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Random Variables
and Probability
Distributions
Random Variable
A random variable, RV (pemboleh ubah rawak) is a
variable that can take on different values according to
the outcome of an experiment.
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Discrete Probability Distribution
A probability distribution (taburan kebarangkalian) is a
table, formula, or graph that describes the values (x) of a
RV and the probability, p(x) associated with these values.
Example 1:
A financial counselor conducts investment seminars with
each seminar limited to 6 attendees. Because of the small size
of the seminar group and the personal attention each person
receives, some of the attendees become clients following the
seminar.
x 0 1 2 3 4 5 6
p(x) 0.05 m 0.20 0.25 0.15 0.15 m
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a) Find the value of m.
2m = 1 – 0.8 = 0.2
Therefore, m = 0.1
P(X = c) = P(X = d) = 0
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The probability that X will take a value in the interval
c X d is given by the area under the graph of f (x)
between the values c and d.
𝑃 𝑐≤𝑋≤𝑑 = 𝑓 𝑥 𝑑𝑥
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Normal Distribution
The normal distribution (taburan normal) is the most
important of all probability distributions because of its crucial
role in statistical inference.
half the area under the curve is above the mean and half
is below it
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Normal curve is symmetrical
two halves identical
Curve Curve
extends Area Area extends
to - = 0.5 = 0.5 to +
1 , - ≤ x ≤
𝑓(𝑥) = 𝑒
𝜎 2𝜋
where
is the mean of the normal distribution
is the standard deviation of the normal distribution
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Standard Normal Distribution
The standard normal distribution (taburan normal
piawai) or Z distribution (taburan Z) is a special normal
distribution with a mean of 0 and a standard deviation
of 1 Z ~ N(0, 1)
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By standardizing (mempiawaikan) the normal RV, the prob. that
a normal RV falls into any interval could be found using the
standardized normal, Z table (jadual normal piawai, Z).
Example 2:
Determine the following probability.
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a) P(Z -0.86)
= 0.1949
-0.86 0 Z
-1.53 0 Z
c) P(-2.1 Z < 0)
= 0.5 – 0.0179
= 0.4821
-2.1 0 Z
d) P(-1.88 Z -0.95)
= P(Z -0.95) –
P(Z -1.88)
= 0.1711 – 0.0301
= 0.141
-1.88 -0.95 0 Z
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e) P(Z < 1.03)
= 0.8485
0 1.03 Z
f) P(Z 0.7)
= 1 – 0.7580
= 0.242
0 0.7 Z
0 1.49 Z
0 1.16 2.15 Z
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i) P(-2.6 < Z < 0.34)
= P(Z < 0.34) – P(Z < -2.6)
= 0.6331 – 0.0047
= 0.6284
-2.6 0 0.34 Z
j) P(-1 Z 1)
= P(Z 1) – P(Z -1)
= 0.8413 – 0.1587
= 0.6826 (Empirical Rule)
-1 0 1 Z
Example 3:
Following their production, industrial generator shafts
are tested for static and dynamic balance, and the
necessary weight is added to predrilled holes in order to
bring each shaft within balance specifications. From past
experience, the amount of weight added to a shaft has been
normally distributed, with an average of 35 grams and a
standard deviation of 9 grams. What is the probability that
a randomly selected shaft will require
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a) more than 26 grams of weight for proper balance?
𝑃 𝑋 > 26 = 𝑃 𝑍 >
= 𝑃 𝑍 > −1 = 0.8413
41 − 35 49 − 35
𝑃 41 < 𝑋 < 49 = 𝑃 <𝑍<
9 9
Finding Values of Z
Sometime, we are required to determine the value of Z
given a probability.
-Z 0 Z Z
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Example 4:
a) Find the value of -Z0.004
-Z0.004 = -2.64
0.965
Z0.035 1.81
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c) Find the value of Z0.015 d) Find the value of Z0.01
-Z0.01 = -2.3263
Example 5:
Solution:
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From Figure (b),
Figure (a)
P(Z < -Z0.25) = 0.25
Figure (b) 𝑋 −𝜇
= −0.6745
𝜎
0.25 Xm = 2389 – 0.6745(300)
Xm = 2186.65 hours
-Z0.25 0 Z
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