Chapter 6 Continuous Probability Distribution

Slides:



Advertisements
Similar presentations
Normal Distribution * Numerous continuous variables have distribution closely resemble the normal distribution. * The normal distribution can be used to.
Advertisements

Note 7 of 5E Statistics with Economics and Business Applications Chapter 5 The Normal and Other Continuous Probability Distributions Normal Probability.
Chapter 6 The Normal Distribution
Chapter Five Continuous Random Variables McGraw-Hill/Irwin Copyright © 2004 by The McGraw-Hill Companies, Inc. All rights reserved.
Chapter 6: Some Continuous Probability Distributions:
Continuous Probability Distributions A continuous random variable can assume any value in an interval on the real line or in a collection of intervals.
Chapter 4 Continuous Random Variables and Probability Distributions
Slide Slide 1 Chapter 6 Normal Probability Distributions 6-1 Overview 6-2 The Standard Normal Distribution 6-3 Applications of Normal Distributions 6-4.
Chapter 6 The Normal Probability Distribution
JMB Chapter 6 Lecture 3 EGR 252 Spring 2011 Slide 1 Continuous Probability Distributions Many continuous probability distributions, including: Uniform.
HAWKES LEARNING SYSTEMS math courseware specialists Copyright © 2010 by Hawkes Learning Systems/Quant Systems, Inc. All rights reserved. Chapter 8 Continuous.
CHAPTER 7 Continuous Probability Distributions
PROBABILITY & STATISTICAL INFERENCE LECTURE 3 MSc in Computing (Data Analytics)
1 Normal Random Variables In the class of continuous random variables, we are primarily interested in NORMAL random variables. In the class of continuous.
Review A random variable where X can take on a range of values, not just particular ones. Examples: Heights Distance a golfer hits the ball with their.
Business Statistics: A Decision-Making Approach, 6e © 2005 Prentice-Hall, Inc. Chap 5-1 Introduction to Statistics Chapter 6 Continuous Probability Distributions.
McGraw-Hill/IrwinCopyright © 2009 by The McGraw-Hill Companies, Inc. All Rights Reserved. Continuous Random Variables Chapter 6.
Continuous distributions For any x, P(X=x)=0. (For a continuous distribution, the area under a point is 0.) Can ’ t use P(X=x) to describe the probability.
Modular 11 Ch 7.1 to 7.2 Part I. Ch 7.1 Uniform and Normal Distribution Recall: Discrete random variable probability distribution For a continued random.
Normal Curves and Sampling Distributions Chapter 7.
Introduction to Probability and Statistics Thirteenth Edition
McGraw-Hill/Irwin Copyright © 2010 by The McGraw-Hill Companies, Inc. All rights reserved. Chapter 6 Continuous Random Variables.
Chapter 7 Lesson 7.6 Random Variables and Probability Distributions 7.6: Normal Distributions.
Copyright © 2013, 2009, and 2007, Pearson Education, Inc. Chapter 6 Probability Distributions Section 6.2 Probabilities for Bell-Shaped Distributions.
The Normal Distribution
Continuous Random Variables Continuous random variables can assume the infinitely many values corresponding to real numbers. Examples: lengths, masses.
MATB344 Applied Statistics Chapter 6 The Normal Probability Distribution.
§ 5.3 Normal Distributions: Finding Values. Probability and Normal Distributions If a random variable, x, is normally distributed, you can find the probability.
INTRODUCTORY MATHEMATICAL ANALYSIS For Business, Economics, and the Life and Social Sciences  2011 Pearson Education, Inc. Chapter 16 Continuous Random.
Introduction to Probability and Statistics Thirteenth Edition Chapter 6 The Normal Probability Distribution.
1 7.5 CONTINUOUS RANDOM VARIABLES Continuous data occur when the variable of interest can take on anyone of an infinite number of values over some interval.
Normal Probability Distributions Chapter 5. § 5.2 Normal Distributions: Finding Probabilities.
Section 5.2 Normal Distributions: Finding Probabilities © 2012 Pearson Education, Inc. All rights reserved. 1 of 104.
4.3 Probability Distributions of Continuous Random Variables: For any continuous r. v. X, there exists a function f(x), called the density function of.
Business Statistics, A First Course (4e) © 2006 Prentice-Hall, Inc. Chap 6-1 Chapter 6 The Normal Distribution Business Statistics, A First Course 4 th.
Review Continuous Random Variables –Density Curves Uniform Distributions Normal Distributions –Probabilities correspond to areas under the curve. –the.
Continuous random variables
Continuous Probability Distributions
Normal Probability Distributions
MATB344 Applied Statistics
Chapter 7 The Normal Probability Distribution
Distributions Chapter 5
Normal Distribution and Parameter Estimation
MTH 161: Introduction To Statistics
4.3 Probability Distributions of Continuous Random Variables:
Chapter 6. Continuous Random Variables
Properties of the Normal Distribution
The Normal Distribution
Continuous Random Variables
Chapter 8: Fundamental Sampling Distributions and Data Descriptions:
Using the Empirical Rule
STAT 206: Chapter 6 Normal Distribution.
CONTINUOUS RANDOM VARIABLES AND THE NORMAL DISTRIBUTION
NORMAL PROBABILITY DISTRIBUTIONS
Elementary Statistics: Picturing The World
Chapter 5 Continuous Random Variables and Probability Distributions
The Standard Normal Distribution
4.3 Probability Distributions of Continuous Random Variables:
10-5 The normal distribution
Chapter 5 Normal Probability Distributions.
Lecture 12: Normal Distribution
Chapter 8: Fundamental Sampling Distributions and Data Descriptions:
Normal Probability Distributions
Chapter 6: Some Continuous Probability Distributions:
Chapter 6 Continuous Probability Distributions
Chapter 5 Normal Probability Distributions.
Chapter 5 Continuous Random Variables and Probability Distributions
Chapter 5 Normal Probability Distributions.
CONTINUOUS RANDOM VARIABLES AND THE NORMAL DISTRIBUTION
Chapter 12 Statistics.
Presentation transcript:

Chapter 6 Continuous Probability Distribution I. Basic Definitions II. Normal Distribution Probability density function and distribution table Characteristics - identify a normal distribution Compute probability The standard normal distribution Z Normal distribution Applications III. Normal Distribution Approximates Binomial Distribution

I. Basic Definitions Continuous random variable: it takes all values over an interval. For continuous probability distribution For an individual value of X: P(X=x) = 0 For an interval of X: 0  P(x1  X  x2)  1 Probability density function f(x) measures probability for a neighborhood of x. - It’s not P(X=x). - We use probability density function to compute cumulative probability. Cumulative probability P(x1  X  x2) Vs. probability function f(x): Area and height. In general,

II. Normal Distribution Probability density function and distribution table Probability density function Probability distribution table: for the standard normal distribution Z - Table 1 (A-4) Identify a normal distribution - characteristics Symmetric and bell-shaped (p.239 Figure 6.3) Follow the empirical rule (p.241 Figure 6.4) The total area under the probability curve is 1: P(- X +) = 1 (p.240) Two parameters ( and ) determine the distribution: X  N(, ) (pp.239-240)

Compute Probability (Outlines) 1. The standard normal distribution Z  N(0, 1) What are in Table 1? Value of Z and P(0  Z  z) What can we find by using Z-Table? - Given an interval of Z, find probability. - Given probability for an interval of Z, find the interval. 2. Normal distribution X  N(, ) Can we use Z-Table? What kind of problems? - Given an interval of X, find probability. - Given probability for an interval of X, find the interval.

1. The standard normal distribution Z  N(0, 1) Given an interval of Z, find probability Example. P.248 #12 a. P(0  Z  .83) = ? P(Z  .83) - .5 = .7967 - .5 (Z-Table) = .2967 b. P(-1.57  Z  0) = ? (symmetrical) .5 - P(Z  -1.57 ) = .5 - .0582 (Z-Table) = .4418 c. P(Z > .44) = ? 1 - P(Z ≤ .44) = 1 - .67 (Z-Table) = .33 d. P (Z  -.23) = ? 1 - P (Z ≤ -.23) = 1 - .4090 (Z-Table) = .591 .44 -.23

P(Z  .49) – P(Z  -1.98) = .6879 + .0239 (Z-Table) = .6640 Example. P.248 #12 e. P(Z < 1.20) = ? P(Z < 1.20) = .8849 (Z-Table) f. P(Z  -.71) = ? P(Z  -.71) =.2389 (Z-Table) Example. P.241 #13 a. P(-1.98  Z  .49) = ? P(Z  .49) – P(Z  -1.98) = .6879 + .0239 (Z-Table) = .6640 Homework: p.248 #13 1.20 -.71 .49 -1.98

1. The standard normal distribution Z  N(0, 1) (2) Given probability for an interval of Z, find the interval Example. P.249 #15 Find value of z. a. The area to the left of z is .2119. P(Z  z) = .2119 Key: which side is z? Suppose the first picture is correct, the probability is greater than .5 (impossible to be .2119). The second one is correct. z = -.80 (Z-Table) Homework: p.249 #15 z z .2119 P=?

2. Normal distribution X  N(, ) To use Table 1: (1) Given an interval of X, find probability Procedure: X  Z  Z-Table: P(Z)  P(X) = P(Z) Example 1: According to a survey, subscribers to The Wall Street Journal Interactive Edition spend an average of 27 hours per week using the computer at work. Assume the normal distribution applies and that the standard deviation is 8 hours. a. What is the probability a randomly selected subscriber spends less than 11 hours using the computer at work?

Example 1: (continued) b. What percentage of the subscribers spends more than 40 hours per week using the computer at work? c. A person is classified as a heavy user if he or she is in the upper 20% in terms of hours of usage. How many hours must a subscriber use the computer in order to be classified as a heavy user? Solution: X: the number of hours per week using computer at work. X  N(, ):  = 27,  = 8 “a” and “b”: x  P; “c”: P  x.

a. P(X < 11) Z-score for X = 11: z = (x- )/ = (11 - 27)/8 = -2 P(Z < -2) = 0.0228 (Z-Table) P(X < 11) = P(Z < -2) = .0228 b. P(X > 40) Z-score for X = 40: z = (x- )/ = (40 - 27)/8 = 1.625 P(Z > 1.625) = 1 – P(Z < 1.625) 1 - .9484 = 0.0516 = 5.16% 11 27 P=? -2 P=? 0.2734 40 27 P=? 1.625 P=? 0.4484

Example. p.250 #23 The time needed to complete a final examination in a particular college course is normally distributed with a mean of 80 minutes and a standard deviation of 10 minutes. What is the probability of completing the exam in one hour or less? What is the probability that a student will complete the exam in more than 60 minutes but less than 75 minutes? Assume that the class has 60 students and that the examination period is 90 minutes in length. How many students do you expect will be unable to complete the exam in the allotted time?

X: the number of minutes to complete the exam. Solution: X: the number of minutes to complete the exam. X  N(, ):  = 80,  = 10 “a”, “b” and “c”: x  P. “c”: x  P (% of students)  the number of students: (60)(% of students) a. P(X < 60) Z-score for X = 60: z = (x- )/ = (60 - 80)/10 = -2 P(Z < -2) = 0.0228 P(X < 60) = P(Z < -2) = .0228 60 80 P=? -2 P=? 0.2734

P(-2 < Z < -.5) = P(Z < -.5) – P(Z < -2) b. P(60 < X < 75) Z-score for X = 60: z1 = (x- )/ = (60 - 80)/10 = -2 Z-score for X = 75: z2 = (x- )/ = (75 - 80)/10 = -0.5 P(-2 < Z < -.5) = P(Z < -.5) – P(Z < -2) = .3085 - .0228 = .2857 P(60 < X < 75) = P(-2 < Z < -.5) = .2857 75 80 P=? 60 -0.5 80 P=? -2

The number of students = (60)(.1587) = 9.522. c. P(X > 90) Z-score for X = 90: z = (x- )/ = (90 - 80)/10 = 1 P(Z > 1) = 1 – P(Z < 1) = 1 - .8413 = .1587 P(X > 90) = P(Z > 1) = .1587 The number of students = (60)(.1587) = 9.522. 90 80 P=? 1 P=? 0.3413

2. Normal distribution X  N(, ) To use Table 1: (2) Given probability for an interval of X, find the interval Procedure: X  Z  Table 1: P(Z)  Z  x=x+zx Example 1: (Continued) c. A person is classified as a heavy user if he or she is in the upper 20% in terms of hours of usage. How many hours must a subscriber use the computer in order to be classified as a heavy user? Solution: X: the number of hours per week using computer at work. X  N(, ):  = 27,  = 8 . “c”: P  x.

The z and x are on the same side. Solution: 27 0.20 c. P(X > x) = 20%, x=? X  Z: Key: Which side is x? The z and x are on the same side. P(Z < z) = 1- P(Z > z) = 1 - .20 = 0.8 z ≈ 0.84 (P(Z < z) = .7995 closest to .8) z  x: x=x+zx x = 27 + (.84)(8) = 33.72 Homework: p.250 #23 x=? z=? 0.20 0.30