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OUTLINE
In this module, only these type of distributions will be covered
in the lecture:

§ Continuous Uniform Distribution

§ Continuous Normal Distribution
§ Continuous Exponential Distribution
§ Applications in Engineering

https://towardsdatascience.com/understanding-boxplots-
5e2df7bcbd51

2
CONTINUOUS UNIFORM DISTRIBUTION
(RECTANGULAR DISTRIBUTION)
§ The simplest of all continuous distributions in statistics is Continuous
Uniform Distribution.
§ It is characterized by a density function that is “flat” in a closed
interval, say [a,b]

The density function of the continuous

uniform random variable 𝑋 on the interval
[A,B] is CDF :
ì 1 ⎧
0, x<a
ï b - a , a £ x £ b, ⎪
f ( x; a, b) = í ⎪ x−a
ï0, elsewhere F(X ) = ⎨ , a≤ x≤b
î ⎪ b−a
⎪ 1, x≥b
The mean and variance are: ⎩
a+b (b − a)2
E( X ) = µ = , 2
Var( X ) = σ =
2 12 3
CONT…

Figure 1 The density function for a continuous uniform

random variable on the interval [a,b]

4
EXAMPLE 6.1
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].

(a) What is the probability density function?

(b) What is the probability that any given conference lasts at

least 3 hours?
(c) What is the mean and variance?

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SOLUTION
a) The appropriate density function for the uniformly
distributed random variable X in this situation is
⎧ 1
⎪ , 0≤ x≤4
f (x) = ⎨ 4
⎪
⎩ 0, otherwise

a) the probability that any given conference lasts at least 3

hours
4
1 1
P[ X ≥ 3] = ∫ dx =
3 4 4
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NORMAL DISTRIBUTION
§ The most important continuous probability distribution in
the entire field of statistics is the normal distribution.
§ Its graph, called the normal curve, is the bell-shaped curve,
which describes approximately many phenomena that occur
in nature, industry, and research.
§ Can be used to approximate discrete probability
distributions
§ Basis for classical statistical inference
§ Often referred to as the Gaussian distribution

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CHARACTERISTICS OF NORMAL DIST.
§ Bell-shaped and symmetrical; single peak with only one
mode
§ Mean is at center
§ Mean = median = mode
§ Tails expand infinitely and never touch the horizontal axis
§ Described by two parameters: mean and standard deviation
§ Total area under the curve is 1

Figure 2 The normal curve

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9
STANDARD NORMAL DISTRIBUTION

§ The distribution of a normal random variable with mean 0

and variance 1 is called a standard normal distribution

X −µ
§ So, if X ~ N (µ ,σ 2 ) then, Z= is N(0,1)
σ

§ The empirical rule:

§ Around 68% of scores are within 1 standard deviation of the mean
§ Around 95% of scores are within 2 standard deviations of the mean
§ Around 99.7% of scores are within 3 standard deviations of the mean.

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Figure 3 Normal curves with Figure 4 Normal curves with
µ1 < µ2 and s1 = s2 µ1 = µ2 and s1 < s2

Programming practice:
Using Scilab, plot graphs in
Figure 3, 4 and 5 with different
values of means and variances

Figure 5 Normal curves with

µ1 < µ2 and s1 < µ2
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SCILAB CODE EXAMPLE
x = [-3:.1:3];
mu=0; %mean
sigma=1; %standard deviation
y = exp(-0.5 * ((x - mu)./sigma).^2) ./ (sqrt(2*%pi) .* sigma)
figure;
plot(x,y)

The normal distribution of

random variable 𝑋 lies between
[-3,3] with mean 0 and standard
deviation 1

Can you write a Scilab code

to plot cdf function?

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PROPERTIES OF NORMAL DISTRIBUTION

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CONT…
To evaluate the mean,

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CONT…
To evaluate variance,

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AREAS UNDER NORMAL CURVE

Figure 6 P(x1 < X < x2) = area

of the shaded region

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17
CONT…

Figure 8 The original and transformed normal distributions

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EXAMPLE 6.2
Given a standard normal distribution, find the area under the
curve that lies
a) to the right of 𝑧 = 1.84, and
b) between 𝑧 = −1.97 and 𝑧 = 0.86.

Figure 9 Areas for Example 6.2 19

Solution:
a) The area in Figure (a) to the right of 𝑧 = 1.84 is equal to 1
minus the area in Table A.3 to the left of 𝑧 = 1.84,
namely, 1 − 0.9671 = 0.0329.

b) The area in Figure (b) between 𝑧 = −1.97 and 𝑧 = 0.86 is

equal to the area to the left of 𝑧 = 0.86 minus the area to
the left of 𝑧 = −1.97. From Table A.3 we find the desired
area to be 0.8051 − 0.0244 = 0.7807

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EXAMPLE 6.3
Given a standard normal distribution, find the value of 𝑘 such
that
a) 𝑃(𝑍 > 𝑘) = 0.3015 and
b) 𝑃(𝑘 < 𝑍 < −0.18) = 0.4197

Figure 10 Areas for Example 6.3

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Solution:
a) In Figure (a) we see that the 𝑘 value leaving an area of
0.3015 to the right must then leave an area of 0.6985 to
the left. From the Table A.3 it follows that 𝑘 = 0.52.

b) From Table A.3 we note that the total area to the left of
− 0.18 is equal to 0.4286. In Figure 10 (b) we see that the
area between k and −0.18 is 0.4197 so that the area to
the left of 𝑘 must be 0.4286 − 0.4197 = 0.0089. Hence,
from Table A.3, we have 𝑘 = −2.37

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EXAMPLE 6.4
Given a random variable having a normal distribution with
and , find the probability that assumes a value between and
.
Transform to
standard normal Z
Solution:
P(45 < X < 62) = P(z1 < Z < z2 )

Figure 11 Area for Example 6.4

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EXAMPLE 6.5
Given that 𝑋 has a normal distribution with 𝜇 = 300 and 𝜎 =
50, find the probability that 𝑿 assumes a value greater than
362.
Solution:
Figure 12 Area for Example 6.5
362 − 300
Z= = 1.24
50

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EXAMPLE 6.6
Given a normal distribution with 𝜇 = 40 and σ = 6, find the
value of 𝑥 that has
a) 45% of the area to the left, and
b) 14% of area to the right

Figure 13 Areas for Example 6.6

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Solution:

a)

b)

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EXAMPLE 6.7

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EXAMPLE 6.8

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EXAMPLE 6.9
In an industrial process the diameter of a ball bearing is an important component
part. The buyer sets specifications on the diameter to be 3.0 ± 0.01 cm. The
implication is that no part falling outside these specifications will be accepted. It is
known that in the process the diameter of a ball bearing has a normal distribution
with mean 𝜇 = 3.0 and standard deviation σ = 0.005. On average, how many
manufactured ball bearings will be scrapped?

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EXAMPLE 6.10
Gauges are used to reject all components for which a certain
dimension is not within the specification 1.50 ± d. It is known
that this measurement is normally distributed with mean 1.50
and standard deviation 0.2. Determine the value d such that
the specifications “cover” 95% of the measurements.

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EXAMPLE 6.11
A certain machine makes electrical resistors having a mean
resistance of 40 ohms and a standard deviation of 2 ohms.
Assuming that the resistance follows a normal distribution
and can be measured to any degree of accuracy, what
percentage of resistors will have a resistance exceeding 43
ohms?

Answer:
6.68% of the resistors will have a resistance exceeding 43 ohms.
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EXAMPLE 6.12
Find the percentage of resistances exceeding 43 ohms for
Example 6.11 if resistance is measured to the nearest ohm.

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EXAMPLE 6.13
The average grade for an exam is 74, and the standard
deviation is 7. If 12% of the class is given As, and the grades
are curved to follow a normal distribution, what is the lowest
possible A and the highest possible B?

Answer:
The lowest A is 83 and the highest B is 82.
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NORMAL APPROXIMATION TO THE
BINOMIAL

A common rule of thumb is that the normal approximation works well when np
> 5 and n(1-p) > 5

Figure 6.22 Normal approximation of b(x; 15,0.4)

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EXPONENTIAL DISTRIBUTIONS
§ Although the normal distribution can be used to solve many
problems in engineering and science, there are still numerous
situations that require different types of density functions.
§ Exponential Distribution can be used to model the amount of
time until a specific event occurs or to model the time between
independent events
§ Has memoryless property (waiting time)
q https://www.youtube.com/watch?v=vKF-RJ_bPVY

§ It is a special case of the gamma distribution 𝒇 𝒙; 𝜶, 𝜷 when

𝜶 = 𝟏.
§ Some examples where an exponential distribution is appropriate
are:
q The time until the computer locks up

q The time between arrivals of telephone calls

q The time until a part fails.

https://www.youtube.com/watch?v=IT-0oCOQrBY 35
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37
EXAMPLE 6.17
Suppose that a system contains a certain type of component
whose time, in years, to failure is given by 𝑇. The random
variable 𝑇 is modelled nicely by the exponential distribution
with mean time to failure β = 5. If 5 of these components are
installed in different systems, what is the probability that at
least 2 are still functioning at the end of 8 years?
Solution:
The probability whether the component is still functioning at
the end of 8 years 1
¥
-8 5
P(T > 8) = ò e-t 5dt = e » 0.2
58
The probability whether at least 2 out of 5 such component
are still functioning at the end of 8 years
5 1
P( X ³ 2) = å b( x;5, 0.2) = 1 - å b( x;5, 0.2) = 1 - 0.7373 = 0.2627
x=2 x =0
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EXAMPLE

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EXAMPLE

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EXAMPLE

Solution:

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SOME CONTINUOUS PROBABILITY
DISTRIBUTIONS

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EXERCISES
§ Do all related exercises from the textbook

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