Chapter Seven

Continuous Probability Distributions

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CONTINUOUS UNIFORM
DISTRIBUTION

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 Example
The amount of gasoline sold daily at a service station is uniformly
distributed with a minimum of 2000 gallons and a maximum of
5000 gallons.

a. Find the probability that daily sales will fall between 2500 and
3000 gallons.
b. What is the probability that the service station will sell at
least 4000 gallons?
c. What is the probability that the station will sell exactly 2500
gallons?

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 Example
The amount of gasoline sold daily at a service station is uniformly
distributed with a minimum of 2000 gallons and a maximum of
5000 gallons.

a. Find the probability that daily sales will fall between 2500 and
3000 gallons. Algebraically: what is P(2500 ≤ X ≤ 3000) ?
b. What is the probability that the service station will sell at
least 4000 gallons? P(X ≥ 4000) ?
c. What is the probability that the station will sell exactly 2500
gallons? Algebraically: what is P(X = 2500) ?

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 Solution
The amount of gasoline sold daily at a service station is uniformly
distributed with a minimum of 2000 gallons and a maximum of 5000
gallons.

Solution:
This is a Uniform distribution with min. = 2000 and max. = 5000,
then:
𝟏
f(x)= a≤x≤b
𝒃−𝒂

𝟏 𝟏
f(x)= = 2000 ≤ x ≤ 5000
𝟓𝟎𝟎𝟎−𝟐𝟎𝟎𝟎 𝟑𝟎𝟎𝟎

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 Solution
What is P(2500 ≤ X ≤ 3000) ?
f(x)

2,000 5,000 x

2500 3000

P(2500 ≤ X ≤ 3000) ?
𝟏
P(𝒙𝟏 ≤ 𝑿 ≤ 𝒙𝟐 ) = (𝒙𝟐 -𝒙𝟏 ) ×
𝒃−𝒂
𝟏
P(2500 ≤ X ≤ 3000) = (3000 – 2500) x = 0.1667
𝟑𝟎𝟎𝟎
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 2. Normal Distribution
• Normal distribution is the most widely known and used of all
distributions.
• It fits many human characteristics, such as height, weight, length,
speed, and years of life expectancy.
• Many variables in business and industry are also normally
distributed. For example variables such as the annual cost of
household insurance.
• Because of the many applications and also due its importance in
statistical inference, the normal distribution is an extremely
important distribution.
• The normal distribution is sometimes referred to as the Gaussian
distribution (Karl Gauss is the one who introduced this
distribution).
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Properties of the Normal Distribution
The normal distribution has the following
characteristics:
1. It is a continuous distribution.
2. It is symmetric about the mean.
3. It is a unimodal (has only one mode).
4. Area under the curve is 1.
5. Area before the mean =
area after the mean =0.5
6. It is bell-shaped.
-∞ ∞
7. The range of x from -∞ to ∞
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 The Normal Probability Density
Function
The probability density function of a normal
random variable is given by:

• The normal distribution is defined by two parameters:

its mean and standard deviation,
While e = 2.718… and   3.14 ... are constants.

• Unlike the range of the uniform distribution (a ≤ x ≤ b)

Normal distributions range from minus infinity to plus infinity.
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 Effect of Changing the Mean
The normal distribution is described by two parameters:
its mean and its standard deviation . Increasing the
mean shifts the curve to the right…

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 Effect of Changing the Standard
Deviation
Increasing the standard deviation “flattens” the
curve…

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 Calculating Normal Probabilities
• To calculate the probability that a normal random
variable (X) falls in any interval, we must compute
the area in the interval under the curve.
• The normal pdf is not as simple as the uniform, so it
is not easy to evaluate this area.
• Instead, we will use the Normal Table.
• It seems there should be a separate table for each
combination of mean and standard deviation.
• However, any normal variable can be standardized
into a standard normal variable table and thus all
we need is one table…the Standard Normal Table.
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 Standard Normal Distribution
A normal distribution whose mean is zero and standard
deviation is one is called the standard normal
distribution.

As we shall see shortly, any normal distribution can be

converted to a standard normal distribution with simple
algebra. This makes calculations much easier. 13
 Standardizing Normal Variables
We can use the following function to convert any
normal random variable to a Standard Normal random
variable…it is called the z-score:

A z-score gives the number of

standard deviations that a value x, is
above or below the mean.
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 Area Under the curve
The Standard Normal Distribution

−∞ ∞

• The total area under the curve = one

• The area from zero to ∞ = 0.5
• The area from zero to -∞ = 0.5
• Note: Before solving any probability in the Normal
distribution problems, we have to convert it to Standard
Normal and then graph the curve of the standard normal
and make shading for the required area (required
probability) 15
 Table of the Standard Normal Dist.

The value of X after

standardization (Z) Second digit

First digit

These are the

probabilities

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 Table of the Standard Normal Dist.
This table lists cumulative probabilities P(Z < z) for
values of z ranging from −3.00 to +3.09
Example:
Suppose we want to determine the following
probabilities P(0 <Z < 1.52) and P(Z > 1.52)
Solution: P(0 <Z < 1.52) = 0.4357 (directly from the table)
P(Z > 1.52) = 0.5 - P(0 <Z < 1.52)= 0.5 – 0.4357 = 0.0643

1.52
 Examples
Suppose we want to determine the following
probability: P(Z < −1.52) ????
The table always give the area in the positive direction.
Thus we have to put the corresponding area in the
positive direction.
Accordingly (the area <-1.52) = (the area >1.52)

=
1.52
-1.52

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 Example
Thus,
P(Z < −1.52) = P(Z>1.52) =
0.5 – P(0<Z<1.52) = 0.5 - 0.4357 = 0.0643

Accordingly, P(Z < −1.52) = 0.0643

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 Example
Example: Find P(Z>1.8)????
Applying the complement rule we get
P(Z>1.8) = 0.5 – P(0<Z<1.8)
= 0.5 − 0.4641 = .0359

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 Example

Find the probability P(−1.30 < Z < 2.10)

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 Example
P(−1.30 < Z < 2.10)
 To find the above probability, we have to put the area
(Shading part) on the Standard Normal curve.
 The Tables of the Standard Normal gives the area from zero to
the z-value.
Thus the shading part is classified into two parts:
P(-1.3<Z<2.1) = P(0<Z<1.3) + P(0<Z < 2.1)

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 Example
The shading part is classified into two parts:
P(-1.3<Z<2.1) = P(0<Z<1.3) + P(0<Z < 2.1)
From the table:
P(0< Z <1.3) = 0.4032
P(0< Z < 2.1) = 0.4821

Hence,
P(−1.30 < Z < 2.10) = P(0< Z < 1.3) + P(0< Z < 2.1)
= 0.4032+0.4821= 0.8853
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 Example
Notice that the largest value of z in the table is
3.09, and that P( 0 < Z < 3.09) = .4990. This means
that

P(Z > 3.09) = 0.5 − .4990 = .0010

However, because the table lists no values beyond

3.09, we approximate any area beyond 3.10 as 0.
That is,

P(Z > 3.10) = P(Z < −3.10) ≈ 0

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