Page 134 - Applied Statistics And Probability For Engineers
P. 134

c04.qxd  5/10/02  5:19 PM  Page 112 RK UL 6 RK UL 6:Desktop Folder:TEMP WORK:MONTGOMERY:REVISES UPLO D CH114 FIN L:Quark Files:






               112     CHAPTER 4 CONTINUOUS RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS


                                                  P(Z ≤ 1.5) = Φ(1.5)
                                                                  z   0.00   0.01   0.02   0.03
                                                  = shaded area
                                                                  0  0.50000  0.50399  0.50398 0.51197
               Figure 4-13 Standard                               . . .        . . .
               normal probability den-
                                                                1.5  0.93319  0.93448  0.93574 0.93699
               sity function.                0     1.5   z
                                    Probabilities that are not of the form P(Z   z ) are found by using the basic rules of prob-
                                 ability and the symmetry of the normal distribution along with Appendix Table II. The fol-
                                 lowing examples illustrate the method.
               EXAMPLE 4-12      The following calculations are shown pictorially in Fig. 4-14. In practice, a probability is of-
                                 ten rounded to one or two significant digits.

                                    (1)  P1Z   1.262   1    P1Z   1.262   1   0.89616   0.10384
                                    (2)  P1Z   0.862   0.19490.
                                    (3)  P1Z   1.372   P1Z   1.372   0.91465
                                    (4)  P1 1.25   Z   0.372 . This probability can be found from the difference of two
                                         areas, P1Z   0.372   P1Z   1.252 . Now,

                                              P1Z   0.372   0.64431  and  P1Z   1.252   0.10565

                                         Therefore,

                                               P 1 1.25   Z   0.372   0.64431   0.10565   0.53866

                   (1)                                                   (5)

                                          = 1  –

                              0    1.26                   0   1.26       –4.6  –3.99      0

                   (2)                                                   (6)

                                                                                            0.05

                         –0.86  0                                                    0    z ≅ 1.65


                   (3)                                                   (7)
                                                                                          0.99
                                           =                              0.005             0.005


                       –1.37  0                          0    1.37          – z      0     z ≅ 2.58

                   (4)
                                           =                          –


                       –1.25  0 0.37                     0 0.37             –1.25  0
               Figure 4-14  Graphical displays for standard normal distributions.
   129   130   131   132   133   134   135   136   137   138   139