Professional Documents
Culture Documents
Lecture17 PDF
Lecture17 PDF
Department of Mathematics
BITS Pilani, Pilani Campus, Rajasthan 333 031
Email: chandrashekhar@pilani.bits-pilani.ac.in
Mobile: 9414492349
Chandra Shekhar MATH F113 (Probability and Statistics)
What have you covered?
In Lecture 16
Exponential Distribution
Chi Squared Distribution
Recap of the Distribution
Normal Distribution
(Gaussian Distribution)
Distribution that underlies many of
the statistical methods used in data
analysis
Normal Distribution
A random variable X with density
1 (x−µ)2
−
f (x) = √ e 2σ2
2πσ
x, µ ∈ (−∞, ∞), σ > 0
is said to have normal distribution
with parameter µ and σ
Normal Distribution
Symmetric at mean
Bell shaped curve centered at its
mean.
The points of inflection occur at
µ±σ
Chandra Shekhar MATH F113 (Probability and Statistics)
Normal Distribution (Cont...)
Important Results
(1) Φ(−z) = 1 − Φ(z)
Proof:
Φ(−z) = P (Z ≤ −z) = P (Z ≥ z)
1 − P (Z ≤ z) = 1 − Φ(z)
(2)
b−µ a−µ
P (a ≤ X ≤ b) = Φ −Φ
σ σ
Chandra Shekhar MATH F113 (Probability and Statistics)
Normal Distribution (Cont...)
Other Notations
Given a particular probability r, we
shall need to find the point with r
of the area to its right. This point
is denoted by zr . Thus, notationally,
zr denotes that point associated with
a standard normal random variable
such that
P [Z ≥ zr ] = r
P [−1.25 ≤ Z ≤ 1.75]
z.10
z.90
The point z such that
P [−z ≤ Z ≤ z] = 0.95
The point z such that
P [−z ≤ Z ≤ z] = 0.90