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s2.3 Continuous Distributions

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A2-Level Maths:

Statistics 2
for Edexcel

S2.4 Continuous
distributions

For more detailed instructions, see the Getting Started presentation.

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Continuous uniform
distribution
Contents

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Continuous uniform distribution

A random variable X is said to have a continuous uniform


distribution (or rectangular distribution) over the interval
[a, b] if its probability density function has the form:
 1
 a xb
f ( x)   b  a
 0 otherwise
The graph of its probability density function is as follows:
f(x)

x
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Continuous uniform distribution

Key result: If X has a continuous uniform distribution


over the interval [a, b], then
ab
E[ X ] 
2
and

1
Var[ X ]  (b  a)2
12

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Examination-style question

Examination-style question: A random variable X is given


by the probability density function f (x), where
1
 5  x  15
f ( x)  10
 0 otherwise

Find:
a) E[X] and Var[X]
b) P(7 ≤ X < 10)

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Examination-style question

Solution:
X has a uniform distribution over the interval (5, 15).
ab 5  15
a) E [ X ]    10
2 2
1 1 1
Var[ X ]  (b  a) 2
 (15  5 ) 2
 8
12 12 3
b) The p.d.f. for X is shown on the diagram below.
The probability we require is shaded.

3
So, P(7 ≤ X < 10) =
10

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Continuous uniform distribution

Note: If X has a uniform distribution over the interval (a, b)


then the cumulative distribution function of X is:

 0 xa
 x a
F ( x)  P( X  x)   ba a xb

 1 xb

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Approximating the binomial using a normal

Continuous uniform distribution


Contents

Approximating the binomial using a normal

Approximating the Poisson using a normal

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Approximating the binomial using a normal

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Approximating the binomial using a normal

Calculating probabilities using the binomial distribution can


be cumbersome if the number of trials (n) is large.
Consider this example:

Introductory example:10% of people in the United


Kingdom are left-handed.
A school has 1 200 students. Find the probability that
more than 140 of them are left-handed.

Let the number of left-handed people in the school be X.


Then X ~ B[1200, 0.1].

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Approximating the binomial using a normal

The required probability is


P(X > 140) = P(X = 141) + P(X = 142) + … + P(X = 1200).
As no tables exist for this distribution, calculating this
probability by hand would be a mammoth task.
A further problem arises if you attempt to work out one of
these probabilities, for example P(X = 141):

P( X  141)  1200 C141  0.1141  0.91059


Calculators cannot calculate
the value of this coefficient –
it is too large!

One way forward is to approximate the binomial


distribution using a normal distribution.
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Approximating the binomial using a normal

Key result: If X ~ B(n, p) where n is large and p is small, then


X can be reasonably approximated using a normal distribution:
X ≈ N[np, npq]
where q = 1 – p.

There is a widely used rule of thumb that can be applied


to tell you when the approximation will be reasonable:

A binomial distribution can be approximated


reasonably well by a normal distribution
provided np > 5 and nq > 5.

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Approximating the binomial using a normal

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Approximating the binomial using a normal

A continuity correction must be applied when approximating


a discrete distribution (such as the binomial) to a continuous
distribution (such as the normal distribution).
Continuity correction:
Approximate distribution:
Exact distribution: B(n, p)
N[np, npq]

P(X ≥ x) P(X ≥ x – 0.5)

This 0.5 is called the


continuity correction
factor.

P(X ≤ x) P(X ≤ x + 0.5)

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Approximating the binomial using a normal

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Approximating the binomial using a normal

Introductory example (continued): 10% of people in


the United Kingdom are left-handed.
A school has 1 200 students. Find the probability that
more than 140 of them are left-handed.

Solution:
Let the number of left-handed people in the school be X.
Then the exact distribution for X is X ~ B[1200, 0.1].
Since np = 120 > 5 and nq = 1080 > 5 we can approximate
this distribution using a normal distribution:
X ≈ N[120, 108].

np npq

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Approximating the binomial using a normal

So, P(X > 140) = P(X ≥ 141) → P(X ≥ 140.5)


Using continuity
correction
Standardize
N[120, 108] N[0, 1]
140.5  120
 1.973
108

You convert 140.5 to the


standard normal distribution
using the formula:
X 
Z ~ N[0,1].

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Approximating the binomial using a normal

Therefore P(X ≥ 140.5) = P(Z ≥ 1.973)


= 1 – Φ(1.973)
= 1 – 0.9758
= 0.0242

So the probability of there being more than 140


left-handed students at the school is 0.0242.

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Approximating the binomial using a normal

Example: It has been estimated that 15% of


schoolchildren are short-sighted. Find the probability
that in a group of 80 schoolchildren there will be
a) no more than 15 children that are short-sighted
b) exactly 10 children that are short-sighted.

Solution:
Let the number of short-sighted children in the group be X.
Then the exact distribution for X is X ~ B[80, 0.15].
Since np = 12 > 5 and nq = 68 > 5 we can approximate this
distribution using a normal distribution:
X ≈ N[12, 10.2].

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Approximating the binomial using a normal

a) So P(X ≤ 15) → P(X ≤ 15.5)


Using continuity correction

Standardize
N[12, 10.2] N[0, 1]
15.5  12
 1.096
10.2

Therefore P(X ≤ 15.5) = P(Z ≤ 1.096)


= Φ(1.096)
= 0.8635

So the probability that no more than 15


children will be short-sighted is 0.8635.
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Approximating the binomial using a normal

b) So P(X = 10) → P(9.5 ≤ X ≤ 10.5)


Using continuity correction

Standardize

9.5  12
 0.783
10.2
N[12, 10.2] N[0, 1]
10.5  12
 0.470
10.2

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Approximating the binomial using a normal

Therefore P(9.5 ≤ X ≤ 10.5) = P(–0.783 ≤ Z ≤ –0.470)


= P(0.470 ≤ Z ≤ 0.783)
= 0.7832 – 0.6808 = 0.1024

The probability that 10 children will be short-sighted is 0.1024.

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Examination-style question

Examination-style question:
A sweet manufacturer makes sweets in 5 colours. 25% of
the sweets it produces are red.
The company sells its sweets in tubes and in bags. There
are 10 sweets in a tube and 28 sweets in a bag. It can be
assumed that the sweets are of random colours.
a) Find the probability that there are more than 4 red
sweets in a tube.
b) Using a suitable approximation, find the probability
that a bag of sweets contains between 5 and 12 red
sweets (inclusive).

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Examination-style question

Solution:
a) Let the number of red sweets in a tube be X.
Then the exact distribution for X is X ~ B[10, 0.25].
This distribution cannot be approximated by a normal but its
probabilities are tabulated:
P(X > 4) = 1 – P(X ≤ 4)
= 1 – 0.9219
= 0.0781
So the probability that a tube contains more than 4 red
sweets is 0.0781.

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Examination style question

Solution:
b) Let the number of red sweets in a bag be Y.
Then the exact distribution for Y is Y ~ B[28, 0.25].
This distribution can be approximated by a normal since
np = 7 and nq = 21 (both greater than 5):
Y ≈ N[7, 5.25] npq

P(5 ≤ Y ≤ 12) → P(4.5 ≤ Y ≤ 12.5) Using continuity correction

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Examination style question

Standardize

N[7, 5.25] 4.5  7 N[0, 1]


 1.091
5.25
12.5  7
 2.400
5.25

Therefore P(4.5 ≤ Y ≤ 12.5) = P(–1.091 ≤ Z ≤ 2.400)


= P(Z ≤ 2.400) – P(Z ≤ –1.091)
= Φ(2.400) – (1 – Φ(1.091))
= 0.9918 – (1 – 0.8623) = 0.8541
So the probability that a bag will contain between
5 and 12 red sweets is 0.8541.
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Approximating the Poisson using a normal

Continuous uniform distribution


Contents

Approximating the binomial using a normal

Approximating the Poisson using a normal

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Approximating the Poisson using a normal

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Approximating the Poisson using a normal

Key result: If X ~ Po(λ) and λ is large, then X is approximately


normally distributed:
X ≈ N[λ, λ]

Recall that the mean and variance of a Poisson distribution


are equal.
There is a widely used rule of thumb that can be applied to tell
you when the approximation will be reasonable:
A Poisson can be approximated reasonably
well by a normal distribution provided λ > 15.

Note: A continuity correction is required


because we are approximating a discrete
distribution using a continuous one.
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Approximating the Poisson using a normal

Example: An animal rescue centre finds a new home for


an average of 3.5 dogs each day.
a) What assumptions must be made for a Poisson
distribution to be an appropriate distribution?
b) Assuming that a Poisson distribution is appropriate:
i. Find the probability that at least one dog is
rehoused in a randomly chosen day.
ii. Find the probability that, in a period of 20 days,
fewer than 65 dogs are found new homes.

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Approximating the Poisson using a normal

Solution:
a) For a Poisson distribution to be appropriate we would need to
assume the following:
1. The dogs are rehoused independently of one another
and at random;
2. The dogs are rehoused one at a time;
3. The dogs are rehoused at a constant rate.

b) i) Let X represent the number of dogs rehoused on a


given day. So, X ~ Po(3.5).
P(X ≥ 1) = 1 – P(X = 0)
= 1 – 0.0302 (from tables)
= 0.9698

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Approximating the Poisson using a normal

b) ii) Let Y represent the number of dogs rehoused over a


period of 20 days. So, Y ~ Po(3.5 × 20) i.e. Po(70).
As λ is large, we can approximate this Poisson distribution
by a normal distribution:
Y ≈ N[70, 70].
P(Y < 65) → P(Y ≤ 64.5)

N[70, 70] Standardize N[0, 1]

64.5  70
 0.657
70

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Approximating the Poisson using a normal

P(Y ≤ 64.5) = P(Z ≤ –0.657)


= 1 – Φ(0.657)
= 1 – 0.7445
= 0.2555

So the probability that less than 65 dogs are


rehoused is 0.2555.

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Examination-style question

Examination-style question: An electrical retailer has


estimated that he sells a mean number of 5 digital radios
each week.
a) Assuming that the number of digital radios sold on
any week can be modelled by a Poisson distribution,
find the probability that the retailer sells fewer than 2
digital radios on a randomly chosen week.
b) Use a suitable approximation to decide how many
digital radios he should have in stock in order for him
to be at least 90% certain of being able to meet the
demand for radios over the next 5 weeks.

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Examination-style question

Solution:
a) Let X represent the number of digital radios sold in a week.
So X ~ Po(5).
P(X < 2) = P(X ≤ 1)
= 0.0404 (from tables).
So the probability that the retailer sells fewer than 2
digital radios in a week is 0.0404.

b) Let Y represent the number of digital radios sold in a


period of 5 weeks.
So, Y ~ Po(25).
We require y such that P(Y ≤ y) = 0.9.

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Examination-style question

Since the parameter of the Poisson distribution is large, we can


use a normal approximation:
Y ≈ N[25, 25].
P(Y ≤ y) → P(Y ≤ y + 0.5) (using a continuity correction).

N[25, 25] N[0, 1]


Standardize

The 10% point of


a normal is 1.282
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Examination-style question

So, y  0.5  25  1.282


5

y   5  1.282   24.5

 y  30.91

So the retailer would need to keep


31 digital radios in stock.

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