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Lecture 11 PS 16052024 095008am

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Chapter 6

Continuous Probability Distributions

Uniform Probability Distribution


Normal Probability Distribution
Standard Normal Probability Distribution
Exponential Probability Distribution
f(x)


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Continuous Probability Distributions

A continuous random variable can assume any value


in an interval on the real line or in a collection of
intervals.
We talk about the probability of the random variable
assuming a value within a given interval.
The probability of the random variable assuming a
value within some given interval from x1 to x2 is
defined to be the area under the graph of the
probability density function between x1 and x2.

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Normal Probability Distribution

The normal probability distribution is the most


important distribution for describing a continuous
random variable.
It has been used in a wide variety of applications:
– Heights and weights of people
– Test scores
– Amounts of rainfall
It is widely used in statistical inference

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Normal Probability Distribution

A continuous random variable X having the bell shape


distribution is a normal random variable and this
random variable construct a bell shape is called
normal probability distribution or simply normal
distribution as shown in the figure in the next slide

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Normal Probability Distribution

Graph of the Normal Probability Distribution

f(x)

x

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Normal Probability Distribution

Normal Probability Density Function

1  ( x   ) 2 / 2 2
n( x;  ,  )  f ( x)  e
 2
where:
 = mean
 = standard deviation
 = 3.14159
e = 2.71828

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Normal Probability Distribution

Characteristics of the Normal Probability


Distribution
– The distribution is symmetric, and is often
illustrated as a bell-shaped curve.
– Two parameters, m (mean) and s (standard
deviation), determine the location and shape of
the distribution.
– The highest point on the normal curve is at the
mean, which is also the median and mode.
– The mean can be any numerical value: negative,
zero, or positive.
… continued

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Normal Probability Distribution

Characteristics of the Normal Probability


Distribution
– The standard deviation determines the width of
the curve: larger values result in wider, flatter
curves.
s = 10

s = 50

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Normal Probability Distribution

Characteristics of the Normal Probability Distribution


– The total area under the curve is 1 (.5 to the left of
the mean and .5 to the right).
– Probabilities for the normal random variable are
given by areas under the curve.

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Normal Probability Distribution

Graph of the Normal Probability Distribution

x

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Standard Normal Probability Distribution

A random variable that has a normal distribution


with a mean of zero and a standard deviation of one
is said to have a standard normal probability
distribution.
The letter z is commonly used to designate this
normal random variable.
Converting to the Standard Normal Distribution
x
z

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Standard Normal Probability Distribution

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Example (6.1)

An Electrical farm manufacturers light bulbs that have a


life, before burn out is normally distributed with mean
equal to 800 hours and a standard deviation of 40 hours.
Find the probability data bulk burns between 778 and
834 hours.

Example (6.2): A certain type of storage battery lasts on


average 3 years with a standard deviation of 0.5 year.
Assuming that the battery lives are normally distributed,
find the probability that a given battery will last less than
2.3 years.

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Example (6.3)

A certain machine makes electrical resistors having a


mean of 40 ohms and a standard deviation of 2 omhs.
Assume that the resistance follows a normal distribution.
What percentage of resistors will have a resistance
exceeding 43 ohms?

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