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Chapter 4

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13 views21 pages

Chapter 4

xác xuât thống kê

Uploaded by

thanhfacebook123dn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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PROBABILITY AND STATISTICS

Chapter 4: Continuous Random Variables and Probability


Distributions
Uniform, Normal and other Distributions
Probability Plots

Probability Density Functions


Exam 4.1

Definition
O

Exam 4.5
Uniform distribution
Exam 4.4
Definition

Percentiles of a Continuous Distribution


Cumulative Distribution Functions
O

Definition

O
Exam 4.9

Median and Expected Values-Variance


Median
O

The Expected Value and Variance

Exam 4.9 again: Compute meadian and expected value of X


Proposition

Exam 4.9 again

Normal Distribution
Defintions
O

Exam 4.13:
Table A.3: Normal Distribution CDF Values
O
Use R

Computation with Normal Dis.


Percentiles of the Standard Normal Distribution
O

Nonstandard Normal Distributions


Proposition
Exam 4.16
O
Exam 4.17

O
Percentiles of an Arbitrary Normal Distribution
Proposition

O
Exam 4.18 (Read yourself)

O
O

Approximating the Binomial Distribution


Exam

Other Continuous Distributions (Complete yourself)


Name PDF CDF Mean, Appro.
Variance Discrete
Dist.
Normal f x, m, d = m, Binomial
t 2 np R 10
xKm 2 s
K F t = f x, m, d dx nq R 10
1 2 d2 KN
= e
d 2p
Expone Klx F x, l = 1 Poisson
le x R0 m=
nt f x, l == Klx l l=a
1 Ke xR0
x otherwise = 2 1
s =
0 otherwise 2
l

Gamma f x, a, b =
F t, a, b =
1 m = ab
G a 2
d = ab
2
1 xR0 t
a a K1
bG a x e b
x a K 1 Kx
K x e dx
b
0

0 x otherwise

where
N
a K 1 Kx
G a = x e dx, x O 0
0

Chi-
square
Welbull

Lognor
mal
Beta
t
Student
's

A Probability Plot
Sample Percentile

Checking normality-Examples
Exam 4.30
O

Remark
O

HW
Sec 4.1
I. 1-3; II. 4-6 al. 2; III 7-10
O

Sec. 4.2
I. 11-12; II. 13-16 al. 3; III 17-25 al 4
O
Sec. 4.3
I. 28-32
II. 33-40 al. 4; 41-50 al. 4
III. 51-56 al. 4
O

Softwares
R
- Study using R for discrete random variables (distributions, simulations, pmf, cdf, graphical
tools, special distributions,...)
-Study using R for continuous random variables (distributions, simulations, pdf, cdf, graphical
tools, special distributions (uniform, normal, exponential,...)

Maple

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