FHMM1034 Chapter 4 Discrete and Continuous Probability Distributions Part B

Centre For Foundation Studies
Department of Sciences and Engineering

Content
4.6 Continuous Probability Distribution
FHMM1034 Mathematics III 4.7 Mean and Variance of Continuous Probability
Distribution
Chapter 4
4.8 The Normal Distribution
Discrete and Continuous
Probability Distributions 4.9 The Standard Normal Distribution
(Part B) 4.10 Standardizing a Normal Distribution
FHMM1034 Mathematics III 1 FHMM1034 Mathematics III 2
Content
4.11 Applications of the Normal Distribution
4.12 Determining the z and x values when an

4.6
area under the Normal curve is known
Continuous Probability
4.13 The Normal Approximation to the Binomial
Distribution Distribution
4.14 The Normal Approximation to the Poisson
Distribution
FHMM1034 Mathematics III 1

Probability Distribution of Probability Distribution of
Continuous Random Variable Continuous Random Variable
The probability of a continuous random variable X, The function f (x) satisfies the following properties:
is also called:
(i) f (x) 0 , for all x
Probability Distribution Curve OR
.
(ii) The
.
total area between the curve of f (x) and

Probability Density Function, f (x). the xaxis is always 1, that is f ( x) dx = 1.

b
(iii) P (a < X < b) = f ( x) dx
a
Probability Distribution of
Probability Distribution Curve
Continuous Random Variable
Note that : The smoothed polygon is an approximation of the
probability distribution curve (or probability density
P(a < X < b) = P(a X < b) = P(a < X b) = P(a X b) function).
One of the
.
most widely use probability distribution
of continuous random variable is the normal
distribution.

Characteristics Area Under the Curve as Probability
1. The probability that x assumes a value in any
interval lies in the range 0 to 1. P ( a x b ) = Area under curve from a to b
2. The total probability of the intervals within
which x can assume a value is 1.0.
Probability of a Single Value of x Example 30

X is a random variable which represents the delay time,
P( x = a ) = 0 in minutes, for a train to depart from Ipoh with function
f (x) = 0.09 0.004x , 0 x 20.
(a) Show that f (x) is the probability density function

for the continuous random variable X.
(b) Find the probability that the train will be delayed by

between 5 to 12 minutes.

Example 31
X is a continuous random variable with probability
density function 4.7
2
f (x) =
ax 2 < x 2
Mean and Variance of
0 otherwise
Continuous Probability
(a) Find the value of a.
Distribution
(b) Calculate P(X 1) and P(X 1.5).
Mean Mean
The mean, of a continuous random variable is When function g(X) = X , we obtain
also known as the expected value E(X).
E( X ) = x f ( x) dx
Therefore, = E(X).
If X is a continuous random variable with

probability density function, f (x), then the expected When function g(X) = X 2 , we obtain
value of any function g(X), written as E[g(X)], is
defined as
( )
E X2 =

x2 f ( x) dx
E[g( X )] =

g ( x) f ( x) dx


Mean Example 32
By using the definition of E(X) the following If X is a continuous random variable with
results can be obtained. probability density function
(i) E (a) = a x +5
, 5 x 5
f (x) = 50
(ii) E (aX ) = aE( X )
0, otherwise
(iii) E (aX + b) = aE( X ) + b
(a) E( X ) (b) E( X 2 )
where a and b are constants.
(c) E(3X + 2) (d) E(2 X 2 5 X + 1)
Variance Variance
The variance of a continuous random variable, If X is a continuous random variable, then:
denoted by Var (X ).
(i) Var(a) = 0
Basic formula: [
Var( X ) = E ( x )2 ]
(ii) Var(aX ) = a 2Var( X )
= ( x ) f ( x) dx
2

(iii) Var(aX + b) = a 2Var( X )
Shortcut formula: Var ( X ) = E ( X 2 ) 2
Where a and b are constants.
= E ( X 2 ) [ E ( X )]2

Standard Deviation Example 33
The standard deviation of a continuous random If X is a continuous random variable with
variable, denoted by , measures the spread of its probability density function
probability distribution.
1
Basic formula: = E [(x )2 ] 1 x, 0 x 2
f (x ) = 2

= ( x )2 f ( x) dx 0, otherwise

Shortcut formula: = E( X 2 ) 2 (a) Var (X ) (b) Var (3+2X )

= E ( X 2 ) [ E ( X )]2
The Normal Probability Distribution

The normal probability distribution or the normal
4.8 curve is a bell-shaped (symmetric) curve. Its mean
is denoted by and its standard deviation is
The Normal Distribution denoted by .

Normal Curve with Same Mean but
Characteristics Different Standard Deviations
1. The total area under the
curve is 1.0.
2. The curve is symmetric

about the mean.
3. The two tails of the curve

extend indefinitely.
Normal Curve with Different Mean

Equation of Normal Distribution
but Same Standard Deviations
The normal probability distribution can also be
expressed by a mathematical equation.
However, we will not use this equation to find
the area under a normal curve. Instead, we will
use table to find the required area.
f ( x) =
1
exp
(x )
2
< x < , < < , > 0
2 2 2

Standard Normal Distribution
The normal distribution with = 0 and = 1 is
4.9 called the standard normal distribution.
The Standard Normal The random variable that possesses the standard
normal distribution is denoted by z.
Distribution
z Scores or z Values z Scores or z Values

The units marked on the horizontal axis of the A point with a value of z = 2 is two standard
standard normal curve are denoted by z and are deviations to the right of the mean.
called the z values or z scores.
Similarly, a point with a value of z = 2 is two
A specific value of z gives the distance between standard deviation to the left of the mean.
the mean and the point represented by z in
terms of the standard deviation.

Standard Normal Distribution Table Example 34
The table lists the areas under the standard Find the area under the standard normal curve to the
normal curve to the right of z-values from 0 to right of z = 1.95.
4.00.
To read the table, look for the given z-value in Solution:
the table and record the value corresponding to Area to the right of z = 1.95
that z-value.
= P( Z > 1.95)
The recorded value gives the cumulative = 0.0256
probability to the right of that z-value.
Total Area
Example 35 (Within 1 Standard Deviation of the Mean)
Find the following areas under the standard normal
curve.
(a) Area to the right of z = 2.32.
(b) Area to the left of z = 1.54.
(c) Area between z = 0 and z = 1.76.
(d) Area between z = 0.22 and z = 2.05.
(e) Area between z = 1.07 and z = 2.07.
(f) Area to the right of z = 0.75.

Total Area Total Area
(Within 2 Standard Deviation of the Mean) (Within 3 Standard Deviation of the Mean)
Converting x Value to z Value

For a normal random variable X, a particular value of x
4.10 can be converted to its corresponding z value by using
the formula
Standardizing a Normal x
z=
Distribution
where and are the mean and standard deviation of
the normal distribution of X, respectively.

Example 36 Example 37
Let X be a continuous random variable that has a Let X be a continuous random variable that is
normal distribution with a mean of 50 and a normally distributed with a mean of 25 and a
standard deviation of 10. Convert the following x standard deviation of 4. Find the area between
values to z values and find the probability to the left x = 18 and x = 34.
of these points.
(a) x = 55
(b) x = 35
Example 38
Let X be a continuous random variable that has a
normal distribution with a mean of 80 and a 4.11
standard deviation of 12. Find the area
(a) from x = 70 to x = 135
Applications of the
(b) to the left of x = 27 Normal Distribution

Notation Example 39
A random variable X having a normal distribution with A racing car is one of the many toys manufactured by
mean, and standard deviation, is written as Mack Corporation. The assembly times for this toy
N ( , 2 ) follow a normal distribution with a mean of 55 minutes
and a standard deviation of 4 minutes. The company
A standard normal distribution with mean, = 0 and
closes at 5 p.m. every day. If one worker starts to
standard deviation, = 1 is denoted by Z ~ N(0, 1).
assemble a racing car at 4 p.m., what is the probability
If X ~ N ( , 2 ) that she will finish this job before the company closes
X for the day?
then Z = ~ N ( 0,1)

Hupper Corporation produces many types of soft Suppose the life span of a calculator manufactured by
drinks, including Orange Cola. The filling machines are Texas Instruments has a normal distribution with a
adjusted to pour 12 oz. of soda into each can of Orange mean of 54 months and a standard deviation of 8
Cola. However, the net amount of soda poured into each months. The company guarantees that any calculator
can has a normal distribution with a mean of 12 oz. and that starts malfunctioning within 36 months of the
a standard deviation of 0.015 oz. What is the percentage purchase will be replaced by a new one. About what
that a randomly selected can of Orange Cola contain percentage of Calculators made by this company are
11.97 to 11.99 oz. of soda? expected to be replaced?

Two companies, A and B, drill wells in a rural area. The lengths of 3-inch nails manufactured on a machine
Company A charges a flat fee of RM3500 to drill a well are normally distributed with a mean of 3.0 inches and a
regardless of its depth. Company B charges RM1000
standard deviation of 0.009 inches. The nails that are
plus RM12 per foot to drill a well. The depths of wells
either shorter than 2.98 inches or longer than 3.02
drilled in this area have a normal distribution with a
inches are unusable. What percentage of all the nails
mean of 250 feet and a standard deviation of 40 feet.
produced by this machine are unusable?
What is the probability that Company B would charge
more than Company A to drill a well?
(answer : 0.8508)
Finding z When Area is Known

Find the z value such that the area under the standard
4.12 normal curve to the right of z is 0.1492.
Determining z and x values
Solution:
When Area under Normal Given P(Z > z1) = 0.1492
Distribution Curve Is Known From the normal table, P(Z > 1.04) = 0.1492
Thus, z1 = 1.04.

Example 44 Finding x When Area is Known
Find the value of z such that the area under the For a normal curve, with known values of and ,
standard normal curve and a given area under the curve between the mean
and x, the x value is calculated as
(a) in the right tail is 0.005.
(b) in the left tail is 0.05.

x = + z
If the random variable X has a normal distribution It is known that the lifespan of a calculator
with mean 45 and variance unknown, and P(X > 51) manufactured by Texas Instrument has a normal
= 0.288, find the value of standard deviation. distribution with a mean of 54 months and a standard
deviation of 8 months.
(Answer : 10.73) What should the warranty period be to replace a
malfunctioning calculator if the company does not want
to replace more than 1% of all calculators sold?

A study has shown that 20% of all college textbooks The average waiting time in security lines at the Miami airport
was 20.9 minutes. Suppose the waiting times in security lines
have a price of RM90 or higher. It is known that the at the Miami airport are normally distributed with a mean of
standard deviation of the prices of all college 20.9 minutes and a standard deviation of 5 minutes.
textbooks is RM9.50. Suppose the prices of all (a) Find the probability that a randomly selected passenger
college textbooks have a normal distribution. spends between 30 and 35 minutes waiting in the security
line.
What is the mean price of all college textbooks?
(b) Suppose that the 10% of passengers who spent the least
time waiting in security lines at the airport waited for less
than x minutes. Find x.
Normal Approximation to Binomial Distribution
The use of Binomial formula becomes very

4.13 tedious when n is large.
The Normal Approximation
Normal distribution can be used to approximate
to the Binomial Distribution the binomial distribution.
The approximation is very close to the exact

probability when n is large and p is very close
to 0.5.

Normal Approximation to Binomial Distribution Example
The normal distribution is used as an
approximation to the binomial distribution when
np and nq are both greater than 5. That is,
np > 5 and nq > 5
If X ~ B(n, p), then the normal approximation:

X ~ N (np, npq)
Continuity Correction Factor Continuity Correction Factor

The addition of 0.5 and/or subtraction of 0.5 from In general, if a is an integer,
the value(s) of x when the normal distribution is
used as an approximation to the binomial
(a ) P( X a ) = P( X > a 0.5)
distribution, where x is the number of successes in (b) P( X a ) = P( X < a + 0.5)
n trials, is called the continuity correction factor. (c) P( X > a ) = P( X > a + 0.5)
(d ) P( X < a ) = P( X < a 0.5)
(e) P( X = a ) = P(a 0.5 < X < a + 0.5)

Example 49 Example 49 (cont.)
According to an estimate, 50% of the people in This is a binomial problem.
America have at least one credit card. If a random Let X = the number of persons in the sample who
sample of 30 persons is selected, what is the have least one credit card.
probability that 19 of them will have at least one X ~ B(30, 0.5)
credit card?
P ( X = 19 ) = 30C19 (0.50)19 (0.50)11 = 0.0509
Example 49 (cont.) Example 49 (cont.)

Since np = 30(0.50) = 15 > 5 and nq = 30(0.50) = 15 > 5, STEP 3: Compute the required probability using the normal
we can use normal approximation to binomial distribution. distribution (by using continuity correction factor)
2
STEP 1: Compute and for the binomial distribution
= np = 30(0.50) =15
2 = npq = 30(0.50)(0.50) = 7.5
STEP 2: Convert the discrete random variable to continuous

random variable P ( X = 19) = P(18.5 < Z < 19.5)
18.5 15 19.5 15
X ~ N (15, 7.5) =P <Z <
7.5 7.5

Example 49 (cont.) Example 50
According to the Employee Benefit Research
P ( X = 19) = P (18.5 < Z < 19.5)
Institute, 48% of American workers think that they
18.5 15 19.5 15
=P <Z < will still be working when they are 65 or older.
7. 5 7.5 Suppose this result is true for the current population of
= P (1.28 < Z < 1.64) all American workers. What is the probability that in a
= P (Z > 1.28 ) P ( Z > 1.64 ) random sample of 200 American workers, 80 to 90
= 0.9495 0.8997 will say that they will still be working when they are
= 0.0498 65 or older?
Example 51
According to an Accenture survey, 44% of adult
Americans said that the service provided by the U.S.
4.14
Postal Service is generally satisfactory. Assume that The Normal Approximation
this percentage is true for the current population of
adult Americans. What is the probability that 140 or
to the Poisson Distribution
more adult Americans in a sample of 300 will hold
this opinion?

Normal Approximation to Poisson Distribution Continuity Correction Factor
A Poisson distribution with mean can be
In general, if a is an integer,
approximated with normal distribution when
is large. (a ) P( X a ) = P( X > a 0.5)
The normal distribution is used as an (b) P( X a ) = P( X < a + 0.5)
approximation to the Poisson distribution when (c) P( X > a ) = P( X > a + 0.5)
> 10.
(d ) P( X < a ) = P( X < a 0.5)
If X ~ P0( ), then the normal approximation:
(e) P( X = a ) = P(a 0.5 < X < a + 0.5)
X~N( , )
Suppose cars arrive at a parking lot at a rate of 50 The number of accidents per day on a given stretch
per hour. Lets assume that the process is a Poisson of road are found to have a Poisson distribution with
random variable. Compute the probability that in the mean 1.4. Determine the probability that more than
next hour the number of cars that arrive at this 50 accidents occur during a 4-week period.
parking lot will be between 54 and 62.

The End
of
Chapter 4

FHMM1034 Chapter 4 Discrete and Continuous Probability Distributions Part B

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

FHMM1034 Chapter 4 Discrete and Continuous Probability Distributions Part B

Uploaded by

Copyright:

Available Formats

Centre For Foundation Studies

Department of Sciences and Engineering

(Part B) 4.10 Standardizing a Normal Distribution

FHMM1034 Mathematics III 1 FHMM1034 Mathematics III 2

4.12 Determining the z and x values when an

FHMM1034 Mathematics III 3 FHMM1034 Mathematics III 4

FHMM1034 Mathematics III 1

FHMM1034 Mathematics III 5 FHMM1034 Mathematics III 6

FHMM1034 Mathematics III 7 FHMM1034 Mathematics III 8

FHMM1034 Mathematics III 2

FHMM1034 Mathematics III 9 FHMM1034 Mathematics III 10

Probability of a Single Value of x Example 30

(a) Show that f (x) is the probability density function

(b) Find the probability that the train will be delayed by

FHMM1034 Mathematics III 11 FHMM1034 Mathematics III 12

FHMM1034 Mathematics III 3

FHMM1034 Mathematics III 13 FHMM1034 Mathematics III 14

If X is a continuous random variable with

FHMM1034 Mathematics III 15 FHMM1034 Mathematics III 16

FHMM1034 Mathematics III 4

FHMM1034 Mathematics III 19 FHMM1034 Mathematics III 20

FHMM1034 Mathematics III 5

Shortcut formula: = E( X 2 ) 2 (a) Var (X ) (b) Var (3+2X )

The Normal Probability Distribution

FHMM1034 Mathematics III 23 FHMM1034 Mathematics III 24

FHMM1034 Mathematics III 6

2. The curve is symmetric

3. The two tails of the curve

FHMM1034 Mathematics III 25 FHMM1034 Mathematics III 26

Normal Curve with Different Mean

FHMM1034 Mathematics III 27 FHMM1034 Mathematics III 28

FHMM1034 Mathematics III 7

FHMM1034 Mathematics III 29 FHMM1034 Mathematics III 30

z Scores or z Values z Scores or z Values

FHMM1034 Mathematics III 31 FHMM1034 Mathematics III 32

FHMM1034 Mathematics III 8

FHMM1034 Mathematics III 33 FHMM1034 Mathematics III 34

FHMM1034 Mathematics III 9

FHMM1034 Mathematics III 37 FHMM1034 Mathematics III 38

Converting x Value to z Value

FHMM1034 Mathematics III 39 FHMM1034 Mathematics III 40

FHMM1034 Mathematics III 10

FHMM1034 Mathematics III 41 FHMM1034 Mathematics III 42

FHMM1034 Mathematics III 43 FHMM1034 Mathematics III 44

FHMM1034 Mathematics III 11

FHMM1034 Mathematics III 47 FHMM1034 Mathematics III 48

FHMM1034 Mathematics III 12

Finding z When Area is Known

FHMM1034 Mathematics III 51 FHMM1034 Mathematics III 52

FHMM1034 Mathematics III 13

(b) in the left tail is 0.05.

FHMM1034 Mathematics III 53 FHMM1034 Mathematics III 54

FHMM1034 Mathematics III 55 FHMM1034 Mathematics III 56

FHMM1034 Mathematics III 14

Normal Approximation to Binomial Distribution

The use of Binomial formula becomes very

The approximation is very close to the exact

FHMM1034 Mathematics III 15

If X ~ B(n, p), then the normal approximation:

FHMM1034 Mathematics III 61 FHMM1034 Mathematics III 62

Continuity Correction Factor Continuity Correction Factor

FHMM1034 Mathematics III 63 FHMM1034 Mathematics III 64