Normal &
Exponential Distribution
NORMAL
DISTRIBUTION
Probability distributions are generally divided into two
classes.
•discrete probability distribution
•continuous probability distribution
A family of bell-shaped curves that differ
only in their means and standard
deviations.
µ = the mean of the distribution
= the standard deviation
X
0 3 6 8 9 12
Expected value:
E( X )
all x
xi p(xi )dx
Variance:
( xi ) p(xi )dx
2
Var ( X )
all x
Standardizing:
• Suppose X~N(
• Form a new random variable by subtracting the mean from X
and dividing by the standard deviation :
(X
• This process is called standardizing the random variable X.
(X is also a normal random variable; we will
denote it by Z:
Z = (X
has mean 0 and standard deviation 1:
E(Z) = = 0; SD(Z) = = 1.
The probability distribution of Z is called the standard
normal distribution.
Standardizing (cont.)
• If X has mean and stand. dev. , standardizing
a particular value of x tells how many standard
deviations x is above or below the mean .
• Exam 1: =80, =10; exam 1 score: 92
Exam 2: =80, =8; exam 2 score: 90
Which score is better?
92 80 12
z1 1.2
10 10
90 80 10
z2 1.25
8 8
90 on exam 2 is better than 92 on exam 1
Probability density function:
Density of a continuous random variable, is a function, whose
value at any given sample in the sample space can be interpreted
as providing a relative likelihood that the value of the random
variable would equal that sample.
While the absolute likelihood for a continuous random variable
to take on any particular value is 0 ,the value of the PDF at two
different samples can be used to infer that, in any particular draw
of the random variable, how much more likely it is that the random
variable would equal one sample compared to the other sample.
Falling within a particular range of values.
Integral of this variable’s PDF over that range.
Pdf of a standard normal RV
• A normal random variable x has the
following pdf:
2
12 ( x 2 )
f ( x) 1
e , x
2
Z ~ N (0,1) substitute 0 for and 1 for
pdf for the standard normal rv becomes
1 2
1 z
( z) e 2 , z
2
Suppose a species of bacteria typically
lives 4 to 6 hours. What is the probability
that a bacterium lives exactly 5 hours?
The answer is 0%. A lot of bacteria live
for approximately 5 hours, but there is no
chance that any given bacterium dies
at exactly 5.0000000000... hours.????
Cumulative distribution function:
The cumulative distribution function (CDF) of a real-
valued random variable X, or just distribution function of X,
evaluated at x, is the probability that X will take a value less
than or equal to x.
Problem :
The average speed of a car is 65 kmph with a standard deviation of 4. Find
the probability that the speed is less than 60 kmph.
Solution:
Mean μ = 65
Standard deviation, σ = 4
Expected value, X = 4
Z-score, z = X−μ/σ
z = 60−65/4 = -1.25
Looking up the z-score in the z-table, we get 0.1056.
Hence, probability is 0.1056.
QUESTION:
The Acme Light Bulb Company has found that an
average light bulb lasts 1000 hours with a standard
deviation of 100 hours. Assume that bulb life is normally
distributed. What is the probability that a randomly
selected light bulb will burn out in 1200 hours or less?
Solution:
We know the following:
The mean score is 1000.
The standard deviation is 100.
The normal random variable, for which we want to find a
cumulative probability, is 1200.
EXPONENTIAL
DISTRIBUTION
Exponential distribution is the probability distribution that
describes the time between events in a poisson process, i.e.
a process in which events occur continuously and
independently at a constant average rate.
Probability density function:
Mean E(X) = 1/λ
Variance V(X) = 1/ λ2
e = 2.71828
x
f ( x) e x0
1
f ( x) e x /
for x 0, 0
Cumulative Distribution function:
Mean E(X) = 1/λ
Variance V(X) = 1/ λ2
x
F ( x) 1 e x0
x0 /
P ( x x0 ) 1 e
Memory less property
• Exponential Density often used in
queuing systems for:
– Elapsed time between arrivals to a system
– Time required to service a transaction
The Exponential Distribution
The exponential
distribution has a
number of useful
applications. For
example, we can use it
to describe arrivals at a
car wash or the time it
takes to load a truck.
Example: Al’s Full-Service Pump
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 Distribution
f(x)
.4 P(x << 2)
P(x 2) == 11 -- 2.71828 -2/3 = 1 - .5134 = .4866
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
