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lecture 8; continuous probability distribution

The document discusses the Uniform, Exponential, and Poisson distributions, providing examples of their applications in real-world scenarios such as pearl farming and conference durations. It explains the probability density functions and cumulative distribution functions for these distributions, along with calculations for specific probabilities. Additionally, it illustrates the use of these distributions in modeling events like the arrival of metal sheets and the time to repair machines.

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tanbirhasan20028
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
3 views

lecture 8; continuous probability distribution

The document discusses the Uniform, Exponential, and Poisson distributions, providing examples of their applications in real-world scenarios such as pearl farming and conference durations. It explains the probability density functions and cumulative distribution functions for these distributions, along with calculations for specific probabilities. Additionally, it illustrates the use of these distributions in modeling events like the arrival of metal sheets and the time to repair machines.

Uploaded by

tanbirhasan20028
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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The Uniform Distribution

Probability density function of a U(a, b)


distribution

Example: Pearl Oyster Farming: When pearl oysters are opened, pearls of various sizes are
found. Suppose that each oyster contains a pearl with a diameter in mm that has a U(0, 10)
distribution. Pearls with a diameter of at least 4 mm have commercial value. Find the
probability that an oyster contains a pearl of commercial value.
Solution:
Distribution of pearl diameters
The probability that an oyster contains a pearl of commercial value is
𝑃(𝑋 ≥ 4) = 1 − 𝐹 (4) = 1 − 0.4 = 0.6
EXAMPLE: Suppose that a large conference room at a certain company can be reserved for no
more than 4 hours. Both long and short conferences occur quite often. In fact, it can be
assumed that the 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?
SOLUTION:

The Exponential Distribution


 Time between arrivals at service facilities and time to failure of component parts and
electrical systems often are nicely modeled by the exponential distribution.
 It is often used to model failure or waiting times and inter-arrival times.
 Poisson distribution models the number of outcomes in a given time interval or in a
specified time region. The exponential distribution describes the time between events in a
Poisson process.
 For example, a Poisson distribution models the number of birth in a given time period,
the time between each birth can be modeled by exponential distribution.
Examples:
 The life time of an electronic device.
 The time between arrivals of two successive buses.
 The duration time of a car service.
 Time until next earthquake occurs.
An exponential distribution with parameter λ > 0 has a probability density function
−𝜆𝑥
𝑓(𝑥 ) = {𝜆𝑒 , 𝑥≥0
0, 𝑥<0
The cumulative distribution function is
𝑥
𝐹(𝑥 ) = ∫0 𝜆𝑒 −𝜆𝑦 𝑑𝑦 = 1-𝑒 −𝜆𝑥 for 𝑥 ≥ 0
𝜆= average number of events per unit of time.
µ= 1/𝜆= average time until an event occurs.

The Poisson Process


A stochastic process can be thought of as being a series of random events. In particular, a
simple stochastic process may consist of a sequence of events occurring over time, in which case
it can be defined by specifying the distributions of the time intervals between the occurrences of
adjacent events. A Poisson process (with parameter λ) is one such process where these time
intervals are independent random variables having exponential distributions with parameter λ, as
shown in Figure
A Poisson process. The time intervals between events have independent exponential distributions
with parameter λ

A Poisson process. The number of events occurring in a time interval of length t has a Poisson
distribution with mean λt

Examples:
A team of underwater salvage experts sets sail to search the ocean floor for the wreckage of a
ship that is thought to have sunk within a certain area. Their boat is equipped with underwater
sonar with which they hope to detect unusual objects lying on the ocean floor.
The captain’s experience is that in similar situations it has taken an average of 20 days to locate a
wreck.
The captain needs to find the time in days to locate the wreck
a) Find the probability of locating the wreck within first week.
b) Find the probability of locating the wreck in more than 4 weeks
Solution:
Probability density function for shipwreck hunt

Examples:
An engineer examines the edges of steel girders for hairline fractures. The girders are 10 m long,
and it is discovered that they have an average of 42 fractures each. If a girder has 42 fractures,
then there are 43 “gaps” between fractures or between the ends of the girder and the adjacent
fractures. The fractures appear to be randomly spaced on the girders.
a) Find the probability that a gap is less than 10 cm long.
b) Find the probability that a gap is longer than 30 cm
Solution:
The average length of these gaps is therefore 10/43 = 0.23 m
The location of fractures on a particular girder can be modeled by a Poisson process with
λ =1/0.23= 4.3

Examples:
The engineer in charge of the car panel manufacturing process pays particular attention to the
arrival of metal sheets at the beginning of the panel construction lines. These metal sheets are
brought one by one from other parts of the factory floor, where they have been cut into the
required sizes. On average, about 96 metal sheets are delivered to the panel construction lines in
1 hour. Model the arrival of the metal sheets with a suitable process or distribution. Find the
probability that there is a wait of more than 3 minutes between arrivals.
Solution:
The arrival of the metal sheets can be modeled with a Poisson process.
The average waiting time between arrivals is 60/96 = 0.625 minute
This model assumes that the waiting times between arrivals of metal sheets are independently
distributed as exponential distributions with λ =1/0.625= 1.6

Example:
The time required to repair a machine is an exponential random variable with rate λ=0.5
downs/hour
Find the probability that a repair time exceeds 2 hours
Find the probability that the repair time will take at least 4 hours given that the repair man has
been working on the machine for 3 hours.
Solution:
The density function for repair time is
𝑓(𝑥) = 0.5𝑒 −0.5𝑥
𝑃(𝑋 ≥ 2) = 1 − 𝐹 (2) = 𝑒 −0.5∗2 = 𝑒 −1 = 0.36788
𝑃((𝑋 ≥ 4|𝑋 ≥ 3) = 𝑃(𝑋 ≥ 1) = 1 − 𝐹(1) = 𝑒 −0.5∗1 = 0.60653

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