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Probability Study Guide for Mathematics ,Mathematics notes on probability.

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Note: We are only covering basic probability distributions and the normal distribution. You do not

need to worry about average values or the exponential distribution.

A random variable is any measurement whose value includes an element of randomness. Any

random variable \ has a probability distribution (or probability density function) 0 aBb that

represents the relative likelihood of different values for \ . For example, the following

distribution shows a random variable that takes on values between " and &, with values between

" and $ being much more likely than values between $ and &:

C

B

1

You can find the probability that \ lies in a certain range by finding the area in that range under

the graph of 0 aBb:

,

T a+ \ ,b ( 0 aBb .B

+

Note that the total area under a probability distribution must be ".

Problems: 3, 8

2. Normal Distributions

The most common kind of probability distribution is the normal distribution (or bell curve):

5

.

The central (or average) value of the distribution is called the mean, and is denoted by the Greek

letter . (mu). The width of the distribution is called the standard deviation, and is denoted

by the Greek letter 5 (sigma). The formula for a normal distribution with mean . and standard

deviation 5 is:

0 aBb

#

"

"

#

/ # aB.b 5

5 #1

The simlest case is when . ! and 5 ". This is called the standard normal distribution:

0 aBb

Problems: 13, 15, 17

" #

"

/ # B

#1

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