Chapter 6 Continuous Probability Distributions
Chapter 6 Continuous Probability Distributions
Chapter 6 Continuous Probability Distributions
Outline
6.1.
X n p
n pq
p(X=x)
0.0625
0.25
0.375
0.25
0.0625
x
0
1
2
3
4
5
6
7
8
9
10
p(X=x)
0.000977
0.009766
0.043945
0.117188
0.205078
0.246094
0.205078
0.117188
0.043945
0.009766
0.000977
The approximation:
Probabilities of events related to X can be approximated by a normal distribution with
mean np and variance np 1 p if the conditions np 5 and n 1 p 5 are
satisfied.
Continuity Correction
It is the adjustment made to an integer-valued discrete random variable when it is
approximated by a continuous random variable. For a binomial random variable, we
inflate the events by adding or subtracting 0.5 to the event as follows:
{X
{X
{X
{X
{X
:X
:X
:X
:X
:X
4} { X : 3.5 X 4.5}
4} { X : X 3}={X : X 3.5}
4{ { X : X 4.5}
4} { X : X 5} {X : X 4.5}
4} { X : X 3.5} .
n p 100(0.4) 40 >5,
nq=60>5 and
n p q (100)(0.4)(0.6) 4.899
100
(0.4) x (0.6)100 x 0.014775318
p (X 30) x 0
29
29.5 40
) p ( Z 2.14) 0.0162
4.899
Example (6.16/163):
A multiple-choice quiz has 200 questions each
with 4 possible answers of which only 1 is the
correct answer. What is the probability that
sheer guess-work yields from 25 to 30 correct
answers for 80 of the 200 problems about
which the student has no knowledge?
Sol.:
Let X= #(correct answers), p=p(correct
answer)=1/4 = 0.25, n=80
X : Bin (80,0.25) mean= 20 , Std= 3.873
Using normal approximation
p (25 X 30)
24.5 20
30.5 20
Z
)
3.873
3.873
p (1.16 Z 2.71) .1196
p (24.5 X 30.5) p (
p (25 X 30) x 25
30
Objectives:
To introduce:
The Exponential Distribution (and the
Waiting time).
Relationship to Poisson process.
Applications.
Def.: if X is a continuous r.v. has an exponential
dist. with parameter then its density function
is given by:
f (x )
1
e , x 0
0 , O .W .
where
and 2 ,
Note:
The Gamma Distribution is given by:
x 1e
f (x ) ( )
, x 0
, O .W .
Gamma which is
distribution.
the Exponential
Arrival (Poisson)
and
1 1
)
3
p ( x 5min) P( x 5 / 60 hours)
Then X : Exp (B
5 / 60
1
e dx
5 / 60
60
3 e 3 x dx [ e 3 x ]5/
0
1 e 15 / 60 0.221199
See example 6.18 page 169.
, 2 where v is
2
2
( ) 2
f (x )
2
0
x
1
x 2 e 2,
x 0
, O .W .