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Continuous Random
Variables and
Probability Distributions
4.1
Probability Density
Functions
Example 4
The direction of an imperfection with respect to a reference
line on a circular object such as a tire, brake rotor, or
flywheel is, in general, subject to uncertainty.
Consider the reference line connecting the valve stem on a
tire to the center point, and let X be the angle measured
clockwise to the location of an imperfection. One possible
pdf for X is
Example 4
contd
10
Example 4
contd
(360) = 1.
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12
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Example 5
Time headway in traffic flow is the elapsed time between
the time that one car finishes passing a fixed point and the
instant that the next car begins to pass that point.
Let X = the time headway for two randomly chosen
consecutive cars on a freeway during a period of heavy
flow. The following pdf of X is essentially the one suggested
in The Statistical Properties of Freeway Traffic (Transp.
Res., vol. 11: 221228):
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Example 5
contd
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Example 5
Clearly, f (x) 0; to show that
calculus result
contd
ekx dx = (1/k)ek a.
Then
17
Example 5
contd
.15e.15(x .5) dx
= .15e.075
e15x dx
=
18
Example 5
contd
= e.075(e.75 + e.075)
= 1.078(.472 + .928)
= .491
= P (less than 5 sec)
= P (X < 5)
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Example 6
Let X, the thickness of a certain metal sheet, have a
uniform distribution on [A, B].
The density function is shown in Figure 4.6.
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Example 6
contd
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Example 6
contd
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Example 7
Suppose the pdf of the magnitude X of a dynamic load on a
bridge (in newtons) is
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Example 7
contd
Thus
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Example 7
contd
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Example 7
contd
=1
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Example 8
When X has a uniform distribution, F(x) is differentiable
except at x = A and x = B, where the graph of F(x) has
sharp corners.
Since F(x) = 0 for x < A and F(x) = 1 for
x > B, F (x) = 0 = f(x) for such x.
For A < x < B,
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f(y) dy
(4.2)
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Example 9
The distribution of the amount of gravel (in tons) sold by a
particular construction supply company in a given week is a
continuous rv X with pdf
40
Example 9
contd
41
Example 9
contd
that is,
((p))3 3(p) + 2p = 0
For the 50th percentile, p = .5, and the equation to be
solved is 3 3 + 1 = 0; the solution is = (.5) = .347. If
the distribution remains the same from week to week, then
in the long run 50% of all weeks will result in sales of less
than .347 ton and 50% in more than .347 ton.
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44
Expected Values
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Expected Values
For a discrete random variable X, E(X) was obtained by
summing x p(x)over possible X values.
Here we replace summation by integration and the pmf by
the pdf to get a continuous weighted average.
Definition
The expected or mean value of a continuous rvX with
pdf f (x) is
x = E(X) =
x f(x) dy
46
Example 10
The pdf of weekly gravel sales X was
f(x) =
(1 x2) 0 x 1
0
otherwise
So
47
Expected Values
When the pdf f(x) specifies a model for the distribution of
values in a numerical population, then is the population
mean, which is the most frequently used measure of
population location or center.
Often we wish to compute the expected value of some
function h(X) of the rv X.
If we think of h(X) as a new rv Y, techniques from
mathematical statistics can be used to derive the pdf of Y,
and E(Y) can then be computed from the definition.
48
Expected Values
Fortunately, as in the discrete case, there is an easier way
to compute E[h(X)].
Proposition
If X is a continuous rv with pdf f(x) and h(X) is any function
of X, then
E[h(X)] = h(X) =
h(x) f (x) dx
49
Example 11
Two species are competing in a region for control of a
limited amount of a certain resource.
Let X = the proportion of the resource controlled by species
1 and suppose X has pdf
f(x) =
0x1
otherwise
Example 11
contd
max(x, 1 x) f (x)dx
51
Example 11
contd
max(x, 1 x) 1 dx
(1 x) 1 dx +
x 1 dx
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Variance
For h(X), a linear function, E[h(X)] = E(aX + b) = aE(X) + b.
In the discrete case, the variance of X was defined as the
expected squared deviation from and was calculated by
summation. Here again integration replaces summation.
Definition
The variance of a continuous random variable X with pdf
f(x) and mean value is
= V(X) =
Variance
The variance and standard deviation give quantitative
measures of how much spread there is in the distribution or
population of x values.
Again is roughly the size of a typical deviation from .
Computation of 2 is facilitated by using the same shortcut
formula employed in the discrete case.
Proposition
V(X) = E(X2) [E(X)]2
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Example 12
For weekly gravel sales, we computed E(X) = . Since
E(X2) =
x2 f (x) dx
x2
(1 x2) dx
(x2 x4) dx =
55
Example 12
contd
and X = .244
When h(X) = aX + b, the expected value and variance of
h(X) satisfy the same properties as in the discrete case:
E[h(X)] = a + b and V[h(X)] = a2 2.
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57
<x<
(4.3)
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65
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Example 13
Lets determine the following standard normal probabilities:
(a) P(Z 1.25),
(b) P(Z > 1.25),
(c) P(Z 1.25), and
68
Example 13
contd
Example 13
contd
Example 13
contd
(1.25)
(.38)
= .8944 .3520
= .5424
71
Example 13
contd
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Example 14
The 99th percentile of the standard normal distribution is
that value on the horizontal axis such that the area under
the z curve to the left of the value is .9900.
Appendix Table A.3 gives for fixed z the area under the
standard normal curve to the left of z, whereas here we
have the area and want the value of z. This is the inverse
problem to P(Z z) = ?
so the table is used in an inverse fashion: Find in the
middle of the table .9900; the row and column in which it
lies identify the 99th z percentile.
75
Example 14
contd
76
Example 14
contd
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z notation Illustrated
Figure 4.19
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Example 15
z.05 is the 100(1 .05)th = 95th percentile of the standard
normal distribution, so z.05 = 1.645.
The area under the standard normal curve to the left of
z.05 is also .05. (See Figure 4.20.)
Finding z.05
Figure 4.20
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Example 16
The time that it takes a driver to react to the brake lights on
a decelerating vehicle is critical in helping to avoid rear-end
collisions.
The article Fast-Rise Brake Lamp as a CollisionPrevention Device (Ergonomics, 1993: 391395) suggests
that reaction time for an in-traffic response to a brake signal
from standard brake lights can be modeled with a normal
distribution having mean value 1.25 sec and standard
deviation of .46 sec.
90
Example 16
contd
Thus
91
Example 16
contd
= P(.54 Z 1.09) =
(1.09)
(.54)
92
Example 16
contd
93
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95
Example 18
The amount of distilled water dispensed by a certain
machine is normally distributed with mean value 64 oz and
standard deviation .78 oz.
What container size c will ensure that overflow occurs
only .5% of the time? If X denotes the amount dispensed,
the desired condition is that P(X > c) = .005, or,
equivalently, that P(X c) = .995.
Thus c is the 99.5th percentile of the normal distribution
with = 64 and = .78.
96
Example 18
contd
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99
Example 19
IQ in a particular population (as measured by a standard
test) is known to be approximately normally distributed with
= 100 and = 15.
What is the probability that a randomly selected individual
has an IQ of at least 125?
Letting X = the IQ of a randomly chosen person, we wish
P(X 125).
The temptation here is to standardize X 125 as in
previous examples. However, the IQ population distribution
is actually discrete, since IQs are integer-valued.
100
Example 19
contd
Example 19
contd
102
Example 19
contd
103
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105
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Example 20
Suppose that 25% of all students at a large public
university receive financial aid.
Let X be the number of students in a random sample of
size 50 who receive financial aid, so that p = .25.
Then = 12.5 and = 3.06.
Since np = 50(.25) = 12.5 10 and n(1-p) = 37.5 10, the
approximation can safely be applied.
111
Example 20
contd
112
Example 20
contd
113