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Edwards University
2003 Thomson/South-Western
Slide 1
Uniform Probability Distribution Normal Probability Distribution Exponential Probability Distribution f(x)
2003 Thomson/South-Western
Slide 2
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.
2003 Thomson/South-Western
Slide 3
A random variable is uniformly distributed whenever the probability is proportional to the intervals 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
2003 Thomson/South-Western
Slide 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
2003 Thomson/South-Western
Slide 5
Uniform Probability Distribution Slater 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 5 < x < 15 =0 elsewhere where: x = salad plate filling weight
2003 Thomson/South-Western
Slide 6
2003 Thomson/South-Western
Slide 7
Uniform Probability Distribution What is the probability that a customer will take between 12 and 15 ounces of salad? f(x) P(12 < x < 15) = 1/10(3) = .3 1/10 x 5 10 12 15 Salad Weight (oz.)
2003 Thomson/South-Western
Slide 8
Expected Value of x E(x) = (a + b)/2 = (5 + 15)/2 = 10 Variance of x Var(x) = (b - a)2/12 = (15 5)2/12 = 8.33
2003 Thomson/South-Western
Slide 9
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 Test scores Scientific measurements Amounts of rainfall It is widely used in statistical inference
2003 Thomson/South-Western
Slide 10
1 ( x )2 / 2 2 f ( x) e 2
where:
2003 Thomson/South-Western
Slide 11
2003 Thomson/South-Western
Slide 12
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
Slide 13
2003 Thomson/South-Western
Characteristics of the Normal Probability Distribution The standard deviation determines the width of the curve: larger values result in wider, flatter curves. = 10
= 50
2003 Thomson/South-Western
Slide 14
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.
2003 Thomson/South-Western
Slide 15
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.
2003 Thomson/South-Western
Slide 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
2003 Thomson/South-Western
Standard Normal Probability Distribution The Standard Normal table shows an area of .2967 for the region between the z = 0 and z = .83 lines below. The shaded tail area is .5 - .2967 = .2033. The probability of a stockout is .2033. z = (x - )/ = (20 - 15)/6 = .83 Area = .2967 Area = .5 - .2967 = .2033 Area = .5 0 .83 z
Slide 19
2003 Thomson/South-Western
.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 .5 .6 .7 .8 .9 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2518 .2549 .2580 .2612 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
Slide 20
2003 Thomson/South-Western
Standard Normal Probability Distribution If the manager of Pep Zone wants the probability of a stockout to be no more than .05, what should the reorder point be?
Area = .05 Area = .5 Area = .45 z.05 0 Let z.05 represent the z value cutting the .05 tail area.
2003 Thomson/South-Western Slide 21
Using the Standard Normal Probability Table We now look-up the .4500 area in the Standard Normal Probability table to find the corresponding z.05 value.
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 . . . . . . . . . . .
Standard Normal Probability Distribution The corresponding value of x is given by x = + z.05 = 15 + 1.645(6) = 24.87 A reorder point of 24.87 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.
2003 Thomson/South-Western
Slide 23
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
2003 Thomson/South-Western
Slide 24
f ( x)
where:
= mean
e = 2.71828
2003 Thomson/South-Western
Slide 25
P ( x x0 ) 1 e xo /
where: x0 = some specific value of x
2003 Thomson/South-Western
Slide 26
Exponential Probability Distribution The time between arrivals of cars at Als 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 = .4866
2003 Thomson/South-Western
Slide 27
f(x) .4
.3 .2 P(x < 2) = area = .4866
.1
x 1 2 3 4 5 6 7 8 9 10
Time Between Successive Arrivals (mins.)
2003 Thomson/South-Western
Slide 28
(If) the exponential distribution provides an appropriate description of the length of the interval between occurrences
2003 Thomson/South-Western Slide 29
End of Chapter 6
2003 Thomson/South-Western
Slide 30