Integration is used in probability distributions to calculate the probability in a range rather than at a single point, which would be zero. For example, the exponential distribution describes events occurring continuously at a constant rate and uses integration to find its probability density function. This document provides an example of using integration to calculate the probability that an electronic device lasts between 150-300 hours, at least 180 hours, and at most 150 hours, given it has an exponential lifetime distribution with a mean of 300 hours.
Integration is used in probability distributions to calculate the probability in a range rather than at a single point, which would be zero. For example, the exponential distribution describes events occurring continuously at a constant rate and uses integration to find its probability density function. This document provides an example of using integration to calculate the probability that an electronic device lasts between 150-300 hours, at least 180 hours, and at most 150 hours, given it has an exponential lifetime distribution with a mean of 300 hours.
Integration is used in probability distributions to calculate the probability in a range rather than at a single point, which would be zero. For example, the exponential distribution describes events occurring continuously at a constant rate and uses integration to find its probability density function. This document provides an example of using integration to calculate the probability that an electronic device lasts between 150-300 hours, at least 180 hours, and at most 150 hours, given it has an exponential lifetime distribution with a mean of 300 hours.
Integration is used in probability distributions to calculate the probability in a range rather than at a single point, which would be zero. For example, the exponential distribution describes events occurring continuously at a constant rate and uses integration to find its probability density function. This document provides an example of using integration to calculate the probability that an electronic device lasts between 150-300 hours, at least 180 hours, and at most 150 hours, given it has an exponential lifetime distribution with a mean of 300 hours.
Download as PPTX, PDF, TXT or read online from Scribd
Download as pptx, pdf, or txt
You are on page 1/ 13
APPLICATIONS OF
INTEGRATION Deep Padharia SS2122465 SY BSc {C} INTEGRATION
In simple words Integration means, ToI bring small components together.
In calculus, an integral can be defined as the reverse of a derivative. A derivative can be defined as rate of change of a curve whereas an integral is the area under the curve. USE OF INTEGRATION IN PROBABILITY DISTRIBUTIONS For a continuous random variable, the probability at any single point will be zero. Thus this single point is often expressed as an integral between two points (i.e between given range) Example : Exponential Distribution EXPONENTIAL DISTRIBUTION
Exponential Distribution is a probability distribution that describes a process in
which events occur continuously and independently at a constant average rate. We use integration to find its probability density function. Its Pdf is given as 𝑓 = 0 ⅇ− 𝜃 𝑥;:Otherwise ( 𝑥 )=𝜃 𝑥 ≥0 ,𝜃> 0 PROBABILITY DENSITY FUNCTION OF EXPONENTIAL DISTRIBUTION • = = =1 Thus, we verified that f(x) is a probability density function. APPLICATION OF INTEGRATION USED IN SOLVING A NUMERICAL QUESTION BASED ON EXPONENTIAL DISTRIBUTION Question – The life time of a certain electronic device assumed to follow exponential distribution with mean 300 hours. What is a probability that such device will last : i) Between 150 and 300 hours ii) at least 180 hours iii) at most 150 hours SOLUTION
• : Life time (in hours) of certain electronic device,
X X~ Exp X>0
= 0 ; otherwise BETWEEN 150 AND 300 HOURS
𝟑𝟎𝟎 P (150 < X <300) = ∫ 𝒇 (𝒙)ⅆ 𝒙 𝟏𝟓𝟎
𝟑𝟎𝟎 𝒙 𝟏 − 𝟑𝟎𝟎 ∫ ⅇ ⅆ𝒙 = 0.23685 𝟑𝟎𝟎 𝟏𝟓𝟎
𝒙 𝟑𝟎𝟎
[ ] − 𝟑𝟎𝟎 𝟏 ⅇ ( 𝟑𝟎𝟎 ) −𝟏 𝟑𝟎𝟎 𝟏𝟓𝟎 AT LEAST 180 HOURS
• (X P >180) =
= = = = 0.201897 AT MOST 150 HOURS
• (X P < 150) =
= = = 1 – 0.606531 = 0.393469 MUCH MORE…
There are many such probability distributions where integration is used to get a range & probability at a point. Rectangular Distribution Gamma Distribution Beta Type 1 & Type 2 Distribution Triangular Distribution
Cauchy Distribution …..
Normal Distribution BIBLIOGRAPHY
https://amsi.org.au/ESA_Senior_Years/SeniorTopic4/4e/4e_2content_3.html#:~:text=The %20probability%20density%20function%20(pdf,dxF(x). https://en.wikipedia.org/wiki/Probability_integral_transform Reference for Numerical Question & Exponential Distribution is taken from Gupta & Kapoor – Fundamental of Mathematical Statistics
