Chapter 4 Continuous Random Variable PDF

BENG 2142 Statistics
Chapter 4: Continuous Random

Variable
- Normal Distribution
Dr. Rahifa binti Ranom
4.1 Definition
A Continuous random variable is a random
variable where the data can take infinitely many
values.
Continuous RV deals with data in interval sets.
Examples:
Time taken for something to be done
Weight of students in a class
Length of machine parts
4.2 Probability Density Function (pdf)

A function that gives the probability of a continuous random
variable to take on a given value (in a range/interval).
Also known as probability function or probability distribution of
the continuous random variable X
Properties:
1) 0 1
2)
= 1
3) < < =
Note: For Continuous RV,

< = << = < =
Example 4.1
Consider the probability density function
,
= ,
0,
0 < < 1,
1 < 2,
elsewhere.
a) Find .
b) Evaluate ( < 1.2).
c) Evaluate (0.5 < < 1).
(Ans: 2; 0.68; 0.375)
4.3 Cumulative Distribution Function(CDF) of a

Continuous RV
Cumulative distribution function(CDF) - of a continuous
random variable with probability distribution function
is given by
= =
, < < .
Hence,
< < =
and
()
=
Example 4.2
Consider the probability density function
,
0 < < 1,
=
0,
elsewhere.
a) Evaluate .
b) Find () and use it to evaluate (0.3 < < 0.6).
0, < 0,
(Ans: 3/2; = 3/2 , 0 < 1; 0.3004)
1, 1.
4.6 Normal Distribution

The most important continuous probability
distribution in the entire field of statistics.
The graph normal curve bell shape.
Normally used in physical measurement areas;
ex: meteorological experiments, rainfall studies,
measurements of manufactured parts
4.6 Normal Distribution (cont.) 17th century by

Abraham De Moivre
A continuous random variable having the

following bell-shaped distribution is called a
normal random variable.
NOTE:
Total area under the
curve is 1.0
The curve is symmetric
about the mean
The two tails of the
curve extend indefinitely
4.6 Normal Distribution (cont.)

The probability density function (pdf) of the
normal random variable X, with mean and
variance 2 , is
=
1
2
()
2 2
,
<<
The probability of the random variable X between

= 1 and = 2 equals area under the curve
bounded by the two coordinates = 1 and =
2
1 < < 2 =
1
2
1
1
()2
2
2
4.6 Normal Distribution (cont.)

For normal curves with different means
and variances:
It will be hard to find the area under the
bounded region.
What we do?
Transform all the observations of any
normal random variable X to a new set of
observations of a normal random variable
Z with mean 0 and variance 1. We called
this as standard normal distribution.
4.7 Standard Normal Distribution

The transformation: =
If X falls between = 1 and = 2 ,

then Z will fall between 1 =
and 2 =
The standard normal distribution is a special case

of the normal distribution, with
(a) The mean, = 0;
(b) The variance, 2 = 1
(c) The units of the standard normal distribution
curve are denoted by z, called as z-values or
z-scores.
4.7 Standard Normal Distribution (cont.)

Transformation of normal to standard normal rv:
1 < < 2 =
2
1
1
2
()
2 2
1
2 2
= 1 < < 2
Example 4.3
1) Given a standard normal distribution, find the area
under the curve that lies
a) To the right of = 1.84 and
b) Between = 1.97 and = 0.86.
(Ans: 0.0329; 0.7807)
2) Given a standard normal distribution, evaluate
a) ( < 3.25)
b) 1.7 < < 2.5
c) > 2.75
d) 1.37 < < 0
(Ans: 0.0006; 0.0384; 0.997; 0.4147)
Example 4.3
3) Given a standard normal distribution, find the value
of k such that
a) < = 0.0427;
b) > = 0.2946;
c) 0.93 < < = 0.7235.
(Ans: -1.72; 0.54; 1.28)
4) Given the normally distributed variable X with mean
18 and standard deviation 2.5, find
a) ( < 15)
b) The value of k such that < = 0.2236;
c) The value of k such that > = 0.1814;
d) (17 < < 21)
(Ans: 0.1151; 16.1; 20.275; 0.5403)
Example 4.3
5) The loaves of rye bread distributed to local stores
by a certain bakery have an average length of 30
centimeters and a standard deviation of 2
centimeters. Assuming that the lengths are
normally distributed, what percentage of the
loaves are
a) Longer than 31.7 centimeters?
b) Between 29.3 and 33.5 centimeters in length?
c) Shorter than 25.5 centimeters?
(Ans: 19.77%; 59.67%; 1.22%)
Example 4.3
6) A stamping machine produces can tops whose
diameters are normally distributed with a
standard deviation of 0.01 inch. At what normal
(mean) diameter should the machine be set so
that no more than 5% of the can tops produced
have diameters exceeding 3 inches?
(Ans: 2.9836)
4.8 Normal Approximation to the Binomial

If X is a binomial random variable with large n ( 30),
with
= and 2 = ,
the distribution approximately follows Normal
distribution

=
Continuity correction:
1 0.5
2 + 0.5
(1 2 )
<<
Example 4.4
1) If 20% of the memory chips made in a certain
plant are defective, what are the probabilities
that in a lot of 100 randomly chosen for
inspection,
a) At most 15 will be defective?
b) Exactly 15 will be defective?
(Ans: 0.1292; 0.0454)
2) The probability that a patients recovers from a
rare blood disease is 0.4. If 100 people are known
to have contracted this disease, what is the
probability that fewer than 30 survive?
(Ans: 0.0162)

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BENG 2142 Statistics