Scribd
Upload
11 views14 pages

Introduction To Statistics

Norma distribution and Probability Density Function.

Uploaded by

leezama25
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
11 views14 pages

Introduction To Statistics

Norma distribution and Probability Density Function.

Uploaded by

leezama25
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 14

Sec. 5.1 to 5.

3
Discrete rv’s Continuous rv’s
Finite/countable no. Infinite no. of outcomes
of outcomes. between any 2 values.
Can list the outcomes with Can’t list all the values.
associated probabilities.

𝑷 𝑿=𝒙 =𝟎
Equals a
𝑃 𝑋=𝑥 Can only look at:
single value
𝑃 𝑎<𝑋<𝑏
Equals a range
𝑃 𝑎≤𝑋≤𝑏
of values =𝑃 𝑎≤𝑋≤𝑏
Experiment: Number n balls from 1 to n and put them into a bag. Draw a
ball out at random. What is the prob of drawing the ball numbered 3?

Let 𝑋 = the value on the ball

n = 10: 𝑃 𝑋 = 3 = 1ൗ10 = 0.1


As n increases
the probability
n = 100: 𝑃 𝑋 = 3 = 1ൗ100 = 0.01 that 𝑋 equals a
single value
decreases
n = 1000: 𝑃 𝑋 = 3 = 1ൗ1000 = 0.001
Probability Density Function Describes the clustering
pattern of the values of
𝑓 𝑥 cont. rv X

Dips Peaks
Low High clustering
clustering

𝒙
𝑎 𝑏
Area under curve Total area under
𝑃 𝑎<𝑋<𝑏 =
between 𝑎 and 𝑏 the curve 𝑓(𝑥) = 1
Sec 5.2 – Normal distribution

PDF:
Notation:
1 −(𝑥 − 𝜇)2
𝑓 𝑥 = 𝑒𝑥𝑝 2
2𝜋𝜎 2 2𝜎 𝑿~𝑵 𝝁 ; 𝝈𝟐

𝑓𝑜𝑟 −∞<𝑥 <∞


Mean Variance
Properties
Shape:
Bell shaped
Symmetric about 𝜇

24 𝜇 32
28
Position: 𝝁 Height: 𝝈𝟐

When 𝜇 ↑ the curve shifts right When 𝜎 2 ↑ the curve flattens

When 𝜇 ↓ the curve shifts left When 𝜎 2 ↓ the curve gets taller
The 2 histograms are constructed using the same number of data points

8 to 27 12 to 23

A B
Example Consider the curves below of 4 different normal distributions:

Which curves
B is the most
peaked correspond to the
Smallest 𝜎 2 following values of 𝜎 2 ?
D is flattest
Largest 𝜎 2 𝜎 2 = 0.2 B
𝜎 2 = 0.5 A
𝜎 2 = 1.0 C
𝜎 2 = 5.0 D
Example Consider the curves below of 4 different normal distributions:

The peak of curve A lies to Curves B, C and D are


the left of that of B, C and D symmetric around the
same point

𝝁𝑨 < 𝝁𝑩 = 𝝁𝑪 = 𝝁𝑫
𝝁𝑩 = 𝝁𝑪 = 𝝁𝑫
How to find
probabilities for
𝑋~𝑁 𝜇; 𝜎 2

Method 1: Method 2:

Use the pdf to Microsoft Excel


find the area gives cumulative
Method 3: probabilities
under the
curve.
“Standardize” X
then use Z tables
2
How to standardize : 𝑋~𝑁 𝜇 ; 𝜎

The random Subtract


variable it’s mean

𝑿−𝝁
𝝈 Standard
Normal R.V.
Divide by it’s
standard
deviation 𝒁~𝑵 𝟎 ; 𝟏
Properties of 𝒁~𝑵 𝟎 ; 𝟏
𝑃 𝑍 > 0 = 0.5

𝑃 𝑍 < 0 = 0.5

Half the values are negative Half the values are positive
Due to symmetry: 𝑷 𝒁 > 𝒛 = 𝑷 𝒁 < −𝒛

𝑃 𝑍 < −1.96 = 0.025 𝑃 𝑍 > 1.96 = 0.025

0
−1.96 1.96
𝒁~𝑵 𝟎 ; 𝟏
±99.7% within 3 std dev of 𝜇
±95% within 2 std dev of 𝜇
±68% within 1 std dev of 𝜇

You might also like