PSS Week 6

Probability & Statistics for Computer Science
Dr. Mary Samuel

Dept. of Mathematics
IIIT Lucknow
August 24, 2024
Dr. Mary Samuel Dept. of Mathematics IIIT Lucknow Probability & Statistics for Computer Science
Some Continuous Probability Distributions
Continuous Uniform Distribution

One of the simplest continuous distributions is the continuous uniform distribution.
The probability is uniform in a closed interval.
It is appropriate for the novice to begin this introduction to continuous distributions with
the uniform distribution.
Definition
The density function of the continuous uniform random variable X on the interval [A, B] is
(
1
, A ≤ x ≤ B,
f (x) = B−A
0, otherwise.
1
The density function forms a rectangle with base B − A and constant height B−A is often
called the rectangular distribution. the interval may not always be closed: [A, B]. It can be
(A, B) as well.
Figure: The density function for a random variable on the interval [1, 3].
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].
Theorem
The mean and variance of the uniform distribution are
A+B (B − A)2
µ= and σ2 =
2 12
Normal Distribution
The most important continuous probability distribution is the normal distribution.
Its graph, called the normal curve, is the bell-shaped curve describes many phenomena
that occur in nature, industry, and research.
Physical measurements in areas such as meteorological experiments, rainfall studies, and
measurements of manufactured parts are errors in scientific measurements.
In 1733, Abraham DeMoivre developed the mathematical equation of the normal curve.
The normal distribution is often referred to as the Gaussian distribution, in honor of Karl
Friedrich Gauss (1777–1855), who also derived its equation from a study of errors in repeated
measurements of the same quantity.
Figure: The normal curve.
A continuous random variable X having the bell-shaped distribution is called a normal

random variable.
The mathematical equation for the probability distribution depends on the two parameters
µ and σ.
Normal Distribution
The density of the normal random variable X , with mean µ and variance σ 2 , is
1 1 2
n(x; µ, σ) = √ e − 2σ2 (x−µ) , −∞ < x < ∞
2πσ
where π = 3.14159 and e = 2.71828
Once µ and σ are specified, the normal curve is completely determined.

In the following figure on the left we have sketched two normal curves having the same
standard deviation but different means.
The two curves are identical in form but are centered at different positions along the hori-
zontal axis.
Figure: Normal curves with µ1 < µ2 and σ1 = σ2 . Figure: Normal curves with µ1 = µ2 and σ1 < σ2 .
On the right have sketched two normal curves with the same mean but different standard
deviations.
The two curves are centered at exactly the same position on the horizontal axis, but the
curve with the larger standard deviation is lower and spreads out farther.
The area under a probability curve must be equal to 1, the more variable the set of obser-
vations, the lower and wider the corresponding curve will be.
Properties of the normal curve
1 The mode, which is the point on the hori-
zontal axis where the curve is a maximum,
occurs at x = µ.
2 The curve is symmetric about a vertical axis
through the mean µ.
3 The curve has its points of inflection at x =
µ ± σ; it is concave downward if
µ−σ <X <µ+σ

Figure: Normal curves with µ1 < µ2 and σ1 < σ2 .
and is concave upward otherwise.
4 The normal curve approaches the horizontal
Two normal curves having different means
axis asymptotically as we proceed in either
and different standard deviations.
direction away from the mean.
5 The total area under the curve and above
the horizontal axis is equal to 1.
Theorem
The mean and variance of n(x; µ, σ)are µ and σ 2 , respectively. Hence, the standard deviation
is σ.
The normal distribution finds enormous application as a limiting distribution. Under certain
conditions, the normal distribution provides a good continuous approximation to the binomial
and hypergeometric distributions.
Exercise 16
Given a continuous uniform distribution, show that
a) µ = A+B
2 and
(B−A)2
b) σ 2 = 12 .
The daily milk consumption, in liters, dispensed by a milk booth located in a city is a random
variable, X, having a continuous uniform distribution withA = 90 and B = 120. Find the
probability that on a given day, the amount of milk dispensed by this booth will be
(a) at most 100 liters;
(b) more than 105 liters but less than 115 liters;
(c) at least 105 liters.
Exercise 16
A train arrives at a station every 15 minutes. It is assumed that the waiting time for a
particular individual is a random variable with a continuous uniform distribution.
(a) What is the probability that the individual waits more than 10 minutes?
(b) What is the probability that the individual waits between 6 and 12 minutes?

PSS Week 6

Uploaded by

Copyright:

Available Formats

PSS Week 6

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

PSS Week 6

Uploaded by

Copyright:

Available Formats

Probability & Statistics for Computer Science

Dr. Mary Samuel

August 24, 2024

Continuous Uniform Distribution

Figure: The normal curve.

A continuous random variable X having the bell-shaped distribution is called a normal

Once µ and σ are specified, the normal curve is completely determined.

µ−σ <X <µ+σ

You might also like