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TF3001 Sm2 09-10 Course Notes 7

The document discusses key concepts in probability distributions including: 1) Random variables and probability distributions, describing discrete and continuous random variables. A probability distribution must have the probabilities of all possible values sum to 1 and be between 0 and 1. 2) Common probability distributions like the binomial, Poisson, and standard normal distributions. The binomial models independent yes/no trials with fixed probability of success. The Poisson models independent event occurrences in an interval. The standard normal has mean 0 and standard deviation 1. 3) Other important statistical distributions for inference like the t, chi-square, and F distributions which are stated as probability density functions with the area under the curve equal to 1.

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55 views5 pages

TF3001 Sm2 09-10 Course Notes 7

The document discusses key concepts in probability distributions including: 1) Random variables and probability distributions, describing discrete and continuous random variables. A probability distribution must have the probabilities of all possible values sum to 1 and be between 0 and 1. 2) Common probability distributions like the binomial, Poisson, and standard normal distributions. The binomial models independent yes/no trials with fixed probability of success. The Poisson models independent event occurrences in an interval. The standard normal has mean 0 and standard deviation 1. 3) Other important statistical distributions for inference like the t, chi-square, and F distributions which are stated as probability density functions with the area under the curve equal to 1.

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Jonathan Kurnia
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TF-3001 Pengukuran & Interpretasi Data

Course Notes No. 7


Probability Distributions

(1) Random Variables & Probability Distribution Concept

A Random variable (usually denoted by the symbol x) has a single numerical value,
determined by chance, for each outcome of a procedure
A probability distribution is a graph, table or formula that gives the probability for each
value of the random variable

A discrete random variable has either a finite number of


values or a countable number of values, where “countable”
refers to the fact that there might be infinitely many values,
but the can be associated with a counting process
A continuous random variable has infinitely many values,
and those values can be associated with measurements on a
continuous scale in such a way that there are no gaps or
interruptions

Requirements for a probability distribution:


 P(x) = 1 where x assumes all possible values
 0  P(x)  1 for every individual value of x

Example:
Does this table describe a probability distribution ?

x P(x)
0 0.2
1 0.5
2 0.4
3 0.3

 P(x) = P(0) + P(1) + P(2) + P(3) = 1.4 ≠ 1, therefore the table does not represent a
probability distribution

CVD Characteristics of a Probability Distribution


 mean of a probability distribution:  = [xP(x)]
 variance of a probability distribution: σ2 = [(x-)2P(x)] = [x2P(x)] - 2
 standard deviation of a probability distribution: σ =√ ρ2
(2) Binomial Probability Distribution

A binomial probability distribution results from a process / procedure that meet all of
the following requirements:
 the procedure has a fixed number of trials
 the trials must be independent from each other
 each trial must have all outcomes classified into two categories (pass/fail,
accept/reject, acceptable/defective, etc.)
 the probabilities must remain constant for each trial

Definitions:
P(S) = p (p = probability of a success)
P(F) = 1- p = q (q = probability of a failure)

n = fixed number of trials


x = number of successes in n trials, so x can be any integer from 0 to n
p = probability of success in 1 of the n trials
q = probability of failure in 1 of the n trials
P(x) = probability of getting exactly x successes from n trials

Example:
An unprepared student is doing a 4-question multiple choice quiz by making random
guesses. Each question has 5 possible answers (a,b,c,d,e), one of which is correct. We want
to find the probability of the student correctly answers 3 out of 4 questions.
Does this process result in a binomial distribution ?
If so, identify the values of n, x, p, and q

For the first question, we obtain:


 the number of trials is fixed, i.e. 4
 the 4 trials are independent, because a correct or wrong response for any individual
question does not affect the outcome of another question
 each of the 4 trials has 2 possible outcomes: correct/wrong
 probability of a correct answer is the same for all trials = 1/5 = 0.2
 Therefore, this process does result in a binomial distribution

For the second question, we obtain:


 since the number of trials (= the number of quiz questions) is 4, n = 4
 we want the probability of exactly 3 correct responses, so x = 3
 the probability of correct response for 1 question is 1/5 = 0.2 , so p = 0.2
 the probability of failure is 4/5 = 0.8, so q = 0.8

Mathematically, the binomial probability distribution is represented by the following function:

n!
P ( x) = ∙ p x ∙ qn− x
( n−x ) ! x !

for x = 0.1,2,...,n
Where:n = number of trials
x = number of successes among n trials
p = probability of success in any 1 trial
q = probability of failure in any 1 trial (q = 1 – p)
Data descriptors for a binomial distribution:

μ=np
σ 2=npq
σ =√ npq

(3) Poisson Distribution


The Poisson distribution is a discrete probability distribution that applies to occurrences
of some event over a specified interval.

The random variable x is the number of occurrences of the event in an interval


The interval can be time, distance, area, volume, number of counts, etc.

Example:
 the number of plant shut downs in a year
 the number of defects in a unit area of sheet glass

The Poisson distribution is represented by the following equation:

μ x ∙ e−μ
P ( x)=
x!

A process that results in a Poisson distribution has to follow these requirements:


 The random variable x is the number of occurrences of an event over some definite
interval
 The occurrences must be random
 The occurrences must be independent of each other
 The occurrences must be uniformly distributed over the interval being used

(4) Standard Normal Distribution


A normally distributed continuous random variable has a symmetrical, bell-shaped
distribution (see Figure ...), and its probability distribution can be described by the
following equation:
2
−1 x−μ
2 ( )
σ
e
P ( x) =
σ √2 π

The critical feature of the above equation is that the normal distribution is characterized
by two parameters: the mean  and the standard deviation σ.

The standard normal distribution is a normal probability distribution that follows the
following rules:
  = 0, and σ = 1
 total area under its density curve is = 1

A density curve (or probability density function) is a graph of continuous probability


distribution with the following properties:
 the total area under the curve must be = 1
 every point on the curve must have a value ≥ 0

The random variable used in a standard normal distribution is z, defined as:

x−μ
z=
σ

Any normally distributed random variable x can be standardized by using the above
equation.

Because the area under the probability density curve is equal to 1, there is a definite
relationship between the z-score and the corresponding probability - see the following
graphs:

… -3 -2 -1 0 1 2 3 …
The probability of finding any value of z-score (from - to +) = 1 (exactly)

P(z) = area = 0.95


The probability of finding z-score < 1.96 = 0.95

Example:
A large number of thermometers are used to read the freezing point of pure water at sea
level. The average reading produced by the thermometers is 0.2 oC, and the standard
deviation is 0.8 oC.
Using the standard normal distribution, calculate the probability of randomly finding one
thermometer that reads:
 less than 0 oC
 higher than 1.0 oC
Hint: do you need to standardize the random variable ? why ?

(6) Other Probability Distributions


There are other probability distributions that are very important in inferential statistics,
which we will discuss later.
These distributions are:
 t distribution
 chi-square (2) distribution
 F distribution
Typically, these distributions are state as probability density functions, which means that the
area under their density curves are always = 1

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