Stat and Prob 2.5 .2.6

BASIC
CALCULUS
Tuesday and Thursday
8:00 – 10:00, 3:00 – 5:00
1
LESSON 2.5: Probability Distribution of
Continuous Random Variables
Learning Objectives:
At the end of the lesson, the students should be able to:
a. Define the probability distribution for continuous random
variables and its properties
b. Compute probabilities that a given continuous random
variable falls in some interval and
c. Compare and contrast the probability density function to the
probability mass function.
2
Review
1.What is the difference between Discrete Random
Variable and Continuous Random Variable?
2.Identify whether the subsequent random variables
are discrete or continuous by looking at their
characteristics.
a.The number of students who were protesting the
tuition increase last semester.
b.The amount of water in a 12-ounce bottle.
3
Suppose a variable X can
take the values 1, 2, 3, or 4.
The probabilities associated 1 2 3 4
with each outcome are 0.1 0.3 0.4 0.2
described by the following
table:
What is the probability that X is 4?

What is the probability that X is at least 2?
What is the probability that X is at most 3?
What is the mean of the random variable X?
4
Probability Distribution of Continuous
Random Variables
• The probability that 𝑋 takes on

any particular value 𝑥 is zero (0).
• 𝑃(𝑎 < 𝑋 < 𝑏)
5
Random Variables
• The probability that 𝑋 takes on any

particular value 𝑥 is zero (0).
• To find the probability that 𝑋 falls in some
interval (𝑎, 𝑏), that is, we'll need to find
𝑃(𝑎 < 𝑋 < 𝑏)
6
Random Variables
Example
Even though a fast food chain would claim that a
hamburger weighs 100 grams, a randomly-
selected hamburger might weigh 98 grams while
another might weigh 103 grams. What is the
probability that a randomly-selected hamburger
weighs between 95 and 105 grams?
7
Random Variables
8
Random Variables
9
Random Variables
10
Random Variables
11
Random Variables
12
LESSON 2.6: The Normal Distribution
Learning Objectives:
1. Compute probabilities that a given continuous random

variable falls in some interval.
2. Compare and contrast the probability density function
to the probability mass function.
13
14
Carl Friedrich Gauss
 Derived the normal
distribution mathematically
as the probability
distribution of the error
measurements.
 Normal law of errors
15
Normal Probability Distribution
 Most important curve in statistics
− ∞ <𝝁 <
𝝈 ∞∧¿ 2
> 0
16
 The value of f(x) is just the height of the
normal curve at 𝑋 = 𝑥.
17
 We say that 𝑋 is normally distributed with

mean 𝜇 and variance .
𝑋 𝑁 (𝜇 , 𝜎 2
)
18
 The mean, median, and mode is located at the
center of the curve because of symmetry
 The curve is asymptotic to the x-axis
 The are under the curve is 1 or 100%
19
 The mean, median, and mode is located at the center
of the curve because of symmetry
 The curve is asymptotic to the x-axis
 The are under the curve is 1 or 100%
 The change in value of the mean shifts the graph of
the normal curve to the right or left.
 The standard deviation determines the shape of the
graph.
20
 The change in value of
the mean shifts the
graph of the normal
curve to the right or
left.
 The standard deviation
determines the shape
of the graph.
21
STANDARD NORMAL CURVE
 𝜇 = 0 and = 1
 denoted by 𝑍
 𝒁~𝑵(𝟎, 𝟏).
22
THE VALUE OF Z
- Also called the z-score associated
with the value of 𝑋 and is interpreted
as the number of standard deviations
that the 𝑋 value lies away from its
mean.
- We can also determine the value of 𝑋
for any given value of 𝑍, if we know 𝜇
and 𝜎, by the expression 𝑋 = 𝑍𝜎 + 𝜇.
23
THE VALUE OF Z
24
We will now determine the probabilities of events associated
with normal random variables expressed in terms of 𝑍 using the
table on the CDF values of Z.
• 𝑃(𝑍 ≤ 𝑎) = 𝑃(𝑍 < 𝑎) = 𝐹(𝑎), area below 𝑧 = 𝑎 under the

standard normal curve.
• 𝑃(𝑍 > 𝑎) = 𝑃(𝑍 ≥ 𝑎) = 1 − 𝐹(𝑎), area above 𝑧 = 𝑎 under the
standard normal curve.
• 𝑃(𝑎 < 𝑍 < 𝑏) = 𝑃(𝑎 ≤ 𝑍 ≤ 𝑏) = 𝑃(𝑎 ≤ 𝑍 < 𝑏) = 𝑃(𝑎 < 𝑍 ≤ 𝑏) =
𝐹(𝑏) − 𝐹(𝑎), area between 𝑧 = 𝑎 and 𝑧 = 𝑏 under the standard
normal curve.
25
Example 1.
Records suggest that the normal distribution with mean
50 and standard deviation 9 is a plausible model for a
measurement of the amount of suspended solids (ppm)
in river water. Find the probability that a measurement of
the amount of suspended solids in river water is:
a)Less than 46.4 ppm.

b)Greater than 57.2 ppm.
c)Between 52.5 and 60.9 ppm inclusive.
26

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BASIC

What is the probability that X is 4?

• The probability that 𝑋 takes on

• The probability that 𝑋 takes on any

1. Compute probabilities that a given continuous random

 We say that 𝑋 is normally distributed with

• 𝑃(𝑍 ≤ 𝑎) = 𝑃(𝑍 < 𝑎) = 𝐹(𝑎), area below 𝑧 = 𝑎 under the

a)Less than 46.4 ppm.

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