What Do Probability Distributions Look Like?
Types of Probability Distributions
KNR2473 Numerical Methods Statistics
KNR2473 Numerical Methods & Statistics
Continuous Distribution
Continuous Distribution
• Continuous distribution
– Continuous random distribution
* Normal distribution
– Continuous uniform distribution
Continuous Probability Distribution
Continuous Probability Distribution
• A sample space that contains infinite number of
possibilities
• Let X be a random variable with range RX . If RX
is a finite or infinite and uncountable set, then
X is a continuous random variable.
• RX = {a < x < b} for some value a and b.
Continuous Probability Distribution
Continuous Probability Distribution
• A continuous probability distribution must
satisfies the following conditions:
a. f(x) > 0 , f is non-negative
∞
∫ f (x)dx = 1 , the total area under the
graph is 1
−∞
Continuous Probability Distribution
Continuous Probability Distribution
• Types:
– Continuous random distribution
– Continuous uniform distribution
f(x) f(x)
x x
a b a b
Continuous Random Distribution
Continuous Random Distribution
• A random variable X is a continuous random
variable if it satisfies:
b
P(a< X <b) = ∫ f (x)dx
a
• f(x) is called the probability density function of X
PDF (Probability Density/Mass Function): Tells you the probability of a single exact value
(“the probability they use it exactly 2 times?")
f(x)
x
a b
Continuous Random Distribution
Continuous Random Distribution
• Expected value
∞
E( X ) = ∫ xf (x)dx
−∞
• Variance
Var( X ) = E(X 2 ) − E( X )2
Example 1
Example 1
Example 2
Example 2
Continuous Uniform Distribution
Continuous Uniform Distribution
• A random variable X is a continuous uniform
variable if it satisfies:
1
b − a a< x <b
f (x) =
0 otherwise
f(x)
1
b−a
x
a b
Continuous Uniform Distribution
Continuous Uniform Distribution
• Expected value
a+b
E( X ) =
2
f(x)
• Variance 1
Var( X ) =
(b − a)2 b−a
12 a c d b
x
• Probability of a range of x
P(a < x < b) =
(d − c)
(b − a)
Example 3
Example 3
Suppose the time taken by a data collection operator to fill out an electronic form for a
database is uniformly between 1.5 and 2.2 minutes.
a) What is the mean and variance of the time it takes an operator to fill out the form?
b) What is the probability that it will take less than two minutes to fill out the form?
c) Find P (1.7<x<2)
Density
Time (minutes)
Continuous Random Distribution
Continuous Random Distribution
• Examples of continuous random distribution
Normal distribution
Exponential distribution
Chi-squared distribution
Gamma distribution
t-distribution
Continuous Random Distribution
Continuous Random Distribution
• Examples of continuous random distribution
Normal distribution
Exponential distribution
Chi-squared distribution
Gamma distribution
t-distribution
Normal distribution
Normal distribution
• The normal or Gaussian distribution has a
probability density function:
−( x− µ ) 2
1
f (x) = e 2σ 2
σ 2π
for -∞ < x < ∞, depending upon two parameters
• Mean and variance:
E( X ) = µ Var( X ) = σ 2
Normal distribution
Normal distribution
• f(x) of a normal distribution is a bell-shaped
curve that is symmetric about µ
f(z)
z
µ
Normal distribution
Normal distribution
Standard normal distribution
• Definition: normal distribution with µ = 0 and σ = 1
• Denoted by the symbol z
• The probability distribution of z is given by:
1
1 − z 2
f (z) = e 2
2π
Example 4
Example 4
By refering to normal distribution table, find:
a) P( z < 0.64)
b) P( z > 1.64)
c) P ( -1.33 < z < 1.33)
Example 4 - Solution
Example 4 - Solution
a) P( z < 0.64)
f(z)
By refering to Table,
P(z < 0.64)
P(z < 0.64) = 0.7389
z
0 0.64
b) P( z > 1.64)
f(z)
By refering to Table,
P(z > 1.64)
P(z >1.64) =1− 0.9495 = 0.0505
z
0 1.64
Example 4 - Solution
Example 4 - Solution
c) P( -1.33 < z < 1.33)
By refering to Table
P(−1.33 < z <1.33) = P(z <1.33) − P(−1.33 < z)
= 0.9082 − [1− 0.9082]
= 0.8164
f(z)
P(−1.33 < z < 1.33)
z
-1.33 0 1.33
Normal Distribution
Normal Distribution
If x is a random variable with mean µ and
standard deviation σ, then the random variable z
defined by the formula
x−µ
z=
σ
Example 5
Example 5
Assume that the length of time, x between charges of a cellular phone is normally
distributed with a mean of 10 hours and a standard deviation of 1.5 hours.
Find the probability that the cell phone will last :
a) less than 8 hours between charges
b) less than 12 hours between charges
c) more than 12 hours between charges
d) between 8 and 12 hours between charges
Exercise
Exercise
1. Let Y be a continuous random variable with the
following probability density function.
3x 1< x < 2
2 2<x<3
f (x) = 4x
0 otherwise
Find P( 1.5 < x < 2.5), E(X) and Var (X)
Exercise
Exercise
2. Let X be a continuous random variable with
the following probability density function
a) Evaluate c
b) Find P(1< X <2)
c) Find E(X), var (X) and standard deviation of X
Exercise
Exercise
3. Suppose the height of Malaysian men are
normally distributed with mean 168 cm and
standard deviation 3cm. Find the percentage of
Malaysian men who are:
a) Less than 170 cm
b) More than 168 cm
c) Between 166 and 177 cm
Exercise
Exercise
4. Suppose the time taken by a student to walk
from FK to CTF2 is uniformly between 10 and 17
minutes.
a) What is the mean and variance of the time it takes
to arrive at CTF2?
b) What is the probability that it will take less than 12
minutes to arrive at CTF2?
c) What is the probability that it will take more than 15
minutes to arrive at CTF2?
d) What is the probability that it will take between 12
to 15 minutes to arrive at CTF2?