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(ii)
f ( x ) dx 1 (area under the entire graph of f(x)).
If X is a continuous r.v., then for any number c, P(X=c)=0.
x
Example: A college professor never finishes his lecture before the bell rings to end the
period and always finishes his lectures within 2 min after the bell rings. Let X=the time
that elapses between the bell and the end of the lecture and suppose the pdf of X is
k x , 2
0 x 2
otherwise . Find the value of k which makes f(x) a legitimate pdf.
f ( x)
0,
Example: The amount of bread (in hundreds of pounds) that a certain bakery is able to
sell in a day is a random variable with probability function,
Ax , 0 x 5
f ( x) A(10 x ), 5 x 10
0, othe rwise
Obtaining f(x) from F(x) : If X is a continuous r.v. with pdf f(x) and cdf F(x), then at
every x at which the derivative exists, F`(x)=f(x).
by p F (r ( p )) P( X r ( p )) f ( y )dy.
P(Xmedian)=P(X>median)=0.50
2 Var ( X ) E ( X 2 ) 2 where E( X 2 ) x
2
f ( x ) dx.
If h(X) is a linear function of X, the rules of the mean and the variance can directly be
used instead of going through the mathematics.
Example: Go back to the example with the college professor in this chapter and
calculate cumulative density function F(X), 90th percentile of X, the median, the expected
value of X (E(X)) and the variance of X (Var(X)). Also demonstrate how to obtain f(x)
from F(x). Define the findings by word.
1
Chebyshev's Inequality : P(| X |) k ) is the probability that the value of X
k2
1
lies at least k standard deviations from its mean is at most .
k2
Normal Distribution: X ~ N ( , 2 )
A continuous r.v. X is said to have a normal distribution with parameters and 2
where - < < and > 0. The pdf of X is
1 2
/ 2 2
f ( x; , ) e ( x ) , x , , 2 0
2
It is symmetric and bell-shaped. It is called standard normal distribution when =0 and
2 =1 and the random variable is denoted by Z (standard normal random variable,N(0,1)).
The cdf of Z is (z ) =P(Zz). Appendix table A.3 can be used to compute (z ) .
(c) If you would like smallest 5% of X to be 16 how many points you need to add or
subtract to X?
x * 20 x * 20
P(X<x*)=0.05= P Z then by looking at the z-table, =-1.645 x* =
2 2
16.71. You need to subtract 0.71.
(d) If you would like largest 5% of X to be 24 how many points you need to add or
subtract to X?
x * 20 x * 20
P(X>x*)=0.05= P Z then by looking at the z-table, =1.645 x* =
2 2
23.29. You need to add 0.71.
Example: In mathematics test, if we assume that your test scores (X) were
approximately normally distributed with mean of 76.8 and standard deviation of 13.94.
b. If the cutoff for a grade of A is the lowest score of the top 15%, what is that cutoff
point?
c. How many points must be added to the student scores so that only 10% fail (less than
60 be the failing grade)?
d. If the cutoff for a grade of C is the lowest score of the top 45%, what is that cutoff
point?
(b) of failing to readjust when the process is too alkaline and the mean pH is =7.15
Exercise 4.48 (textbook): Suppose that 10% of all steel shafts produced by a certain
process are nonconforming but can be reworked (rather than having to be scrapped).
Consider a random sample of 200 shafts and let X denote the number among these that
are nonconforming and can be reworked. What is the approximate probability that X is
(a) At most 30?
1
f ( x)
x 1 e x / , x 0, , 0
( )
It is a skewed distribution. Note that
( ) x
1
e x dx, 0
0
( 1) ( 1), 1
( 1)!, is any positive integer
(1 / 2) , E( X ) , Var ( X ) 2
When the random variable is a standard gamma r.v. then the cdf is called the
incomplete gamma function (Appendix Table A.4). F(x;,)=F(x/;)
If the random variable, X is distributed Exponential () then Y=X1/ has Weibull(,).
Exercise 4-56 (textbook): Suppose the time spent by a randomly selected student who
uses a terminal connected to a local time sharing facility has a gamma distribution with
mean 20 and variance 80 min2.
(a) What are the values of and ?
(b) What is the probability that a student uses the terminal for at most 24 min?
(c) What is the probability that a student spends between 20 and 40 min using the
terminal?
Example: Find the probability that the time taken for the next two cars to arrive at a
tollbooth will be 1 minute or less when =2 per minute.
Example: Flaws in a reel of high-fidelity radar recording tape occur on the average of
once every 10 feet. Determine the probability that the next recording will begin on a
flawless stretch of tape over 5 feet long.
Example: A series system consists of 100 independent units, each with exponential
distribution with =0.005. Find the system reliability over a span of t=10.
Exercise 4-60 (textbook): Extensive experience with fans of a certain type used in
diesel engines has suggested that the exponential distribution provides a good model for
time until failure. Suppose the mean time until failure is 25000 hours. What is the
probability that
(a) A randomly selected fan will last at least 20000 hours?
(b) A randomly selected fan will last at most 30000 hours?
(c) A randomly selected fan will last between 20000 and 30000 hours?
(d) The lifetime of a fan exceeds the mean value by more than 2 standard deviations?
Probability plots: Order the n-sample observations from smallest to largest. Then the i th
smallest observation in the list is taken to be the [100(i-0.5)/n]th sample percentile.
Exercise 4-80 (textbook): Ten observations on bearing lifetime (in hours) are collected.
Construct a normal probability plot and comment on the plausibility of the normal
distribution as a model for bearing lifetime.
Data i (i-0.5)/n z
152.7 1 .05 -1.645
172 2 .15 -1.036
172.5 3 .25 -0.675
173.3 4 .35 -0.385
193 5 .45 -0.126
204.7 6 .55 0.126
216.5 7 .65 0.385
243.9 8 .75 0.675
262.6 9 .85 1.036
422.6 10 .95 1.645
450
400
350
300
d a ta
250
200
150
100
50
0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
z
Exercise 4-87 (textbook): The failure time observations (1000’s of hours) resulted from
accelerated life testing of 16 integrated circuit chips of a certain type. Use the
corresponding percentiles of the exponential distribution with =1 to construct a
probability plot. Comment on the sample having been generated from any exponential
distribution.
F(x)= 1 e x 1 e x , x 0
That means if the smallest 5 th percentile is observed then F(x)=0.05 and we are trying to
find what x is. x can be found as -ln(1-F(x)).
Data i (i-0.5)/n x
11.6 1 5/160 0.031749
26.5 2 15/160 0.09844
82.8 3 25/160 0.169899
179.7 4 35/160 0.24686
204.6 5 45/160 0.330242
212.6 6 55/160 0.421213
229.9 7 65/160 0.521297
242 8 75/160 0.632523
244.8 9 85/160 0.757686
304.3 10 95/160 0.900787
307.8 11 105/160 1.067841
359.5 12 115/160 1.268511
366.7 13 125/160 1.519826
379.1 14 135/160 1.856298
502.5 15 145/160 2.367124
558.9 16 155/160 3.465736
1.2
0.8
d a ta
0.6
0.4
0.2
0
0 100 200 300 400 500 600
x