Continuous Random
Variable
It is neither random nor a variable!
Discrete and Continuous Random Variables
› A discrete random variable is a random variable with a finite (or
countably infinite) range
› A continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range
Section 2.9 Random Variables
2
Probability Distributions and Probability
Density Functions
› A probability density function f(x) can be used to describe the probability
distribution of a continuous random variable X
Computationally, to go
from discrete to
continuous, simply
replace sums by
integrals!
Section 4.1 Probability Distributions and Probability Density Functions
3
Graphical Representation of Probability
› If you plot the probability density function of a
continuous random variable then
(a < < b) = area under the graph between a and b
Example 4.1 | Electric Current
Let the continuous random variable X denote the current
measured in a thin copper wire in milliamperes (mA).
Assume that the range of X is [4.9, 5.1] and the probability density function of X is
f(x) = 5.
What is the probability that a current is less than 5mA?
5 5
P X 5 f ( x)dx 5 dx 0.5
4.9 4.9
In the previous example
( ) takes values greater
than 1. Why does this not
violate the rule that
probabilities are always
Section 4.1 Probability Distributions and Probability Density Functions
between 0 and 1?
5
Cumulative Distribution Functions
The cumulative distribution function is defined for all real numbers
Section 4.2 Cumulative Distribution Functions
6
Example 4.3 | Electric Current
For the copper wire current measurement in Example 4.1, the cumulative
distribution function of the random variable X consists of three expressions. If x <
4.9, f(x) = 0. Therefore,
Section 4.2 Cumulative Distribution Functions
7
Probability Density Function from the
Cumulative Distribution Function
› The probability density function of a continuous random variable can be
determined from the cumulative distribution function by differentiating
Section 4.2 Cumulative Distribution Functions
8
Example 4.4 | Reaction Time
› The time until a chemical reaction is complete (in
milliseconds) is approximated by this cumulative distribution
function:
0 for x 0
F x
1 e 0.01x for 0 x
› What is the Probability density function?
dF x d 0 0 for x 0
f x 0.01 x 0.01 x
dx dx 1 e 0.01e for 0 x
› What is the probability that a reaction completes within 200
ms? P X 200 F 200 1 e 2 0.8647
Section 4.2 Cumulative Distribution Functions
9
Mean and Variance of a Continuous
Random Variable
Section 4.3 Mean and Variance of a Continuous Random Variable
10
Example 4.5 | Electric Current
Section 4.3 Mean and Variance of a Continuous Random Variable
11
Expected Value of a Function of a
Continuous Random Variable
Example 4.6
X is the current measured in mA. What is the expected value of power when the
resistance is 100 ohms? Use the result that power in watts = 10 2, where I is
the current in milliamperes and R is the resistance in ohms. Now, ( ) =
10 2. Therefore,
Section 4.3 Mean and Variance of a Continuous Random Variable
12
Continuous Uniform Distribution
Section 4.4 Continuous Uniform Distribution
Figure 4.7 Continuous uniform Probability Density Function
13
Continuous Uniform Distribution
The mean of the continuous uniform random variable X is
The variance of X is
Section 4.4 Continuous Uniform Distribution 14
Example 4.7 | Uniform Current
The random variable X has a continuous uniform distribution on
[4.9, 5.1]. The probability density function of X is f(x) = 5, 4.9 x
5.1. What is the probability that a measurement of current is
between 4.95 & 5.0 mA?
The mean and variance formulas can be
applied with a = 4.9 and b = 5.1. Therefore,
Figure 4-9
Section 4.4 Continuous Uniform Distribution
15
Normal Distribution
Section 4.5 Normal Distribution
16
Empirical Rule
For any normal random variable,
In Microsoft Excel®, use the NORM.DIST function to calculate by:
= NORM.DIST , µ, , NORM.DIST ( , µ, , )
Section 4.5 Normal Distribution
17
Standard Normal Random Variable
Appendix Table III and computer packages (such as Excel) provide cumulative probabilities
for a standard normal random variable.
Section 4.5 Normal Distribution
18
19
Example 4.10 | Standard Normal Distribution
Calculations
Standardizing a Normal Random Variable
Section 4.5 Normal Distribution
24
Example 4.11 | Normally Distributed Current
(a)
Suppose that the current measurements in a strip of wire are assumed
to follow a normal distribution with = 10 and =4 , what is the
probability that a measurement exceeds 13 ?
Answer:
Section 4.5 Normal Distribution
25
Standardizing to Calculate a Probability
Section 4.5 Normal Distribution
26
Example 4.12a | Normally Distributed Current
Continuing Example 4.11, what is the probability that a measurement is between
9 and 11 ?
Answer:
Section 4.5 Normal Distribution
27
Example 4.12b | Normally Distributed Current
Continuing Example 4.12, determine the value for which the probability that a current
measurement is less than this value is 0.98.
Answer:
Section 4.5 Normal Distribution
28
Normal Approximation
› Calculates probabilities of models with extremely large values
of n
Section 4.6 Normal Approximation to the Binomial and Poisson Distributions 29
Practical Interpretation:
Binomial probabilities that are difficult to compute
exactly can be approximated with easy–to-compute
Example 4.13 probabilities based on the normal distribution
Assume that in a digital communication channel, the number
of bits received in error can be modeled by a binomial
random variable, and assume that the probability that a bit is
received in error is 1 × 10 . If 16 million bits are transmitted,
what is the probability that 150 or fewer errors occur?
Let the random variable X denote the number of errors. Then
X is a binomial random variable and
16,000,000 , ,
150 = 10 1 10
Section 4.6 Normal Approximation to the Binomial and Poisson Distributions
BINOM.DIST(150, 16000000,
0.00001, TRUE)=0.228031 30
Example 4.14
The digital communication problem solved in Example 4.13 is
solved as follows:
Practical Interpretation:
Binomial probabilities that are difficult to compute
exactly can be approximated with easy–to-compute
probabilities based on the normal distribution
Section 4.6 Normal Approximation to the Binomial and Poisson Distributions
31
Normal Approximation to the Poisson
Distribution
Example 4.16 | Normal Approximation to Poisson
Assume that the number of asbestos particles in a
squared meter of dust on a surface follows a Poisson
distribution with a mean of 1000. If a square meter of
dust is analyzed, what is the probability that 950 or
fewer particles are found?
Section 4.6 Normal Approximation to the Binomial and Poisson Distributions
32
Exponential Distribution
Section 4.7 Exponential Distribution
33
Example 4.17a | Computer Usage
In a large corporate computer network, user log-ons to the
system can be modeled as a Poisson process with a mean of 25
log-ons per hour. What is the probability that there are no log-
ons in the next 6 minutes (0.1 hour)?
Let X denote the time in hours from the start of the interval until
the first log-on.
25 x 25 0.1
P X 0.1 25e dx e 0.082
0.1
The cumulative distribution function also can
be used to obtain the same result as follows
P X 0.1 1 F 0.1 0.082
In Microsoft Excel®, use the EXPON.DIST function to calculate > by: Section 4.7 Exponential Distribution
34
= 1 EXPON.DIST , ,
Example 4.17b | Computer Usage
What is the probability that the time until the Practical
next log on is between 2 and 3 minutes ? Interpretation:
Organizations
make wide use of
probabilities for
exponential
What is the interval of time such that the random variables
probability that no log-on occurs during the to evaluate
interval is 0.90? resources and
staffing levels to
meet customer
service needs
What is the mean and standard deviation of the
time until the next log-in?
Section 4.7 Exponential Distribution 35
Example 4.18 | Lack of Memory Property
Let X denote the time between detections of a particle with a Geiger counter.
Assume X has an exponential distribution with E(X) = 1.4 minutes. What is the
probability that we detect a particle within 0.5 minute of starting the counter?
0.5 1.4
P X 0.5 F 0.5 1 e 0.30
What is the probability that a particle is detected in the next 30 seconds?
Practical Interpretation: After waiting for
3 minutes without a detection, the
probability of a detection in the next 30
seconds is the same as the probability
of a detection in the 30 seconds
immediately after starting the counter.
The fact that we have waited 3 minutes
The exponential distribution is the only continuous without a detection does not change
distribution with this property the probability of a detection in the next
30 seconds.
36
