Psychological Statistics Stat 25 Teachers

UNIT V - PROBABILITY DISTRIBUTION

(1) Probability distributions are used to model the behavior of many variables of interest.
(2) Random variable is a function whose value is a real number determined by each element
in the sample space. - Usually denoted by capital letters like X, Y or Z. - Its use provides
a convenient way of expressing elements of a sample space as numbers. The probability
that the random variable will take a value is equal to the sum of the probabilities of the
corresponding outcomes in the sample space.
(3) Types of Random Variable
• Discrete Random Variable – a random variable which can assume only a finite number of
values, most frequently integers. The values of these random variables are sometimes called
count data.
Examples: number of students in a class, number of heads in 2 tosses of a fair coin, numbers
of chairs in a room.
• Continuous Random Variable – a random variable which can assume all values between
two points in a continuous scale. The values of these random variables are usually called
measured data. Examples: weight, height, age, speed of car
(4) Probability Distribution of a Random Variable
• When making estimates about unknown population parameters, values that are computed
only from the sample are usually used.
• When a different sample is taken, a different value results, even though the same formula
is used.
• The computed values are called statistics and assumed to be values of random variable.
• For every value that a statistic takes in a particular sample, a corresponding probability
can be computed. This leads the idea of a probability distribution of a random variable.
(5) Types of Probability Distributions
• Discrete Probability Distribution – this is a table or a formula listing all possible values
that a discrete random variable can take on, along with the associated probabilities
• Continuous Probability Distribution – the function f(x) is called the probability density
function for a continuous random variable X if the total area under its curve and above the
x-axis is equal to 1 and the area under the curve between the ordinates X=a and X=b gives
the probability that X lies between a and b.
(6) Some Probability Distributions
• Discrete Probability Distributions: Bernoulli, Binomial, Geometric, Hypergeometric, Neg-
ative Binomial. • Continuous Probability Distributions: Normal, Exponential, Gamma, Beta,
Uniform.

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Psychological Statistics Stat 25 Teachers

(7) Binomial Distribution

Some statistical problems involved repeated trials, which are independent and dichotomous
(i.e. it involves two possible outcomes often called success or failure). If all trials have
identical probability of success, then this type is called a binomial experiment or trial.
A binomial experiment is one that possesses the following properties:
1. The experiment consists on n repeated trials.
2. Each trial results in an outcome that may be classified as a success or failure.
3. The probability of success, denoted by p remains constant from trial to trial.
4. The repeated trials are independent.
If a binomial trial can result in a success with probability p, a failure with probability , the
number of successes in n trials, then the probability distribution of the binomial random
variable

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Psychological Statistics Stat 25 Teachers

(8) Normal Distributions

• Also known as Gaussian Distribution in honor of Carl Friedrick Gauss (1777-1855) who
derive its equation from a study of errors in repeated measurements of some quantity.
• The graph of a normal distribution is a bell-shaped curve that extends asymptotically to
the horizontal axis in both directions. It is seldom necessary to extend the tails of the normal
distribution very far because the area under that part of the curve lying more than 4 or 5
standard deviations from the mean is negligible.
• The mathematical equation of the probability distribution of the normal variable depends
on parameters and , its mean and standard deviation, respectively. The distribution is de-
noted by the notation The normal distribution function is given by:

Properties of Normal Curve:

1. It is symmetric about the vertical axis through the mean
2. The mean, median and mode are equal.
3. The tails are asymptotic relative to the horizontal line.
4. The total area under the curve and about the horizontal axis is 1 or 100%.
5. One standard deviation from the mean is 68%
6. Two standard deviations form the mean is about 95%
7. Three standard deviations from the mean is about 99.7%
Remarks: • It is possible that two or more normal distributions can have the same mean but
differs in variance.

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Psychological Statistics Stat 25 Teachers

• It is also possible two or more normal distributions have equal variances but different
variances.
• There are infinite number of normal curves by varying and

Areas under the Normal Distribution Since there are many normal curves, often it is impor-
tant to standardize, and refer to a Standard Normal Distribution where the mean and The
standardize score which is usually denoted by Z is shown

x−µ
 
Z=
σ

,
the effect of this is to change any normal distribution to the Standard Normal Distribution.
Any variable which is normally distributed their individual raw score can be converted into
a corresponding Z score. Standardized observations provide an indication as to how many
standard deviations an observation falls either below or above the mean.
Rules in Computing Probabilities Using the Standard Normal Table
1.P( Z = a) = 0
2.P( Z ≤ a) = P( Z < a)canbeobtaineddirectly f romtheZ − table
3.P( Z ≤ − a) = P( Z < a)
4.P( Z ≥ a) = 1 − P( Z < a)
5.P( Z ≥ − a) = P( Z > a)
6.P( a1 ≤ Z ≤ a2 ) = P( Z ≤ a2 ) − P( Z ≤ a1 )

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