UNIT 4

Special Continuous
Distributions
[Normal, Gamma and Exponential]
 Normal Distribution
[Also known as the Gaussian distribution , in honor of Karl Friedrich Gauss (1777–1855) ]

A continuous random variable X having the bell-shaped distribution of Figure is called a normal
random variable. The mathematical equation for the probability distribution of the normal variable
depends on the two parameters μ and σ, its mean and standard deviation, respectively. Hence,
we denote the values of the density of X by n(x; μ, σ).
Probability density function of normal distribution
 Properties of Normal distribution
1. The mode, which is the point on the horizontal 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 and is concave upward otherwise.
4. The normal curve approaches the horizontal axis asymptotically as we
proceed in either direction away from the mean.
5. The total area under the curve and above the horizontal axis is equal to 1.
6. The mean and variance of n(x; μ, σ) are μ and 𝜎 2 , respectively. Hence, the
standard deviation is σ.
 Standard Normal variate
The distribution of a normal random variable with mean 0 and variance 1
is called a standard normal distribution.
This can be done by means of the transformation
Moment generating function (m.g.f) of Normal Distribution

• The moment generating function of normal distribution ;

1
𝜇𝑡+ 𝜎 2 𝑡 2
𝑀𝑋 𝑡 = 𝑒 2

MGF for standard random variable Z~𝑁(0,1)

𝒕𝟐
𝑴𝒛 (𝒕) = 𝒆𝟐

Find mean and Variance using MGF

Areas under the normal curve
Standard Normal variate
The distribution of a normal random variable with mean 0 and variance 1
is called a standard normal distribution.
Given that 𝑃 0 < 𝑍 < 1.6 = 0.4452, 𝑃 0 < 𝑍 < 0.6 = 0.2257,
𝑃 𝑍 < −0.67 = 0.25, 𝑃 0 < 𝑍 < 0.67 = 0.25.
6.8 Given a normal distribution with μ = 30 and σ = 6, find
(a) the normal curve area to the right of x = 17;
(b) the normal curve area to the left of x = 22;
(c) the normal curve area between x = 32 and x = 41;
(d) the value of x that has 80% of the normal curve area to the left;
(e) the two values of x that contain the middle 75% of the normal curve area
PRACTICE QUESTIONS
6.7 Given a standard normal distribution, find the value of k such that
(a) P (Z > k) = 0.2946;
(b) P (Z < k) = 0.0427;
(c) P (-0.93 < Z < k) = 0.7235.
Given that 𝑷 𝒁 < 𝟎. 𝟓𝟐 = 𝟎. 𝟔𝟗𝟖𝟓, 𝑷 𝒁 < −𝟎. 𝟏𝟖 = 𝟎. 𝟒𝟐𝟖𝟔, 𝑷 𝒁 < −𝟐. 𝟑𝟕 = 𝟎. 𝟎𝟎𝟖𝟗.
 PRACTICE QUESTIONS
6.9 Given the normally distributed variable X with mean 18 and standard deviation
2.5, find
(a) P (X < 15);
(b) the value of k such that P (X < k) = 0.2236;
(c) the value of k such that P (X > k) = 0.1814;
(d) P (17 < X < 21)
 PRACTICE QUESTIONS

6.13 A research scientist reports that mice will live an average of 40 months
when their diets are sharply restricted and then enriched with vitamins and
proteins. Assuming that the lifetimes of such mice are normally distributed with
a standard deviation of 6.3 months, find the probability that a given mouse will
live
(a) more than 32 months;
(b) less than 28 months;
(c) between 37 and 49 months
PRACTICE QUESTIONS

6.18:The heights of 1000 students are normally distributed with a mean of

174.5 centimeters and a standard deviation of 6.9 centimeters. Assuming that
the heights are recorded to the nearest half-centimeter, how many of these
students would you expect to have heights
(a) less than 160.0 centimeters?
(b) between 171.5 and 182.0 centimeters inclusive?
(c) equal to 175.0 centimeters?
(d) greater than or equal to 188.0 centimeters?
 PRACTICE QUESTIONS

6.21 The tensile strength of a certain metal component is normally distributed

with a mean of 10,000 kilograms per square centimeter and a standard
deviation of 100 kilograms per square centimeter. Measurements are recorded
to the nearest 50 kilograms per square centimeter.
(a) What proportion of these components exceed 10,150 kilograms per square
centimeter in tensile strength?
(b) If specifications require that all components have tensile strength between
9800 and 10,200 kilograms per square centimeter inclusive, what proportion of
pieces would we expect to scrap?
PRACTICE QUESTIONS

6.22 If a set of observations is normally distributed, what percent of these differ from the mean by
(a) more than 1.3σ?
(b) less than 0.52σ?
Normal Approximation to the Binomial
If we seek the area under the normal curve to the left of, say, x, it is
more accurate to use x + 0.5. This is a correction to accommodate the
fact that a discrete distribution is being approximated by a continuous
distribution. The correction +0.5 is called a continuity correction.
6.27 The probability that a patient recovers from a delicate heart operation is 0.9.
of the next 100 patients having this operation, what is the probability that
(a) between 84 and 95 inclusive survive?
(b) fewer than 86 survive?
PRACTICE QUESTIONS

6.29 If 20% of the residents in a U.S. city prefer a white telephone over any other color available,
what is the probability that among the next 1000 telephones installed in that city
(a) between 170 and 185 inclusive will be white?
(b) at least 210 but not more than 225 will be white?
Gamma Distribution
Mean, Variance and m.g.f of Gamma Distribution

Find mean and Variance of Gamma Distribution using MGF

Example:
PRACTICE QUESTIONS
PRACTICE QUESTIONS

6.45 The length of time for one individual to be served at a cafeteria is a random
variable having an exponential distribution with a mean of 4 minutes. What is the
probability that a person is served in less than 3 minutes on at least 4 of the next
6 days?
PRACTICE QUESTIONS
 Example 5

6.6 Find the value of z if the area under a standard

normal curve
(a) to the right of z is 0.3622;
(b) to the left of z is 0.1131;
(c) between 0 and z, with z > 0, is 0.4838;
(d) between -z and z, with z > 0, is 0.9500
MCQS on Normal Distributions

1.Standard normal distribution has which of the following properties

a) Mean=Variance=1
b) Standard deviation=Variance=0
c) Mean=0, Variance=1
d) Mean=standard deviation

2. If 𝑿~𝑵(𝟏, 𝟓) the probability density function for the normal variate X is

𝟏 𝒙−𝟏 𝟐 𝟏 𝒙−𝟏 𝟐 𝟏 𝟏
𝟏 − 𝟏 − 𝟏 − 𝒙𝟐 𝟏 − 𝒙−𝟏 𝟐
a) 𝒆 𝟐 𝟓 b) 𝒆 𝟐 𝟓 c) 𝒆 𝟐 d) 𝒆 𝟐
𝟓 𝟐𝝅 𝟐𝝅 𝟓 𝟐𝝅 𝟐𝝅
𝟐𝟒𝒕+𝟏𝟔𝒕𝟐
( )
3. If m.g.f of normal variate is 𝑴𝑿 (𝒕) = 𝒆 𝟐 then
𝒎𝒆𝒂𝒏(𝜇)𝒂𝒏𝒅 𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆(𝜎 2 )𝒐𝒇 𝑿 𝒂𝒓𝒆
a) 𝜇= 24 𝜎 2=4 b) 𝜇= 12 𝜎 2=4
c) 𝜇= 12 𝜎 2=16 d) 𝜇= 24 𝜎 2=16

4
 MCQS on Normal Distributions (Gate exam)
1. A normal random variable X has the following probability density function
(𝑥−1)2
1 − ∞
𝑓 𝑥 = 𝑒 8 , -∞ < 𝑥 < ∞. Then ‫׬‬1 𝑓 𝑥 𝑑𝑥 =
8𝜋

1 1
a) 0 b) c) 1 − d)1
2 𝑒

2.Let X be a normal random variable with mean zero and variance 9. If 𝒂 = 𝑷(𝑿 ≥ 𝟑), then 𝑷( 𝑿 ≤ 𝟑)
equals to
a) 𝑎 b) 2𝑎 c) 1-2𝑎 d) 1- 𝑎

3.If X is a normal variate with mean 30 and standard deviation 5, what is the probability
P(26≤ 𝑋 ≤ 34)? Given A(Z>0.8)=0.2118
a)0.2118 b) 0.4236 c) 0.7882 d) 0.5764

4.Let X be a random variable following normal distribution with mean +1 and variance 4. Let Y be another
normal variable with mean -1 and and variance unknown.
If 𝑷(𝑿 ≤ −𝟏) = 𝑷(𝒀 ≥ 𝟐), the standard deviation of Y is
a) 3 b)2 c) 2 d)1
 Gamma Distribution

 Continuous distribution
 R.v is always positive i.e defined for X in (0,∞)
 Defined as Skewed distribution
 Occurs as waiting time between events
 Also predict the wait time until future event occur
 Predicts the wait time until the kth event occurs
 MCQs on Gamma Distributions
3
1.The value of Γ( )=
2
𝜋 𝜋 3 𝜋
a) b) c) d) none
2 3 2

2. If mean and variance of the gamma distribution is given as 24 and 192 respectively. Then the values of
parameters 𝛼 (shape) and 𝛽 (scale) are
a) 𝛼 = 8 , 𝛽 =3
b) 𝛼 = 3 , 𝛽 =8
c) 𝛼 = 9 , 𝛽 = 8
d) 𝑛𝑜𝑛𝑒
3. If random variable X has a Gamma distribution with 𝛼 = 2 and 𝛽 =3. Then the mean and standard
deviation (𝑆. 𝐷) of X are
a)mean= 6 , S.D.= 18
b) mean= 18 , S.D.= 6
c) mean= 6 , S.D.= 4.2426
d) mean=12, S.D.=4.2426

4. On Sunday morning, customers arrive at cafeteria follows a Poisson process with average rate 15
customers per hour. What is the average amount of time elapse before 3 customers arrive in cafeteria.
a) 4 mins b) 9 mins c) 12 mins d) 16mis
Remarks-
 The time between events in a Poisson process is an exponential distribution
 Poisson- Event per single unit of time
 Exponential – Time per single event
 The time required for first event to occur is exponential distribution
 The mean of exponential distribution is a parameter beta, the reciprocal of the parameter in
the Poisson distribution
 Beta is called mean time between events
 The time until the occurrence of Poisson event is random variable described by exponential
distribution whereas the time until a specified number of Poisson events occur is a random
variable described by gamma distribution
 The specific number of events is the parameter alpha in the gamma distribution
 MCQs on Exponential distributions

1. If a continuous random variable X has an exponential distribution with mean 0.5. Then P(X>1/2)=
a) e-1 b) e-1/2 c) (1/2) e-1 d) [1/2] e-1/2
2. Suppose that a system contains a certain type of component whose lifetime is T years. The random variable
T is modelled nicely by the exponential distribution with mean time to failure is 𝜷 = 𝟓.
The probability that a given component installed on a system is still working after 8 years is
a) 0.16 b) 0.17 c) 0.18 d) 0.2

3. A continuous random variable X has probability density function given by

𝟐𝒆−𝟐𝒙 , 𝒙≥𝟎
𝒇 𝒙 =ቊ
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
The mean and variance of X are

a) ½ , 1/8 b) ½ , ¼ c) 1, ½ d) 2, ½

3. The lifetime T of an alkaline battery is exponentially distributed with θ=0.05 per hour.
What are mean and standard deviation of batteries lifetime?
a) mean=10, S.D.=20 c) mean=20, S.D.=10
b) mean=20, S.D.=20 d) mean=10, S.D.=10