Normal Distribution/Gaussian Distribution

Example Let X~ N(-5,4).

a. Find P(X<0). b. Find P(-7<X< -3). c.Find P(X>-3]X > -5).

PH<a<1)
P2<1)- Pl22-)

F
J(7) = p2
//2 55P Dr Gaurav Ehatnagar 14
Normal Distribution/Gaussian Distribution

(a) Mean The location parametei

(b) Median The location parameter /4.
(c) Mode The location parameter /t.
(d) Range 0o to o . )K
(c) Standard Deviation The scale parametero.)
(0 Skewness 0)
(g) Kurtosis
Chi-square Distribution
The chi-square distribution results when v independent variables-
with standard normal distributions are squared and summed.

Let z:i =1,2,..,v be independent SNV. Then

X= )/13
=1
Chi-square Distribution
PDF:

f)2r() (lor for 20)

T(e) Jo -etdt
=
Chi-square Distribution
PDF: 0,18 hh vln Duf - Dof=5

Dof 8
0.16

0,14 Dof 15
0,12 Dof 20
0.1 Dof 30
9,83

B.86

0,04

0.82
18
20 39 40

9/19/2022 PSSP Dr Gauray fhatrnAgat

Chi-square Distribution - Properties

Degree of freedom (Dof) tells how many independent standard normal

distributions are used to construct the chi-square distributions.
Let X~N(4,o) be independent RVs. Then, chi-square distribution can
be obtained after converting X; in toz!
Central Tendency:
) Mean
(b) Median approximately y 2/3 for large v
-

() Mode V-2 for v> 2

d) Range 0 to oo
(c) Standard Deviation 2
() Skewness 215
(g) Kurtosis 3+
Chi-Square distribution Table a, Qhr
bOF
I 09 0.9
975 0.550.900 01000s6.035 0.01 0.00
100640016-2706 07A
7178
66157 8
20019 0020
0051 103021 | 9210 10197)
0072 0115 0 216 01520Su| 6251 7815 9148 134512
0 202 0297 0 A4 0711 14 7779 9488 I1143
0412
0676
D354
02
OX3I 145
23716TS 2201 10645
Tol0 92 l1970 12 K3U
12192 14449 16813IK53X
Xo.05,15
1 219 1021672 17017 1407 013 IX475 20 278
44 I46| 2180 27 14K) 11 462 15507 17535 2000 2195
7 20SS 270 3254 163 146 16919 19.021| 216 2159
L10 2 156]| 258| 3247 940 4 NS15287 8 J07| 0483 21 20 25 IAE
03 11645S75 557 17275 19675| 21920 24 7 26757
1 2074 IS71 4 226 6 04 026 6217 24 300
107 009 s927042 1981212147| 4 716 2S 29 19
4.U15

4tO
4044
S12
S9 57110 21 04 23685 | 2619
7 2618 47
7962 12
207
235
24 995
26 19
77 4X
20141 1319
427
P(X,>7.)
&04 10 085 2420 2787 0191
1015 190 28 N69 11926 I1 05

401
I 2 30144 1 1911
7414 9 10S 1413 411 1410 14 170 17 586
3 997
29615 1171 5479 41401
11474 4029942 %
9/10/202 PSSP D Gurav Bhatnagar
Chi-Square distribution lable P
era a s 5 A 6.10 0.05 8023a01905
-00010u0016-2 706L 3 S024 6635 28
0U0 0051 0.10 021 4605 7378 9.210 10597
&072 Q115 0216 0352 a s84 6251 7815 9343 11345128
0 0707 |04 0711L6 1.79 9.483 13.7714.860
0412 0554 0x 1451610 92 12 813| 15.0s6
1670
06'6| 1237
1E
1 2 10.645 12592 1491681218S8
2167 28$33120171406716013 IR7S 20278 P(X< 2.3)
14 2.1202733 340 IS S07 17535 2000 219S5

11
135
21%
26N 3053
2 0 0 3 4J8
3473 940
IS164575
46S
578
14684
1587
16919
1x 307
19023
20483
17275 196752A 902452675
21 &623 9
23 092 18 -PM
1 304 3571 4404 5226 K4184|21026 |2331726217 2830
36S| 4107 S0ON 592 19SL22162 736
1042 2683 29 819
405 4 6) S6 6 571 2 2106 8 s 26 T19 91 131S
40 72618S47 223072496| 2748530S78 3801
S14 5S12 6.081 S629312 2 2 66 845 32u0 4267
S97 8672 Iro OSS| 713
9390105 25 99| S69 S26 4 05 7 156
7 &07 10112l61 27204 3014 2 26191
10SS1 1241 8412 31410 40 376 |
4 1023 41 01
l0 12 3314 S0A13 6781 0289 276

g/9/2022 PSSP DGaurav hatnaga 23