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STAT CH 06

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16 views18 pages

STAT CH 06

Uploaded by

Aarav Gupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CHAPTER 6

The Normal Probability


Distribution

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Continuous Random Variables
• Continuous random variables can assume values in an
uncountable set (e.g., an interval in real line).
• Examples:
– Heights, weights
– length of life of a particular product

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Continuous Random Variables
• A smooth curve describes the probability distribution
of a continuous random variable.

•The depth or density of the probability, which varies


with x, may be described by a mathematical formula
f (x ), called the probability distribution or probability
density function for the random variable x.
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Properties of Continuous
Probability Distributions
• The area under the curve is equal to 1.
• P(a  x  b) = area under the curve between a and b.

•There is no probability attached to any single value of


x. That is, P(x = a) = 0. Thus, P(x ≤ a) = P(x < a)
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Continuous Probability
Distributions
• There are many different types of continuous
random variables
• We try to pick a model that
– Fits the data well
– Allows us to make the best possible inferences
using the data.
• Examples: Uniform, Exponential, Normal,…
• One important continuous random variable is the
normal random variable.
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Uniform Distribution
• The probability density function of a uniform
random variable is flat:

1
f ( x) = for a  x  b.
b−a

• Suppose x ~ Uniform (−0.5, 0.5)


What is the probability that x is less than 0.2?
P[ x  0.2] = 1  [0.5 − 0.2] = 0.3.

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Exponential Distribution
• The probability density function of an exponential
random variable is:
1 - x/μ
f ( x) = e for x  0,
μ
where μ is the mean.
• Exponential random variable is often used to
model the lifetime of electric components.
• Survival probability: P[ x  a ] = e − a /  .
• The memoryless property:
P[ x  a + b | x  a ] = P[ x  b]
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The Normal Distribution
• The formula that generates the normal
probability distribution is:
1  x− 
2

1 −  
2  
f ( x) = e for −  x 
 2
e = 2.7183  = 3.1416
 and  are the population mean and standard deviation.

• The shape and location of the normal curve changes


as the mean and standard deviation change.

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The Standard Normal
Distribution
• To find P(a < x < b), we need to find the area under
the appropriate normal curve.
• To simplify the tabulation of these areas, we
standardize each value of x by expressing it as a z-
score, the number of standard deviations s it lies from
the mean m.
x−
z=

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The Standard
Normal (z)
Distribution
• Mean = 0; Standard deviation = 1
• When x = m, z = 0
• Symmetric about z = 0
• Values of z to the left of center are negative
• Values of z to the right of center are positive
• Total area under the curve is 1.

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Using Table 3
The four digit probability in a particular row and column
of Table 3 gives the area under the z curve to the left that
particular value of z.

Area for z = 1.36


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Example
Use Table 3 to calculate these probabilities:

P(z 1.36) = .9131

P(z >1.36)
= 1 - .9131 = .0869

P(-1.20  z  1.36) =
.9131 - .1151 = .7980

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Using Table 3
✓To find an area to the left of a z-value, find the area directly
from the table.
✓To find an area to the right of a z-value, find the area in Table 3
and subtract from 1.
✓To find the area between two values of z, find the two areas in
Table 3, and subtract one from the other.

P(-3 z
P(-1.96  z3) 1.96) =
=.9750
.9987- .0250
- .0013=.9974
= .9500
Remember the Empirical Rule:
Approximately 95% of the
measurements lie within 2 standard
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deviations of the mean.
Working Backwards
Find the value of z that has area .25 to its left.
1. Look for the four digit area
closest to .2500 in Table 3.
2. What row and column does
this value correspond to?

3. z = -.67

4. What percentile 25th percentile,


does this value Copyright ©2011or 1st quartile
Nelson Education (Q 1)
Limited
represent?
Working Backwards
Find the value of z that has area .05 to its right.
1. The area to its left will be 1 - .05 =
.95
2. Look for the four digit area closest
to .9500 in Table 3.
3. Since the value .9500 is halfway
between .9495 and .9505, we
choose z halfway between 1.64
and 1.65.
4. z = 1.645

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Finding Probabilities for the
General Normal Random Variable
✓To find an area for a normal random variable x with
mean  and standard deviation , standardize or rescale
the interval in terms of z.
✓Find the appropriate area using Table 3.

Example: x has a normal


distribution with  = 5 and  = 2.
Find P(x > 7).
7−5
P ( x  7) = P ( z  )
2
1 z
= P ( z  1) = 1 − .8413 = .1587
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Example
The weights of packages of ground beef are normally
distributed with mean 1Kg and standard deviation
0.15Kg. What is the probability that a randomly
selected package weighs between 0.7 and 0.775 Kgs?

P(.7  x  .775) =
P(−2  z  −1.5) =
.0668 − .0228 = .0440

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Example
What is the weight of a package such
that only 1% of all packages exceed
this weight?

P( x  ?) = .01
?− 1
P( z  ) = .01
.15
?− 1
From Table 3, = 2.33
.15
? = 2.33(.15) + 1 = 1.3495 Kg
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