Chapter 3 part B

Probability Distribution
 Chapter 3, Part B
Probability Distributions
 Uniform Probability Distribution
 Normal Probability Distribution
 Exponential Probability Distribution
f (x) Exponential
Uniform
f (x)

f (x) Normal

x
x

x
 Continuous Random Variables

 Examples of continuous random variables include the

following:
• The number of ounces of soup placed in a can
• The flight time of an airplane traveling from
Chicago to New York
• The lifetime of the picture tube in a new television
set
• The drilling depth required to reach oil in an
offshore drilling operation
 Continuous Probability Distributions

 A continuous random variable can assume any value

in an interval on the real.
 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 an interval.
 Continuous Probability Distributions

 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.

Uniform f (x) Exponential

f (x)

f (x)
Normal

x
x x1 xx12 x2
x1 x2
x
x1 x 2
 Uniform Probability Distribution

 A random variable is uniformly distributed whenever

the probability that the variable will assume a value in
any interval of equal length is the same for each
interval.
 The uniform probability density function is:

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
 Example: Flight Time

 Uniform Probability Distribution

Let x denote the flight time of an airplane traveling
from Chicago to New York. Assume that the
minimum time is 2 hours and that the maximum time
is 2 hours 20 minutes.
 Assume that sufficient actual flight data are available
to conclude that the probability of a flight time is same
in this interval.
 This means probability of flight time between 120 and
121 minutes is the same as the probability of a flight
time within any other 1-minute interval up to and
including 140 minutes.
 Example: Flight Time

 Uniform Probability Density Function

f(x) = 1/20 for 120 < x < 140

=0 elsewhere

where:
x = flight time in minutes
 Example: Flight Time

 Uniform Probability Distribution for Flight Time

f(x)

1/20

x
120 130 140
Flight Time (mins.)
 Example: Flight Time

What is the probability that a flight will take

between 135 and 140 minutes?

f(x)

P(135 < x < 140) = 1/20(5) = .25

1/20

x
120 130 135 140
Flight Time (mins.)
 Example: Flight Time

What is the probability that a flight will take

between 124 and 136 minutes?

f(x)

P(124 < x < 136) = 1/20(12) = .6

1/20

x
120 124 130 136 140
Flight Time (mins.)
 Normal Probability Distribution

 The normal probability distribution is the most

important distribution for describing a continuous
random variable.
 It is widely used in statistical inference.
 Normal Probability Distribution

 It has been used in a wide variety of applications:

Heights Amounts
of people of rainfall

Test Scientific
scores measurements
 Distibución de probabilidad Normal

 Función de densidad de probabilidad Normal

1  ( x   )2 /2  2
f (x)  e
 2

Donde:
 = promedio
 = desviación estandar
 = 3.14159
e = 2.71828
 Distibución de probabilidad Normal

 Caracteristicas
La distribución es simétrica, y es en forma de campana.

x
 Distibución de probabilidad Normal

 Características

La familia entera d distribuciones de probabilidad

Normal esta definida por su promedio m y su
desviación estandar s .

Desviación estandar s

x
Promedio m
 Distibución de probabilidad Normal

 Características

El punto más alto de nuestra curva está en el

promedio, el cual es también la mediana y moda.

x
 Distibución de probabilidad Normal

 Características

El promedio puede ser cualquier valor numérico:

negativo, cero, o positivo.

x
-10 0 20
 Distibución de probabilidad Normal

 Características

La desviación estandar determina el ancho de la

curva: Valores mas grandes resulta en curvas mas anchas.

s = 15

s = 25

x
 Distibución de probabilidad Normal

 Características
Las probabilidades para la variable aleatoria normal
estan dados por el área bajo la curva. El área total
bajo la curva es 1 (.5 a la derecha del promedio y
.5 a la izquierda).

.5 .5
x
 Distibución de probabilidad Normal

 Características
99.72%
95.44%
68.26%

m
x
m – 3s m – 1s m + 1s m + 3s
m – 2s m + 2s
 Distribución de probabilidad normal estandar

Una variable aleatoria que tiene una distribución normal

con promedio de 0 y una desviación estandar de 1 se
dice que tiene una distibución de probabilidad normal
estandar.
 Distribución de probabilidad normal estandar

 Convirtiendo a la dstribución normal estandar

x
z


Pensamos de z como una medida del número de

desviaciones estandar x de .
 Ejemplo:

 Distribución de probabilidad normal estandar

Pep Zone vende autopartes y suministros que
incluyen aceite de motor. Cuando el stock de este
aceite cae a 20 galones , una orden de reabastecimiento
es girada.
 Ejemplo:

Distribución de probabilidad normal estandar

El administrador esta preocupado debido a que
las ventas estan cayendo debido a desabastecimiento
mientras esperan por una orden. Ha sido determinado
que la demanda durante el tiempo de reabastecimiento
se distribuye normalmente con una media de 15
galones y una desviación estándar de 6 galones.
El administrador quiere saber la probabilidad de
un desabastecimiento, P(x > 20).
 Ejemplo

 Resolviendo

Paso 1: Convertir x a la distribución normal.

z = (x - )/
= (20 - 15)/6
= .83

Paso 2: Encontrar el area bajo la curva entre el promedio

y z = .83.

ver la siguiente diapositiva

 Ejemplo:

 Tabla de probabilidad para la

Distribución normal estandar
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
. . . . . . . . . . .
.5 .1915 .1695 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549
.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
. . . . . . . . . . .

P(0 < z < .83)

 Ejemplo:

 Resolviendo

Paso 3: Calcular el área bajo la curva normal estandar

a la derecha de z = .83.

P(z > .83) = .5 – P(0 < z < .83)

= 1- .2967
= .2033

Probabilidad
P(x > 20)
 Ejemplo:

 Resolviendo la probabilidad de desabasto

Area = .5 - .2967
Area = .2967
= .2033

z
0 .83
 Ejemplo:

 Distribución de probabilidad normal estandar

Si el gerente de Pep Zone quiere que la
probabilidad de un desabastecimiento no sea superior
a .05, ¿cuál debería ser el punto de reorden?
 Ejemplo:

 Resolviendo para el punto de reorden

Area = .4500

Area = .0500

z
0 z.05
 Ejemplo:

 Resolviendo para el punto de reorden

Paso 1: Encuentre el valor z que corta un área de .05

en la esquina derecha de la distribución estándar
normal.
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
Observamos el área
. . . . . . . . . . .
(.5 - .05 = .45)
 Ejemplo:

 Resolviendo para el punto de reorden

Paso 2: Convertir z.05 al valor correspondiente de x.

x =  + z.05
 = 15 + 1.645(6)
= 24.87 or 25

Un punto de reorden de 25 galones colocara la

probabilidad de desabastecimiento durante el tiempo de
entrega en (un poco menos de) .05.
 Example: Pep Zone

 Solving for the Reorder Point

By raising the reorder point from 20 gallons to
25 gallons on hand, the probability of a stockout
decreases from about .20 to .05.
This is a significant decrease in the chance that Pep
Zone will be out of stock and unable to meet a
customer’s desire to make a purchase.
 Exponential Probability Distribution

 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 Time required
at a toll booth to complete a Distance between
questionnaire major defects
in a highway
 Exponential Probability Distribution

 Density Function
1  x /
f ( x)  e for x > 0,  > 0


where:  = mean
e = 2.71828
 Exponential Probability Distribution

 Cumulative Probabilities

P ( x  x0 )  1  e  xo / 

where:
x0 = some specific value of x
 Example: Al’s Full-Service Pump

 Exponential Probability Distribution

The time between arrivals of cars at Al’s full-
service gas pump 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.
 Example: Al’s Full-Service Pump

 Exponential Probability Distribution

f(x)

.4 P(x < 2) = 1 - 2.71828-2/3 = 1 - .5134 = .4866

.3
.2
.1
x
1 2 3 4 5 6 7 8 9 10
Time Between Successive Arrivals (mins.)
Relationship between the Poisson
and Exponential Distributions

The Poisson distribution

provides an appropriate description
of the number of occurrences
per interval

The exponential distribution

provides an appropriate description
of the length of the interval
between occurrences
End of Chapter 3, Part B