interval Approximate
percent
Within 1 standard deviation of the
mean
Within 2 standard deviations of the
mean
Within 3 standard deviations of the
mean
µ − 3σ
µ − 2σ
µ−σ
µ+σ
µ + 2σ
µ + 3σ
X
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(9.5) Standardized Observations: z-scores
Def. A tells us how many standard deviations an
observation is above or below the mean.
x−µ
z= .
σ
Positive z-scores are the mean.
Negative z-scores are the mean.
ex. You scored 650 on the SAT. SAT section scores have mean 500
and standard deviation 100.
650 − 500
z= =
100
Your friend scored 30 on the ACT. Suppose ACT scores have mean 21.0
and standard deviation 4.7.
30 − 21
z= =
4.7
Who did better relative to their exam?
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(9.6) Using the Standard Normal Table
The standard normal distribution is
Z ∼ N (0, 1).
The standard normal table gives the area to the of
a z-score.
Steps for normal probability problems:
1. Identify the value of x.
2. Convert x to a z-score using z = (x − µ)/σ.
3. Draw the curve and shade the area you want.
4. Use the z-table to find the area.
ex. Suppose IQ scores are normally distributed with mean 100 and
standard deviation 16.
X ∼ N (100, 16).
Find the percentage of people with IQ lower than 123.
123 − 100
z= =
16
From the table, the area to the left is approximately .
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(9.7) Normal Probability Practice
Continue using X ∼ N (100, 16) for IQ scores.
1. Find the percentage of people with IQ lower than 89.
89 − 100
z= =
16
Area to the left:
2. Find the percentage of people with IQ higher than 89.
3. Find the percentage of people with IQ between 89 and 123.
4. What is P (X = 89)? Why?
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(9.8) Finding x Given a Proportion
Sometimes we are given the probability and asked to find the cutoff
value x.
Steps:
1. Draw a normal curve and shade the given area.
2. Use the table to find the corresponding z-score.
3. Convert back using
x = µ + zσ.
ex. Again suppose X ∼ N (100, 16).
1. What IQ corresponds to the bottom 20%?
Cumulative probability:
z-score:
x = µ + zσ =
2. What IQ corresponds to the top 5%?
Cumulative probability to the left:
z-score:
x = µ + zσ =
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(9.9) Module 9 Review
Idea Meaning
Random variable Numerical outcome of a random
phenomenon
Continuous random vari- Values form an interval
able
Density curve Probabilities are areas under the
curve
Normal distribution Bell-shaped, symmetric, centered at
µ
z-score Number of standard deviations
from the mean
Standard normal Z ∼ N (0, 1)
Mini-challenge. Explain why P (X = 89) = 0 for a continuous
random variable, but P (88.5 < X < 89.5) may be positive.