Chapter 5b:

Continuous
Probability
Distributions
 Chapter 5b
Continuous Probability Distributions

• 5.1 Continuous random variable

• 5.2 Normal Probability Distribution
• 5.3 Student Probability Distribution

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 Continuous Probability Distributions -1

A continuous random variable can assume any value in

an interval on the real line or in a collection of intervals.

• It is not possible to talk about the probability of the

random variable assuming a particular value.

• Instead, we talk about the probability of the random

variable assuming a value within a given interval.

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 Continuous Probability Distributions -2

• Suppose you have a set of measurements on a

continuous random variable, and you create a
relative frequency histograms to describe their
distribution.

• For small number of measurements, you could

use a small number of classes.

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 Continuous Probability Distributions -3

• As more and more of measurements, you can use more

classes and reduce the class width, then the histogram
will change slightly.

• As the number of measurements becomes very large and

the class width become very narrow, the relative
histogram appears more and more like the smooth curve.

• This smooth curve describes the probability distribution

of the continuous random variable.

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Continuous Probability Distributions -4

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 Continuous Probability Distributions -4

• The density of the probability, may be described by a

mathematical formula , called the probability
distribution or probability density for the random
variable.
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 Properties of continuous probability
distribution -7
Let’s consider several
.
shapes of the distribution
of datasets:

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 Properties of continuous probability
distribution -7
Right skew: .

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 Properties of continuous probability
distribution -7
Left skew: .

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 Properties of continuous probability
distribution -6
.
 Definition 1:A function f(x) is said to be the
probability distribution (density function) of
continuous random variable of X if and only if:

.
 f ( x )  0,  x 1 
 

  f ( x ) dx  1 2 
 

The second condition means that “Total area

under the curve f(x) is equal to 1”.

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 Properties of continuous probability
distribution -7
 Properties: Given that. f(x) is the density function of
continuous random variable of X then


 3  : P    X      f ( x ) dx  1

b
. 4  : P  a  X  b    f ( x ) dx
a

5  : P ( X  a )  0, aR

f(x)

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 5.2 Normal Probability Distribution -1
• The normal probability distribution is the most important
distribution for describing a continuous random variable.

• It has been used in a wide variety of applications including:

‧Heights of people ‧Test scores

‧Rainfall amounts ‧Scientific measurements

• Abraham de Moivre, a French mathematician, published
The Doctrine of Chances in 1733. He derived the normal
distribution.

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 Normal Probability Distribution -2

 Definition 1: A continuous
. random variable of X is
said to be normal distribution with two parameters
if the probability distribution f(x) is given:

 x 
2

. 1 
f (x) 
2
2
e
 2

Denote X~N(μ, σ2 ) be the normal probability

distribution.

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 Normal Probability Distribution -2

 In a normal distribution (phân phối

chuẩn), data is symmetrically distributed
with no skew.
.
 Most values cluster around a central
region, with values tapering off as they go
further away from the center.

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 Normal Probability Distribution -2
The mean, mode and .
median are exactly the same
in a normal distribution.

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The curve of f(x) =

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 Normal Probability Distribution -4

 Properties: Given that.



 .The distribution is bell-shape and symmetrical

to the mean.

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 Normal Distribution -5

The total area under the curve is 1 (0.5 to the left

of the mean and 0.5 to the right).

0.5 0.5

Mean 

x
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Normal Probability Distribution -6

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 Standard Normal Distribution -1

Definition : A continuous
.
random variable of X
is said to be standard normal distribution if the
probability distribution f(x) is given:

.  x
2

1 
f (x )  e 2

2

Denote be the standard normal distribution.

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Standard normal distribution -2

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The curve of f(x) =

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 Normal Probability Distribution -4

Properties: Given that X~N(0; 1 ) then

 Var(X) = 1.

 .E(X) = 0 = Median(X) = Mode(X)

 The distribution is bell-shape and symmetrical

to the mean.

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Theorem:
G

X 
Y  Y  N (0,1)


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 Standard normal distribution -3
1
• Standard normal density function: f (z)  e  z 2 /2

2
• The area under the standard normal curve to the left of a
specified value of Z, say , is the probability ).

• This cumulative probability is recorded in Table 1 of

Appendix B and is shown as the shaded area in following
Figure:

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 Standard normal distribution -4
Cumulative probability,
1  z2 / 2
f (z)  e
2

 How to obtain this probability?

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 Standard normal distribution -3
1
• Standard normal density function: f (z)  e  z 2 /2

2
• The area under the standard normal curve to the left of a
specified value of Z, say , is the probability ).

• This cumulative probability is recorded in Table 1 of

Appendix B and is shown as the shaded area in following
Figure:

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 Standard Normal Distribution -5
• Example: Cumulative Probability Table for the Standard
Normal Distribution

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
. . . . . . . . . . .
.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
. . . . . . . . . . .
P(Z≤ 0.83)
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 Standard normal distribution -3
 In practice: Suppose that X~N(0; 1),

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 Standard normal distribution -3
Example 1:
 P(Z ≤ 1.25) = ?

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 Standard normal distribution -3
Example 2: P(Z

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 Standard normal distribution -3
 In practice: Suppose that X~N(0; 1),

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 Standard normal distribution -3
Example 1:
 P(Z -2.00) = 1 - 0.9772 = 0.0228.

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 Standard normal distribution -3
Example 2:
 P(Z 2) = 1 - 0.9772 = 0.0228.

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 Standard normal distribution -3
 In practice: Suppose that X~N(0; 1),

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 Standard Normal Distribution -15

P(− 1.00 ≤ z ≤ 1.00) = P(z ≤ 1.00) − P(z ≤ − 1.00)

= 0.8413 − 0.1587 = 0.6826

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 General normal distribution -1
 In practice: Suppose that X~N( ; ),

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 General normal distribution -1
 In practice: Suppose that X~N( ; ),

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 Examples of Normal Distribution -1

Example 1: Scores on a recent national statistics

exam were normally distributed with a mean of 80
and a standard deviation of 6.

a/ What is the probability that a randomly selected

exam will have a score of at least 71?
(Tính tỷ lệ thí sinh có điểm tối thiểu 71)?
•

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 Examples of Normal Distribution -2

b/ What percentage of exams will have scores between

89 and 92?
c/ If the top 2.5% of test scores receive merit awards,
what is the lowest score eligible for an award?
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 Examples of normal distribution -3

Example 2: Stanford-Binet IQ Test scores are

normally distributed with a mean score of 100 and a
standard deviation of 16.
a/Sketch the distribution of Stanford-Binet IQ Test
scores.
b/Write the equation that gives the z-score
corresponding to a Stanford-Binet IQ Test scores.
Sketch the distribution of such z-scores.

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 Examples of normal distribution -4

c/Find the probability that a randomly selected

person has an IQ test score such that:
i/ Over 140
ii/ Under 88
iii/Between 72 and 128
iv/ Within 1.5 standard deviation of the mean.
d/ Suppose you take the Stanford-Binet IQ Test and
receive a score of 136. What percentage of people
would receive a score higher than yours?
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 Examples of normal distribution -5
Solution:
a/

b/ X  X 100
Z 
 16

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 Examples of normal distribution -6
c/ (i)
X 100 140 100
P(X 140)  P(  )  P(Z  2.5)
16 16
1 P(Z  2.5) 1 0.9938  0.0062

(ii)
X 100 88100
P(X 88)  P(  )  P(Z  0.75)  0.2266
16 16
(iii)
P(72  X 128)  P 
72100 128100 
Z  
 16 16 
 P(1.75 Z 1.75)  0.9198
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 Examples of normal distribution -7
c/ P(1.5 Z 1.5)  0.8664

d/ P(X 136)  P(Z  2.25) 1 P(Z  2.25)  0.0122

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 Student t-Distribution -1

 William Gosset, writing under the name “Student”, is the

founder of the t-distribution.

 Gosset was an Oxford graduate in mathematics and

worked for the Guinness Brewery in Dublin.

 He developed the t- distribution while working on small-

scale materials and temperature experiments.

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 t -Distribution -2
The t-distribution shares some characteristics of
the normal distribution and differs from it in
others. The t-distribution is similar to the standard
normal distribution in these ways:

 It is symmetric about the mean.

 It is bell-shaped
 The mean, median, and mode are equal to 0 and
are located at the center of the distribution.
 The curve never touches the X- axis.

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 t -Distribution -3
 The t-distribution differs from the standard normal
distribution in the following ways:

 The variance is greater than 1.

 The t-distribution is actually a family of curves based on

the concept of degrees of freedom, which is related to
sample size.

 As the sample size increases, the t distribution approaches

the standard normal distribution.

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 t -Distribution -3

A t-distribution with more degrees of freedom

has less dispersion.

• As the degrees of freedom increases, the difference

between the t-distribution and the standard normal
probability distribution becomes smaller and
smaller.

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t -Distribution -3

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 t-distribution -4
 Like the normal distribution, the t-distribution is symmetric
and bell-shaped with mean equal to 0; however, for small
sample size, it has greater variance than the normal
distribution. The actual difference in variance is determine
by the degrees of freedom parameter, df of t-distribution.

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 t-Distribution -5

t distribution
Standard (20 degrees
normal of freedom)
distribution

t distribution
(10 degrees
of freedom)

z, t
0

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 t-Distribution -6 (Table 2)
• For example, with 10 degrees of freedom and a 0.05 area
in the upper tail, t0.05 = 1.812.

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End of Chapter 5b

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