Continuous Probability Distribution

BMS1024 MANAGERIAL STATISTICS
BMS1024
MANAGERIAL
STATISTICS
Continuous Probability Distribution
Continuous Probability Distributions
A continuous random variable is a variable that can assume
any value on a continuum (can assume an uncountable
number of values)
thickness of an item
time required to complete a task
temperature of a solution
height

These can potentially take on any value, depending only on
the ability to measure precisely and accurately.
The Normal Distribution
Properties
Bell Shaped
Symmetrical (Mean = Median = Mode)
Location is characterized by the mean,
Spread is characterized by the standard
deviation,
The right-side of the curve is the mirror
image of the left-side of the curve (vice-
versa)
The random variable has an infinite
theoretical range: - to +
Mean
= Median
= Mode
f(X)

Density Function
2
) (X
2
1
e
2
1
f(X)
|
.
|
\
|

=
o
o
The formula for the normal probability density function is
Where e = the mathematical constant approximated by 2.71828
= the mathematical constant approximated by 3.14159
= the population mean
= the population standard deviation
X = any value of the continuous variable
Shape
By varying the parameters and , we obtain different
normal distributions
Shape
Changing shifts the distribution
left or right.
X
f(X)

Shape
Changing increases or decreases
the spread.
X
f(X)

The Standardized Normal Distribution
Any normal distribution (with any mean and standard
deviation combination) can be transformed into the
standardized normal distribution (Z).
Need to transform X units into Z units (Z scores).
The standardized normal distribution has a mean of 0 and a
standard deviation of 1.
X ~ N (, )
The Standardized Normal Distribution
X
Z

=
Translate from X to the standardized normal (the
Z distribution) by subtracting the mean of X and
dividing by its standard deviation:
Transformation Formula:
The Standardized Normal Distribution:
Shape
Z
f(Z)
0
1
Also known as the Z distribution
Mean is 0
Standard Deviation is 1
Values above the mean have positive Z-values, values
below the mean have negative Z-values
Probabilities Under The Curve
Z
f(Z)
-3 -2 -1 0 1 2 3
Total probabilities within 3 are approximately
1.0.
P(-3 < Z < 3) ~ 1
Example
2.0
50
100 200
X
Z =
=
If X is distributed normally with mean of 100 and
standard deviation of 50, the Z value for X = 200 is

This says that X = 200 is two standard deviations
(2 increments of 50 units) above the mean of 100.
X ~ N ( = 100, = 50)
Example
Z
100
2.0 0
200 X
( = 100, = 50)
( = 0, = 1)
Note that the distribution is the same, only the scale has
changed. We can express the problem in original units (X) or
in standardized units (Z)
Normal Probabilities
a b
f(X)
(Note that the probability
of any individual value is
zero)
Probability is measured by the area under the curve
P(a X b)
Normal Probabilities
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below.
f(X)
0.5 0.5
1.0 ) X P( = < <
0.5 ) X P( = < < 0.5 ) X P( = < <
Normal Probability Tables
Example:
P(Z < 2.00) = .97725
The probabilities can be found in Table 4: The Normal Distribution Function from the
Cambridge Statistical Tables. It gives the probability less than a desired value for Z (i.e.,
from negative infinity to Z)
Z
0 2.00
.97725
Z values
Probabilities
(shaded area
under the
curve)
x(P) columns
are the Z values
Areas/Probabilities (shaded tail area expressed in %)
one-tail area
expressed in %
Finding Normal Probability
Procedure
Draw the normal curve for the problem in terms of X.

Translate X-values to Z-values (use the transformation formula).

Use the Normal Distribution Function Table to find the probability.
To find P(a < X < b) when X is distributed normally:
Example
Let X represent the time it takes (in seconds) to
download an image file from the internet.
Suppose X is normal with mean 8.0 and standard
deviation 5.0
Find P(X < 8.6)
X
8.6
8.0
X ~ N ( = 8, = 5)
Example
0.12
5.0
8.0 8.6
X
Z =
=
Suppose X is normal with mean 8.0 and standard deviation
5.0. Find P(X < 8.6).
Z
0.12 0
X
8.6 8
= 8
= 10
= 0
= 1
P(X < 8.6) P(Z < 0.12)
X ~ N ( = 8, = 5)
Example
Table 4: Normal Distribution
Function Table (Portion)
Z
0.12 0
= 0
= 1
P(X < 8.6) = P(Z < 0.12) = 0.5478
Example
Find P(X > 8.6)
P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z < 0.12)
= 1.0 - .5478 = .4522
Z
0.12
0
.5478
1.0 - .5478 = .4522
Between Two Values
Suppose X is normal with mean 8.0 and standard
deviation 5.0. Find P(8 < X < 8.6)
P(8 < X < 8.6)
= P(0 < Z < 0.12)
0
5
8 8
=
X
Z
12 0
5
8 6 8
.
.
X
Z =
=
Calculate Z-values:
Z 0.12 0
X 8.6 8
X ~ N ( = 8, = 5)
Between Two Values
Z
0.12
.0478
0.00
= P(0 < Z < 0.12)
P(8 < X < 8.6)
= P(Z < 0.12) P(Z < 0)
= .5478 - .5000 = .0478
.5
Given Normal Probability,
Find the X Value
Let X represent the time it takes (in seconds) to download an
image file from the internet.
Suppose X is normal with mean 8.0 and standard deviation 5.0
Find X such that 20% of download times are less than X.
X
? 8.0
.2
Z
? 0
X ~ N ( = 8, = 5)
Find the X Value
First, find the Z value corresponds to the known probability using the
table.
X
? 8.0
.2
Z
-0.84
0
P(Z <0.84) =.7995 ~ .80
The closest to 80% area
P(Z > -0.84) = 0.7995 ~ 0.8
Z
.2
Mirror Image of Table 4 (portion)
0 0.84
Find the X Value
Second, convert the Z value to X units using the following
transformation formula.
seconds 80 . 3
0 . 5 ) 84 . 0 ( 0 . 8
Z X
=
+ =
+ =
So 20% of the download times from the distribution with mean
8.0 and standard deviation 5.0 are less than 3.80 seconds.
X
Z

=
Working In-Class Example
A fast food restaurant sells hamburgers and chicken
sandwiches. On a typical weekday the demand for
hamburgers is normally distributed with a mean of 313
and standard deviation of 57. The demand for chicken
sandwiches is also normally distributed with mean 93 and
standard deviation 22.
a) How many hamburgers must the restaurant stock to be 98% sure
of not running out on a given day?
b) How many chicken sandwiches must the restaurant stock to be
98% sure of not running out on a given day?
Working In-Class Example
c) If the restaurant stocks 400 hamburgers and 150 chicken
sandwiches for a given day, what is the probability that the
restaurant will run out of hamburgers or chicken
sandwiches or both on that day. (Assume that the demand
for hamburgers and the demand for chicken sandwiches are
statistically independent).
d) Why is the independence assumption in part (c) probably
not realistic? Using a more realistic assumption, do you
think the probability requested for in part (c) would
increase or decrease?
At the end of this lesson, you should be
able to:
Understand on how to use the Normal Probability
Distribution Function Table
Understand the properties of a Normal Probability
Distribution
Transform X units to Z units (or Z-scores) using the
transformation formula
Compute probabilities from the Normal Distribution
Apply distribution to decision problems

Continuous Probability Distribution

Încărcat de

Informații document

Descriere originală:

Titlu original

Drepturi de autor

Formate disponibile

Partajați acest document

Partajați sau inserați document

Opțiuni de partajare

Vi se pare util acest document?

Este necorespunzător acest conținut?

Drepturi de autor:

Formate disponibile

Continuous Probability Distribution

Încărcat de

Drepturi de autor:

Formate disponibile

BMS1024 MANAGERIAL STATISTICS

S-ar putea să vă placă și