Theoretical Distribution of

Continuous Variables

Yudan Whulanza
DTM FTUI
Outlines

 Normal distribution
 Gamma distribution
 Chi-square distribution
 Exponential distribution
 Weibull distribution
 Lognormal distribution
Normal distribution: definition
 The normal distribution, aka the Gaussian
distribution, is an important family of continuous
probability distributions, applicable in many fields.
 Each member of the family may be defined by two
parameters, location and scale: the mean
("average", μ) and variance (standard deviation
squared) σ2, respectively.
 The importance of the normal distribution as a
model of quantitative phenomena in the natural and
behavioral sciences is due in part to the central limit
theorem.
 Many measurements, ranging from psychological[2]
to physical phenomena (in particular, thermal noise)
can be approximated, to varying degrees, by the
normal distribution.
Normal distribution: pdf & cdf
 PDF, Gaussian function:

 CDF,
Normal distribution: pdf

 68% of values drawn from a normal distribution are within

one standard deviation σ > 0 away from the mean μ;
 95% of the values are within two standard deviations
 99.7% lie within three standard deviations.
 This is known as the "68-95-99.7 rule" or the "empirical
rule."
Standard normal distribution: z-score
transformation

 The standard normal distribution or the unit

normal distribution is a special normal
curve made up of z-scores.
 Z-score is a standard score (also called the
standard Gaussian variable) that is :

 For example, if the mean were 100 and the

value were 110, then the difference between the
mean and the value is 10. If the standard
deviation were 5, then the difference of 10 has 2
SD's in it, thereby it is equal to 2z.
The central limit theorem
 Under certain conditions (such as being
independent and identically-distributed with finite
variance), the sum of a large number of random
variables is approximately normally distributed
 The practical importance of the central limit theorem
is that the normal cumulative distribution function
can be used as an approximation to some other
cumulative distribution functions, for example
 A binomial distribution with parameters n and p is
approximately normal for large n and p not too close
to 1 or 0 (some books recommend using this
approximation only if np and n(1 − p) are both at
least 5; in this case, a continuity correction should
be applied).
 A Poisson distribution with parameter λ is
approximately normal for large λ.
Standard normal distribution: pdf & cdf
Standard normal distribution: pdf & cdf
 N data 50
Mean 1045,7
Standard Deviation 221,9
Minimum 628,9
Maximum 1577,1

 Data above is descriptive stat from

academic aptitude examination .
 An applicant has z = -1,2. Calculate
real score of his/her exam?
 266,28
 779,42
 1008,02
 1083,38
 In one engineering math class, it is
indicated an average value of 75
with standard deviation of 5. If the
exam has 70 as treshold passing
grade, calculate percentage of
students that did not pass the
exam?
 16 %
 34 %
 68 %
 84 %
 In a curve above, a specific
dashed area has probability of
59,89 %. Determine point a and b
that close to the curve :
 a = -1,24 & b = 1,19
 a = -0,78 & b = 2,41
 a = -0,62 & b = 1,11
 a = -0,52 & b = 0,78