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14-Introduction To Binomial and Poisson Distribution-20!02!2024

The document provides definitions and properties of the exponential and normal distributions, including their probability density functions, means, variances, and moment generating functions. It explains the standard normal distribution and its significance in statistical analysis. Additionally, it highlights key characteristics of the normal curve, such as symmetry and area under the curve.

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akshatdubey0710
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15 views32 pages

14-Introduction To Binomial and Poisson Distribution-20!02!2024

The document provides definitions and properties of the exponential and normal distributions, including their probability density functions, means, variances, and moment generating functions. It explains the standard normal distribution and its significance in statistical analysis. Additionally, it highlights key characteristics of the normal curve, such as symmetry and area under the curve.

Uploaded by

akshatdubey0710
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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Exponential Distribution:

Definition: A continuous random variable 𝑋 is said to follow an


exponential distribution with parameter   0, if its probability density
function is given by

𝑓 (𝑥|  ) =  𝑒 − x , 𝑥 > 0,  > 0.


It is also known as negative exponential distribution.
 Mean of the exponential distribution is 1⁄ .

 Variance of the exponential distribution is 1⁄ 2 .



 The moment generating function of the exponential distribution
is  ⁄ − 𝑡 ,  > 𝑡.

 The 𝑟th moment about the origin is 𝑟!⁄ 𝑟 , 𝑟 = 1, 2, 3, . . ..


Examples related to exponential distribution:


Normal Distribution:
Definition: A continuous random variable X is said to have a normal
distribution if its probability function is given by

where 𝜇 and 𝜎 are the mean and standard deviation of the normal random
variable 𝑋, respectively.

If 𝑋 follows normal distribution, then it is denoted by 𝑋~ 𝑁(𝜇, 𝜎). It is also


called as the Gaussian distribution.
Standard Normal Distribution:
𝑋−𝜇
Definition: The standard normal random variable 𝑍 = is said to have a
𝜎

standard normal distribution if its probability function is defined by

A standard normal variate is denoted by 𝑁(0,1). The standard normal


distribution is also known as a Z-distribution or a unit normal distribution.
Standardization of a normal distribution helps us to make use of the tables of the
area of the standard curve.

Distribution function of a standard normal variable:


Graph of normal distribution:

Area under normal curve:


Area under standard normal curve:

Properties of a normal curve:

 In a normal distribution, mean deviation about mean is approximately


4
equal to times its standard deviation.
5

 In a normal distribution, the quartiles 𝑄1 and 𝑄3 are equidistant from the


median.
 The normal curve is bell shaped and is symmetrical about 𝑋 = 𝜇.
 The area bound by the normal curve and the 𝑥-axis equal to 1.
 The tails of the curve of a normal distribution extend identically in both
sides of 𝑥 = 𝜇 and never touch the 𝑥-axis.
 The moment generating function of a normal distribution with respect to
1
𝜇𝑡+2𝑡 2 𝜎2
origin is 𝑒 .
Examples related to normal distribution:

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