1 Chapter 6 Continuous Probability Distributions Uniform Probability Distribution Normal Probability...
-
Upload
abigayle-mosley -
Category
Documents
-
view
364 -
download
13
Transcript of 1 Chapter 6 Continuous Probability Distributions Uniform Probability Distribution Normal Probability...
1
Chapter 6 Continuous Probability Distributions
Uniform Probability DistributionNormal Probability DistributionExponential Probability Distribution
xx
ff((xx))
2
Continuous Probability Distributions
A continuous random variable can assume any value in an interval on the real line or in a collection of intervals.It is not possible to talk about the probability of the random variable assuming a particular value.Instead, we talk about the probability of the random variable assuming a value within a given interval.The probability of the random variable assuming a value within some given interval from x1 to x2 is defined to be the area under the graph of the probability density function between x1 and x2.
3
A random variable is uniformly distributed whenever the probability is proportional to the interval’s length. Uniform Probability Density Function
f(x) = 1/(b - a) for a < x < b
= 0 elsewhere
where: a = smallest value the variable can assume
b = largest value the variable can assume
Uniform Probability Distribution
4
Expected Value of x
E(x) = (a + b)/2
Variance of x
Var(x) = (b - a)2/12 where: a = smallest value the variable can assume
b = largest value the variable can assume
Uniform Probability Distribution
5
Example: Slater's Buffet
Uniform Probability DistributionSlater customers are charged for the
amount of salad they take. Sampling suggests that the amount of salad taken is uniformly distributed between 5 ounces and 15 ounces.
The probability density function is f(x) = 1/10 for ______ < x <
_______ = 0 elsewhere
where:x = salad plate filling weight
6
Example: Slater's Buffet
Uniform Probability Distributionfor Salad Plate Filling Weight
f(x)f(x)
x x55 1010 1515
1/101/10
Salad Weight (oz.)Salad Weight (oz.)
7
Example: Slater's Buffet
Uniform Probability DistributionWhat is the probability that a customer
will take between 12 and 15 ounces of salad?
f(x)f(x)
x x55 1010 15151212
1/101/10
Salad Weight (oz.)Salad Weight (oz.)
P(12 < x < 15) = 1/10(3) = ____P(12 < x < 15) = 1/10(3) = ____
8
Example: Slater's Buffet
Expected Value of xE(x) = (a + b)/2 = (5 + 15)/2 = ______
Variance of x Var(x) = (b - a)2/12
= (15 – 5)2/12 = ______
9
Normal Probability Distribution
The normal probability distribution is the most important distribution for describing a continuous random variable.It has been used in a wide variety of applications:– Heights and weights of people– __________– Scientific measurements– Amounts of rainfall
It is widely used in statistical inference
10
Normal Probability Distribution
Normal Probability Density Function
where: = mean = standard deviation = 3.14159 e = 2.71828
f x e x( ) ( ) / 12
2 2 2
f x e x( ) ( ) / 1
2
2 2 2
12
Normal Probability Distribution
Characteristics of the Normal Probability Distribution– The distribution is symmetric, and is often
illustrated as a bell-shaped curve. – Two parameters, (mean) and (standard
deviation), determine the location and shape of the distribution.
– The highest point on the normal curve is at the mean, which is also the median and mode.
– The mean can be any numerical value: negative, zero, or positive.
… continued
13
Normal Probability Distribution
Characteristics of the Normal Probability Distribution– The standard deviation determines the
width of the curve: larger values result in wider, flatter curves.
= 10= 10
= 50= 50
14
Normal Probability Distribution
Characteristics of the Normal Probability Distribution– The total area under the curve is 1 (.5 to the
left of the mean and .5 to the right).– Probabilities for the normal random variable
are given by areas under the curve.
15
Normal Probability Distribution
Characteristics of the Normal Probability Distribution– 68.26% of values of a normal random
variable are within +/- 1 standard deviation of its mean.
– 95.44% of values of a normal random variable are within +/- 2 standard deviations of its mean.
– 99.72% of values of a normal random variable are within +/- 3 standard deviations of its mean.
16
A random variable that has a normal distribution with a mean of zero and a standard deviation of one is said to have a standard normal probability distribution.The letter z is commonly used to designate this normal random variable.Converting to the Standard Normal Distribution
We can think of z as a measure of the number of standard deviations x is from .
Standard Normal Probability Distribution
zx
zx
17
Example: Pep Zone
Standard Normal Probability DistributionPep Zone sells auto parts and supplies including a
popular multi-grade motor oil. When the stock of this oil drops to 20 gallons, a replenishment order is placed.
The store manager is concerned that sales are being lost due to stockouts while waiting for an order (leadtime). It has been determined that leadtime demand is normally distributed with a mean of 15 gallons and a standard deviation of 6 gallons.
The manager would like to know the probability of a
stockout, P(x > 20).
18
Standard Normal Probability DistributionThe Standard Normal table shows an area of ____ for the region between the z = 0 and z = ___ lines below. The shaded tail area is .5 - .2967 = .2033. The probability of a stock-
out is _____. z = (x - )/ = (20 - 15)/6
= .83
Example: Pep Zone
00 .83.83
Area = .2967Area = .2967
Area = .5Area = .5
Area = .5 - .2967Area = .5 - .2967 = .2033= .2033
zz
19
Using the Standard Normal Probability Table (e.g., Appendix B, Table 1)
Example: Pep Zone
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2518 .2549
.7 .2580 .2612 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2518 .2549
.7 .2580 .2612 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
20
Standard Normal Probability DistributionIf the manager of Pep Zone wants the probability of a stockout to be no more than .05, what should the reorder point be?
Let z.05 represent the z value cutting the .05 tail
area.
Example: Pep Zone
Area = .05Area = .05
Area = .5 Area = .5 Area = .45 Area = .45
00 zz.05.05
21
Using the Standard Normal Probability TableWe now look-up the .4500 area in the Standard Normal Probability table to find the corresponding z.05 value.
z.05 = 1.645 is a reasonable estimate.
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
. . . . . . . . . . .
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
. . . . . . . . . . .
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
. . . . . . . . . . .
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
. . . . . . . . . . .
Example: Pep Zone
22
Standard Normal Probability DistributionThe corresponding value of x is given by
x = + z.05= 15 + 1.645(6)
= _______A reorder point of ______ gallons will
place the probability of a stockout during leadtime at .05. Perhaps Pep Zone should set the reorder point at 25 gallons to keep the probability under .05.
Example: Pep Zone
23
Exponential Probability Distribution
The exponential probability distribution is useful in describing the time it takes to complete a task.The exponential random variables can be used to describe:– Time between vehicle arrivals at a toll booth– Time required to complete a questionnaire– Distance between major defects in a
highway
24
Exponential Probability Density Function
for x > 0, > 0
where: = mean e = 2.71828
Exponential Probability Distribution
f x e x( ) / 1
f x e x( ) / 1
25
Cumulative Exponential Distribution Function
where: x0 = some specific value of x
Exponential Probability Distribution
P x x e x( ) / 0 1 o P x x e x( ) / 0 1 o
26
Exponential Probability DistributionThe time between arrivals of cars at Al’s
Carwash follows an exponential probability distribution with a mean time between arrivals of 3 minutes. Al would like to know the probability that the time between two successive arrivals will be 2 minutes or less.
P(x < 2) = 1 - 2.71828-2/3 = 1 - .5134 = _____
Example: Al’s Carwash
27
Example: Al’s Carwash
Graph of the Probability Density Function
xx
f(x)f(x)
.1.1
.3.3
.4.4
.2.2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
P(x < 2) = area = .4866P(x < 2) = area = .4866
Time Between Successive Arrivals (mins.)Time Between Successive Arrivals (mins.)
28
Relationship between the Poissonand Exponential Distributions
(If) the Poisson distribution(If) the Poisson distributionprovides an appropriate descriptionprovides an appropriate description
of the number of occurrencesof the number of occurrencesper intervalper interval
(If) the Poisson distribution(If) the Poisson distributionprovides an appropriate descriptionprovides an appropriate description
of the number of occurrencesof the number of occurrencesper intervalper interval
(If) the exponential distribution(If) the exponential distributionprovides an appropriate descriptionprovides an appropriate description
of the length of the intervalof the length of the intervalbetween occurrencesbetween occurrences
(If) the exponential distribution(If) the exponential distributionprovides an appropriate descriptionprovides an appropriate description
of the length of the intervalof the length of the intervalbetween occurrencesbetween occurrences