Stat 305, Spring 2014

Name

Chapter 5.2: Continuous Random Variables

General Continuous Distributions
Continuous RV: A RV having an entire (continuous) interval of numbers as its set of possible values.
Anything whose set of values can NOT be enumerated.
Usually thought of as measurements.
Examples: lifetime of a battery, weight of a piston
Battery Lifetime RV: W = lifetime of battery in hours. Possible values: (0, )
Weight: Z = weight of babies born at a given hospital. Possible values: (0, )

Density
Probability Density Function (pdf), f(x)
Can no longer say f(x) = P[X=x] as with a pmf
On a continuous line, the probability
of a single observation is 0;
Rx
P [X = x] = P [x X x] = x f (x)dx = 0 for every x.
For continuous RVs we will find probabilities in terms of intervals rather than single observations.
Also, use integrals rather than summations.
Rb
Recall from Calculus that a f (x)dx is the area under the curve f(x) between a and b.
Definition: A PDF is a nonnegative function, f(x) with
Z
f (x)dx = 1

and for all a b,

Z
P [a X b] =

f (x)dx
a

Since the probability of observing a single value is 0, consider the following consequences:
P [a X b] = P [a < X b]
= P [a X < b]
= P [a < X < b]
Definition: the cumulative density function (cdf ) for a continuous random variable is given by
Z x
F (x) = P [X x] =
f (t)dt

d
To obtain f(x) from F(x), we have the equality
F (x) = f (x)
dx
R
Definition: the mean of a continuous RV is given by E(X) = xf (x)dx
R
Definition: the variance of a continuous RV is given by Var(X) = (x E(X))2 f (x)dx =
R 2
2
2
2
x f (x)dx (E[X]) = E[X ] [E(X)]
1

Example
Consider the function:
f (x) = k(x2 x), 1 x 2
1. What value of k makes this a valid pdf? For the remaining problems, use the value of k
calculated here.

2. Calculate P [X 1.5].

3. Calculate E[X].

4. Calculate Var[X].

Normal Distribution
Definition: The Normal (or Gaussian) distribution with parameters < < and > 0
is a continuous distribution with pdf:
(x )2
f (x) =
exp
2 2
2 2
1


x

Dont ever use this formula, we will use tables (or computers) to find normal probabilities.
For X N (, 2 ), E(X) = , and Var(X) = 2 .

 The graph of a normal pdf is bell-shaped and symmetric about .

Standard Normal Distribution Z N (0, 1)

Standard Normal is a special case of the normal distribution where = 0 and 2 = 1; generally
labeled Z N (0, 1)
Calculating P (a < X < b) for any Normal(, 2 ) is difficult (beyond introductory calculus)
Well use probability tables based on a Z N (0, 1).
We can use these tables, along with some algebra, to compute probabilities for any normal
distribution.
The table gives values for the CDF of the N(0,1) distribution.
Vertical numbers (1st column) are the 1s and tenths digit of z.
Horizontal numbers (1st row) are the hundredths digit of z.
Example: P [Z < 1.32] = 0.0934
When values are off the table, they have probabilities of approximately 0 or 1.

Standard Normal Examples

1. P [0.57 < Z < 1.32]

2. P [Z > 0.89]

3. P [|Z| < 0.93]

4. Find the value of c that satisfies P [Z < c] = 0.9

5. Find the value of c that satisfies P [|Z| < c] = 0.9

6. Find the value of c that satisfies P [|Z| > c] = 0.9

Other Normal Distribution X N (, 2 )

What about other normal distributions?
If X N (, 2 ) then the transformation Z =

(X)
2

creates a standard normal distribution.

Note the following relationship:



a
X
b



a
b
=P
Z

P (a X b) = P

Other Normal Examples

Let X N (43, 12.96)
1. Find P [X < 45.2]

2. Find P [|X 43| < 2]

3. Find c such that P [X > c] = 0.3

Example
The process of grinding piston rings is such that the empirical distribution, consisting of 100 data
points collected over years of manufacturing, of edge-widths after 1 grind is as seen bellow. The
empirical distribution has a mean of 0.1387in and a standard deviation of 0.0004in.

Suppose we select one piston ring at random, and let the random variable X represent the edge
width of that piston ring.
1. What distribution should we use?

2. Using this distribution, what fraction of the rings have edge-widths above 0.1380?

3. What two edge-widths do 80% of the piston rings fall between?

Chapter 5.3: Probability Plotting

Recall Q-Q plots from Ch3
If two data sets are generated from distributions of the same shape, then the quantiles of one data
set should be linearly related to the quantiles of the second data set.
To create a Q-Q plot we plot the ordered pairs:
 



i 0.5
i 0.5
Q1
, Q2
n
n

Normal Quantile Plot

Just as we used Q-Q plots to check if two data sets come from the same distribution, we can use a
normal quantile plot to check if one data set matches the normal distribution.
Plot quantiles from the data set against known quantiles from the normal distribution.
Use table 3.10 (pg 89) to get the Normal quantiles.
In table 3.10, Surrounding the table is p, and inside the table is Q(p).

Example 1
Consider the data set
0.37 2.48 5.46 5.56 5.83 6.31 7.27 7.89 8.13 8.31
8.56 9.55 10.01 11.45 14.07 14.36 14.75 14.97 15.12 15.32
Is this data normally distributed?
i
p
Q(p)
SNQ(p)

1
.025
0.37
-1.88

i
p
Q(p)
SNQ(p)

11
.525
8.56
.08

2
.075
2.48
-1.41
12
.575
9.55
.20

3
.125
5.46
-1.13
13
.625
10.01
.33

4
.175
5.56
-.92

5
.225
5.83
-.74

14
.675
11.45
.47

15
.725
14.07
.61

6
.275
6.31
-.58
16
.775
14.36
.77
6

7
.325
7.27
-.44

8
.375
7.89
-.31

17
.825
14.75
.95

9
.425
8.13
-.18

18
.875
14.97
1.18

10
.475
8.31
-.05
19
.925
15.12
1.48

20
.975
15.32
2.05

Example 2
What about this plot? Do these data appear normal?

Example 3
Now you try: Create a normal probability plot for the sample.
4.7, 6.0, 6.8, 8.9, 10.7