Академический Документы
Профессиональный Документы
Культура Документы
CHAPTER 4 (Week 6)
CONTINUOUS PROBABILITY
DISTRIBUTION
Dr.S.Rajalingam
6/11/2015
uniform distribution
exponential distribution
gamma distribution
Weibull distribution
beta distribution
normal distribution
6/11/2015
uniform distribution
exponential distribution
Weibull
distribution
beta distribution
6/11/2015
Events
Time
X1
X2
X4
X3
Exponential Distribution
Probability
le l x , x 0
f ( x)
, otherwise
0
Cumulative Distribution Function
0,
F ( x) l x
1 e
x 0,
x0
E ( X)
1
1
, V ( X) 2
l
l
8
6/11/2015
Example 1:
Let X is the number of individuals failing in a large group and has a
exponential distribution. If we assume that the mean of X is 10, what is
the probability that more than 20 will fail at the same time?
le l x , x 0
f ( x)
, o/w
0
Solution:
(0.1)e 0.1x
f ( x)
0
,x0
Mean E ( X )
10
l 0.1
, otherwise
20
e 2 0.135
9
Example 2:
Let X be an exponential random variable with = 0.05 Calculate the
following probabilities:
a. P(X < 50)
b. P(x > 60)
c. P(50 < x < 60)
le l x , x 0
d. What is the mean and the variance of X.
(0.05)e 0.05x , x 0
f ( x)
, otherwise
0
50
f ( x)
0
o/w
50
6/11/2015
le l x , x 0
f ( x)
, o/w
0
E ( X)
1
1
, V ( X) 2
l
l
e 3 0.05
60
60
1
1
20, V ( x)
400
0.05
(0.05) 2
11
Exercise:
DYS
6/11/2015
13
14
6/11/2015
15
1
1 [( x m ) / s ]2
e 2
2 s
, x ,
E(X) = m and
V(X) = s 2
Graph
pdf
cdf
16
6/11/2015
2 s
12 [( x m ) / s ]2
Z ~ N ( 0 , 1)
( z)
z2
1
e 2 , z
2
P(Z z) ( z) (t ) dt
t2
2
1
e dt , z
18
6/11/2015
19
Example 1: Evaluate
a) P(Z 1.25)
(1.25) 0.8944
20
10
6/11/2015
Example 1: Evaluate
b) P(Z 1.25) (1.25) 0.1056
21
Example 1: Evaluate
a) P(Z 1.25)
(1.25) 0.8944
c) P(Z 1.25)
1 P( Z 1.25)
1 (1.25)
0.1056
b) P(Z 1.25)
(1.25) 0.1056
d ) P(0.38 Z 1.25)
(1.25) (0.38)
0.8944 0.3520
0.5424
22
11
6/11/2015
Example 2:
23
Solution Example 2:
x m 25 15
P( X 25) P
5
s
P( z 2)
1 P( z 2)
24
12
6/11/2015
x m 25 15
P( X 25) P
5
s
P( z 2)
1 P( z 2)
1 (2)
1 0.977
0.023
25
Exercise:
The line width of a tool used for semiconductor manufacturing is
assumed to be normally distributed with a mean of 0.55 mm and
variance of 0.0025 mm.
(a) What is the probability that a line width is greater than 0.60 mm?
(b) What is the probability that a line width is between 0.45 mm and
0.65mm?
(c) The line width of 95% of samples is below what value?
DYS
26
13
6/11/2015
END
28
14