Applied Statistics and Probability for

Engineers
Sixth Edition
Douglas C. Montgomery George C. Runger

Chapter 3 - 4
Random Variables

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Random Variable and its Notation
• A variable that associates a number with the
outcome of a random experiment is called a
random variable.
• A random variable is a function that assigns a real
number to each outcome in the sample space of a
random experiment.
• A random variable is denoted by an uppercase
letter such as X. After the experiment is
conducted, the measured value of the random
variable is denoted by a lowercase letter such as
x = 70 milliamperes. X and x are shown in italics,
e.g., P(X = x).

Sec 2-8 Random Variables 2

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Discrete & Continuous Random Variables

• A discrete random variable is a random

variable with a finite or countably infinite
range. Its values are obtained by counting.
• A continuous random variable is a random
variable with an interval (either finite or
infinite) of real numbers for its range. Its
values are obtained by measuring.

Sec 2-8 Random Variables 3

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Examples of Discrete & Continuous Random Variables

• Discrete random variables:

– Number of scratches on a surface.
– Proportion of defective parts among 100 tested.
– Number of transmitted bits received in error.
– Number of common stock shares traded per day.
• Continuous random variables:
– Electrical current and voltage.
– Physical measurements, e.g., length, weight, time,
temperature, pressure.

Sec 2-8 Random Variables 4

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 Probability Distributions
Physical systems can be modeled by the same or
similar random experiments and random variables.

The distribution of the random variable involved in

each of these common systems can be analyzed.

We often omit a discussion of the underlying sample

space of the random experiment and directly describe
the distribution of a particular random variable.

The probability distribution of a random variable

X gives the probability for each value of X.

Sec 3-2 Probability Distributions & Probability Mass Functions 5

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 Discrete Random Variables
The probability that a camera passes the test Table 3-1 Camera Flash Tests
is 0.8, and the cameras perform Outcome
independently. Camera #
1 2 3 Probability X
The random variable X denotes the number
Pass Pass Pass 0.512 3
of cameras that pass the test.
Fail Pass Pass 0.128 2
The last column of the table shows the Pass Fail Pass 0.128 2
values of X assigned to each outcome of the Fail Fail Pass 0.032 1
experiment. Pass Pass Fail 0.128 2
Fail Pass Fail 0.032 1
For example, because the cameras are Pass Fail Fail 0.032 1
independent, the probability that the first and Fail Fail Fail 0.008 0
second cameras pass the test and the third 1.000
one fails, denoted as ppf, is

P(ppf) = (0.8)(0.8)(0.2) = 0.128

Sec 3-1 Discrete Random Variables 6

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 Probability Mass Function
For a discrete random variable X with possible values
x1, x2, …, xn, a probability mass function is a function
such that:

Sec 3-2 Probability Distributions & Probability Mass Functions 7

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 Example 3-6: Digital Channel
Example 3-6: Consider the probability distribution for the digital channel
example.
x P(X =x )
0 0.6561
1 0.2916
2 0.0486
3 0.0036
4 0.0001
1.0000

Find the probability of three or fewer bits in error.

• The event (X ≤ 3) is the total of the events: (X = 0), (X = 1), (X = 2),
and (X = 3).
• From the table:

P(X ≤ 3) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) = 0.9999

Sec 3-3 Cumulative Distribution Functions 8
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 Cumulative Distribution Function and Properties

The cumulative distribution function, is the probability that a random

variable X with a given probability distribution will be found at a value
less than or equal to x.

Symbolically,
F ( x)  P( X  x)   f ( xi )
xi  x

For a discrete random variable X, F(x) satisfies the following properties:

Sec 3-3 Cumulative Distribution Functions 9

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Example 3-8: Sampling without Replacement
A day’s production of 850 parts contains 50 defective parts. Two parts
are selected at random without replacement. Let the random variable X
equal the number of defective parts in the sample. Find the cumulative
distribution function of X.
The probability mass function is calculated as follows:
P  X  0  800
850  849
799
 0.886
P  X  1   2  800
850  849  0.111
50

P  X  2  50
850  849
49
 0.003
T herefore,
F  0   P  X  0   0.886
F 1   P  X  1   0.997
F  2   P  X  2   1.000
Figure 3-4 Cumulative Distribution Function
0 x0
0.886 0  x 1

F ( x)  
0.997 1 x  2
1 2 x
Sec 3-3 Cumulative Distribution Functions 10
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 Mean and Variance

The mean is a measure of the center or middle of the probability

distribution and the variance is a measure of the dispersion.

f(x) is the probability mass function.

Sec 3-4 Mean & Variance of a Discrete Random Variable 11

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 Example 3-9: Digital Channel
In Example 3-4, there is a chance that a bit transmitted through a digital
transmission channel is received in error. X is the number of bits received in
error of the next 4 transmitted. The probabilities are
P(X = 0) = 0.6561, P(X = 2) = 0.0486, P(X = 4) = 0.0001,
P(X = 1) = 0.2916, P(X = 3) = 0.0036
Use table to calculate the mean & variance.
2 2 2
x f (x ) x · f (x ) (x -0.4) (x -0.4) · f (x ) x · f (x )
0 0.6561 0.0000 0.160 0.1050 0.0000
1 0.2916 0.2916 0.360 0.1050 0.2916
2 0.0486 0.0972 2.560 0.1244 0.1944
3 0.0036 0.0108 6.760 0.0243 0.0324
4 0.0001 0.0004 12.960 0.0013 0.0016
Total = 0.4000 0.3600 0.5200
2 2
= Mean = Variance (σ ) = E (x )
=μ σ 2 = E (x 2) - μ 2 = 0.3600
Computational formula

Sec 3-4 Mean & Variance of a Discrete Random Variable 12

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 Expected Value of a Function of a Discrete Random Variable

If X is a discrete random variable with probability mass function f (x),

then its expectation is the variance of X.

Sec 3-4 Mean & Variance of a Discrete Random Variable 13

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 Probability Density Function

Sec 4-2 Probability Distributions & Probability Density Functions 14

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 Cumulative Distribution Functions

The cumulative distribution function is defined for all real

numbers.

Sec 4-3 Cumulative Distribution Functions 15

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 PDF – CDF

• The probability density function (PDF) is the

derivative of the cumulative distribution function
(CDF).
• The cumulative distribution function (CDF) is the
integral of the probability density function (PDF).

dF  x 
Given F  x  , f  x   as long as the derivative exists.
dx

Sec 4-3 Cumulative Distribution Functions 16

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 Example 4-1: Electric Current
Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes(mA).
Assume that the range of X is 4.9 ≤ x ≤ 5.1 and f(x) = 5.
What is the probability that a current is less than 5mA?

Answer:
5 5
P  X  5   f ( x)dx   5 dx  0.5
4.9 4.9

5.1
P  4.95  X  5.1   f ( x)dx  0.75
4.95
Figure 4-4 P(X < 5)
illustrated.

Sec 4-2 Probability Distributions & Probability Density Functions 17

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 Example 4-3: Electric Current
For the copper wire current measurement in
Exercise 4-1, the cumulative distribution
function consists of three expressions.

0 x < 4.9
F (x ) = 5x ‐ 24.5 4.9 ≤ x ≤ 5.1
1 5.1 ≤ x

The plot of F(x) is shown in Figure 4-6. Figure 4-6 Cumulative distribution function

Sec 4-3 Cumulative Distribution Functions 18

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 Exercise 4-5: Reaction Time
• The time until a chemical reaction is complete (in
milliseconds, ms) is approximated by this
cumulative distribution function:

F  x 
0
 for x  0
1  e 0.01x for 0  x
• What is the Probability density function?
f  x 
dF  x  d  0
  
0 for x  0
1  e 0.01x 0.01e 0.01x for 0  x
dx dx  
• What proportion of reactions is complete within
200 ms?
P  X  200   F  200   1  e 2  0.8647
Sec 4-3 Cumulative Distribution Functions 19
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 Mean & Variance

Sec 4-4 Mean & Variance of a Continuous Random Variable 20

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 Example 4-6: Electric Current
For the copper wire current measurement, the
PDF is f(x) = 0.05 for 0 ≤ x ≤ 20. Find the mean
and variance.

20 2 20
0.05 x
E  X    x  f  x  dx   10
0
2 0

3 20
20
0.05  x  10 
V X     x  10  f  x  dx 
2
 33.33
0
3
0

Sec 4-4 Mean & Variance of a Continuous Random Variable 21

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Discrete Uniform Distribution

If the random variable X assumes the values x1, x2,

…, xn, with equal probabilities, then the discrete
uniform distribution is given by

f(xi) = 1/n

Sec 3-5 Discrete Uniform Distribution 22

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 Discrete Uniform Distribution

• Let X be a discrete random variable ranging

from a,a+1,a+2,…,b, for a ≤ b. There are b
– (a-1) values in the inclusive interval.
Therefore:
f(x) = 1/(b-a+1)
• Its measures are:
μ = E(x) = (b+a)/2
σ2 = V(x) = [(b-a+1)2–1]/12

Note that the mean is the midpoint of a & b.

Sec 3-5 Discrete Uniform Distribution 23

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Continuous Uniform Distribution
• This is the simplest continuous distribution
and analogous to its discrete counterpart.
• A continuous random variable X with
probability density function
f(x) = 1 / (b-a) for a ≤ x ≤ b
  EX  
 a  b
2
and
 b  a
2

 V X  
2

12
Figure 4-8 Continuous uniform Probability Density Function
Sec 4-5 Continuous Uniform Distribution 24
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-9: Uniform Current
The random variable X has a continuous uniform distribution on
[4.9, 5.1]. The probability density function of X is f(x) = 5, 4.9 ≤ x
≤ 5.1. What is the probability that a measurement of current is
between 4.95 & 5.0 mA?

The mean and variance formulas can be applied with a = 4.9

and b = 5.1. Therefore,
 0.2 
2

  E  X   5 mA and V  X   =0.0033 mA 2
12

Figure 4-9

Sec 4-5 Continuous Uniform Distribution 25

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 Binomial Distribution
Bernoulli RVs take 0 or 1

Sec 3-6 Binomial Distribution 26

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 Exercise 3-18: Organic Pollution-1
Each sample of water has a 10% chance of containing a particular
organic pollutant. Assume that the samples are independent with
regard to the presence of the pollutant. Find the probability that, in the
next 18 samples, exactly 2 contain the pollutant.

Answer:
Let X denote the number of samples that contain the pollutant in the
next 18 samples analyzed. Then X is a binomial random variable with
p = 0.1 and n = 18

Sec 3-6 Binomial Distribution 27

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 Exercise 3-18: Organic Pollution-2
Determine the probability that at least 4
samples contain the pollutant.
Answer:

Sec 3-6 Binomial Distribution 28

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 Exercise 3-18: Organic Pollution-3
Now determine the probability that 3 ≤ X < 7.
Answer:

Sec 3-6 Binomial Distribution 29

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 Binomial Mean and Variance
If X is a binomial random variable with
parameters p and n,

μ = E(X) = np
and
σ2 = V(X) = np(1-p)

Sec 3-6 Binomial Distribution 30

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 Example 3-19:
For the number of transmitted bit received in error
in Example 3-16, n = 4 and p = 0.1. Find the mean
and variance of the binomial random variable.

Answer:
μ = E(X) = np = 4*0.1 = 0.4

σ2 = V(X) = np(1-p) = 4*0.1*0.9 = 0.36

σ = SD(X) = 0.6
Sec 3-6 Binomial Distribution 31
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 Geometric Distribution

1
If X is a geometric   EX  
p
random variable with and
parameter p, 1 p
 V X 
2

p2

Sec 3-7 Geometric & Negative Binomial Distributions 32

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 Example 3.21: Wafer Contamination
The probability that a wafer contains a large particle of
contamination is 0.01. Assume that the wafers are
independent. What is the probability that exactly 125
wafers need to be analyzed before a particle is
detected?
Answer:
Let X denote the number of samples analyzed until a
large particle is detected. Then X is a geometric random
variable with parameter p = 0.01.

P(X=125) = (0.99)124(0.01) = 0.00288.

Sec 3-7 Geometric & Negative Binomial Distributions 33

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Negative Binomial Distribution
In a series of independent trials with constant
probability of success p, the random variable X
which equals the number of trials until r successes
occur is a negative binomial random variable with
parameters 0 < p < 1 and r = 1, 2, 3, ....

The probability mass function is:

f  x    p 1  p 
x 1 xr
r 1
r
for x  r , r  1, r  2... (3-11)

Sec 3-7 Geometric & Negative Binomial Distributions 34

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Mean & Variance of Negative Binomial
If X is a negative binomial random variable
with parameters p and r,

r
  EX  
p
and
r 1  p 
 V X  
2

p2

Sec 3-7 Geometric & Negative Binomial Distributions 35

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 3-25: Camera Flashes
The probability that a camera passes a particular test is 0.8, and the
cameras perform independently. What is the probability that the third
failure is obtained in five or fewer tests?

Let X denote the number of cameras tested until three failures have
been obtained. The requested probability is P(X ≤ 5). Here X has a
negative binomial distribution with p = 0.2 and r = 3. Therefore,
5
 x  1
P ( X  5)    3
(0.2) (0.8)
x 3

x 3  2 

3  4
 0.23    0.23 (0.8)    0.23 (0.8) 2
 2  2
 0.056

Sec 3-7 Geometric & Negative Binomial Distributions 36

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 Hypergeometric Distribution
• A set of N objects contains:
K objects classified as success
N - K objects classified as failures
• A sample of size n objects is selected without replacement
from the N objects randomly, where K ≤ N and n ≤ N.
• Let the random variable X denote the number of successes
in the sample. Then X is a hypergeometric random
variable with probability density function

f  x 
 K
x  N K
nx
where x  max  0, n  K  N  to min  K , n  (3-13)
  N
n

Sec 3-8 Hypergeometric Distribution 37

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 Example 3-27: Parts from Suppliers-1
A batch of parts contains 100 parts from supplier A
and 200 parts from Supplier B. If 4 parts are
selected randomly, without replacement, what is
the probability that they are all from Supplier A?
Answer:
Let X equal the number of parts in the sample from Supplier A.

Sec 3-8 Hypergeometric Distribution 38

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 3-27: Parts from Suppliers-2
What is the probability that two or more parts are from supplier A?
Answer:

Sec 3-8 Hypergeometric Distribution 39

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 Example 3-27: Parts from Suppliers-3
What is the probability that at least one part in the
sample is from Supplier A?
Answer:

Sec 3-8 Hypergeometric Distribution 40

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Hypergeometric Mean & Variance
If X is a hypergeometric random variable
with parameters N, K, and n, then
 N n
  E  X   np and  2  V  X   np 1  p    (3-14)
 N 1 
where p  K
N
 N n
and   is the finite population correction factor.
 N 1 
σ2 approaches the binomial variance as n /N becomes small.

Sec 3-8 Hypergeometric Distribution 41

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 Lack of Memory Property
For a geometric random variable, the trials are
independent. Thus the count of the number of
trials until the next success can be started at any
trial without changing the probability distribution of
the random variable.
The implication of using a geometric model is that
the system presumably will not wear out. For all
transmissions the probability of an error remains
constant. Hence, the geometric distribution is said
to lack any memory.
Sec 3-7 Geometric & Negative Binomial Distributions 42
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Normal Distribution
Central Limit Theorem:

Whenever a random experiment is replicated,

the random variable that equals the average
result over the replicates tends to have a
normal distribution as the number of replicates
becomes large.

Sec 4-6 Normal Distribution 43

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 Normal Distribution

Sec 4-6 Normal Distribution 44

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Standard Normal Random Variable
A normal random variable with
μ = 0 and σ2 = 1
is called a standard normal random variable
and is denoted as Z.

The cumulative distribution function of a

standard normal random variable is denoted
as:
Φ(z) = P(Z ≤ z)
Values are found in Appendix Table III.

Sec 4-6 Normal Distribution 45

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 MEAN PLUS MINUS SIGMA
For any normal random variable,
P(μ – σ < X < μ + σ) = 0.6827
P(μ – 2σ < X < μ + 2σ) = 0.9545
P(μ – 3σ < X < μ + 3σ) = 0.9973

Figure 4-12 Probabilities associated with a normal distribution

Sec 4-6 Normal Distribution 46

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 Table

Sec 4-6 Normal Distribution 47

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 Example 4-11: Standard Normal Distribution
Assume Z is a standard normal random variable.
Find P(Z ≤ 1.50). Answer: 0.93319

Figure 4-13 Standard normal Probability density function

Find P(Z ≤ 1.53). Answer: 0.93699

Find P(Z ≤ 0.02). Answer: 0.50398

NOTE : The column headings refer to the hundredths digit of the value of z in P(Z ≤ z).
For example, P(Z ≤ 1.53) is found by reading down the z column to the row 1.5 and then selecting the
probability from the column labeled 0.03 to be 0.93699.

Sec 4-6 Normal Distribution 48

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Some Basic Rules

P(Z>1.26)

P(Z<-0.86)

P(Z>-1.37)

P(-1.25<Z<0.37)

Sec 4-6 Normal Distribution 49

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Some Basic Rules

P(Z>z)=0.05

P(z<Z<z) = 0.99

Sec 4-6 Normal Distribution 50

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 Standardizing a Normal Random Variable
Suppose X is a normal random variable with mean  and variance  2 ,
the random variable

Z
 X  

is a normal random variable with E ( Z )  0 and V ( Z )  1.

The probability is obtained by using Appendix Table III with z 

 x  
.


Sec 4-6 Normal Distribution 51

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-14: Normally Distributed Current-1
Suppose that the current measurements in a strip of wire are assumed
to follow a normal distribution with μ = 10 and σ = 2 mA, what is the
probability that the current measurement is between 9 and 11 mA?

Answer:

 9  10 x  10 11  10 
P  9  X  11  P    
 2 2 2 
 P   0.5  z  0.5 
 P  z  0.5   P  z   0.5 
 0.69146  0.30854  0.38292

Sec 4-6 Normal Distribution 52

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-14: Normally Distributed Current-2
Determine the value for which the probability that a current
measurement is below 0.98.

Answer:
 X  10 x  10 
P X  x  P   
 2 2 
 x  10 
 PZ    0 .9 8
 2 
z  2 .0 5 is th e c lo s e s t v a lu e .
z  2  2 .0 5   1 0  1 4 .1 m A .

Sec 4-6 Normal Distribution 53

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 Poisson Process
The subintervals of small length dt and assume that dt
tends to zero
1. The probability of more than one event in time in a
subinterval tends to zero
2. The probability of one event in a subinterval tends
to λ*dt
3. The event in each subinterval is independent of
other subintervals.
A random experiment with these properties is called a
Poisson process.

Sec 3-9 Poisson Distribution 54

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Poisson Distribution

These assumptions imply that the subintervals

can be thought of as approximate
independent Bernoulli trials with
the number of trials
n = T/dt
and success probability
p= λ*dt = λ*T/n

Sec 3-9 Poisson Distribution 55

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 Poisson Distribution
Events occur randomly in an interval.
The random variable X that equals the
number of events in a Poisson process is a
Poisson random variable with parameter λ > 0,
and the probability density function is:
e  x
f  x  for x  0,1, 2,3,... (3-16)
x!

Sec 3-9 Poisson Distribution 56

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 3-31: Calculations for Wire Flaws-1
For the case of the thin copper wire, suppose that
the number of flaws follows a Poisson distribution
With a mean of 2.3 flaws per mm. Find the
probability of exactly 2 flaws in 1 mm of wire.
Answer:
Let X denote the number of flaws in 1 mm of wire

Sec 3-9 Poisson Distribution 57

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 3-31: Calculations for Wire Flaws-2
Determine the probability of 10 flaws in 5 mm of
wire.
Answer :
Let X denote the number of flaws in 5 mm of wire.

Sec 3-9 Poisson Distribution 58

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 3-31: Calculations for Wire Flaws-3
Determine the probability of at least 1 flaw in 2 mm
of wire.
Answer :
Let X denote the number of flaws in 2 mm of wire.
Note that P(X ≥ 1) requires ¶ terms. 

Sec 3-9 Poisson Distribution 59

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Poisson Mean & Variance
If X is a Poisson random variable with parameter λ, then

μ = E(X) = λ and σ2=V(X) = λ

The mean and variance of the Poisson model are the same.

For example, if particle counts follow a Poisson distribution with a mean

of 25 particles per square centimeter, the variance is also 25 and the
standard deviation of the counts is 5 per square centimeter.

If the variance of a data is much greater than the mean, then the
Poisson distribution would not be a good model for the distribution of
the random variable.

Sec 3-9 Poisson Distribution 60

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Exponential Distribution
In Poisson’s distribution, we count number of events in an interval. Now the
random variable is the interval.

F(x) = 1 – exp(-lamda*x)

Sec 4-8 Exponential Distribution 61

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-21: Computer Usage-1
In a large corporate computer network, user log-ons to the system can be
modeled as a Poisson process with a mean of 25 log-ons per hour. What is
the probability that there are no log-ons in the next 6 minutes (0.1 hour)?

Let X denote the time in hours from the start of the interval until the first
log-on.

P  X  0.1 
25 0.1

0.1
25e 25 x dx  e  0.082

The cumulative distribution function also can

be used to obtain the same result as follows
P  X  0.1  1  F  0.1  0.082

Figure 4-23 Desired probability

Sec 4-8 Exponential Distribution 62

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-21: Computer Usage-2
Continuing, what is the probability that the time
until the next log-on is between 2 and 3 minutes
(0.033 & 0.05 hours)?
0.05
P  0.033  X  0.05    25e 25 x dx
0.033

25 x 0.05
 e  0.152
0.033

An alternative solution is
P  0.033  X  0.05   F  0.05   F  0.033  0.152

Sec 4-8 Exponential Distribution 63

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-21: Computer Usage-3
• Continuing, what is the interval of time such that the
probability that no log-on occurs during the interval is
0.90?
P  X  x   e 25 x  0.90,  25 x  ln  0.90 
0.10536
x  0.00421 hour  0.25 minute
25
• What is the mean and standard deviation of the time until
the next log-in?
1 1
   0.04 hour  2.4 minutes
 25
1 1
   0.04 hour  2.4 minutes
 25
Sec 4-8 Exponential Distribution 64
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Lack of Memory Property
An interesting property of an exponential random variable
concerns conditional probabilities.

For an exponential random variable X,

P(X<t1+t2|X>t1)= P(X < t2)

Figure 4-24 Lack of memory property of an exponential distribution.

Sec 4-8 Exponential Distribution 65

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Lack of Memory Property
The lack of memory property is not so surprising when we consider
the development of a Poisson process. In that development, we
assumed that an interval could be partitioned into small intervals
that were independent. These subintervals are similar to
independent Bernoulli trials that comprise a binomial experiment;
knowledge of previous results does not affect the probabilities of
events in future subintervals.
An exponential RV. Is the cont. analog of a geometric RV and it
shares a similar lack of memory property.

Figure 4-24 Lack of memory property of an exponential distribution.

Sec 4-8 Exponential Distribution 66

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 4-22: Lack of Memory Property
Let X denote the time between detections of a particle with a Geiger
counter. Assume X has an exponential distribution with E(X) = 1.4
minutes. What is the probability that a particle is detected in the next
30 seconds?

P  X  0.5   F  0.5   1  e 0.5 1.4  0.30

No particle has been detected in the last 3 minutes. Will the probability
increase since it is “due”?

P  3  X  3.5  F  3.5   F  3 0.035

P  X  3.5 X  3     0.30
P  X  3 1  F  3 0.117

No, the probability that a particle will be detected depends only on the
interval of time, not its detection history.

Sec 4-8 Exponential Distribution 67

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Other Distributions

• The Chi-squared distribution

• The Erlang distribution
• The Gamma distribution
• The Weibull distribution
• The Beta distribution

Sec 4-9 Erlang & Gamma Distributions 68

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Probability Plot
• Is particular probability distribution
reasonable model for data?
• A probability plot is a graphical method for
determining whether sample data conform
to a hypothesized distribution based on a
subjective visual examination of the data.

Sec 6-6 Probability Plots 69

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Constructing a Probability Plot
• To construct a normal probability plot:
– Sort the data observations in ascending order:
x(1), x(2),…, x(n).
– The observed value x(j) is plotted against the
observed cumulative frequency (j – 0.5)/n.
– The paired numbers are plotted on the
probability paper of the proposed distribution.
• If the paired numbers form a straight line,
then the hypothesized distribution
adequately describes the data.

Sec 6-6 Probability Plots 70

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 6-7: Battery Life
The effective service life (Xj in minutes) of batteries used in a laptop are given in
the table. We hypothesize that battery life is adequately modeled by a normal
distribution. To this hypothesis, first arrange the observations in ascending order
and calculate their cumulative frequencies and plot them.

Table 6-6 Calculations for Constructing

a Normal Probability Plot

j x (j ) (j -0.5)/10 100(j -0.5)/10

1 176 0.05 5
2 183 0.15 15
3 185 0.25 25
4 190 0.35 35
5 191 0.45 45
6 192 0.55 55
7 201 0.65 65
8 205 0.75 75
9 214 0.85 85
10 220 0.95 95

Figure 6-22 Normal probability plot for battery life.

Sec 6-6 Probability Plots 71

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Probability Plot on Standardized Normal Scores
A normal probability plot can be plotted on ordinary axes using z-values. The
normal probability scale is not used.

Table 6-6 Calculations for

Constructing a Normal
Probability Plot
j x (j ) (j -0.5)/10 zj
1 176 0.05 -1.64
2 183 0.15 -1.04
3 185 0.25 -0.67
4 190 0.35 -0.39
5 191 0.45 -0.13
6 192 0.55 0.13
7 201 0.65 0.39
8 205 0.75 0.67
9 214 0.85 1.04
10 220 0.95 1.64

Figure 6-23 Normal Probability plot obtained

from standardized normal scores. This is
equivalent to Figure 6-19.
Sec 6-6 Probability Plots 72
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Probability Plot Variations

Figure 6-24 Normal probability plots indicating a non-normal distribution.

(a) Light tailed distribution
(b) Heavy tailed distribution
(c) Right skewed distribution

Sec 6-6 Probability Plots 73

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.