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probabilistic functions

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Area under the Curve

Percentiles

Chapter 5: Continuous Probability Distributions

Solomon W. Harrar

The University of Montana

Fall 2012

Introduction

The Normal Distribution

Area under the Curve

Percentiles

whole interval (range or continuum)

Example:The body temperature of a person.

Due to precision limitations of measuring instruments, every

random variable is virtually discrete.

However, when there are many possible values for a random

variable, it is sometimes mathematically useful to treat it as a

continuous random variable.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

In actual practice, this distribution is discrete because the

measurements are only accurate to within 2 mm Hg.

However, if we assume there is no measurement error, the

random variable can take a continuum of possible values.

Under this assumption the probability of specific values such

as 117.3 are zero.

Thus, we speak in terms of the probability that blood pressure

falls within a range of values.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The probability density function (pdf) of a continuous random

variable X is a function such that the area under the

density-function curve between any two points a and b is

equal to the probability that the probability that the random

variable X falls between a and b.

The pdf has large values in the regions of high probability and

small values in the regions of low probability.

The total area under the density-function curve over the entire

range of possible values for the random variable is 1.

The expected value and the standard deviation of a

continuous random variable have the same meaning as for the

discrete random variable.

Chapter 5: Continuous Probability Distributions

Introduction

The Normal Distribution

Area under the Curve

Percentiles

0.15

0.10

0.00

0.05

Relative Frequency

0.20

0.25

15

20

25

Body Mass Index

30

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Density

Normal Range

50

100

150

200

250

300

Introduction

The Normal Distribution

Area under the Curve

Percentiles

0.8

0.6

density

0.2

0.0

10

15

10

15

20

0.8

0.6

density

0.0

0.2

0.4

0.0

0.2

0.4

0.6

0.8

1.0

1.0

density

0.4

0.6

0.4

0.0

0.2

density

0.8

1.0

1.0

10

15

10

0

y

10

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The normal probability density is a bell-shaped curve given by

the function:

2

1 (x)

1

e 2 2

f (x) =

2

where = 3.142 and e = 2.718.

Normal Curve for different combinations of and .

0.15

0.20

f(x)

0.10

= 10

= 3

=3

=3

= 20

0.05

= 10

=4

0.00

=5

10

10

20

30

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The shape of a normal curve is completely determined by

and .

Many variables of interest have a mound-shaped frequency

distribution that can be approximated by a normal curve.

For such variables is the mean and 2 is the variance.

A normal curve with mean and variance 2 will generally be

referred to as N(, 2 ).

A random variable whose probability distribution is given by

the normal curve is called a normal (normally distributed)

random variable.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

A normal distribution whose mean = 0 and variance 2 = 1

is known as the standard normal distribution, i.e standard

normal distribution is the same thing as N(0, 1).

It is a fact that if X has N(, 2 ) distribution then

Z=

(X )

Conversely, if Z has N(0, 1) distribution then X = Z + will

have N(, 2 ).

Area under any normal curve can be expressed as area under

the standard normal curve.

Chapter 5: Continuous Probability Distributions

Introduction

The Normal Distribution

Area under the Curve

Percentiles

obtained by the R command

pnorm(a,mu,sigma)

Area under the normal curve to the right of a value b can be

obtained by the R command

1-pnorm(b,mu,sigma)

Area under the normal curve in between the values a and b

where a b can be computed in R as

pnorm(b,mu,sigma)-pnorm(a,mu,sigma)

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Example

with = 22.5 and = 2.

a. What is the probability of randomly selected professors will

have BMI less than 23?

b. Find the probability that X will be less than 16.

c. What is the percentage of professors whose BMI is greater

than 25.

d. Find the probability that X is between 21 and 25.

e. What percentage of the professors have BMI less than 22.5?

You dont need R for this one. pounds.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The probability associated with the normal curve forms the

basis for what is known as the Empirical Rule.

For measurements that have a normal-curve shaped smoothed

relative frequency distribution,

a. The percentage of

deviation to either

b. The percentage of

deviation to either

c. The percentage of

deviation to either

side of the mean is

.

the measurement that lie within 2 standard

side of the mean is

.

the measurement that lie within 3 standard

side of the mean is

.

in general.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

has a normal distribution with = 70 pounds and = 13

pounds.

a. What is the probability that the milk production for a cow

chosen at random will be less than 60 pounds?

b. What is the probability that the milk production for a cow

chosen at random will be greater than 90 pounds?

c. What is the probability that the milk production for a cow

chosen at random will be between 60 and 90 pounds?

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Percentiles

The (100 u)th percentile for a normal distribution, denoted

by xu , can be computed in R by using the command

qnorm(u,mu,sigma)

Find the quartiles of N(0, 1).

Find the quintiles of N(100, 25).

What is the median of N(50, 10)? You dont need R for this

one.

(100 u)th percentile xu of a N(, 2 ) and that of zu of

N(0, 1) are related as follows

xu = zu +

and zu =

xu

.

Chapter 5: Continuous Probability Distributions

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Example

distribution with = 55 and = 3.

distributed with mean 80 mm Hg and standard deviation 12

mm Hg. Find the upper and lower 5th percentiles of this

distribution.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

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