CONTINUOUS

PROBABILITY
DISTRIBUTIONS
 Intended Learning Outcomes

At the end of this module, it is expected that the students will be able to:

1. Determine the probabilities from probability density functions

2. Determine the probabilities from cumulative distribution functions

3. Calculate means and variances for continuous random variables

4. Standardize normal random variables

5. Use the table for cumulative distribution function of a standard

normal distribution to calculate probabilities

6. Approximate probabilities for some binomial and

Poisson distributions

7. Use continuity corrections to improve the normal approximations to

those binomial and Poisson distributions.
4.1 Probability Density Function

4.2 Expected Values of Continuous Random

Variables

4.3 Continuous Uniform Distribution

4.4 Normal Distribution

4.5 Normal Approximation to Binomial and

Poisson Distribution

4.6 Exponential Distribution

Continuous Random Variable
A random variable is a continuous random variable if it takes on values on a
continuous scale. Often , continuous random variables represent measured data ,
such as heights , weights and temperatures.
A continuous random variable has a probability of
zero of assuming exactly any of its values. Example:
Consequently, its probability distribution cannot be
given in tabular form. At first this may seem 1. The time a person can
startling, but it, becomes more plausible when we hold his her breath
consider a particular example. 2. The height of a person
We shall concern ourselves with computing 3. The mass of an
probabilities for various intervals of continuous object
random variables such as P (a < X < b), P (W > c),
and so forth. Note that when X is continuous,
P (a < X < b) = P (a < X < b) + P(X = b) = P (a < X
< b).
4.1 Probability Density Function

Although the probability distribution of a continuous random variable cannot be presented

in tabular form, it can be stated as a formula. Such a formula would necessarily be a
function of the numerical values of the continuous random variable X and as such will be
represented by the functional notation f(x). In dealing with continuous variables, f(x) is
usually called the probability density function, or simply the density function of A'. Since
X is defined over a continuous sample space, it is possible for f(x) to have a finite number
of discontinuities. However, most density functions that have practical applications in the
analysis of statistical data are continuous and their graphs may take any of several forms,
some of which are shown in Figure 4.1. Because areas will be used to represent
probabilities and probabilities arc positive numerical values, the density function must lie
entirely above the x axis .
A probability density function is constructed so that the area under its curve bounded by the
x axis is equal to 1 when computed over the range of X for which f(x) is defined. Should this
range of X be a finite interval, it is always possible to extend the interval to include the entire
sot of real numbers by defining f(x) to be zero at all points in the extended portions of the
interval. In Figure 4.2, the probability that X assumes a value between a and /; is equal to the
shaded area under the density function between the ordinates at. x = a and x = b, and from
integral calculus is given by

Figure 4.2 P (a < X < b)

4.2 Expected Values of Continuous Random Variables
The expected value of a random variable is denoted by E[X]. The expected
value can be thought of as the “average” value attained by the random
variable; in fact, the expected value of a random variable is also called its
mean, in which case we use the notation µX.

Let X be a continuous random variable with range [a, b] and probability

density function f(x). The expected value of X is defined by

Let’s see how this compares with the formula for a discrete random
variable:
Example 1. Let X ∼ uniform (0, 1). Find E(X).
Solution:
Since X has a range of [0, 1] and a density of f(x) = 1:
Example 2. Let X have range [0, 2] and density . Find E(X).

Does it make sense that this X has mean is in the right half of its range?
Yes. Since the probability density increases as x increases over the range, the
average value of x should be in the right half of the range.
4.3 Continuous Uniform Distribution

This is the simplest continuous distribution as it is analogous to its discrete

counterpart. A continuous random variable X with probability density
function

Is a continuous uniform random variable.

Mean:

Standard
Deviation:

Probability

𝑑 −𝑐 c d
( )
𝑃 𝑐≤ 𝑥≤𝑑 =
𝑏− 𝑎
Example: A bus is uniformly late between 2 and 10 minutes. How long can you expect to wait? With
what S.D.? If its >7 mins late , you’ll be late for work. What’s the probability of you being late?

𝑎 +𝑏 2( 𝑏 − 𝑎 )2
𝜇= 𝜎 =
1 2 12
¿
8 2+10 ( 10 − 2 )2
𝜇= 𝜎 =2
2 12
12 2 ( 8 )2
𝜇= 𝜎 =
2 7 10 2 12
2 64
𝜇=6 mins 𝜎 =
𝑑 −𝑐 12
𝑃 ( 𝑐 ≤ 𝑥 ≤ 𝑑 )=

√
𝑏− 𝑎
64
𝜎=
𝑃 ( 7 ≤ 𝑥 ≤ 10 )=
10 − 7 12
10 − 2
𝜎 =2.3 1 mins
= 0.375
4.4 Normal Distribution
The Normal Distribution is the most important and most widely used continuous
probability distribution. It is the cornerstone of the application of statistical inference in
analysis of data because the distributions of several important sample statistics tend
towards a Normal distribution as the sample size increases. Empirical studies have
indicated that the Normal distribution provides an adequate approximation to the
distributions of many physical variables.

Specific examples include meteorological data, such as;

a) temperature and rainfall

b) measurements on living organisms
c) scores on aptitude tests
d) physical measurements of manufactured part
e) weights of contents of food packages
f) volumes of liquids in bottles/cans
g) instrumentation errors and other deviations from established norms,
and so on.
The graphical appearance of the Normal distribution is a symmetrical bell-shaped curve that extends
without bound in both positive and negative directions.
The probability density function is given by

And for the standard 𝑥 −𝜇

𝑧=
normal formula 𝜎

The graphs below illustrate the effect of

changing the values of μ and σ on the shape of
the probability density function. Low
variability (σ = 0.71) with respect to the mean
gives a pointed bell-shaped curve with little
spread. Variability of σ = 1.41 produces a
flatter bell-shaped curve with a greater spread.
Example 1. The volume of water in commercially supplied fresh drinking water containers is
approximately Normally distributed with mean 70 litres and standard deviation 0.75 litres. Estimate the
proportion of. containers likely to contain (i) in excess of 70.9 litres, (ii) at most 68.2 litres, (iii) less
than 70.5 litres.
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
A = A1 + A2
(i) in excess of 70.9 litres
Given: 𝜇=70 0.5 = 0.3849 + A2
𝜎 =0.75 0.5
A2 = 0.5- 0.3849
𝑥 −𝜇
𝑧= A2 = 0.1151 or 11.51%
𝜎 A1

A2
70.9− 70
𝑧= 1.2
0.75

𝑧 =1.2
For z = 1.2 the area under
the curve between mean
(0) and z is 0.3849
Example 1. The volume of water in commercially supplied fresh drinking water containers is
approximately Normally distributed with mean 70 litres and standard deviation 0.75 litres. Estimate the
proportion of. containers likely to contain (i) in excess of 70.9 litres, (ii) at most 68.2 litres, (iii) less
than 70.5 litres.
- Convert the volume of water to z-score
- Sketch the graph
- Find the area

(ii) at most 68.2 litres A = A1 + A2

Given: 𝜇=70
A = 0.0082 + 0
𝜎 =0.75
𝑥 −𝜇 A = 0.0082 or 0.82 %
𝑧=
𝜎

68.2− 70 -2.4

𝑧=
0.75

𝑧 =−2.4
For z = -2.4 the area under
the curve between mean (0)
and z is 0.0082
 Example 1. The volume of water in commercially supplied fresh drinking water containers is
approximately Normally distributed with mean 70 litres and standard deviation 0.75 litres. Estimate the
proportion of. containers likely to contain (i) in excess of 70.9 litres, (ii) at most 68.2 litres, (iii) less
than 70.5 litres.
- Convert the volume of water to z-score
- Sketch the graph
- Find the area

(iii) less than 70.5 litres

A = A1 + A2
Given: 𝜇=70 0.5

A = 0.5 + 0.2486
𝜎 =0.75
𝑥 −𝜇
A1 A2
A = 0.7486 or 74.86%
𝑧=
𝜎 0.67

70.5 −70
𝑧=
0.75

𝑧 =0.67
For z = 0.67 the area
under the curve between
mean (0) and z is 0.2486
Example 2. In a science test , the mean score is 42 and the standard deviation is 5. Assuming the scores
are normally distributed, what percent of the score is;
a. Greater than 48?
b. Less than 50?
c. Between 30 and 48?k
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
A = A1 + A2
a. Greater than 48?

Given: 𝜇=42 0.5 = 0.3849 + A2

𝜎 =5 0.5
A2 = 0.5- 0.3849
𝑥 −𝜇
𝑧= A2 = 0.1151 or
𝜎 A1

A2 11.51%
48 − 42
𝑧= 1.2

𝑧 =1.2
For z = 1.2 the area
under the curve
between mean (0) and
z is 0.3849
 Example 2. In a science test , the mean score is 42 and the standard deviation is 5. Assuming the scores
are normally distributed, what percent of the score is;
a. Greater than 48?
b. Less than 50?
c. Between 30 and 48?
- Convert the volume of water to
z-score
- Sketch the graph
- Find the area
A = A1 + A2
b. Less than 50?
A = 0.5 + 0.4452
Given: 𝜇=42 0.5
𝜎 =5
A = 0.9452 or 94.52 %
𝑥 −𝜇
𝑧= A1 A2

𝜎
50 − 42 1.6
𝑧=
5
𝑧 =1. 6
For z = 1.6 the area under
the curve between mean
(0) and z is 0.4452
Example 2. In a science test , the mean score is 42 and the standard deviation is 5. Assuming the scores
are normally distributed, what percent of the score is;
a. Greater than 48?
b. Less than 50?
c. Between 30 and 48?
- Convert the volume of water to z-score
- Sketch the graph
- Find the area
c. Between 30 and 48? A = A1 + A2
Given: 𝜇=42
𝜎 =5 A = 0.4918 + 0.3849
𝑥 −𝜇 𝑥 −𝜇 A1 A2
𝑧= 𝑧=
𝜎 𝜎 A = 0.8767 or 87.67 %
30 − 42 𝑧 = 48 − 42 -2.4 1.2

𝑧= 5
5

𝑧 =−2.4 𝑧 =1.2
For z = 1.2 the area For z = - 2.4 the area
under the curve under the curve
between mean (0) and between mean (0) and
z is 0.3849 z is 0.0082
4.5 Normal Approximation to Binomial and Poisson Distribution
Binomial Approximation
The normal distribution can be used as an approximation to the binomial
distribution if X is a binomial random variable,

The above equation is the formula for standardizing

the random variable X.

mean = n • p

standard deviation =
 Poisson Approximation
Poisson distribution was developed as the limit of a binomial distribution as the
number of trials increased to infinity therefore the normal distribution can also be
used to approximate probabilities of a Poisson random variable.
If X is a Poisson random variable with E(X) = x and V(X) = x, then

ʎ=

is approximately a standard normal random variable

and this approximation is good for x > 5. Poisson
Note:
𝜎 =√ 𝜇
Continuity Correction
The binomial and Poisson distributions are discrete random variables, whereas the
normal distribution is continuous. We need to take this into account when we are
using the normal distribution to approximate a binomial or Poisson using a
continuity correction.
In the discrete distribution, each probability is represented by a rectangle (right
hand diagram):

When working out probabilities, we want to include whole rectangles, which is what
continuity correction is all about.
Normal Approximation To The Binomial Distribution
Example 1. boxer hits driver shot in the uppercut 72% of the time
a. What is the probability he hits 43 uppercut drives
in 54 total driver shots?
b. What is the probability he hits at most 39 fairway
drives in 54 total driver shots.
c. What is the probability he hits more than 41 fairway
drives in 54 total driver shots?

n = 54 mean = n • p standard deviation =

p = 72% or 0.72 mean = 54 • 0.72 standard deviation =
q = 28% o 0.28 mean = 38.88 standard deviation = 3.299
a. What is the probability he hits 43 uppercut in 54 total driver
shots?

P (x = 43) n = 54
P (42.5 < x < 43.5)
p= 0.72
Calculate probabilities q = 0.28
- convert values to z scores = 38.88
- use z score tables for probabilities P (42.5 < x < 43.5) = 3.299

𝑥 −𝜇 𝑥 −𝜇
𝑧= 𝑧=
𝜎 𝜎

𝑧 =1.09 𝑧 =1.40
0.8621 0.9192

P (42.5 < x < 43.5) = z₂ – z₁

P (42.5 < x < 43.5) =0.9192 – 0.8621
P (42.5 < x < 43.5) = 0.057 0r 5.7 %
b. What is the probability he hits at most 39 fairway drives in 54
total driver shots.

P (x ≤ 39) n = 54
P ( x < 39.5)
p= 0.72
Calculate probabilities q = 0.28
- convert values to z scores = 38.88
- use z score tables for probabilities P ( x < 39.5) = 3.299

𝑥 −𝜇
𝑧=
𝜎

𝑧 =0.19

0.5753

P ( x < 39.5)= z₁
P ( x < 39.5)= =0.5753 or 57.53%
c. What is the probability he hits more than 41 fairway drives in
54 total driver shots

P (x > 41) n = 54
P (x > 42.5)
p= 0.72
Calculate probabilities q = 0.28
- convert values to z scores = 38.88
- use z score tables for probabilities P (P (x > 42.5) = 3.299

𝑥 −𝜇
𝑧=
𝜎

𝑧 =1.09
0.7852

P (P (x > 41.5) = 1 – z₁
P (P (x > 41.5) =1-0.7852
P (P (x > 41.5) = 0.2148 or 21.48%
Normal Approximation To The Poisson Distribution Poisson

In February , Qatar’s average daily temperature is 23 degrees

Celsius. How likely is it that the temperature on the first Monday
of February will exceed 25 degrees Celsius?

P (x > 25) P (x > 26.5) ʎ=

𝜎 =√ 𝜇
𝑥 −𝜇
𝑧=
𝜎

A1 A2

𝑧 =0. 7298
0.77

0.7673

P (P (x > 25.5) = 1 – z₁
P (P (x > 25.5) =1-0.7673
P (P (x > 25.5) = 0.2327 0r 23.27%
4.6 Exponential Distribution
Poisson Exponential

- no. of events that occur in - Time taken between 2

an interval time events occurring
The exponential distribution obtains its name from the
exponential function in the probability density function. Plots of
the exponential distribution for selected values of are shown in
Fig. 4.4. For any value of, the exponential distribution is quite
skewed.

ʎ = average no. of events in 1 unit of time

P (X > x)

P (X < x) 1-
time
Figure 4.4 Probability density function of
exponential random variables for selected
values of λ
Example: A checkout counter at a supermarket completes the process according to an exponential distribution with a
service rate of 6 per hour. A customer arrives at the checkout counter. Find the probability of the following events.

a. The service is completed in fewer than 5 mins

P (X > x)
b. The customer leaves the checkout counter more than 1o
minutes after arriving. P (X < x) 1-

c. The service is completed in a time between 5 and 8

minutes

a. 6 per hour b. 6 per hour c. 6 per hour

6 6
𝜆= = 0.1 per minute 𝜆= = 0.1 per minute P (5 <X < 8) = P (x<8) – P ( x< 5)
60 60

P (X <5) = 1 - P (X >10) = P (5 <X < 8) = [1- ] - [1- ]

P (X <5) = 1 - P (X >10) = P (5 <X < 8) = [1- ] - [1- ]

P (X <5) =0.3935 P (X >10) =0.3679 P (5 <X < 8) =0.1572

-END-