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Module 4

This document discusses continuous probability distributions and key concepts related to them. It covers continuous random variables, probability density functions, cumulative density functions, expected value and variance of continuous random variables. It also discusses the normal distribution and its properties, normal approximation to binomial and Poisson distributions, and the exponential distribution and its mean and variance.

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cortez vincent
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
23 views

Module 4

This document discusses continuous probability distributions and key concepts related to them. It covers continuous random variables, probability density functions, cumulative density functions, expected value and variance of continuous random variables. It also discusses the normal distribution and its properties, normal approximation to binomial and Poisson distributions, and the exponential distribution and its mean and variance.

Uploaded by

cortez vincent
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Continuous Probability

Distributions
A continuous distribution has a range of values that are infinite, and
therefore uncountable. For example, time is infinite: you could count from 0
seconds to a billion seconds…a trillion seconds…and so on, forever.

Continuous Random Variables

For instance the heights of people selected at random would correspond


to possible values of the continuous random variable X defined as:

X : height, in cm, of a person selected at random


When working with continuous
random variables, such as X, we
only calculate the probability that
X lie within a certain interval; like This can be explained by
the fact that the total
P(X ≤ k) or P(a ≤ X ≤b). number of possible values
of a continuous random
variable X is infinite, so the
We don't calculate the probability likelihood of any one single

of X being equal to a specific outcome tends towards 0

value x. In fact that following


result will always be true:
P(X = k) = 0
Probability mass function (PMF) and (probability) density function (PDF)

Probability
are two names for the same notion in the case of discrete random
variables. We say PDF or simply a density function for a general random
variable, and we use PMF only for discrete random variables.

Density For example, suppose we want to know the probability


that a burger from a particular restaurant weighs a

Function quarter-pound (0.25 lbs). Since weight is a continuous


variable, it can take on an infinite number of values.

(PDF) For example, a given burger might actually weight


0.250001 pounds, or 0.24 pounds, or 0.2488 pounds.
The probability that a given burger weights exactly .25
pounds is essentially zero.
Probability
Density
Function
(PDF)
Probability
Density
Function
(PDF)
Given a continuous random variable X and its probability density function

Commulative
f(x), the cumulative density function, written F(x), allows us to calculate the
probability that X be less than, or equal to, any value of x, in other words:
P(X ≤ x) = F(x).

Density Where:

Function In other words, the cdf for a continuous random


(CDF) variable is found by integrating the pdf.
Commulative
Density
Function
(CDF)
Three types
of
probability
calculations
Expected Value and Variance of Continuous
Random Variables

Back to Agenda Page


Expected
Value and
Variance of
Continuous
Random
Variables
Expected
Value and
Variance of
Continuous
Random
Variables
Expected
Value and
Variance of
Continuous
Random
Variables
Expected
Value and
Variance of
Continuous
Random
Variables
Expected
Value and
Variance of
Continuous
Random
Variables
Expected
Value and
Variance of
Continuous
Random
Variables
Expected
Value and
Variance of
Continuous
Random
Variables
Important
Result
Normal Distribution
Normal distribution, also known as the Gaussian distribution, is a
probability distribution that is symmetric about the mean, showing that
data near the mean are more frequent in occurrence than data far from
the mean. X ~ N(µ,σ)
In graphical form, the normal distribution appears as a "bell curve".
Normal
Distribution
All normal distributions can be described by just
two parameters: the mean and the standard
deviation.

Skewness measures the degree of symmetry of


a distribution. The normal distribution is
symmetric and has a skewness of zero.
Kurtosis measures the thickness of the tail ends
of a distribution in relation to the tails of a
distribution. The normal distribution has a
kurtosis equal to 3.0.
Normal
Distribution
For all normal distributions, 68.2% of the observations will appear within
plus or minus one standard deviation of the mean; 95.4% of the
observations will fall within +/- two standard deviations; and 99.7%

Normal within +/- three standard deviations. This fact is sometimes referred to
as the "empirical rule," a heuristic that describes where most of the
data in a normal distribution will appear.

Distribution This means that data falling outside of three standard deviations ("3-
sigma") would signify rare occurrences.

"The
Empirical
Rule"
Normal
Distribution
Normal
Distribution
Normal
Distribution
The normal distribution can be a good approximation to a discrete
distribution when the discrete distribution takes on a symmetric bell-

Normal
shape.
Formula for Normal Approximation:

Approximation
to the
Binomial and
Poisson
Distribution
Normal
Approximation
to the
Binomial and
Poisson
Distribution
Normal
Approximation
to the
Binomial and
Poisson
Distribution
Normal
Approximation
to the
Binomial and
Poisson
Distribution
Exponential
distribution
Its Mean and
Variance
Exponential
distribution
Its Mean and
Variance
Exponential
distribution
Its Mean and
Variance
Exponential
distribution
Its Mean and
Variance
Thank You for Listening • Thank You for Listening • Thank You for Listening • Thank You for Listening • Thank You for Li

Topics Covered

Continuous Normal
Distributions Distributions

Any Questions?
Normal
Exponential
Approximation to the
Binomial and Poisson distribution
Distribution

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