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Discrete Continuous
Probability Probability
Distributions Distributions
Binomial Normal
Poisson Uniform
Hypergeometric Exponential
Continuous Probability Distributions
A continuous random variable is a variable that
can assume any value on a continuum (can
assume an uncountable number of values)
thickness of an item
time required to complete a task
temperature of a solution
height, in inches
. f ( y ) dy 1
Definition
Discrete case:
E( X ) = ∑ x i p(x i )
all x
Continuous case:
E( X )
all x
xi p(xi )dx
Example
Solution
Example
Var ( X ) 2
(x )
all x
i
2
p(xi )
Continuous case:
Var ( X ) ( xi ) p( xi )dx
2 2
The Normal Distribution
Probability
Distributions
Continuous
Probability
Distributions
Normal
Uniform
Exponential
The Normal Distribution
The normal distribution was introduced by the French mathematician Abraham
DeMoivre in 1733. DeMoivre, who used this distribution to approximate
probabilities connected with coin tossing, called it the exponential bell-shaped
curve. Its usefulness, however, became truly apparent only in 1809, when the
famous German mathematician Karl Friedrich Gauss (1777-1855) used it as an
integral part of his approach to predicting the location of astronomical entities. As
a result, it became common after this time to call it the Gaussian distribution.
During the mid-to late 19th century, it became accepted that it was “normal” for
any well-behaved data set to follow this curve. As a result, following the lead of
the British statistician Karl Pearson, people began referring to the Gaussian
curve by calling it simply the normal curve.
Normal probability distribution
• The normal distribution is the most important of all the
distributions.
• Its graph is bell-shaped.
• psychology, business, economics, natural sciences, nursing,
mathematics
• marks on a test
• IQ scores
• real estate prices
• the height of a man
• blood pressure
• errors in measurements
Properties of the Normal Distribution
It is bell-shaped.
Properties of the Normal Distribution
Location is
determined by the
mean, μ f(x)
Spread is determined σ
by the standard
deviation, σ x
μ
Mean
The random variable = Median
= Mode
has an infinite
theoretical range:
+ to
The Normal Distribution
Changing σ increases
or decreases the
σ spread.
μ X
Many Normal Distributions
F(x 0 ) P(X x 0 )
f(x)
P(X x 0 )
0 x0 x
Finding Normal Probabilities
Probability is the
Probability is measured by the area
area under the
curve! under the curve
f(X) P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the
probability of any
individual value is zero)
a b X
Finding Normal Probabilities
(continued)
F(b) P(X b)
a μ b x
F(a) P(X a)
a μ b x
a μ b x
Areas to the left and Right of x
Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below
f(X) P( X μ) 0.5
P(μ X ) 0.5
0.5 0.5
μ X
P( X ) 1.0
The Standardized Normal
Any normal distribution (with any mean and
variance combination) can be transformed into the
standardized normal distribution (Z), with mean 0
and variance 1
f(Z)
Z ~ N(0,1) 1
Z
0
Need to transform X units into Z units by subtracting the
mean of X and dividing by its standard deviation
X μ
Z
σ
The Standardized Normal
X μ
Z
σ
Z always has mean = 0 and standard deviation = 1
The Standardized Normal
Probability Density Function
1
Z
0
Values above the mean have positive Z-values,
values below the mean have negative Z-values
Definition
The standard normal distribution is a special case of the
normal distribution.
Figure 5.8 Standart normal distribution
0, 1
Finding Normal Probabilities
a μ b μ
P(a X b) P Z
σ σ
f(x) b μ a μ
F F
σ σ
a µ b x
a μ b μ
0 Z
σ σ
Table 5.1
P(0 Z z)
Example
X μ 200 100
Z 2.0
σ 50
This says that X = 200 is two standard
deviations (2 increments of 50 units) above
the mean of 100.
Normal Distribution: Empirical
Rule for Any Normal Curve
≈ 68% of the observations fall within one standard deviation of the mean.
≈ 95% of the observations fall within two standard deviations of the mean.
≈ 99.7% of the observations fall within three standard deviations of the mean.
The probability equals approximately 0.68 within 1 standard deviation of the mean,
approximately 0.95 within 2 standard deviations, and approximately 0.997 within 3
standard deviations. Question: How do these probabilities relate to the empirical rule?
Normal Distribution: Empirical
Rule for Any Normal Curve
Comparing X and Z units
0 2.0 Z (μ = 0, σ = 1)
.9772
0 2.00 Z
.5 .4772
Example:
P(Z < 2.00) = .9772
0 2.00 Z
The Standardized Normal Table
(continued)
Area is 93.45%
Z=1.51
Z=1.51
The Standardized Normal Table
(continued)
.0228
Example:
0 2.00 Z
P(Z < -2.00) = 1 – 0.9772
= 0.0228 .9772
.0228
-2.00 0 Z
General Procedure for
Finding Probabilities
X
8.0
8.6
Finding Normal Probabilities
(continued)
Suppose X is normal with mean 8.0 and
standard deviation 5.0. Find P(X < 8.6)
X μ 8.6 8.0
Z 0.12
σ 5.0
μ=8 μ=0
σ = 10 σ=1
8 8.6 X 0 0.12 Z
X
8.0
8.6
Upper Tail Probabilities
(continued)
.5478
1.000 1.0 - .5478
= .4522
Z Z
0 0
0.12 0.12
Probability Between
Two Values
Calculate Z-values:
X μ 8 8
Z 0
σ 5
8 8.6 X
X μ 8.6 8 0 0.12 Z
Z 0.12
σ 5 P(8 < X < 8.6)
= P(0 < Z < 0.12)
Solution: Finding P(0 < Z < 0.12)
X
8.0
7.4
Probabilities in the Lower Tail
(continued)
A1 = A2 = .4082
P(-1.33 < z < 1.33)=P(-1.33 < z < 0) + P( 0< z < 1.33)=A1 + A2
= .4082*2=.8164
Find the probability that a standard normal random
variable exceeds 1.96 in absolute value.
This means that the area on each side of the mean will be equal to 0.95 / 2=0.475.
The area between z=0 and z0 is 0.475. We look up 0.475 in the body of Table IV to
find the value z0 = 1.96.
X μ Zσ
Finding the X value for a
Known Probability
(continued)
Example:
Suppose X is normal with mean 8.0 and
standard deviation 5.0.
Now find the X value so that only 20% of all
values are below this X
.2000
? 8.0 X
? 0 Z
Find the Z value for
20% in the Lower Tail
X μ Zσ
3.80
z lookup:
z.025 = −1.96
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
–1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
Unstandardize and sketch
x z p 39 (1.96)(2) 35
141 109
Z 2.46
13
120 109
Z .85
13
From the chart or SAS Z of .85 corresponds to a left tail area of:
P(Z≤.85) = .8023= 80.23%
Example 5.11: College Entrance Exam Application
z= (x-550)/100=1.28
X=550+1.28(100)=550+128=678
5. It is assumed that the test results for a class follow a normal distribution
with a mean of 78 and a standard deviation of 36.
a. What is the probability of a student obtaining the a grade higher than
72?
b.Calculate the percentage of students who have scores that are at least
five points higher than the score that marks the border between pass and
fail (a failing grade is defined as 25% of the tests with the lowest scores) .
c. If you know that a student's grade is greater than 72, what is the
probability that it is greater than 84?
Answer 4
Answer 5
6. An IQ test shows that the scores follow a distribution of N(65, 18). It is
desirable to arrange the participants into three groups (low intelligence,
average intelligence and high intelligence) so that 20% of the partipants
are filled under the first group, 65% in the second and 15% in the third.
What are the scores that differentiate each intelligence group from one
another?