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**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.

**Continuous Probability Distributions
**

**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.

f (x)

f (x) Exponential

Uniform

f (x)

x1 x2

Normal

x1 xx12 x2

x

x1 x2

x

x

**Normal Probability Distributions
**

The normal probability distribution is the most important

**distribution for describing a continuous random variable.
**

It is widely used in statistical inference.

14159 e = 2.71828 .Normal Probability Distributions Normal Probability Density Function 1 ( x )2 /2 2 f (x) e 2 where: = mean = standard deviation = 3.

Normal Probability Distributions It’s a probability function. so no matter what the values of and . must integrate to 1! 1 2 E(X)= = 1 x 2 ( ) e 2 dx x 1 2 Var(X)=2 = ( x 2 1 1 x 2 ( ) e 2 dx 1 2 Standard Deviation(X)= 1 x 2 ( ) 2 e dx) 2 .

Normal Probability Distributions Characteristics The distribution is symmetric. its skewness measure is zero. x .

Standard Deviation Mean x .Normal Probability Distributions Characteristics The entire family of normal probability distributions is defined by its mean and its standard deviation .

Normal Probability Distributions Characteristics The highest point on the normal curve is at the mean. which is also the median and mode. x .

or positive. x -10 0 20 .Normal Probability Distributions Characteristics The mean can be any numerical value: negative. zero.

= 15 = 25 x .Normal Probability Distributions Characteristics The standard deviation determines the width of the curve: larger values result in wider. flatter curves.

5 . .5 x . The total area under the curve is 1 (.5 to the left of the mean and 0.Normal Probability Distributions Characteristics Probabilities for the normal random variable are given by areas under the curve.5 to the right).

P(x = 10) = 0 P(x = 3) = 0 P(x = 7.Normal Probability Distributions Since the area under the curve represents probability. With a single value. the probability of a normal random variable at one specific value is zero .7) P(x > 3) . one can find the following probabilities: P( 1 < x < 3) P(2.5) = 0 However. Thus.2 < x < 3. one can’t find the area since the area must be bound by two values.

99.Normal Probability Distributions Characteristics 68. .2 standard deviations of its mean.3 standard deviations of its mean.72% of values of a normal random variable are within +/.44% of values of a normal random variable are within +/.26% of values of a normal random variable are within +/. 95.1 standard deviation of its mean.

72% 95.44% 68.26% – 3 – 1 – 2 + 3 + 1 + 2 x .Normal Probability Distributions Characteristics 99.

the areas under the curves between any two points are also different. To make life easier.Normal Probability Distributions There may be thousands of normal distribution curves. Almost all values fall within 3 standard deviations.26%. the area between - and + is about 68.44%. each with a different mean and a different standard deviation. A standard normal distribution has a mean of 0 and a standard deviation of 1. . the area between -2 and +2 is about 95. and the area between -3 and +3 is about 99. all normal distributions can be converted to a standard normal distribution.72%. No matter what and are. Since the shapes are different.

5 .How good is rule for real data? Check some example data: The mean of the weight of the women = 127.8 The standard deviation (SD) = 15.

68% of 120 = .68x120 = ~ 82 runners In fact.5 lbs) of the mean. 112. 79 runners fall within 1-SD (15.3 127.3 25 20 P e r c e n t 15 10 5 0 80 90 100 110 120 POUNDS 130 140 150 160 .8 143.

8 158.8 25 20 P e r c e n t 15 10 5 0 80 90 100 110 120 POUNDS 130 140 150 160 . 115 runners fall within 2-SD’s of the mean.8 127. 96.95 x 120 = ~ 114 runners In fact.95% of 120 = .

7% of 120 = .8 174. all 120 runners fall within 3-SD’s of the mean. 81.99.3 25 20 P e r c e n t 15 10 5 0 80 90 100 110 120 POUNDS 130 140 150 160 .6 runners In fact.3 127.997 x 120 = 119.

then: 68% of students will have scores between 450 and 550 95% will be between 400 and 600 99.S. population of college-bound students (with range restricted to 200-800).Example Suppose SAT scores roughly follows a normal distribution in the U. and the average math SAT is 500 with a standard deviation of 50.7% will be between 350 and 650 .

Standard Normal Probability Distributions The formula for the standardized normal probability density function is 1 p( Z ) e (1) 2 1 Z 0 2 ( ) 2 1 1 e 2 1 ( Z )2 2 .

The Standard Normal Distribution (Z) All normal distributions can be converted into the standard normal curve by subtracting the mean and dividing by the standard deviation: Z X Somebody calculated all the integrals for the standard normal and put them in a table! So we never have to integrate! Even better. computers now do all the integration. .

Standard Normal Probability Distributions The letter z is used to designate the standard normal random variable. 1 z 0 .

A score of 575 is 1..5 50 i.e. =500 and =50? 575 500 Z 1.Applications of Standard Normal Distribution Problem: What’s the probability of getting a math SAT score of 575 or less.5 1 x 500 2 ( ) e 2 50 dx 1 2 1 Z2 e 2 dz Yikes! But to look up Z= 1.9332 .5 standard deviations above the mean 575 P( X 575) 1 (50) 200 2 1.5 in standard normal chart (or enter into SAS) no problem! = .

Applications of Standard Normal Distribution Problem: Test scores of a special examination administered to all potential employees of a firm are normally distributed with a mean of 500 points and a standard deviation of 100 points. What is the probability that a score selected at random will be higher than 700? P(x > 700) = ? If we convert this normal variable. z. z = (x .µ) / σ = (700 – 500) / 100 = 2 -------------500----------700 x-scale P(x > 700) = P(z > 2) ----------------0-----------2 z-scale . to a standard normal variable. x.

What is the chance of obtaining a birth weight of 120 or lighter? . What is the chance of obtaining a birth weight of 141 oz or heavier when sampling birth records at random? b. a.Problem If birth weights in a population are normally distributed with a mean of 109 oz and a standard deviation of 13 oz.

Solution a.46 corresponds to a right tail (greater than) area of: P(Z≥2.69 % .46) = 1-(.46 13 From the chart or SAS Z of 2.9931)= .0069 or . What is the chance of obtaining a birth weight of 141 oz or heavier when sampling birth records at random? 141 109 Z 2.

Solution b.8023= 80.85) = .85 corresponds to a left tail area of: P(Z≤. What is the chance of obtaining a birth weight of 120 or lighter? 120 109 Z .23% .85 13 From the chart or SAS Z of .

51 Z=1.Looking up probabilities in the standard normal table What is the area to the left of Z=1.45% .51 Area is 93.51 in a standard normal curve? Z=1.

Are my data “normal”? Not all continuous random variables are normally distributed!! It is important to evaluate how well the data are approximated by a normal distribution .

Do 2/3 of observations lie within 1 std dev of the mean? Do 95% of observations lie within 2 std dev of the mean? 4. and mode similar? 3. median. Look at the histogram! Does it appear bell shaped? 2. Look at a normal probability plot—is it approximately linear? 5. be cautious.Are my data normally distributed? 1. highly influenced by sample size! . Compute descriptive summary measures—are mean. But. Run tests of normality (such as Kolmogorov-Smirnov).

then the binomial starts to look like a normal distribution in fact.6.Normal approximation to the binomial When you have a binomial distribution where n is large and p is middle-of-the road (not too small. closer to . not too big. this doesn’t even take a particularly large n Recall: What is the probability of being a smoker among a group of cases with lung cancer is . what’s the probability that in a group of 8 cases you have less than 2 smokers? .5).

Here np=4. with a bell curve shape. then the binomial starts to look like a normal distribution Recall: smoking example… .8. You can imagine that if n got larger. 1 2 3 4 5 6 7 8 .27 0 Starting to have a normal shape even with fairly small n.Normal approximation to the binomial When you have a binomial distribution where n is large and p isn’t too small (rule of thumb: mean>5). the bars would get thinner and thinner and this would look more and more like a continuous function.

008 = 0.8 =1.27 0 1 2 3 4 5 6 7 8 What is the probability of fewer than 2 smokers? Exact binomial probability (from before) = .8 Z 2 1.00865 Normal approximation probability: =4.00065 + .8) 2.39 2 (4.39 1.Normal approximation to binomial .39 P(Z<2)= 0.0227 .

called the “continuity correction”)… 1.39 P(Z≤-2.00865. but in the right ballpark… we could also use the value to the left of 1. .5 (as we really wanted to know less than but not including 2.39 1.0089 A fairly good approximation of the exact probability.37 1.3 Z 2.5 (4. .8) 3.37) =.A little off.

25 for the study duration. If the probability of developing disease in the exposed group is . then if you sample (randomly) 500 exposed people.Practice problem 1. You are performing a cohort study. What’s the probability that at most 120 people develop the disease? .

75) + (. normal approximation: =np=500(.75) + (.+ P(X=120)= (.25) (. 0. put Cohort.323504227 OR use.75) + (. .25) (.25) (.Solution: By hand (yikes!): P(X≤120) = P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4)+…. 120.52)= 0.25) (.25.25)=125 and 2=np(1-p)=93.3015 500 0 0 500 .75. Cohort=cdf('binomial'. run.75) … 500 120 120 380 500 2 498 2 500 1 499 1 OR Use SAS: data _null_.68 P(Z<-. =9. 500).

5) = .More Sample Problems a.0) = c.5) = b.5) = d. P(z ≤ 1. P(0 < z < 2. P(z ≤ 1. P(1 ≤ z ≤ 1.

5) = 0.5000 = 0.9332 – 0. P(0 < z < 2. P(1 ≤ z ≤ 1.4938 .0) = 0.8413 = 0.09 d. P(z ≤ 1.9332 b. P(z ≤ 1.9938 – 0.5) = 0.More Sample Problems a.5) = 0.8413 c.

1.1. P(. P(z ≥ .More Sample Problems a.0) = b. P(z ≤ .1) = c. P(z ≥ .5) = d.3 < z ≤ 0) = .

3 < z ≤ 0) = 0. P(z ≥ .5) = 1 – 0.0668 = 0. P(.1.1.1) = 1 – 0.8413 c.9332 d.1587 = 0.1587 b.0) = 0. P(z ≥ .0014 = 0. P(z ≤ .5) = 1 – P(z ≤ .1) = 1 – P(z ≤ . 4986 .5 – 0.1.More Sample Problems a.

More Sample Problems Given: µ = 77 σ = 20 a. P(x < 50) = ? Convert to z: z = (x .15) = 1 – 0.35) = 0.35 P(x < 50) = P(z < .15 P(x > 100) = P(z > 1.1. P(x > 100) = ? z = (100 – 77) / 20 = 1.51 % .1.8749 = 0.0885 b.15) = 1 – P(z ≤ 1.1251 or 12.µ) / σ = (50 – 77) / 20 = .

Continuation of Sample Problem c. The closest entry is 0. Use this value of z in the following equation: z = (x .84. x = ? to be considered a heavy user Upper 20% of the area is in the right tail of the normal curve.8 hours .8 (or 80%) as the table entry.µ) / σ 0.84 = (x – 77)/ 20 x = 93.7995. That point represents a z-value of 0. Go to Table 1 and locate 0. 80% of the area is to the left.

µ) / σ 1.04 = (x – 75) / 10 x = 85.More Sample Problems A statistics instructor grades on a curve. He does not want to give more than 15 percent A in his class.4 or 85 . what should be the cut-off point for an A? z = (x . If test scores of students in statistics are normally distributed with a mean of 75 and a standard deviation of 10.

but does not know the length of the warranty.Sample Problems The service life of a certain brand of automobile battery is normally distributed with a mean of 1000 days and a standard deviation of 100 days.µ) / σ .1. It does not want to replace more than 10 percent of the batteries sold.28 = (x – 1000) / 100 x = 872 days . The manufacturer of the battery wants to offer a guarantee. What should be the length of the warranty? z = (x .

Reference: Anderson Sweeney Williams .

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