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Mfca - Unit-8 Section B

The document discusses probability distributions, focusing on the normal distribution, which is a key continuous distribution characterized by its mean (μ) and standard deviation (σ). It explains the relationship between the normal and binomial distributions, the concept of z-scores, and how to compute areas under the normal curve using integral calculus. Additionally, it highlights the symmetry of the normal distribution and the equivalence of areas for positive and negative z-scores.

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JINESH VARIA
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13 views25 pages

Mfca - Unit-8 Section B

The document discusses probability distributions, focusing on the normal distribution, which is a key continuous distribution characterized by its mean (μ) and standard deviation (σ). It explains the relationship between the normal and binomial distributions, the concept of z-scores, and how to compute areas under the normal curve using integral calculus. Additionally, it highlights the symmetry of the normal distribution and the equivalence of areas for positive and negative z-scores.

Uploaded by

JINESH VARIA
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 Distributions

Unit – VIII
Prof. Sridhar K.R
1. Introduction.
2. Discrete and Continuous Random variables.
3. Mean and Variance of a distribution.
4. Binomial Distribution
5.Normal Distribution.
Normal Distribution
The normal distribution is a continuous distribution, is the most important of

all the distributions.

It can be derived from the binomial distribution in the limiting case when n is

very large and p is close to 0.5.


Normal Distribution
The normal distribution has two parameters (two numerical descriptive measures): the
mean (μ) and the standard deviation (σ). If X is a quantity to be measured that has a
normal distribution with mean (μ) and standard deviation (σ), we designate this by writing
the following formula of the normal probability density function:

Here x is called normal variate and f (x) is called probability density function of the
normal distribution.
Graph of the Normal distribution
• The graph of the normal distribution is called the normal curve.
• It is bell-shaped and symmetrical about the line
x=
• The line x =  divides the total area under the curve which is equal to 1
into two equal parts.
• The area to the right as well as to the left of the line x =  is 0.5.
Mean and variance of Normal distribution
Standard form of the Normal distribution

The standard normal distribution is a normal distribution of


standardized values called z-scores.
A z-score is measured in units of the standard deviation. The
mean for the standard normal distribution is zero, and the
standard deviation is one.
• The z-score tells you how many standard deviations
the value x is above (to the right of) or below (to the left
of) the mean,µ.
• Values of x that are larger than the mean have positive
z-scores, and values of x that are smaller than the
mean have negative z-scores.
• If x equals the mean, then x has a z-score of zero.
This helps us to compute areas under the normal probability curve by making use of

standard tables.
The mathematical tool needed to find the area under a curve is integral
calculus. The integral of the normal probability density function between the
two points x1 and x2 is the area under the curve between these two points and
is the probability between these two points.
Normal probability distribution curves
• It is also important to note that because the normal distribution is
symmetrical it does not matter if the z-score is positive or negative when
calculating a probability.
• One standard deviation to the left (negative z-score) covers the same area as
one standard deviation to the right (positive z-score).
• This fact is why the Standard Normal tables do not provide areas for the left
side of the distribution.

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