Probability Theory and Simulation Methods. April 9th, Lecture 20: Special distributions
|
|
- Pamela Singleton
- 5 years ago
- Views:
Transcription
1 April 9th, 2018 Lecture 20: Special distributions
2 Week 1 Chapter 1: Axioms of probability Week 2 Chapter 3: Conditional probability and independence Week 4 Chapters 4, 6: Random variables Week 9 Chapter 5, 7: Special distributions Week 10 Chapters 8, 9, 10: Bivariate and multivariate distributions Week 12 Chapter 11: Limit theorems
3 Special discrete distributions
4 Chapter 5: Special discrete distributions Bernoulli random variables Binomial random variables Poisson random variables Other discrete random variables Geometric random variables Negative binomial random variables Hypergeometric random variables
5 Bernoulli random variables Sample space: {s, f} The random variable defined by X(s) = 1 and X(f) = 0 is called a Bernoulli random variable The pmf of a Bernoulli random variable is p if x = 1 p(x) = 1 p if x = 0 0 elsewhere where p is a parameter, referred to as the probability of a success E(X) = p and Var(X) = p(1 p)
6 Binomial random variables Definition If n Bernoulli trials all with probability of success p are performed independently, then X, the number of successes is called a binomial random variable with parameters n and p.
7 Poisson random variables
8 pmf of Poisson random variables
9 Geometric random variables Consider an experiment in which independent Bernoulli trials (with parameter p) are performed until the first success occurs. The sample space for such an experiment is S = {s, fs, ffs, fffs,..., ff... fs,...}. Let X be the number of experiments until the first success occurs. Then X is a discrete random variable called geometric.
10 Geometric random variables
11 Geometric random variables Example From an ordinary deck of 52 cards we draw cards at random, with replacement, and successively until an ace is drawn. What is the probability that exactly 10 draws are needed?
12 Negative binomial random variables Consider an experiment in which independent Bernoulli trials (with parameter p) are performed until the r th success occurs. Let X be the number of experiments until the r th success occurs. Then X is a negative binomial random variables with parameters (r, p). A negative binomial random variables with parameters (1, p) is a geometric random variable
13 Negative binomial random variables
14 Hypergeometric random variables Suppose that, from a box containing D defective and ND non-defective items, n are drawn at random and without replacement. Let X be the number of defective items drawn. Then X is a discrete random variable with the set of possible values {0, 1,...n} and probability mass function
15 Hypergeometric random variables
16 Special continuous distributions
17 Chapter 5: Special continuous distributions Uniform random variables Normal random variables Exponential random variables Other discrete random variables Gamma distribution Beta distributions
18 Uniform random variables Suppose that X is the value of the random point selected from an interval (a, b) such that every point is equally likely to be chosen Then X is called a uniform random variable over (a, b)
19 Uniform random variables Problem The pdf of X has the form c if a < x < b f(x) = 0 elsewhere where c is some unknown constant. 1 Compute c 2 Write down the formula for the distribution function of X 3 Compute E(X) and Var(X)
20 Uniform random variables
21 Uniform random variables
22 Uniform random variables Problem A person arrives at a bus station every day at 7:00 A.M. If a bus arrives at a random time between 7:00 A.M. and 7:30 A.M., what is the average time spent waiting?
23 Normal random variables
24 N(µ, σ 2 ) E(X) = µ, Var(X) = σ 2
25 Standard normal distribution If Z is a normal random variable with parameters µ = 0 and σ = 1, then the pdf of Z is f(z) = 1 2π e z2 2 and Z is called the standard normal distribution E(Z) = 0, Var(Z) = 1 The cumulative distribution function of the standard normal distribution is: Φ(z) = P(Z z) = z f(y) dy
26 Φ(z) Φ(t) = P(Z t) = z f(y) dy
27 Φ(z)
28 Shifting and scaling normal random variables Problem Let X be a normal random variable with mean µ and standard deviation σ. Then Z = X µ σ follows the standard normal distribution.
29 Shifting and scaling normal random variables
ECE 340 Probabilistic Methods in Engineering M/W 3-4:15. Lecture 10: Continuous RV Families. Prof. Vince Calhoun
ECE 340 Probabilistic Methods in Engineering M/W 3-4:15 Lecture 10: Continuous RV Families Prof. Vince Calhoun 1 Reading This class: Section 4.4-4.5 Next class: Section 4.6-4.7 2 Homework 3.9, 3.49, 4.5,
More informationThe Normal Distribution
The Normal Distribution The normal distribution plays a central role in probability theory and in statistics. It is often used as a model for the distribution of continuous random variables. Like all models,
More information4 Random Variables and Distributions
4 Random Variables and Distributions Random variables A random variable assigns each outcome in a sample space. e.g. called a realization of that variable to Note: We ll usually denote a random variable
More informationSome Discrete Distribution Families
Some Discrete Distribution Families ST 370 Many families of discrete distributions have been studied; we shall discuss the ones that are most commonly found in applications. In each family, we need a formula
More informationUQ, STAT2201, 2017, Lectures 3 and 4 Unit 3 Probability Distributions.
UQ, STAT2201, 2017, Lectures 3 and 4 Unit 3 Probability Distributions. Random Variables 2 A random variable X is a numerical (integer, real, complex, vector etc.) summary of the outcome of the random experiment.
More informationCentral Limit Theorem, Joint Distributions Spring 2018
Central Limit Theorem, Joint Distributions 18.5 Spring 218.5.4.3.2.1-4 -3-2 -1 1 2 3 4 Exam next Wednesday Exam 1 on Wednesday March 7, regular room and time. Designed for 1 hour. You will have the full
More informationLecture 23. STAT 225 Introduction to Probability Models April 4, Whitney Huang Purdue University. Normal approximation to Binomial
Lecture 23 STAT 225 Introduction to Probability Models April 4, 2014 approximation Whitney Huang Purdue University 23.1 Agenda 1 approximation 2 approximation 23.2 Characteristics of the random variable:
More informationChapter 3 Discrete Random Variables and Probability Distributions
Chapter 3 Discrete Random Variables and Probability Distributions Part 3: Special Discrete Random Variable Distributions Section 3.5 Discrete Uniform Section 3.6 Bernoulli and Binomial Others sections
More informationcontinuous rv Note for a legitimate pdf, we have f (x) 0 and f (x)dx = 1. For a continuous rv, P(X = c) = c f (x)dx = 0, hence
continuous rv Let X be a continuous rv. Then a probability distribution or probability density function (pdf) of X is a function f(x) such that for any two numbers a and b with a b, P(a X b) = b a f (x)dx.
More information4-2 Probability Distributions and Probability Density Functions. Figure 4-2 Probability determined from the area under f(x).
4-2 Probability Distributions and Probability Density Functions Figure 4-2 Probability determined from the area under f(x). 4-2 Probability Distributions and Probability Density Functions Definition 4-2
More informationVersion A. Problem 1. Let X be the continuous random variable defined by the following pdf: 1 x/2 when 0 x 2, f(x) = 0 otherwise.
Math 224 Q Exam 3A Fall 217 Tues Dec 12 Version A Problem 1. Let X be the continuous random variable defined by the following pdf: { 1 x/2 when x 2, f(x) otherwise. (a) Compute the mean µ E[X]. E[X] x
More informationChapter 3 Discrete Random Variables and Probability Distributions
Chapter 3 Discrete Random Variables and Probability Distributions Part 4: Special Discrete Random Variable Distributions Sections 3.7 & 3.8 Geometric, Negative Binomial, Hypergeometric NOTE: The discrete
More informationDiscrete Random Variables
Discrete Random Variables ST 370 A random variable is a numerical value associated with the outcome of an experiment. Discrete random variable When we can enumerate the possible values of the variable
More informationProbability Theory. Mohamed I. Riffi. Islamic University of Gaza
Probability Theory Mohamed I. Riffi Islamic University of Gaza Table of contents 1. Chapter 2 Discrete Distributions The binomial distribution 1 Chapter 2 Discrete Distributions Bernoulli trials and the
More informationDiscrete Random Variables and Probability Distributions. Stat 4570/5570 Based on Devore s book (Ed 8)
3 Discrete Random Variables and Probability Distributions Stat 4570/5570 Based on Devore s book (Ed 8) Random Variables We can associate each single outcome of an experiment with a real number: We refer
More informationBinomial Random Variables. Binomial Random Variables
Bernoulli Trials Definition A Bernoulli trial is a random experiment in which there are only two possible outcomes - success and failure. 1 Tossing a coin and considering heads as success and tails as
More informationChapter 5. Continuous Random Variables and Probability Distributions. 5.1 Continuous Random Variables
Chapter 5 Continuous Random Variables and Probability Distributions 5.1 Continuous Random Variables 1 2CHAPTER 5. CONTINUOUS RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS Probability Distributions Probability
More informationReview for Final Exam Spring 2014 Jeremy Orloff and Jonathan Bloom
Review for Final Exam 18.05 Spring 2014 Jeremy Orloff and Jonathan Bloom THANK YOU!!!! JON!! PETER!! RUTHI!! ERIKA!! ALL OF YOU!!!! Probability Counting Sets Inclusion-exclusion principle Rule of product
More informationStatistics for Business and Economics
Statistics for Business and Economics Chapter 5 Continuous Random Variables and Probability Distributions Ch. 5-1 Probability Distributions Probability Distributions Ch. 4 Discrete Continuous Ch. 5 Probability
More information2011 Pearson Education, Inc
Statistics for Business and Economics Chapter 4 Random Variables & Probability Distributions Content 1. Two Types of Random Variables 2. Probability Distributions for Discrete Random Variables 3. The Binomial
More informationNormal Distribution. Notes. Normal Distribution. Standard Normal. Sums of Normal Random Variables. Normal. approximation of Binomial.
Lecture 21,22, 23 Text: A Course in Probability by Weiss 8.5 STAT 225 Introduction to Probability Models March 31, 2014 Standard Sums of Whitney Huang Purdue University 21,22, 23.1 Agenda 1 2 Standard
More informationData Analytics (CS40003) Practice Set IV (Topic: Probability and Sampling Distribution)
Data Analytics (CS40003) Practice Set IV (Topic: Probability and Sampling Distribution) I. Concept Questions 1. Give an example of a random variable in the context of Drawing a card from a deck of cards.
More informationChapter 3 Common Families of Distributions. Definition 3.4.1: A family of pmfs or pdfs is called exponential family if it can be expressed as
Lecture 0 on BST 63: Statistical Theory I Kui Zhang, 09/9/008 Review for the previous lecture Definition: Several continuous distributions, including uniform, gamma, normal, Beta, Cauchy, double exponential
More informationStatistics 6 th Edition
Statistics 6 th Edition Chapter 5 Discrete Probability Distributions Chap 5-1 Definitions Random Variables Random Variables Discrete Random Variable Continuous Random Variable Ch. 5 Ch. 6 Chap 5-2 Discrete
More informationChapter 6 Continuous Probability Distributions. Learning objectives
Chapter 6 Continuous s Slide 1 Learning objectives 1. Understand continuous probability distributions 2. Understand Uniform distribution 3. Understand Normal distribution 3.1. Understand Standard normal
More informationLecture Notes 6. Assume F belongs to a family of distributions, (e.g. F is Normal), indexed by some parameter θ.
Sufficient Statistics Lecture Notes 6 Sufficiency Data reduction in terms of a particular statistic can be thought of as a partition of the sample space X. Definition T is sufficient for θ if the conditional
More informationChapter 4: Commonly Used Distributions. Statistics for Engineers and Scientists Fourth Edition William Navidi
Chapter 4: Commonly Used Distributions Statistics for Engineers and Scientists Fourth Edition William Navidi 2014 by Education. This is proprietary material solely for authorized instructor use. Not authorized
More informationAMS 7 Sampling Distributions, Central limit theorem, Confidence Intervals Lecture 4
AMS 7 Sampling Distributions, Central limit theorem, Confidence Intervals Lecture 4 Department of Applied Mathematics and Statistics, University of California, Santa Cruz Summer 2014 1 / 26 Sampling Distributions!!!!!!
More information4-1. Chapter 4. Commonly Used Distributions by The McGraw-Hill Companies, Inc. All rights reserved.
4-1 Chapter 4 Commonly Used Distributions 2014 by The Companies, Inc. All rights reserved. Section 4.1: The Bernoulli Distribution 4-2 We use the Bernoulli distribution when we have an experiment which
More informationChapter Learning Objectives. Discrete Random Variables. Chapter 3: Discrete Random Variables and Probability Distributions.
Chapter 3: Discrete Random Variables and Probability Distributions 3-1Discrete Random Variables ibl 3-2 Probability Distributions and Probability Mass Functions 3-33 Cumulative Distribution ib ti Functions
More informationUseful Probability Distributions
Useful Probability Distributions Standard Normal Distribution Binomial Multinomial Hypergeometric Poisson Beta Binomial Student s t Beta Gamma Dirichlet Multivariate Normal and Correlation Standard Normal
More informationChapter 3 Statistical Quality Control, 7th Edition by Douglas C. Montgomery. Copyright (c) 2013 John Wiley & Sons, Inc.
1 3.1 Describing Variation Stem-and-Leaf Display Easy to find percentiles of the data; see page 69 2 Plot of Data in Time Order Marginal plot produced by MINITAB Also called a run chart 3 Histograms Useful
More informationSTATISTICS and PROBABILITY
Introduction to Statistics Atatürk University STATISTICS and PROBABILITY LECTURE: PROBABILITY DISTRIBUTIONS Prof. Dr. İrfan KAYMAZ Atatürk University Engineering Faculty Department of Mechanical Engineering
More informationECO220Y Continuous Probability Distributions: Normal Readings: Chapter 9, section 9.10
ECO220Y Continuous Probability Distributions: Normal Readings: Chapter 9, section 9.10 Fall 2011 Lecture 8 Part 2 (Fall 2011) Probability Distributions Lecture 8 Part 2 1 / 23 Normal Density Function f
More informationCommonly Used Distributions
Chapter 4: Commonly Used Distributions 1 Introduction Statistical inference involves drawing a sample from a population and analyzing the sample data to learn about the population. We often have some knowledge
More informationNORMAL APPROXIMATION. In the last chapter we discovered that, when sampling from almost any distribution, e r2 2 rdrdϕ = 2π e u du =2π.
NOMAL APPOXIMATION Standardized Normal Distribution Standardized implies that its mean is eual to and the standard deviation is eual to. We will always use Z as a name of this V, N (, ) will be our symbolic
More informationSTA258H5. Al Nosedal and Alison Weir. Winter Al Nosedal and Alison Weir STA258H5 Winter / 41
STA258H5 Al Nosedal and Alison Weir Winter 2017 Al Nosedal and Alison Weir STA258H5 Winter 2017 1 / 41 NORMAL APPROXIMATION TO THE BINOMIAL DISTRIBUTION. Al Nosedal and Alison Weir STA258H5 Winter 2017
More informationII - Probability. Counting Techniques. three rules of counting. 1multiplication rules. 2permutations. 3combinations
II - Probability Counting Techniques three rules of counting 1multiplication rules 2permutations 3combinations Section 2 - Probability (1) II - Probability Counting Techniques 1multiplication rules In
More informationRandom Variable: Definition
Random Variables Random Variable: Definition A Random Variable is a numerical description of the outcome of an experiment Experiment Roll a die 10 times Inspect a shipment of 100 parts Open a gas station
More informationChapter 4 Continuous Random Variables and Probability Distributions
Chapter 4 Continuous Random Variables and Probability Distributions Part 2: More on Continuous Random Variables Section 4.5 Continuous Uniform Distribution Section 4.6 Normal Distribution 1 / 28 One more
More informationEngineering Statistics ECIV 2305
Engineering Statistics ECIV 2305 Section 5.3 Approximating Distributions with the Normal Distribution Introduction A very useful property of the normal distribution is that it provides good approximations
More informationPROBABILITY DISTRIBUTIONS
CHAPTER 3 PROBABILITY DISTRIBUTIONS Page Contents 3.1 Introduction to Probability Distributions 51 3.2 The Normal Distribution 56 3.3 The Binomial Distribution 60 3.4 The Poisson Distribution 64 Exercise
More informationChapter 5 Discrete Probability Distributions. Random Variables Discrete Probability Distributions Expected Value and Variance
Chapter 5 Discrete Probability Distributions Random Variables Discrete Probability Distributions Expected Value and Variance.40.30.20.10 0 1 2 3 4 Random Variables A random variable is a numerical description
More informationLecture 8. The Binomial Distribution. Binomial Distribution. Binomial Distribution. Probability Distributions: Normal and Binomial
Lecture 8 The Binomial Distribution Probability Distributions: Normal and Binomial 1 2 Binomial Distribution >A binomial experiment possesses the following properties. The experiment consists of a fixed
More informationDiscrete Probability Distributions and application in Business
http://wiki.stat.ucla.edu/socr/index.php/socr_courses_2008_thomson_econ261 Discrete Probability Distributions and application in Business By Grace Thomson DISCRETE PROBALITY DISTRIBUTIONS Discrete Probabilities
More informationChapter 7: Point Estimation and Sampling Distributions
Chapter 7: Point Estimation and Sampling Distributions Seungchul Baek Department of Statistics, University of South Carolina STAT 509: Statistics for Engineers 1 / 20 Motivation In chapter 3, we learned
More informationWhat was in the last lecture?
What was in the last lecture? Normal distribution A continuous rv with bell-shaped density curve The pdf is given by f(x) = 1 2πσ e (x µ)2 2σ 2, < x < If X N(µ, σ 2 ), E(X) = µ and V (X) = σ 2 Standard
More informationCentral limit theorems
Chapter 6 Central limit theorems 6.1 Overview Recall that a random variable Z is said to have a standard normal distribution, denoted by N(0, 1), if it has a continuous distribution with density φ(z) =
More informationHomework Assignments
Homework Assignments Week 1 (p. 57) #4.1, 4., 4.3 Week (pp 58 6) #4.5, 4.6, 4.8(a), 4.13, 4.0, 4.6(b), 4.8, 4.31, 4.34 Week 3 (pp 15 19) #1.9, 1.1, 1.13, 1.15, 1.18 (pp 9 31) #.,.6,.9 Week 4 (pp 36 37)
More informationStatistics for Managers Using Microsoft Excel 7 th Edition
Statistics for Managers Using Microsoft Excel 7 th Edition Chapter 5 Discrete Probability Distributions Statistics for Managers Using Microsoft Excel 7e Copyright 014 Pearson Education, Inc. Chap 5-1 Learning
More informationAP Statistics Ch 8 The Binomial and Geometric Distributions
Ch 8.1 The Binomial Distributions The Binomial Setting A situation where these four conditions are satisfied is called a binomial setting. 1. Each observation falls into one of just two categories, which
More informationProbability and Statistics
Probability and Statistics Alvin Lin Probability and Statistics: January 2017 - May 2017 Binomial Random Variables There are two balls marked S and F in a basket. Select a ball 3 times with replacement.
More informationChapter 4 Continuous Random Variables and Probability Distributions
Chapter 4 Continuous Random Variables and Probability Distributions Part 2: More on Continuous Random Variables Section 4.5 Continuous Uniform Distribution Section 4.6 Normal Distribution 1 / 27 Continuous
More informationRandom variables. Contents
Random variables Contents 1 Random Variable 2 1.1 Discrete Random Variable............................ 3 1.2 Continuous Random Variable........................... 5 1.3 Measures of Location...............................
More informationRandom Variables Handout. Xavier Vilà
Random Variables Handout Xavier Vilà Course 2004-2005 1 Discrete Random Variables. 1.1 Introduction 1.1.1 Definition of Random Variable A random variable X is a function that maps each possible outcome
More informationThe Bernoulli distribution
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike License. Your use of this material constitutes acceptance of that license and the conditions of use of materials on this
More informationStatistical Tables Compiled by Alan J. Terry
Statistical Tables Compiled by Alan J. Terry School of Science and Sport University of the West of Scotland Paisley, Scotland Contents Table 1: Cumulative binomial probabilities Page 1 Table 2: Cumulative
More informationTutorial 11: Limit Theorems. Baoxiang Wang & Yihan Zhang bxwang, April 10, 2017
Tutorial 11: Limit Theorems Baoxiang Wang & Yihan Zhang bxwang, yhzhang@cse.cuhk.edu.hk April 10, 2017 1 Outline The Central Limit Theorem (CLT) Normal Approximation Based on CLT De Moivre-Laplace Approximation
More informationStatistics & Flood Frequency Chapter 3. Dr. Philip B. Bedient
Statistics & Flood Frequency Chapter 3 Dr. Philip B. Bedient Predicting FLOODS Flood Frequency Analysis n Statistical Methods to evaluate probability exceeding a particular outcome - P (X >20,000 cfs)
More informationChapter 3 - Lecture 5 The Binomial Probability Distribution
Chapter 3 - Lecture 5 The Binomial Probability October 12th, 2009 Experiment Examples Moments and moment generating function of a Binomial Random Variable Outline Experiment Examples A binomial experiment
More informationChapter 5: Statistical Inference (in General)
Chapter 5: Statistical Inference (in General) Shiwen Shen University of South Carolina 2016 Fall Section 003 1 / 17 Motivation In chapter 3, we learn the discrete probability distributions, including Bernoulli,
More informationCentral Limit Theorem (cont d) 7/28/2006
Central Limit Theorem (cont d) 7/28/2006 Central Limit Theorem for Binomial Distributions Theorem. For the binomial distribution b(n, p, j) we have lim npq b(n, p, np + x npq ) = φ(x), n where φ(x) is
More informationVI. Continuous Probability Distributions
VI. Continuous Proaility Distriutions A. An Important Definition (reminder) Continuous Random Variale - a numerical description of the outcome of an experiment whose outcome can assume any numerical value
More informationStatistics for Managers Using Microsoft Excel 7 th Edition
Statistics for Managers Using Microsoft Excel 7 th Edition Chapter 7 Sampling Distributions Statistics for Managers Using Microsoft Excel 7e Copyright 2014 Pearson Education, Inc. Chap 7-1 Learning Objectives
More informationME3620. Theory of Engineering Experimentation. Spring Chapter III. Random Variables and Probability Distributions.
ME3620 Theory of Engineering Experimentation Chapter III. Random Variables and Probability Distributions Chapter III 1 3.2 Random Variables In an experiment, a measurement is usually denoted by a variable
More informationThe Binomial Distribution
MATH 382 The Binomial Distribution Dr. Neal, WKU Suppose there is a fixed probability p of having an occurrence (or success ) on any single attempt, and a sequence of n independent attempts is made. Then
More informationSection 7.5 The Normal Distribution. Section 7.6 Application of the Normal Distribution
Section 7.6 Application of the Normal Distribution A random variable that may take on infinitely many values is called a continuous random variable. A continuous probability distribution is defined by
More informationProbability Models.S2 Discrete Random Variables
Probability Models.S2 Discrete Random Variables Operations Research Models and Methods Paul A. Jensen and Jonathan F. Bard Results of an experiment involving uncertainty are described by one or more random
More informationContinuous random variables
Continuous random variables probability density function (f(x)) the probability distribution function of a continuous random variable (analogous to the probability mass function for a discrete random variable),
More informationCHAPTER 5 SOME DISCRETE PROBABILITY DISTRIBUTIONS. 5.2 Binomial Distributions. 5.1 Uniform Discrete Distribution
CHAPTER 5 SOME DISCRETE PROBABILITY DISTRIBUTIONS As we had discussed, there are two main types of random variables, namely, discrete random variables and continuous random variables. In this chapter,
More informationElementary Statistics Lecture 5
Elementary Statistics Lecture 5 Sampling Distributions Chong Ma Department of Statistics University of South Carolina Chong Ma (Statistics, USC) STAT 201 Elementary Statistics 1 / 24 Outline 1 Introduction
More information15.063: Communicating with Data Summer Recitation 3 Probability II
15.063: Communicating with Data Summer 2003 Recitation 3 Probability II Today s Goal Binomial Random Variables (RV) Covariance and Correlation Sums of RV Normal RV 15.063, Summer '03 2 Random Variables
More informationMA : Introductory Probability
MA 320-001: Introductory Probability David Murrugarra Department of Mathematics, University of Kentucky http://www.math.uky.edu/~dmu228/ma320/ Spring 2017 David Murrugarra (University of Kentucky) MA 320:
More informationLECTURE CHAPTER 3 DESCRETE RANDOM VARIABLE
LECTURE CHAPTER 3 DESCRETE RANDOM VARIABLE MSc Đào Việt Hùng Email: hungdv@tlu.edu.vn Random Variable A random variable is a function that assigns a real number to each outcome in the sample space of a
More informationModel Paper Statistics Objective. Paper Code Time Allowed: 20 minutes
Model Paper Statistics Objective Intermediate Part I (11 th Class) Examination Session 2012-2013 and onward Total marks: 17 Paper Code Time Allowed: 20 minutes Note:- You have four choices for each objective
More informationNormal Distribution. Definition A continuous rv X is said to have a normal distribution with. the pdf of X is
Normal Distribution Normal Distribution Definition A continuous rv X is said to have a normal distribution with parameter µ and σ (µ and σ 2 ), where < µ < and σ > 0, if the pdf of X is f (x; µ, σ) = 1
More informationBusiness Statistics 41000: Probability 4
Business Statistics 41000: Probability 4 Drew D. Creal University of Chicago, Booth School of Business February 14 and 15, 2014 1 Class information Drew D. Creal Email: dcreal@chicagobooth.edu Office:
More informationTwo hours. To be supplied by the Examinations Office: Mathematical Formula Tables and Statistical Tables THE UNIVERSITY OF MANCHESTER
Two hours MATH20802 To be supplied by the Examinations Office: Mathematical Formula Tables and Statistical Tables THE UNIVERSITY OF MANCHESTER STATISTICAL METHODS Answer any FOUR of the SIX questions.
More informationProblems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman:
Math 224 Fall 207 Homework 5 Drew Armstrong Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman: Section 3., Exercises 3, 0. Section 3.3, Exercises 2, 3, 0,.
More informationNormal distribution Approximating binomial distribution by normal 2.10 Central Limit Theorem
1.1.2 Normal distribution 1.1.3 Approimating binomial distribution by normal 2.1 Central Limit Theorem Prof. Tesler Math 283 Fall 216 Prof. Tesler 1.1.2-3, 2.1 Normal distribution Math 283 / Fall 216 1
More informationCS145: Probability & Computing
CS145: Probability & Computing Lecture 8: Variance of Sums, Cumulative Distribution, Continuous Variables Instructor: Eli Upfal Brown University Computer Science Figure credits: Bertsekas & Tsitsiklis,
More information4.3 Normal distribution
43 Normal distribution Prof Tesler Math 186 Winter 216 Prof Tesler 43 Normal distribution Math 186 / Winter 216 1 / 4 Normal distribution aka Bell curve and Gaussian distribution The normal distribution
More informationDiscrete Random Variables and Probability Distributions
Chapter 4 Discrete Random Variables and Probability Distributions 4.1 Random Variables A quantity resulting from an experiment that, by chance, can assume different values. A random variable is a variable
More informationCS 237: Probability in Computing
CS 237: Probability in Computing Wayne Snyder Computer Science Department Boston University Lecture 10: o Cumulative Distribution Functions o Standard Deviations Bernoulli Binomial Geometric Cumulative
More informationMean of a Discrete Random variable. Suppose that X is a discrete random variable whose distribution is : :
Dr. Kim s Note (December 17 th ) The values taken on by the random variable X are random, but the values follow the pattern given in the random variable table. What is a typical value of a random variable
More informationData Science Essentials
Data Science Essentials Probability and Random Variables As data scientists, we re often concerned with understanding the qualities and relationships of a set of data points. For example, you may need
More information1/2 2. Mean & variance. Mean & standard deviation
Question # 1 of 10 ( Start time: 09:46:03 PM ) Total Marks: 1 The probability distribution of X is given below. x: 0 1 2 3 4 p(x): 0.73? 0.06 0.04 0.01 What is the value of missing probability? 0.54 0.16
More informationAP Statistics Test 5
AP Statistics Test 5 Name: Date: Period: ffl If X is a discrete random variable, the the mean of X and the variance of X are given by μ = E(X) = X xp (X = x); Var(X) = X (x μ) 2 P (X = x): ffl If X is
More informationConjugate priors: Beta and normal Class 15, Jeremy Orloff and Jonathan Bloom
1 Learning Goals Conjugate s: Beta and normal Class 15, 18.05 Jeremy Orloff and Jonathan Bloom 1. Understand the benefits of conjugate s.. Be able to update a beta given a Bernoulli, binomial, or geometric
More information8.1 Binomial Distributions
8.1 Binomial Distributions The Binomial Setting The 4 Conditions of a Binomial Setting: 1.Each observation falls into 1 of 2 categories ( success or fail ) 2 2.There is a fixed # n of observations. 3.All
More informationPROBABILITY. Wiley. With Applications and R ROBERT P. DOBROW. Department of Mathematics. Carleton College Northfield, MN
PROBABILITY With Applications and R ROBERT P. DOBROW Department of Mathematics Carleton College Northfield, MN Wiley CONTENTS Preface Acknowledgments Introduction xi xiv xv 1 First Principles 1 1.1 Random
More information. (i) What is the probability that X is at most 8.75? =.875
Worksheet 1 Prep-Work (Distributions) 1)Let X be the random variable whose c.d.f. is given below. F X 0 0.3 ( x) 0.5 0.8 1.0 if if if if if x 5 5 x 10 10 x 15 15 x 0 0 x Compute the mean, X. (Hint: First
More informationProbability mass function; cumulative distribution function
PHP 2510 Random variables; some discrete distributions Random variables - what are they? Probability mass function; cumulative distribution function Some discrete random variable models: Bernoulli Binomial
More informationCIVL Discrete Distributions
CIVL 3103 Discrete Distributions Learning Objectives Define discrete distributions, and identify common distributions applicable to engineering problems. Identify the appropriate distribution (i.e. binomial,
More informationData Analysis and Statistical Methods Statistics 651
Review of previous lecture: Why confidence intervals? Data Analysis and Statistical Methods Statistics 651 http://www.stat.tamu.edu/~suhasini/teaching.html Suhasini Subba Rao Suppose you want to know the
More informationChapter 9: Sampling Distributions
Chapter 9: Sampling Distributions 9. Introduction This chapter connects the material in Chapters 4 through 8 (numerical descriptive statistics, sampling, and probability distributions, in particular) with
More informationProbability Distributions II
Probability Distributions II Summer 2017 Summer Institutes 63 Multinomial Distribution - Motivation Suppose we modified assumption (1) of the binomial distribution to allow for more than two outcomes.
More informationChapter 5. Statistical inference for Parametric Models
Chapter 5. Statistical inference for Parametric Models Outline Overview Parameter estimation Method of moments How good are method of moments estimates? Interval estimation Statistical Inference for Parametric
More informationA probability distribution shows the possible outcomes of an experiment and the probability of each of these outcomes.
Introduction In the previous chapter we discussed the basic concepts of probability and described how the rules of addition and multiplication were used to compute probabilities. In this chapter we expand
More informationTwo hours UNIVERSITY OF MANCHESTER. 23 May :00 16:00. Answer ALL SIX questions The total number of marks in the paper is 90.
Two hours MATH39542 UNIVERSITY OF MANCHESTER RISK THEORY 23 May 2016 14:00 16:00 Answer ALL SIX questions The total number of marks in the paper is 90. University approved calculators may be used 1 of
More information