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Alexandria University,
Faculty of engineering,
Production department.

Types of distribution & some of their

applications

by: AbdElaziz Mohamed Abdelaziz

section: 4
number: 100
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In the measure-theoretic formalization of probability
theory, a random variable is defined as
a measurable function u from a probability
space to measurable space .

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A probability distribution is called discrete if its

cumulative distribution function only increases in
jumps. More precisely, a probability distribution is
discrete if there is a finite or countable set whose
.probability is 1
For many familiar discrete distributions, the set of
possible values is topologically discrete in the sense
that all its points are isolated points. But, there are
discrete distributions for which this countable set is
dense on the real line.
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In probability theory, a continuous probability

distribution is a probability distribution which
possesses a probability density function.
Mathematicians also call such distribution
absolutely continuous, since its cumulative
distribution function is absolutely continuous with
respect to the Lebesgue measure Ȝ. If the
distribution of X is continuous, then X is called a
continuous random variable. There are many
examples of continuous probability distributions:
.normal, uniform, chi-squared, and others
Intuitively, a continuous random variable is the one
which can take a continuous range of values ² as
opposed to a discrete distribution, where the set of
possible values for the random variable is at most
countable. While for a discrete distribution an event
with probability zero is impossible (e.g. rolling 3½
on a standard die is impossible, and has probability
zero), this is not so in the case of a continuous
random variable. For example, if one measures the
width of an oak leaf, the result of 3½ cm is possible,
however it has probability zero because there are
infinitely many other potential values even between
3 cm and 4 cm. Each of these individual outcomes
has probability zero, yet the probability that the
outcome will fall into the interval (3 cm, 4 cm) is
nonzero. This apparent paradox is resolved by the
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 So, one must look to a different k and a different p
(the binomial is not symmetrical in general).
owever, its behavior is not arbitrary. There is
always an integer mthat satisfies

As a function of k, the expression ƒ(k; n, p) is

monotone increasing for k < m and monotone
decreasing for k m, with the exception of one
case where (n + 1)p is an integer. In this case, there
are two maximum values for m (n + 1)p and m
1. m is known as the most probable (most likely)
outcome of Bernoulli trials. Note that the probability
of it occurring can be fairly small

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A Gaussian distribution can be used to model the
error in a system where the error is caused by
relatively small and unrelated events.
This distribution is a curve which is symmetric about
the mean (i.e. a Bell shaped curve) and has a range
measured by standard deviations above and below
the mean of the data set .To better explain,
consider that a certain percentage of all data points
will fall within one standard deviation of the mean.
Likewise, more data points will fall within two
standard deviations of the mean, and so on.
owever, under this model it would require an
infinite range to capture ALL the data points thus
presenting a minor difficulty in this appraoch.
The figure below is a possible Gaussian distribution,
where the mean (ȝ) is 1 and standard deviation (ı)
is . F(x) is the number of times a certain value of x
occurs in the population. The mean is simply the
numerical average of all the samples in the
population, and the standard deviation is the
measure of how far from the mean the samples
tend to deviate. The following sections explain how
and why a normal distribution curve is used in
control and what it signifies about sets of data.

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As was mentioned in the Introduction section,
distribution curves can be used to determine the
probability, P(x), of a certain event occurring. When
this is done, the distribution curve is known as a
Probability Density Function (Ô). In the figure
shown above, the x-axis represents the range of
possible events (eg. the range of ages in a sample
population or the magnitude of noise generated by
a temperature sensor). The y-axis represents the
number of times a certain x value occurs in a
population. The PDF can be described
mathematically as follows:

In some cases, it might not be necessary to know

the probability of just one event occurring. Rather,
you may want to know the probability of a range of
events (eg. what is the probability that the noise
generated by my temperature sensor will fall in the
range of 5-1 z?). When this happens, you must
 integrate the above PDF over the desired range, in
the following manner:

where ¦1 and ¦ are the limits of your desired range.

This integral results in the following expression:

The
 function can be found in most scientific

calculators and can also be calculated using tables
of
 values. Determine the value inside the
brackets of the erf function through simple
arithmetic, then take this value and find the
corresponding Erf number from a table. Finally use
this value in the calculation to determine the
probability of a certain point, x, falling within a range
bound from k1 to k .
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To transition our arguement to a more holistic
perspective regarding the probability density
function for a normal distribution, we present the
cumulative density function, which represents the
integral (area under the curve) of the PDF from
negative infinity to some given value on the y- axis
of the graph incrementally accoring to the x axis,
which remains the same as before. Because of this
type of definition, we may circumvent the rigorous
error function analysis presented above by simply
subtracting one DF points from another. For
example, if engineers desire to determine the
probability of a certain value of x falling within the
range defined by k1 to k and posses a chart
feauturing data of the relevant DF, they may
simply find DF(k )- DF(k1) to find the relevant
probability.
The umulative Density Function (èÔ) is simply
the probability of the random variable, x, falling at or
below a given value. For example, this type of
function would be used if you wanted to know the
probability of your temperature sensor noise being
less than or equal to 5 z. The DF for a normal
distribution is described using the following
expression:

where k is the maximum allowable value for x.

The main difference between the PDF and DF is
that the PDF gives the probability of your variable x
falling within a definite range, where the DF gives
the probability of your variable x falling at or below a
certain limit, k. The following figure is the DF for a
 normal distribution. You'll notice that as x
approaches infinity, the DF approaches 1. This
implies that the probability of x falling between
negative and positive infinity is equal to 1.

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A special type of probability distribution curve is
called the cÚ c  , which
has a mean (ȝ) equal to and a standard deviation
(ı) equal to 1.
This simplified model of distribution typically assists
engineers, statisticians, business strategists,
economists, and other interested professionals to
model process conditions, and to associate the
attention and time needed to adress particular
issues (i.e. higher probability for a failed condition
necessitate additional attention, etc.). Also, our
grades in many of the courses here at the U of M,
both in and outside of the college of engineering,
are based either strictly or loosely off of this type of
distribution. For example, the B range typically falls
within +/- of one standard deviation.
The following figure is a Standard Normal
Distribution curve:

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The benefit of the standard normal distribution is it

can be used in place of the
 function, if you do
not have access to a scientific calculator
or
 tables. To use the Standard Normal
Distribution curve, the following procedure must be
followed:


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 This is a transformation
which essentially normalizes any normal distribution
into a standard normal distribution. It is done using
the following relationship:

Mathematically speaking, the z transform

normalizes the data by changing all the raw data
points into data points that dictate how many
standard deviations they fall away from the mean.
So, regardless of the magnitude of the raw data
points, the standardization allows multiple sets of
data to be compared to each other.
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 A standard normal table has values for z and
corresponding values for F(x), where F(x) is known
as the p-value and is just the cumulative probability
of getting a particular x value (like a DF). A
standard normal table may look like the following
table (it should be noted that if you are dealing with
a Standard Normal Table that contains only positive
z values, the following property can be used to
convert your negative z values into positive ones:
F(-z) 1-F(z)):
.