CONTINUOUS PROBABILITY

DISTRIBUTIONS

ENS185 2nd Semester

 2

When computing probabilities for discrete

random variables, we usually substitute the
value of the random variable into a formula.
However, this is not the same for continuous
variables since they can take up infinite
values within an interval.
Probability 3

PROBABILITY DENSITY FUNCTION

A probability density function (pdf) is an equation
used to compute probabilities of
continuous random variables. It must satisfy the
following two rules:

1. The total area under the graph of the equation

over all possible values of the
random variable must equal 1.
∞
2. The height of the graph of the equation must be 𝑃 = න 𝑓(𝑥) 𝑑𝑥 = 1
greater than or equal to 0 for all −∞
possible values of the random variable.
Probability 4

PROBABILITY DENSITY FUNCTION

Unlike the case of discrete random variables, for a continuous random variable any
single outcome has probability zero of occurring. (ex. P(x=1)=0)

The probability that a random variable X takes a value in the interval [a,b] is
given by the function f(x)
𝑏
𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = න 𝑓(𝑥) 𝑑𝑥
𝑎

The area under the graph of a density

function over an interval represents the
probability of observing a value of the
random variable in that interval.
CONTINUOUS UNIFORM
DISTRIBUTION
Probability 6

UNIFORM PROBABILITY DISTRIBUTION

This is a type of continuous probability
distributions is equally likely. In a given
interval, all values of the random variable X
has the same chance of occurring.

The probability density function of a uniform distribution is a constant.

1
𝑓 𝑥 =
𝑏−𝑎

Where b=upper limit, a=lower limit.

𝑎+𝑏 𝑏−𝑎 2
𝜇= 𝜎=
2 12
Presentation title 7

EXAMPLE
Suppose that a large conference room for a
certain company can be reserved for no more
than 4 hours. However, the use of the conference
room is such that both long and short
conferences occur quite often. In fact, it can be
assumed that length X of a conference has a
uniform distribution on the interval [0, 4].
What is the probability density function?
What is the probability that any given conference
lasts at least 3 hours?
 PROPERTIES OF THE
NORMAL PROBABILITY
DISTRIBUTION
Probability 9

NORMAL PROBABILITY DISTRIBUTION

A continuous random variable is normally distributed, or has a normal
probability distribution, if its relative frequency histogram has the shape of a
normal curve.
Probability 10

PROPERTIES OF THE NORMAL CURVE

1. The normal curve is symmetric about the mean.
2. Because median=mean=mode, the normal curve has
a single peak and the highest point occurs at 𝑥 = 𝜇
3. The normal curve has inflection points at 𝜇 − 𝜎 and
𝜇+𝜎
4. The area under the normal curve is 1.
5. Area below or above the mean is 0.5.
6. As x increases without bound (gets larger and larger),
the graph approaches but never reaches, the
horizontal axis. As x decreases without bound (gets
more and more negative), the graph approaches, but
never reaches, the horizontal axis.
7. It follows the Empirical rule: 68-95-99.7
Probability 11

AREAS UNDER THE NORMAL CURVE

Probability 12

STANDARDIZING THE NORMAL CUVE

Recall, the z-score allows us to transform a random variable X with mean µ and
standard deviation σ into a random variable Z with mean 0 and standard
deviation 1.

The random variable Z is said to have a standard normal distribution:

𝑥−𝜇
𝑧=
𝜎

The Z-score can then be used to find the area under the curve (this is equal to
the probability).
Presentation title 13

EXAMPLE
A pediatrician obtains the heights of her three-
year-old female patients. The heights are
approximately normally distributed, with mean
38.72 inches and standard deviation 3.17 inches.
Use the normal model to determine the
proportion of the three-year-old females that
have a height less than 35 inches.

𝐹𝑖𝑛𝑑 𝑃(𝑥 < 35)

Presentation title 14

SOLUTION
Find the corresponding Z-score
35 − 38.72
𝑧= = −1.17
3.17
Since we are interested with P(x<35), we want
the area to the left of the z-score.
Presentation title 15

SOLUTION
Presentation title 16

EXAMPLE
A pediatrician obtains the heights of her three-
year-old female patients. The heights are
approximately normally distributed, with mean
38.72 inches and standard deviation 3.17 inches.
Use the normal model to determine the
proportion of the three-year-old females that
have a height greater than 39 inches.

𝐹𝑖𝑛𝑑 𝑃(𝑥 > 39)

Presentation title 17

SOLUTION
Find the corresponding Z-score
39 − 38.72
𝑧= = 0.09
3.17
Since we are interested with P(x>39), we want
the area to the right of the z-score.
P 𝑧 > 0.09 = 1 − 0.53586 = 0.46414
Presentation title 18

SOLUTION
Presentation title 19

EXAMPLE
A pediatrician obtains the heights of her three-
year-old female patients. The heights are
approximately normally distributed, with mean
38.72 inches and standard deviation 3.17 inches.
Use the normal model to determine the
proportion of the three-year-old females that
have a height between 35 and 39 inches.

𝐹𝑖𝑛𝑑 𝑃(35 < 𝑥 < 39)

Presentation title 20

EXAMPLE
The heights of a pediatrician’s three-year-old
females are approximately normally distributed,
with mean 38.72 inches and standard deviation
3.17 inches. Find the height of a three-year-old
female at the 25th percentile.

𝐹𝑖𝑛𝑑 𝑃 𝑥 <? = 0.25

Presentation title 21

EXAMPLE
Z-score Pz
-0.67 0.25143
? 0.25
-0.68 0.24825

Interpolate
−0.67 − 𝑧 0.25143 − 0.25
=
−0.67 − (−0.68) 0.25143 − 0.24825
𝑧=
Using z, solve for x.
𝑥 − 38.72
𝑧=
3.17
Descriptive Statistics – Measures of Dispersion 22

EMPIRICAL RULE FOR BELL-SHAPED DISTRIBUTION

For data that has a bell-

shaped distribution, the
empirical rule or the
68-95-99.7 rule can be
used to estimate the
percentage of data
within k standard
deviations from the
mean.
 Descriptive Statistics 23

EXAMPLE
Given a bell-shaped distribution with a sample mean of
40 and a standard deviation of 10,
a) What is the percentage of observations that will have
a value between 20 and 60?
b) What is the percentage of observations that has a
value less than 10 and greater than 60?
 Descriptive Statistics 24

Z-TABLE
a) Find P(z> 2.12)
b) Find P(z<-0.89)
c) Find P(0.12<z<1.88)
d) Find the z-score that bounds the top 9% of the
distribution.
e) Find the z-score that bounds the 25% of the lower tail
of the distribution.
Probability 25

ACTIVITY
The speeds of cars are measured using a radar unit, on a
motorway. The speeds are normally distributed with a mean
of 90 km/hr and a standard deviation of 10 km/hr.
a) What is the probability that a car selected at chance is
moving at more than 100 km/hr?
b) What is the minimum speed of the 5% fastest cars?
 THE NORMAL
APPROXIMATION TO THE
BINOMIAL DISTRIBUTION
Probability 27

BINOMIAL PROBABILITY DISTRIBUTION

An experiment is said to be a binomial experiment if
1. The experiment is performed a fixed number of times (n trials).
Each experiment is called a trial.
2. The trials are independent.
3. For each trial, there are two mutually exclusive outcomes:
success (p) and failure (q=1-p).
4. The probability of success is the same for each trial.
Let X be the number of success in n trials.
 28

For a fixed p, as the number of trials n in a

binomial experiment increases, the
probability distribution of the random
variable X becomes more nearly symmetric
and bell shaped.

As a rule of thumb, if 𝑛𝑝 1 − 𝑝 ≥ 10, the

probability distribution will be
approximately symmetric and bell-shaped.
Probability 29

NORMAL APPROXIMATION
If 𝑛𝑝 1 − 𝑝 ≥ 10, the binomial random variable X is approximately normally
distributed with
𝜇𝑥 = 𝑛𝑝
𝜎𝑥 = 𝑛𝑝(1 − 𝑝)
Normal Probability 30

Exact Approximate Probability Using Keywords

Probability Normal
using Binomial
P(a) 𝑃(𝑎 − 0.5 ≤ 𝑋 ≤ 𝑎 + 0.5) Equal to
P(X≤a) 𝑃(𝑋 ≤ 𝑎 + 0.5) At most, less than or equal to
P(X≥a) 𝑃(𝑎 − 0.5 ≤ 𝑋) At least, greater than or equal
to
P(a≤X≤b) 𝑃(𝑎 − 0.5 ≤ 𝑋 ≤ 𝑏 + 0.5)
P(a<X) 𝑃(𝑎 + 0.5 < 𝑋) Greater than
P(X<a) 𝑃(𝑋 < 𝑎 − 0.5) Less than
Probability 31

EXAMPLE
According to the American Red Cross, 7% of
people in the United States have blood type O-
negative. What is the probability that, in a
simple random sample of 500 people in the
United States, fewer than 30 have blood type
O-negative?
Probability 32

SOLUTION
Approach:
1. This is a binomial experiment with n=500
2. The probability of success is p=0.07
Probability 33

SOLUTION
Verify if 𝒏𝒑 𝟏 − 𝒑 ≥ 𝟏𝟎

(500)(0.07) 1 − 0.07 ≥ 10
32.55 ≥ 10
Probability 34

SOLUTION
Compute for the mean and standard
deviation
𝜇𝑥 = 𝑛𝑝
𝜇𝑥 = 500 0.07 = 35

𝜎𝑥 = 𝑛𝑝(1 − 𝑝)
𝜎𝑥 = 500 0.07 1 − 0.07 = 32.55
Probability 35

SOLUTION
Find P(x<30)
𝑃 𝑥 < 30 = 𝑃(𝑥 ≤ 29)

Normal approximation
𝑃 𝑥 < 29.5

Solve for the z-score

29.5 − 35
𝑧= = −0.96
32.55
Probability 36

SOLUTION
Probability 37

EXAMPLE
What is the probability that, in a simple random
sample of 500 people in the United States, 20
have blood type O-negative?
Probability 38

ACTIVITY
A home-based baker was able to produce 200 cupcakes
within 8 hours of operation. In average, the cupcakes weigh
110 grams with a standard deviation 10 grams. To be
considered acceptable to the buyer, a cupcake should weigh
within 2 standard deviations from the mean. Historically, 5%
of the cupcakes do not pass the standard weight. To test for
consistency, you randomly sampled 15 cupcakes, what is the
probability that at most 7 will pass the standard weight?
GAMMA DISTRIBUTION
Probability 40

POISSON DISTRIBUTION

The Poisson probability distribution can be used to

compute probabilities of experiments in which the
random variable X counts the number of
occurrences (successes) of a particular event
within a specified interval (usually time or space).
Where λ (the Greek letter lambda) represents the
average number of occurrences of the event in some
interval length.
Probability 41

GAMMA DISTRIBUTION
The gamma distribution is a continuous probability distribution used to model α
successes of a randomly-occurring event (ex. Calls to a pizza place, defects to on a
production line). Such events are said to occur according to a Poisson distribution.

Let X be the amount of time/interval until some specific event occurs.

1 𝛼−1 𝑒 −𝑥/𝛽
𝑥 ,𝑥 ≥ 0
𝑓 𝑥; 𝜆 = ቐ𝛽𝛼Γ(𝛼)
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Where
∞
Γ 𝛼 = න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥
0
When α is an integer: Γ 𝑛 = 𝑛 − 1 !
Probability 42

GAMMA DISTRIBUTION
The mean and variance of the gamma distribution:

𝜇 = 𝛼𝛽

𝜎 2 = 𝛼𝛽2
Probability 43

GAMMA DISTRIBUTION
α = shape parameter
β = scale parameter
λ = rate parameter

It can be noted that as the α increases, skewness decreases.

Probability 44

EXAMPLE
On a Saturday morning, customers arrive at a
bakery according to a Poisson process at an
average rate of 15 per hour.

What is the probability that it takes less than 10

minutes for the first 3 customers?
Probability 45

EXAMPLE
On a Saturday morning, customers arrive at a
bakery according to a Poisson process at an
average rate of 15 per hour.

What is the average amount of time that will

elapse before 3 customers arrive in the bakery?
Probability 46

EXAMPLE
On a Saturday morning, customers arrive at a
bakery according to a Poisson process at an
average rate of 15 per hour.

What is the probability that exactly 15 customers

arrive in an hour?
Probability 47

EXAMPLE
In a certain city, the daily consumption of
electric power, in millions of kilowatt-hours,
is a random variable X having a gamma
distribution with mean µ = 6 and variance σ2
= 12.
a. Find the values of α and β.
b. Find the probability that on any given day
the daily power consumption will exceed
12 million kilowatthours.
Probability 48

ACTIVITY
Suppose that when a transistor of a certain
type is subjected to an accelerated life test, the
lifetime X (in weeks) has a gamma
distribution with mean of 24 weeks and
standard deviation of 12 weeks.
a) What is the probability that a transistor
will last between 12 and 24 weeks?
b) What is the probability that a transistor
will last at most 24 weeks?
EXPONENTIAL
DISTRIBUTION
Probability 50

EXPONENTIAL DISTRIBUTION
The exponential distribution is a special case of a gamma distribution where α=1
Let X be the amount of time/interval until some specific event occurs and λ is the average
number of occurrences in an interval.

𝜆𝑒 −𝜆𝑥 , 𝑥 ≥ 0
𝑓 𝑥; 𝜆 = ቊ
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

• The exponential distribution generally have fewer large values and more small values.
• The exponential distribution has the following mean and variance:
1
𝜇=
𝜆
2
1
𝜎 = 2
𝜆
Probability 51

EXPONENTIAL DISTRIBUTION
The exponential distribution can also be
expressed in terms of β where β=1/λ.

1 −𝛽𝑥
𝑒 ,𝑥 ≥ 0
𝑓 𝑥; 𝛽 = ൞ 𝛽
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Probability 52

EXAMPLE
Data collected at Toronto Pearson International
Airport suggests that an exponential
distribution with mean value 2.725 hours is a
good model for rainfall duration.

What is the probability that the duration of a

particular rainfall event at this location is
• at least 2 hours?
• At most 3 hours?
• Between 2 and 3 hours?
Probability 53

ACTIVITY
Let X denote the distance (m) that an animal
moves from its birth site to the first territorial
vacancy it encounters. Suppose that for banner-
tailed kangaroo rats, X has an exponential
distribution with parameter λ=0.01386.
a. What is the probability that the distance is at
most 100 m?
b. At most 200 m?
c. Between 100 and 200 m?
REFERENCE
Statistics: Informed Decisions
using Data with Integrated
Review by Michael Sullivan III

Chapter 5