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If you take subsequent samples from the same random process you will get
different results. The mean of these results and its spread are usually a good
indicator of the process being sampled. A short example should clarify this:
Assume a physicist is baking a plum cake, and puts exactly 75 plums into the
dough. After stirring the dough and baking the cake, he cuts a piece of the
cake, which is exactly one third of its size. As this physicist has enough spare
time, he crumbles this slice and counts the plums in it - only 19 of the
expected 25 plums are found. Now the question which keeps the physicist
from finally eating the cake is how are the chances of getting a slice of this
size with less than 20 plums in it?
What you see is, that the actual number of plums in a third of the cake varies
around 25. The histogram of the frequency of occurrence of different numbers
of plums may look like this:
If you repeat the process of plum cake baking often enough, and you plot the
histogram bars small enough you will eventually obtain a
smooth distribution:
Next, our physicist wants to know how what the chances are of finding more
than 30 plums in the slice of the plum cake. One of the fundamental
properties of distribution diagrams is that the relative area between two values
on the x-axis reflect the chances that the corresponding event will occur. In
our example the physicist may draw a vertical line at 30 plums. The relative
area above this mark indicates the chance of finding more than 30 plums in
the slice of cake (which is roughly 10 %, according to the distribution curve
shown below).
Hint: Do not confuse the scaling of the area with the scaling of the y-axis. A
distribution curve scaled to an area of 1.0 does not have a maximum of 1.0;
see also the interactive example for further explanation.