Statistics-1

Section (8)
Prepared By : Doaa Ghaleb
 Special Probability Distribution
● Probability Distribution: It is a listing of the probabilities of all the possible
outcomes that could occur if the experiment was done.

Special
Probability
Distribution

Discrete Probability Continuous Probability

Distribution Distribution
1- Binomial ( Bernoulli ) 1- Uniform
2- Hypergeometric 2- Normal
3- Poisson 3- Exponential
4- Negative Binomial
5- Geometric
Special Continuous Probability Distributions
 Continuous Probability Distributions
● A continuous random variable can assume any value in an interval on the
real line or in a collection of intervals.

● It is not possible to talk about the probability of the random variable

assuming a particular value.

● Instead, we talk about the probability of the random variable assuming a

value within a given interval.

● An integrable function f : R → [0,1] such that ∫Rf(x)dx = 1 is called a

probability density function (pdf)

● The probability of the random variable assuming a value within some given
interval from x1 to x2 is defined to be the area under the graph of the
probability density function between x1 and x2.
Uniform Distribution
 Uniform Distribution
● A random variable is uniformly distributed whenever the probability is
proportional to the interval’s length.
 Uniform Distribution
Slater customers are charged for the amount of salad they take. Sampling
suggests that the amount of salad taken is uniformly distributed between 5
ounces and 15 ounces.

where:
x = salad plate filling weight
 Uniform Distribution
Slater customers are charged for the amount of salad they take. Sampling suggests
that the amount of salad taken is uniformly distributed between 5 ounces and 15
ounces.Calculate the mean and the variance.
 Example

(a) What is the probability that a customer will take between 12 and 15 ounces of
salad

?
(b) What is the probability that a customer will take between 4 and 7 ounces of
salad
Exponential Distribution
 Exponential Distribution
● The exponential probability distribution is useful in describing the time it takes
to complete a task.

WHY ?!

The exponential random variables can be used to describe:

● Time between vehicle arrivals at a toll booth

● Time required to complete a questionnaire
● Distance between major defects in a highway
● In waiting line applications, the exponential distribution is often used for
service times.
 Properties/Characteristics of Exponential Distribution

● A property of the exponential distribution is that the mean and

standard deviation are equal.

● The exponential distribution is skewed to the right.

Exponential Distribution
 Example(1)
The time between arrivals of cars at Al’s full-service gas pump follows an exponential
probability distribution with a mean time between arrivals of 3 minutes. Al would like
to know the probability that the time between two successive arrivals will be 2
minutes or less. P(x<=2)
 Example (2)

X follows an exponential probability distribution with a mean of 15 .

Normal Distribution
 Normal Distribution
The normal probability distribution is the most important and widely used
distribution for describing a continuous random variable.
WHY ?!
→ because most variables observed in nature are “normally distributed”, such
as height, blood pressure, length, weight and time.
→ It is widely used in statistical inference(Testing , Estimation , ..etc.)
→ It has been used in a wide variety of applications:
● Heights and weights of people
● Test scores
● Scientific measurements
● Amounts of rainfall
Normal Distributions derived by Abraham de Moivre
Normal Distribution
 Properties/Characteristics of the Normal Distribution
● The distribution is symmetric; its skewness measure is zero.
● The two parameters: μ and σ determine the shape of the distribution.
● Mean = median = mode.

Standard Deviation
σ

x
Mean μ
 Properties/Characteristics of the Normal Distribution
● The highest point on the normal curve is at the mean, which is also the
median and mode.
● Bell-shaped curve that is symmetric about the mean (area to the right of μ is
equal to the area to the left of μ, each equals 1⁄2).

0.5 0.5
x
Mean μ
 Properties/Characteristics of the Normal Distribution

● The mean can be any numerical value: negative, zero, or positive.

x
-10 0 25
 Properties/Characteristics of the Normal Distribution
● The standard deviation determines the width of the curve: larger values
result in wider, flatter curves.

σ = 15

σ = 25

x
 Properties/Characteristics of the Normal Distribution
● Probabilities for the normal random variable are given by areas under the curve.
● The total area under the curve is 1 (0.5 to the left of the mean and 0.5 to the
right).
● Extends to + and – infinity.

0.5 0.5
x
 Empirical Rule for Normal Distribution

● Approximately 68% of sample values are in the interval [μ-σ,μ+σ]

● Approximately 95% are in the interval [μ-2σ,μ+2σ]

● Almost all 99.7% are in the interval [μ-3σ,μ+3σ]

 Properties/Characteristics of the Normal Distribution
● 68.26% of values of a normal random variable are within +/- 1 standard
deviation of its mean.
● 95.44% of values of a normal random variable are within +/- 2 standard
deviations of its mean.
● 99.72% of values of a normal random variable are within +/- 3 standard
deviations of its mean.
 Standard Normal Distribution
● A random variable having a normal distribution with a mean of 0 and a
standard deviation of 1 is said to have a standard normal probability
distribution.
● The letter z is used to designate the standard normal random variable.

σ=1

z
0
 Standardization
● Standardized Variable: a variable is said to be standardized if it has been
adjusted (or transformed) such that its mean equals 0 and its standard
deviation equals 1.
● Standardization can be accomplished using the formula for a z-score:

Areas will be equal

Properties/Characteristics of Standard Normal Distribution

● The simplest case of normal distribution is the standard normal

distribution
● The standard normal distribution has a mean of 0 and a standard deviation
of 1.
● The number of standard deviations from the mean is called the "z score".

0
 Steps to Solve a Normal Distribution Problem

1. Sketch a graph of the normal distribution.

2. Figure out the z value, by converting x to z.

3. Illustrate this value on the drawn graph and shade the area
corresponding to the probability to be found.

4. Look up for the probability corresponding to z in the table.

0
Standardization
Using standard Normal Table(z)
 Example (1)

Find the probability that z is less than 1.74.

To find P( z < 1.74)
1. Locate a value of z equal to 1.7 in the left column.
2. Move across the row to the column under 0.04, where we read 0.4591.
3.Therefore, P(z < 1.74) = 0.5+P(0 < z < 1.74) = 0.5 + 0.4591 = 0.9591
 Example (2)
Find :

1. P(z ≤ 1.5)

2. P(z > 1.17)

3. P(z > -0.66)

4. P(-1.18 < z < 2.1)

5. P(-2 < z < -1.5)

 Example (2)
1. P(z ≤ 1.5) = 0.5 + P(0 < z < 1.50) = 0.5 + 0.4332 = 0.9332
 Example (2)
2. P(z > 1.17) = 0.5 - P(0 < z < 1.17) = 0.5- 0.3790 = 0.121
OR = 1 - p(z <1.17) = 1 - (0.5+0.3790) = 1-0.879=0.121
 Example (2)
2. P(z > 1.17) = 0.5 - P(0 < z < 1.17) = 0.5- 0.3790 = 0.121
OR = 1 - p(z <1.17) = 1 - (0.5+0.3790) = 1-0.879=0.121
 Example (2)
3. P(z > -0.66) = P(-0.66 < z < 0) + 0.5 = 0.2454 + 0.5 = 0.7454

Note: P(-0.66 < z < 0) =

P(0 < z < 0.66)
 Example (2)
4. P(-1.18 < z < 2.1) = P(-1.18 < z < 0) + P(0 < z < 2.1) =
= 0.3810 + 0.4821 = 0.8631
 Example (2)- try it with yourself
5. P(-2 < z < -1.5) = P(1.5 < z < 2) = P(0 < z < 2) - P(0 < z < 1.5)
= 0.4772 - 0.4332 =0.044
 Example (2)- try it with yourself
5. P(-2 < z < -1.5) = P(1.5 < z < 2) = P(0 < z < 2) - P(0 < z < 1.5)
= 0.4772 - 0.4332 =0.044
 Example (3)
Suppose that the weight of oranges is normally distributed with mean = 8
and standard deviation= 1.5 , What is the probability of?

a. Weighting more than 4.9

b. Weighting less than 8.7

c. Weighting between 6.2 and 7

d. Weighing between 10.3 and 11

e. Find the weight where 30% of oranges lie below it?

 Example (3)
a. Weighting more than 4.9
 Example (3)
b. Weighting less than 8.7
 Example (3)- Try it with yourself
c. Weighting between 6.2 and 7
 Example (3)

d. Weighing between 10.3 and 11

11 )
Using Cumulative Normal Table(z)
 Example (1)
Find the probability that z is less than 1.74.
To find P( z < 1.74)

1. Locate a value of z equal to 1.7 in the left column.

2. Move across the row to the column under 0.04, where we read 0.9591.
3.Therefore, P(z < 1.74) = 0.9591.
 Remember this example

Find the probability that z is less than 1.74.

To find P( z < 1.74)
1. Locate a value of z equal to 1.7 in the left column.
2. Move across the row to the column under 0.04, where we read 0.4591.
3.Therefore, P(z < 1.74) = 0.5+P(0 < z < 1.74) = 0.5 + 0.4591 = 0.9591
 Example (2)

Suppose the number of a particular type of bacteria in samples of 1-ml of

drinking water tend to be approximately normally distributed with
and . What is the probability that a given 1-ml sample will contain
more than 100 bacteria?

We are to find the P(x> 100)

 Example (2)

→ To find the P(x> 100)

 Example (3)- Try it with yourself

If the total cholesterol values for a certain target population are

approximately normally distributed with a mean of 200 (mg/100 mL) and a
standard deviation of 20 (mg/100 mL), What is the probability that a person
picked at random from this population will have a cholesterol value greater
than 240 (mg/100 mL)?

Answer = 0.0228
 Example (4)

IQ scores (IQ is Intelligence Quotient) on the Wechsler Adult Intelligence

Scale are approximately normally distributed with mean µ = 100 and σ = 15.
What is the proportion of persons having IQs between 80 and 120?
Example (4)
Example (4)
Example (4)

P(z<-1.33) = 1 - p(z < 1.33) = 1 - 0.9082 = 0.0918

 Example (5)- Try it with yourself

Suppose that the hemoglobin levels for healthy adult males are
approximately normally distributed with a mean of 16 and variance of 0.81.
Find the probability that a randomly chosen healthy adult male has a
hemoglobin level less than 14.

Answer =0.0132
Empirical Rule for Normal Distribution
 Remember : Properties/Characteristics of the Normal
Distribution
● 68.26% of values of a normal random variable are within +/- 1 standard
deviation of its mean.
● 95.44% of values of a normal random variable are within +/- 2 standard
deviations of its mean.
● 99.72% of values of a normal random variable are within +/- 3 standard
deviations of its mean.
Standard Normal Distribution Problem

0
 Using Empirical Rule (without using z-table)
● P(-1 < z < 1) =0.6826

● P(-2 < z < 2) =0.9544

● P(-3 < z < 3) =0.9972

● P(0 < z < 1) =P(-1 < z < 0) =0.6826/2 = 0.3413

● P(0 < z < 2) =P(-2 < z < 0) =0.9544/2 = 0.4772

● P(0 < z < 3) =P(0< z < -3) =0.9972/2 =0.4986

 Example (1)-without using z table
Weights of students distributed Normally with mean 60 and standard
deviation 2 , what is the probability that :

a) Less than 64
 Example (1)-without using z table

Weights of students distributed Normally with mean 60 and standard

deviation 2 , what is the probability that :

b) Greater than 64
 Example (1)-without using z table

Weights of students distributed Normally with mean 60 and standard

deviation 2 , what is the probability that :

c) Between 56 and 64
Inverse Normal Distribution
Finding x value when probabilities (areas) are given
Finding x value when probabilities (areas) are given
 Finding x value when probabilities (areas) are given

1. State the problem

2. Draw a picture

3. Use table to find the probability closest to the one you need

4. Read off the z-value

5. Unstandardised using this rule x = µ + zσ

 Example (1)

The store manager is concerned that sales are being lost due to stockouts
while waiting for an order. It has been determined that demand during
replenishment lead-time is normally distributed with a mean of 15 gallons
and a standard deviation of 6 gallons. The manager would like to know the
probability of a stockout, P ( x > 20).
Example (1)

P(z < .83)

Example (1)
 Example (2)
If the manager of Pep Zone wants the probability of a stockout to be no more
than .04, what should the reorder point be? Assuming that it has been
determined that demand during replenishment lead time is normally
distributed with a mean of 15 gallons and a standard deviation of 6 gallons.
→ Required : P(X < xi)=0.40 → xi ?!!!!
 Example (2)- Given Cumulative Z table
Step 1: Find the z-value that cuts off an area of .04 in the right tail of the
standard normal distribution.
0.96-0.5=0.16
Note : you can take z= 1.75 or 1.76 or 1.755

We look up the
complement
of the tail area
(1 - .04 = .96)
Example (2)
 Example (3)- try it with yourself
If the manager of Pep Zone wants the probability of a stockout during
replenishment lead-time to be no more than .05, what should the reorder
point be?

Answer:
Remember this example - Given Normal standard table (z)
Suppose that the weight of oranges is normally distributed with mean = 8
and standard deviation= 1.5 , What is the probability of?

a. Weighting more than 4.9

b. Weighting less than 8.7

c. Weighting between 6.2 and 7

d. Weighing between 10.3 and 12

e. Find the weight where 30% of oranges lie below it?

 Example (4)

e. Find the weight where 30% of oranges lie below it?

 Example (4)

e. Find the weight where 30% of oranges lie below it?

 Example (4)

e. Find the weight where 30% of oranges lie below it?

Extra Resources :

● https://www.unf.edu/~cwinton/html/cop4300/s09/class.notes/Distributions1_ppt.pdf
● Z table :
https://www.conversion-uplift.co.uk/wp-content/uploads/2016/10/Z-Score-Table.jpg
● Cumulative Z table : https://byjus.com/maths/z-score-table/
● Calculate z values from calculator :

https://www.youtube.com/watch?v=zEhtl9cu4ns