Lecture 12. Some Useful Continuous Distributions. The most important continuous probability distribution in entire field of statistics.

Similar documents
Section 7.5 The Normal Distribution. Section 7.6 Application of the Normal Distribution

ECON 214 Elements of Statistics for Economists 2016/2017

Chapter 6. The Normal Probability Distributions

The graph of a normal curve is symmetric with respect to the line x = µ, and has points of

The Normal Probability Distribution

ECO220Y Continuous Probability Distributions: Normal Readings: Chapter 9, section 9.10

Lecture 23. STAT 225 Introduction to Probability Models April 4, Whitney Huang Purdue University. Normal approximation to Binomial

Chapter 7 1. Random Variables

No, because np = 100(0.02) = 2. The value of np must be greater than or equal to 5 to use the normal approximation.

ECON 214 Elements of Statistics for Economists

STAT Chapter 5: Continuous Distributions. Probability distributions are used a bit differently for continuous r.v. s than for discrete r.v. s.

Lecture 8. The Binomial Distribution. Binomial Distribution. Binomial Distribution. Probability Distributions: Normal and Binomial

Prob and Stats, Nov 7

The Normal Distribution

Week 7. Texas A& M University. Department of Mathematics Texas A& M University, College Station Section 3.2, 3.3 and 3.4

Section Introduction to Normal Distributions

Data Analysis and Statistical Methods Statistics 651

Continuous Distributions

Normal Distribution. Notes. Normal Distribution. Standard Normal. Sums of Normal Random Variables. Normal. approximation of Binomial.

2011 Pearson Education, Inc

Lecture Slides. Elementary Statistics Tenth Edition. by Mario F. Triola. and the Triola Statistics Series. Slide 1

STAT Chapter 5: Continuous Distributions. Probability distributions are used a bit differently for continuous r.v. s than for discrete r.v. s.

Introduction to Statistics I

CH 5 Normal Probability Distributions Properties of the Normal Distribution

Lecture 6: Chapter 6

Homework: Due Wed, Nov 3 rd Chapter 8, # 48a, 55c and 56 (count as 1), 67a

Continuous Probability Distributions & Normal Distribution

Chapter 4 Continuous Random Variables and Probability Distributions

Math 14 Lecture Notes Ch The Normal Approximation to the Binomial Distribution. P (X ) = nc X p X q n X =

CIVL Discrete Distributions

MTH 245: Mathematics for Management, Life, and Social Sciences

The Normal Distribution. (Ch 4.3)

Theoretical Foundations

Continuous random variables

MAKING SENSE OF DATA Essentials series

ME3620. Theory of Engineering Experimentation. Spring Chapter III. Random Variables and Probability Distributions.

Homework: Due Wed, Feb 20 th. Chapter 8, # 60a + 62a (count together as 1), 74, 82

continuous 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

MATH 104 CHAPTER 5 page 1 NORMAL DISTRIBUTION

Math 227 Elementary Statistics. Bluman 5 th edition

Chapter ! Bell Shaped

Statistics for Business and Economics

Statistics 431 Spring 2007 P. Shaman. Preliminaries

Statistical Methods in Practice STAT/MATH 3379

Example - Let X be the number of boys in a 4 child family. Find the probability distribution table:

MTH 245: Mathematics for Management, Life, and Social Sciences

CS 237: Probability in Computing

Example - Let X be the number of boys in a 4 child family. Find the probability distribution table:

PROBABILITY DISTRIBUTIONS

Chapter 4 Continuous Random Variables and Probability Distributions

NORMAL RANDOM VARIABLES (Normal or gaussian distribution)

Lecture 9. Probability Distributions

Introduction to Business Statistics QM 120 Chapter 6

CIVL Learning Objectives. Definitions. Discrete Distributions

Statistics 6 th Edition

Class 11. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700

Standard Normal, Inverse Normal and Sampling Distributions

AMS7: WEEK 4. CLASS 3

Chapter 8 Estimation

Lecture 9. Probability Distributions. Outline. Outline

Statistics (This summary is for chapters 17, 28, 29 and section G of chapter 19)

MAS1403. Quantitative Methods for Business Management. Semester 1, Module leader: Dr. David Walshaw

Example. Chapter 8 Probability Distributions and Statistics Section 8.1 Distributions of Random Variables

ECE 340 Probabilistic Methods in Engineering M/W 3-4:15. Lecture 10: Continuous RV Families. Prof. Vince Calhoun

Chapter 4 Random Variables & Probability. Chapter 4.5, 6, 8 Probability Distributions for Continuous Random Variables

Probability Distributions II

Central Limit Theorem (cont d) 7/28/2006

Lecture 5 - Continuous Distributions

Statistics (This summary is for chapters 18, 29 and section H of chapter 19)

Standard Normal Calculations

The binomial distribution p314

The Binomial Distribution

The Normal Approximation to the Binomial

Counting Basics. Venn diagrams

Chapter 5. Continuous Random Variables and Probability Distributions. 5.1 Continuous Random Variables

Chapter 7 Sampling Distributions and Point Estimation of Parameters

Inverse Normal Distribution and Approximation to Binomial

What was in the last lecture?

Class 16. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700

Statistics 511 Supplemental Materials

. 13. The maximum error (margin of error) of the estimate for μ (based on known σ) is:

Statistics for Business and Economics: Random Variables:Continuous

CHAPTER 8 PROBABILITY DISTRIBUTIONS AND STATISTICS

STATISTICS and PROBABILITY

Graphing a Binomial Probability Distribution Histogram

PROBABILITY DISTRIBUTIONS. Chapter 6

Normal distribution. We say that a random variable X follows the normal distribution if the probability density function of X is given by

Normal Probability Distributions

LESSON 7 INTERVAL ESTIMATION SAMIE L.S. LY

Chapter 4. The Normal Distribution

6.2 Normal Distribution. Normal Distributions

Chapter 3 - Lecture 5 The Binomial Probability Distribution

Chapter 8. Variables. Copyright 2004 Brooks/Cole, a division of Thomson Learning, Inc.

Lecture Stat 302 Introduction to Probability - Slides 15

STAT 201 Chapter 6. Distribution

MATH 264 Problem Homework I

11.5: Normal Distributions

Statistical Tables Compiled by Alan J. Terry

Density curves. (James Madison University) February 4, / 20

Chapter Seven: Confidence Intervals and Sample Size

Transcription:

ENM 207 Lecture 12 Some Useful Continuous Distributions Normal Distribution The most important continuous probability distribution in entire field of statistics. Its graph, called the normal curve, is bell-shaped curve given below which describes approximately many phenomena occurring in nature, industry, research µ σ

Normal Distribution A continuous random variable X having bell-shape distribution is called a normal random variable. The mathematical equation for the probability distribution of the normal random Variable depends upon two parameters µ and σ, its mean and standard deviation. The density function of the normal random variable X, with mean µ and Variance σ 2, is: f ( x) = 1 (1/ 2) 2 e 2πσ 0 [( x µ ) / σ ] < x < o.w. where π = 3.14159... and e = 2.71828 Normal Distribution A typical normal curves with different sigma (standard deviation) values are shown below;

Normal Distribution Many population and process variables have distributions that can be very closely fit by an appropriate normal curve. For example; Heights Weights Some other physical characteristics of humans and animals Measurement errors in scientific experiments.. Normal Distribution Bell-shaped Symmetric about mean Continuous Never touches the x-axis Total area under curve is 1.00 Approximately 68% lies within 1 standard deviation of the mean, 95% within 2 standard deviations, and 99.7% within 3 standard deviations of the mean. this is called as Empirical Rule. Data values represented by x which has mean µ and standard deviation σ.

Normal Distribution quite sprawl about µ high peak about µ Large σ µ Small σ µ Standard Normal Distribution Same as a normal distribution, but also... Mean is zero Variance is one Standard Deviation is one Data values represented by z; z = x µ σ

Standard Normal Distribution Probability density function for standard normal variable Z, with mean 0 and variance 1, is: f ( z) = Z 2 1 2 e 2π 0 < Z < o.w. Standard Normal Distribution The standard normal density curve, or z curve, is shown below. It is centered at 0 and has inflection points at Inflection point µ=0 σ

Standard Normal Distribution Appendix Table 4, is a tabulation of cumulative z curve areas; that is, the table gives areas under the z curve from 0 (origine) to z. To find the area that left of various values, yellow shaded area, Shaded area - Ζ Entries in this table were obtained by using numerical integration techniques, since the standard normal density function cannot be integrated in a straightforward way. Standard Normal Distribution Example Given a standard normal distribution, find the area under the curve that lies a) To the right of z = 1.84 b) between z=-1.97 and z=0.86

Standard Normal Distribution Shaded area - 0 1.84 a) The area in figure to the right of z = 1.84 is equal to 1 minus the area in Table to the left of z = 1.84, 1-0.9671 = 0.0329 Shaded area - -1.97 0 0.86 b) The area in figure between z = -1.97 and z = 0.86 is equal to the the area to the left of z= 0.86 minus the area to the left of z = -1.97. From Table, we find the desired area to be 0.8051-0.0244 = 0.7807 Standard Normal Distribution Example The probability of values in a standard normal distribution that are less than 1.25 is Probability of z < 1.25 z values satisfying Entry in Table at the intersection of = the1.2 row and.05 column = 0.8944 The probability of values in a standard normal distribution that are less than -0.38 is Probability of z < -0.38 z values satisfying Entry in Table at the intersection of = 1 the 0.3 row and.08 column = 1-0.648 = 0.352

Standard Normal Distribution Given a standard normal distribution, find the value of k such that (a) P(Z>k) =0.3015 (b) P(k<Z<-0.18)=0.4197 Normal Distribution Any normal curve area can be obtained by first calculating a standardized limit or limits, and then determining the corresponding area under the z curve. Let X have a normal distribution with parameters µ and λ. Then the standardized variable z = x µ σ has a standard normal distribution. This implies that if we form the standardized limits a * a µ * b µ = b = σ σ

Normal Distribution Then Probability of x values satisfying probabilityof z values satisfying = * * a < x < b a < z < b Probability of x values satisfying probability of z values satisfying = * x < a z < a Probability of x values satisfying probability of z values satisfying = * x > b z > b Normal Distribution Example Given a random variable X having a normal distribution with µ=50, and σ=10, find the probability that X assumes a value between 45 and 62. 45 50 z1 = = 0.5 10 and 62 50 z2 = = 1.2 10 P(45 < X < 62) = P( 0.5 < Z < 1.2) = P(Z < 1.2) - P(Z < -0.5) = P(Z < 1.2) - (1- P(Z < 0.5)) = 0.8894 (1 0.6915) = 0.8894-0.3085 = 0.5764

Normal Distribution Example Given that X has a normal distribution with µ=300, and σ=50, find the probability that X assumes a value greater than 362. P( Z > 362) = P( Z > 1.24) = 1 P( Z < 1.24) = 1-0.8925 = 0.1075 Normal Distribution The reaction time for an in-traffic response to a brake signal from standard brake lights can be modeled with a normal distribution having parameters µ = 1.25sec. and σ =.46 sec. In the long run, what is the probability of reaction times that will be between 1.00 sec. and 1.75 sec? Let X denote reaction time. The standardized limits are 1.00 1.25 =.54,.46 1.75-1.25 = 1.09.46

Normal Distribution Shaded area µ = 1.25, σ =.46 normal dist. - 1.00 1.75 Shaded area - -.54 1.09 µ = 0, σ = 1 z curve Normal Distribution If 2 sec is viewed as a critically long reaction time, what is the probability of reaction times that exceed this value? P(X>2)=? P( X x µ 2 1.25 > 2) = P( > ) σ 0.46 = P(Z > 1.63) = 1- P(Z < 1.63) = 1-0.9484 = 0.0516

Normal Distribution Example: The amount of distilled water dispensed by a certain machine has normal distribution with µ = 64 oz and σ =.78 oz. What container size c will ensure that overflow occurs only.5% of the time? Let X denote the amount of water dispensed. and c is.995. The cumulative area under curve above between That is, c is the 99.5 th percentile of this normal distribution. Normal Distribution Example Given a normal distribution with µ = 40, and σ = 6, find the value of X that has (a) (b) 45% of the area to the left, 14% of the area to the right

The Normal Approximation to the Binomial Computing binomial probabilities using the binomial mass function can be difficult for large n. If tables are used to compute binomial probabilities, calculations typically are only given for selected values of n <= 50 and for selected values of π. If n is quite large or if the binomial applet is not available, the normal distribution can be used to approximate the binomial distribution. The Comparison of Binomial and the Normal Distributions

The Normal Approximation to the Binomial For large n (say n > 20) and π not too near 0 or 1 (0.05< π < 0.95) the distribution approximately follows the Normal distribution. This can be used to find binomial probabilities. If X ~ binomial (n, π) where n > 20 and 0.05 < π < 0.95 then approximately X has the Normal distribution with mean E(X)= µ= n π σ = nπ (1 π ) x - nπ so z = is approximately N(0,1). nπ (1-π ) Continuity Correction and Accuracy For accurate values for binomial proportions, either use computer software to do exact calculations or if n is not very large, the proportion calculation can be improved by using the continuity correction. This method considers that each whole number occupies the interval from 0.5 below to 0.5 above it. When an outcome X needs to be included in the probability calculation, the normal approximation uses the interval from (X-0.5) to (X+0.5). This is illustrated in the following example.

The Normal Approximation to the Binomial Example: In a particular faculty 60% of students are men and 40% are women. In a random sample of 50 students what is the probability that more than half are women? Let X= number of women in the sample. Assume X has the binomial distribution with n = 50 and π = 0.4. Then E(X) = n π = 50 x 0.4 = 20 nπ(1- π) = 50 x 0.4 x 0.6 = 12, σ = npq = 12 = 3.44 so approximately X ~ N(20, 3.44). We need to find P(X > 25). Note - not P(X >= 25). 25-20 if x > 25 then z = = 1.44 12 P(X > 25) = P(Z > 1.44) = 1 - P(Z < 1.44) = 1-0.9251 = 0.075 The Normal Approximation to the Binomial The exact answer calculated from binomial probabilities is P(X>25) = P(X=26) + P(X=27) +... + P(X=50) = 0.0573 The approximate probability, using the continuity correction, is 25.5 20 px ( > 25) = pz ( > ) = pz ( > 1.5877) 12 Using entry in row 1.5 and column.08 in Table 4 pz ( > 1.5877) = 0.5.4429 = 0.0571 0.0571 which is a much better approximation to the exact value of 0.0573 (The value 25.5 was chosen as the outcome 25 was not to be included but the outcomes 26, 27, 50 were to be included in the calculation.)

The Normal Approximation to the Binomial Similarly, if the example requires the probability that less than 18 students were women, the continuity correction would require the following calculation: 17.5 20 p( x < 18) = p( z < ) = p( z < 2.5/ 3.44) = 12 p( z <.726) =.2358= ~ 23.6% The Normal Approximation to the Binomial Example X has binomial distribution with p = 0.4 and n = 15. a) P(X=4) =? Using binomial distribution P(X=4) = 0.1268 When normal approximation to binomial distribution is used; µ = np = (15)(0.4) = 6 and 2 σ = npq= (15)(0.4)(0.6) = 3.6 and σ = 3.6 = 1.897 (4 0.5) 6 z1= = 1.32 1.897 and z 2 (4 + 0.5) 6 = = 0.79 1.897 P( X = 4) = P( 1.32< Z < 0.79) = P(Z< -0.79)- P(Z< -1.32) = 0.2148-0.0934 = 0.1214

The Normal Approximation to the Binomial b) P(7 X 9) =? When binomial distribution is used, P(7 X 9) = 0.3546 Using normal approximation to binomial distribution (7 0.5) 6 z1= = 0.26 1.897 and z 2 (9 + 0.5) 6 = = 1.85 1.897 P(7 X 9) = P(0.26 < Z < 1.85) = P(Z < 1.85) = 0.9678-0.6026 = 0.3652 - P(Z < 0.26) References Walpole, Myers, Myers, Ye, (2002), Probability & Statistics for Engineers & Scientists Dengiz, B., (2004), Lecture Notes on Probability, http://w3.gazi.edu.tr/web/bdengiz Hines, Montgomery, (1990), Probability & Statistics in Engineering & Management Science