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Eda Continuous Prob Distribution

This document discusses continuous probability distributions which are important for engineers. It defines continuous random variables and probability density functions, which take on any value in a given interval rather than discrete values. The cumulative distribution function represents the probability of a value being less than or equal to x. Important continuous distributions covered include the uniform, normal, and exponential distributions. The uniform distribution has a constant probability density function over a fixed interval, and its expected value and variance are calculated. Examples demonstrate calculating probabilities and statistics for uniform distributions.

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Maryang Descartes
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© © All Rights Reserved
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Download as DOCX, PDF, TXT or read online on Scribd
96 views

Eda Continuous Prob Distribution

This document discusses continuous probability distributions which are important for engineers. It defines continuous random variables and probability density functions, which take on any value in a given interval rather than discrete values. The cumulative distribution function represents the probability of a value being less than or equal to x. Important continuous distributions covered include the uniform, normal, and exponential distributions. The uniform distribution has a constant probability density function over a fixed interval, and its expected value and variance are calculated. Examples demonstrate calculating probabilities and statistics for uniform distributions.

Uploaded by

Maryang Descartes
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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ENGINEERING DATA ANALYSIS

CONTINUOUS PROBABILITY DISTRIBUTION

Objectives:
 explain what is meant by the term continuous random variable
 explain what is meant by the term continuous probability distribution
 use three continuous distributions which are important to engineers

Definition: Continuous Random Variable


 A random variable X is said to be continuous if it can assume any value or infinite number of
possible values in a given interval. This contrasts with the definition of a discrete random variable
which can only assume discrete values.

 In experiments of this kind we never determine the probability that the random variable assume a
particular value but only calculate the probability that it lies within a given range of values.

 This kind of random variable is called a continuous random variable and it is characterised or can
be modelled, not by probabilities of the type P(X = x) (as was the case with a discrete random
variable), but by a function f(x) called the probability density function (pdf for short).

 The probability P(a < X < b) is the area under the function curve f(x) and so is given by the integral
𝑏
∫ 𝑓(𝑥)𝑑𝑥
𝑎

Example: Identify the following function whether it is a probability density function or not.
𝑥, 0 ≤ 𝑥 ≤ 1
1. 𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝑥
1− 2, 0 ≤ 𝑥 ≤ 2
2. 𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
2 10
𝑥 − 4𝑥 + 3 , 0 ≤ 𝑥 ≤ 3
3. 𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Note:
 𝑓(𝑥) represents the height of the curve at point x
 The probability the random variable X is exactly equal to any specific value is 0 that is
𝑃(𝑥 = 𝑎) = 0. Thus 𝑃(𝑎 < 𝑥 < 𝑏) = 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏).
DEFINITION: The cumulative distribution function (cdf)
 The cdf represents the probability of observing a value less than or equal to x.

 Analogous to the formula for the cumulative distribution function: 𝐹(𝑥) = ∑𝑥𝑖≤𝑥 𝑃(𝑋 = 𝑥𝑖 )
used in the case of a discrete random variable X with associated probabilities 𝑃(𝑋 = 𝑥𝑖), we
define a cumulative probability distribution function 𝐹(𝑥) for continuous random variable X by
means of the integral (being a form of a sum):
𝑥
𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑡)𝑑𝑡
−∞
Where t is called the dummy variable because x is one of our limits of integration.

𝑥3
Example: What is the cumulative distribution function of 𝑓(𝑥) = 60 𝑓𝑜𝑟 2 ≤ 𝑥 ≤ 4?
What is P(X≤ 2.7)?

Mean and variance of a continuous distribution


 Let X be a continuous random variable with associated pdf f(x). Then its expectation and variance
denoted by E(X) (or μ) and V(X) (or 𝜎 2 ) respectively are given by:
∞
𝜇 = 𝐸(𝑋) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥
−∞
∞ ∞
𝜎 2 = 𝑉(𝑋) = ∫ (𝑥 − 𝜇)2 𝑓(𝑥)𝑑𝑥 = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 − 𝜇 2
−∞ −∞

Example: Find the mean and variance for following pdf:


𝑥
, 0≤𝑥≤2
1. 𝑓(𝑥) = { 2
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
3
𝑥(2 − 𝑥), 0 ≤ 𝑥 ≤ 2
2. 𝑓(𝑥) = { 4
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Important continuous probability distributions


There are a number of continuous distributions which have important applications in engineering and
science. Among the most important continuous probability distributions are:
 Continuous Uniform Probability Distribution
 Normal Probability Distribution
 Exponential Probability Distribution
CONTINUOUS UNIFORM PROBABILITY DISTRIBUTION
 The Uniform or Rectangular distribution, where the random variable X is restricted to a finite
interval [a, b] and f(x) is constant over the range of possible values of x often defined by a function
of the form:

where: a = smallest value the variable can assume


b = largest value the variable can assume

 The expected value and variance of the continuous uniform probability distribution:
𝑎+𝑏
𝐸(𝑋) =
2
(𝑏 − 𝑎)2
𝑉(𝑋) =
12

Example: Slater customers are charged for the amount of salad they take. Sampling suggests that the
amount of salad taken is uniformly distributed between 5 ounces and 15 ounces.
a. Determine the probability density function.
b. Draw a graph of f(x).
c. What is the probability that a customer will take between 12 and 15 ounces of salad?
d. Find the expected value and variance of X.

Example: The amount of time a person must wait for a train to arrive in a certain town is uniformly
distributed between 0 and 40 minutes.

a. Determine the probability density function.


b. Draw a graph of f(x).
c. What is the probability that a person must wait less than 8 minutes?
d. What is the probability that a person must wait more than 30 minutes?
e. Find the expected value and variance of X.

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