UNIT-III

CONTINUOUS RANDOM VARIABLES & DISTRIBUTIONS

 Continuous Random variables and their properties
 Distributions functions and Densities
 Normal Distribution
 Evaluation of statistical parameters for Normal
Distribution
 Exponential Distribution
 Evaluation of statistical parameters for Exponential
Distribution
 Gamma Distribution
 Evaluation of statistical parameters for Gamma
Distribution
NORMAL DISTRIBUTION
 EXAMPLES FOR NORMAL VARIATE

Many of the variables which occur in nature

have normal distribution. Some examples are
1.Height of students of a college
2.Weight of apples grown in an orchard
3.I.Q(Intelligence Quotient) of a large group of
children.
4.Marks scored by students in an examination
 PROPERTIES OF NORMAL DISTRIBUTION
A normal distribution with parameters µ and σ has the following
properties.

1. The curve is Bell –shaped

a. It is symmetrical (Non-skew).
That is β1 = 0
b. The mean, media and mode are equal.

2. The curve is asymptotic to the X-axis. That is, the curve touches the X-axis only at -
∞ and+∞.
3. The curve has points of inflexion at µ - σ and µ +σ.

4. For the distribution ….

a. Standard deviation = σ
b. Quartile deviation = 2/3 σ (approximately)
c. Mean deviation = 4/5 σ (approximately)

5. For the distribution –

a. The odd order moments are equal to zero.
b. The even order moments are given by –
Thus, µ2 = σ2 and µ4 = 3σ4
6. The distribution is mesokurtic. That is,β2 =3.

7. Total area under the curve is unity.

P[a < X ≤ b]=Area bounded by the curve and the ordinates at a and b

a. P[ µ - σ < X ≤ µ + σ ] = 0.6826 = 68.26%

b. P[µ – 2σ < X ≤ µ + 2σ] = 0.9544 = 95.44%
c. P[µ – 3 σ < X<µ + 3σ] = 0.9974 = 99.74%
 STANDARD NORMAL VARIATE (SNV)
A normal variate with mean µ=0 and standard
deviation σ =1 is called Standard Normal
Variate. It is denoted by Z. Its probability
density function is –

The graph of standard normal distribution

is shown in the figure
 The shaded area in the figure represents the probability
that the variate takes a value between 0 and z. This area
can be read from the table of areas under Standard
Normal Curve. Corresponding to any positive z, the area
from 0 to z can be read from this table.

Let X be a normal variate with mean µ and standard

deviation σ. Then Z = is a Standard Normal
Variate
Therefore, to find any probability regarding X, the Standard
Normal Variate can be made use of.
Note: The Standard Normal Variate (SNV)is denoted by
N(0,1).
Mean of the normal Distribution
Variance of the Normal Distribution
MODE OF THE NORMAL DISTRIBUTION
MEDIAN OF THE NORMAL DISTRIBUTION
MEAN DEVIATION OF THE NORMAL DISTRIBUTION
Moment generating function of the Normal
Distribution
EX-1;
X is a normal variate with mean 42 and standard deviation 4. Find the probability
that a value taken by X is
(i)less then 50 (ii) greater than 50
(iii) less than 40 (iv) greater than 40
(v) between 43 and 46 (vi) between 40 and 44
(vii) between 37 and 41.
Solution:
X is a normal variate with parameters µ=42 and σ=4 Therefore,
EX; Height of students is normally distribute with mean
165 cms. And standard deviation 5 cms. Find the
probability that height of a students is(i)more than
177 cms. (ii) less than 162 cms
EX: Mean life of electric bulbs manufactured by a firm is 1200 hrs. The standard
deviation is 200 hrs.
(i)In a lot of 10,000 bulbs, how many bulbs are expected have life 1050 hrs. or more?
(ii)What is the percentage of bulbs which are expected to find before 1500 hrs. of
service?
EX : The mean and standard deviation of marks scored by a group of students
in an examination are 47 and 10 respectively. If only 20% of the students
have to be promoted, which should be the marks limits for promotion?
EXPONENTIAL DISTRIBUTION
Mean of the Exponential Distribution
Variance of the Exponential Distribution
Moment generating function of the Exponential
Distribution
Example: The lifetime T (years) of an electronic component is a continuous
random variable with a probability density function given by
f(t) = e −t t ≥ 0 (i.e. λ = 1 or µ = 1) Find the lifetime L which a typical
component is 60% certain to exceed. If five components are sold to a
manufacturer, find the probability that at least one of them will have a
lifetime less than L years.
Example: Commonly, car cooling systems are controlled by electrically driven
fans. Assuming that the lifetime T in hours of a particular make of fan can
be modelled by an exponential distribution with λ = 0.0003 find the
proportion of fans which will give at least 10000 hours service. If the fan is
redesigned so that its lifetime may be modelled by an exponential
distribution with λ = 0.00035, would you expect more fans or fewer to give
at least 10000 hours service?
Example: The time intervals between successive barges passing a certain
point on a busy waterway have an exponential distribution with mean 8
minutes. (a) Find the probability that the time interval between two
successive barges is less than 5 minutes. (b) Find a time interval t such that
we can be 95% sure that the time interval between two successive barges
will be greater than t.
Example:
Answer:
PROBLEMS ON EXPONENTIAL DISTRIBUTION
GAMMA DISTRIBUTION
GAMMA DISTRIBUTION
Mean of the Gamma Distribution
Variance of the Gamma Distribution
Moment generating function of the Gamma
Distribution
PROBLEMS ON GAMMA DISTRIBUTION