Continuous Probability Distributions

Continuous Uniform Distribution

The uniform distribution (continuous) is one of the simplest probability distributions in statistics. It is a
continuous distribution, this means that it takes values within a specified range, e.g. between 0 and 1.

Probability Density Function

The probability density function for a uniform distribution taking values in the range a to b is

1
𝑓(𝑥) = {𝑏 − 𝑎 , 𝑖𝑓, 𝑎 ≤ 𝑥 ≤ 𝑏
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Expected Value

The expected value of a uniform distribution is:

𝑏
E (X) = ∫𝑎 𝑥. 𝑓(𝑥). 𝑑𝑥

𝑏 1
= ∫𝑎 𝑥. . 𝑑𝑥
𝑏−𝑎

1 𝑥2
= . [ ]𝑏
𝑏−𝑎 2 𝑎

(𝑏−𝑎)2 (𝑏−𝑎)
= =
2 (𝑏−𝑎) 2

Variance

The variance of a uniform distribution is:

Uniform Distribution
(𝒃−𝒂)
Mean, E (X) =
𝟐
(𝒃−𝒂)²
Variance, V (X) =
𝟏𝟐
Problem 01

You arrive into a building and are about to take an elevator to the floor. Once you call the elevator, it will take 0
to 40 seconds to arrive to you. Assume that the elevator arrives uniformly between 0 and 40 seconds after you
press the button. Calculate the probability that elevator takes less than 15 seconds to arrive. Also, calculate the
expected time for the elevator to arrive.

Solution

Let, X = time for the elevator to arrive

X ~ U (0, 40)

15 1 15−0
P (X < 15) = ∫0 . dx = = 0.375
40−0 40−0

The probability that elevator takes less than 15 seconds to arrive is 0.375.

𝑏−𝑎 40−0
E(X) = = = 20
2 2

Expected time for the elevator to arrive is 20 seconds.

Problem 02

Suppose that a large conference room at a certain company can be reserved for no more than 4 hours. Both long
and short conferences occur quite often. In fact, it can be assumed that the length X of a conference has a uniform
distribution on the interval [0, 4].

(a) What is the probability density function?

(b) What is the probability that any given conference lasts at least 3 hours?

(c)What is the mean and the variance?

Solution

Let, X = Length of a conference

X ~ U (0, 4)

a. The probability density function is –

1
𝑓(𝑥) = {4 , 𝑖𝑓, 0 ≤ 𝑥 ≤ 4
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
 41 1
b. P (X≥ 3) = ∫
3 4
dx = [x]43 = ¼
4
c. Mean, E (x) = 4 / 2 = 2

(4−0)²
Variance, V (x) = = 16 / 12 = 1.33
12

Problem 03

The daily amount of coffee, in liters, dispensed by a machine located in an airport lobby is a random variable X
having a continuous uniform distribution with A = 7 and B = 10. Find the probability that on a given day the
amount of coffee dispensed by this machine will be

(a) at most 8.8 liters;

(b) more than 7.4 liters but less than 9.5 liters;

(c) at least 8.5 liters.

Solution

Let, X = Amount of coffee (in liters)

X ~ U (7, 10)

4 1 8.8−7
a. P (x ≤8.8) = ∫ dx = = 0.60
3 𝑏−𝑎 10−7

The probability that on a given day the amount of coffee dispensed by this machine will be at most 8.8 liters is
0.60.

9.5 1 9.5−7.4
b. P (7.4 < x < 9.5) = ∫ dx = = 0.7
7.4 𝑏−𝑎 10−7

The probability that on a given day the amount of coffee dispensed by this machine will be more than 7.4 liters
but less than 9.5 liters is 0.7.

10 1
c. P (x ≥8.5) = ∫8.5 . dx = 0.50
3

The probability that on a given day the amount of coffee dispensed by this machine will be at least 8.5 liters
0.50.
Exponential Distribution

The exponential distribution is one of the widely used continuous distributions. It is often used to model the
time elapsed between events.

Probability Density Function

A continuous random variable X is said to have an exponential distribution with parameter 𝜆 >0, shown as, X~
Exponential (𝜆) with PDF is given by,

−𝜆𝑥
𝑓(𝑥) = {𝜆 𝑒 ,0 ≤ 𝑥 < ∞
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Expected Value

Variance
 Exponential Distribution
𝟏
Mean, E (X) = 𝝀

𝟏
Variance, V (X) =
𝝀𝟐

Problem 04

Suppose, X has an exponential distribution with mean equal to 10. Determine the following:

a. P (X > 10)
b. P (X < 30)
c. Find the value of x such that, P (X<x) = 0.95.
Solution

Given, Mean, E (X) = 1/λ = 10

⇒ 𝜆 = 0.1

∞
a. P (X>10) = ∫10 𝜆 𝑒 − 𝜆𝑥 .dx

∞
= ∫10 (0.10) 𝑒 − 0.10𝑥 .dx

𝑒 −0.10𝑥 ∞
= (0.10) [ ]
−0.10 10
∞
= [-𝑒 −0.10𝑥 ] = [-𝑒 −∞ + 𝑒 −1 ] = 0.3679
10
30
b. P (X<30) = ∫0 (0.10) 𝑒 − 0.10𝑥 .dx

𝑒 −0.10𝑥
= (0.10) [ ]30
−0.10 0

= [-𝑒 −0.10∗30 + 𝑒 0 ] = 1 - 𝑒 −3 = 1-0.05 = 0.95

c. P (X < x) = 0.95

𝑥
⇒ ∫0 𝜆 𝑒 − 𝜆𝑥 .dx = 0.95
 𝑒 − 𝜆𝑥 𝑥
⇒ 𝜆 [- ]0 = 0.95
𝜆

⇒ [-𝑒 − 𝜆𝑥 + 𝑒 0 ] = 0.95

⇒ 1 - 𝑒 − 0.1𝑥 = 0.95

⇒ 𝑒 − 0.1𝑥 = 0.05

⇒ 0.1x = - ln (0.05)

⇒ x = 29.96

Problem 05

Suppose that the log-on to a computer network follow a Poisson process with an average of 3 counts per minute.
(a) What is the mean time between counts?
(b) What is the standard deviation of the time between counts?
(c) Determine x such that the probability that at least one count occurs before time x minutes is 0.95.
Solution

Let, X = Time between counts

X ~ E (3)

a. E (X) = 1 / 𝜆 = 1 / 3 = 0.333 minutes

b. V (X) = 1 / 32 = 0.111

So, SD (X) = 0.333

c. P (X < x) = 0.95

𝑥
⇒ ∫0 3 𝑒 − 3𝑢 .du = 0.95

𝑒 − 3𝑢 𝑥
⇒ 3 [- ]0 = 0.95
3

⇒ [-𝑒 − 3𝑥 + 𝑒 0 ] = 0.95

⇒ 𝑒 − 3𝑥 = 0.05

⇒ 3 x = - ln (0.05)

⇒ x = 0.9986
Problem 06

The time between the arrivals of electronic messages at your computer is exponentially distributed with a mean
of two hours.

(a) What is the probability that you do not receive a message during a two-hour period?

(b) What is the expected time between your fifth and sixth messages?

Solution

Let, X denote the time until a message is received.

𝜆 = 1 / E(x) = 1 / 2 = 0.5

∞
a. P (x > 2) = ∫2 𝜆 𝑒− 𝜆𝑥 .dx

∞
= ∫2 0.5 𝑒− 0.5𝑥 dx

𝑒 − 0.5𝑥 ∞
= 0.5 [ - ] = 𝑒 − 1 = 0.3679
0.5 2

b. E (x) = 1 / 0.5 = 2 hours.

Problem 07

Suppose the counts recorded by a Geiger counter follow a Poisson process with an average of two counts per
minute.
(a) What is the probability that there are no counts in a 30 second interval?
(b) What is the probability that the first count occurs in less than 10 seconds?
(c) What is the probability that the first count occurs between 1 and 2 minutes after start-up?
Solution

Let, X denote the time until a count is recorded.

X ~ E (2)

∞
a. P (X > 0.5) =∫0.5 2 . 𝑒 −2𝑥 . dx

𝑒 −2𝑥 ∞
= 2. [− ]
2 0.5

= [-𝑒 −∞ + 𝑒 −1 ] = 0.37
The probability that there are no counts in a 30 second interval is 0.3679.

1/6
b. P (X < 1/6) =∫0 2 . 𝑒 −2𝑥 . dx

𝑒 −2𝑥 1/6
= 2. [− ]
2 0

= [-𝑒 −1/3 + 𝑒 0 ] = 0.28

The probability that the first count occurs in less than 10 seconds is 0.28.

𝑒 −2𝑥 2
c. P (1 < X < 2) = 2. [− ] = [- 𝑒 −4 + 𝑒 −2 ] = 0.1170
2 1

The probability that the first count occurs between 1 and 2 minutes after start-up is 0.1170.

Normal Distribution
Empirical Rule of Normal Distribution

Problem 08

Given, a standard normal distribution, find the area under the curve that lies

a. To the right of z = 1.87

b. Between z = 0 and z = 0.83
c. To the left of z = 1.20
d. Between z = -1.23 and z = 0.86

Solution

a. P (z > 1.87) = 1 – P (z < 1.87)

= 1 – 0.96926

= 0.03074
b. Between z = 0 and z = 0.83

P (0 < z < 0.83 )

= P (z < 0.83) - P (z < 0)

= 0.79673 - 0.50

= 0.29673

c. To the left of z = 1.20

P (z < 1.20)

= 0.88493

d. Between z = -1.23 and z = 0.86

= P (z < 0.86) - P (z < -1.23)

= 0.80511-0.10935

= 0.69576
Problem 09

Given a standard normal distribution, find the value of k such that,

a. P (z > k)= 0.3015

b. P (k < z < -0.18) = 0.4197
c. P (k < z <1.2) = 0.5764

Solution

a. P (z > k)= 0.3015

⇒ 1 - P (z ≤ k)= 0.3015
⇒ P (z ≤ k)= 0.6985
The value of k is 0.52

b. P (k < z < -0.18) = 0.4197

⇒ P (z < -0.18) - P (z < k) = 0.4197
⇒ P (z < k) = P (z < -0.18) - 0.4197
⇒ P (z < k) = 0.42858 - 0.4197
⇒ P (z < k) = 0.00888
The value of k is -2.37.

c. P (k < z <1.2) = 0.5764

⇒ P (z < 1.2) - P (z < k) = 0.5764

⇒ P (z < k) = P (z < 1.2) - 0.5764

⇒ P (z < k) = 0.88493 - 0.5764

⇒ P (z < k) = 0.30853

The k value is − 0.5.

Problem 10

The loaves of rye bread distributed to local stores by a certain bakery have an average length of 30 centimeters
and a standard deviation of 2 centimeters. Assuming that the lengths are normally distributed, what percentage
of the loaves are

(a) longer than 31.7 centimeters?

(b) between 29.3 and 33.5 centimeters in length?

(c) shorter than 25.5 centimeters?

Solution

Let, X = length of loaves

X ~ N (30,2)

31.7−30
a. P (X > 31.7) = P (z > ) = P (z > 0.85) = 1 - P (z ≤ 0.85) = 0.19766
2

19.766% loaves are longer than 31.7 centimeters.

b. P (29.3 < z <33.5) = P (-0.35 < z < 1.75) = 0.95994 – 0.36317 = 0.59677

59.677% loaves are between 29.3 and 33.5 centimeters in length.

c. P (X < 25.5) = P (z < -2.25) = 0.01222

1.22% loaves are shorter than 25.5 centimeters.

Problem 11

The finished inside diameter of a piston ring is normally distributed with a mean of 10 centimeters and a standard
deviation of 0.03 centimeter.

(a) What proportion of rings will have inside diameters exceeding 10.075 centimeters?

(b) What is the probability that a piston ring will have an inside diameter between 9.97 and 10.03 centimeters?

(c) Below what value of inside diameter will 15% of the piston rings fall?

Solution

Let, X = Diameter of a piston rings

X ~ N (10 , 0.03)
a. P (X > 10.075) = P (z > 2.5) = 0.00621
b. P (9.97 < X <10.03) = P (-1.0 < z < 1.0) = 0.6826
c. The z-value is -1.04.

So, the diameter will be, x = (-1.04)*(0.03) + 10 = 9.9688 cm

Problem 12

The average life of a certain type of small motor is 10 years with a standard deviation of 2 years. The
manufacturer replaces free all motors that fail while under guarantee. If she is willing to replace only 3% of the
motors that fail, how long a guarantee should be offered? Assume that the lifetime of a motor follows a normal
distribution.

Solution

X = life of small motor

When the probability is 3%, the corresponding z value is -1.88.

𝑥= (-1.88) * 2 + 10 = 6.24 years

A guarantee should be offered of 6.24 years.

Problem 13

The time until recharge for a battery in a laptop computer under common conditions is normally distributed with
a mean of 260 minutes and a standard deviation of 50 minutes.

(a) What is the probability that a battery lasts more than four hours?

(b) What value of life in minutes is exceeded with 95% probability?

Solution

X denote the time until recharge a battery

X~N(260,50)

a. P (X > 240) = 1 – P (X<240)

= 1 – P (z<-0.4)

= 1 – 0.34458 = 0.65542

b. P (X>x) = 0.95
At, p = 0.05, the z value = -1.65

z= (X- μ)/σ

⟹ X = z σ + μ = (-1.65*50) + 260 = 177.5

Problem 14

The reaction time of a driver to visual stimulus is normally distributed with a mean of 0.4 seconds and a standard
deviation of 0.05 seconds.

(a) What is the probability that a reaction requires more than 0.5 seconds?

(b) What is the probability that a reaction requires between 0.4 and 0.5 seconds?

(c) What is the reaction time that is exceeded 90% of the time?

Solution