SPECIAL PROBABILITY DISTRIBUTION

Slides:



Advertisements
Similar presentations
Probability Distribution
Advertisements

Probability and the Binomial
Warm Up 1.What is the distance between the points (2, -5) and (-4, 7)? 2. Determine the center and radius for the circle with (-5, 2) and (3, -2) as endpoints.
Normal distribution Learn about the properties of a normal distribution Solve problems using tables of the normal distribution Meet some other examples.
Chapter 6 Normal Distributions Understandable Statistics Ninth Edition
Lesson 7 - QR Quiz Review.
More applications of the Z-Score NORMAL Distribution The Empirical Rule.
Statistics and Data (Algebraic)
Special random variables Chapter 5 Some discrete or continuous probability distributions.
The UNIVERSITY of NORTH CAROLINA at CHAPEL HILL Chapter 5. Continuous Probability Distributions Section 5.6: Normal Distributions Jiaping Wang Department.
Statistics S2 Year 13 Mathematics. 17/04/2015 Unit 1 – The Normal Distribution The normal distribution is one of the most important distributions in statistics.
Central Limit Theorem and Normal Distribution EE3060 Probability Yi-Wen Liu November 2010.
Chapter 6 The Normal Distribution
1 Bernoulli trial and binomial distribution Bernoulli trialBinomial distribution x (# H) 01 P(x)P(x)P(x)P(x)(1 – p)p ?
Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.
Graph of a Binomial Distribution Binomial distribution for n = 4, p = 0.4:
By Satyadhar Joshi. Content  Probability Spaces  Bernoulli's Trial  Random Variables a. Expectation variance and standard deviation b. The Normal Distribution.
6.2 BINOMIAL PROBABILITIES.  Features  Fixed number of trials (n)  Trials are independent and repeated under identical conditions  Each trial has.
Probability and Statistics Dr. Saeid Moloudzadeh Poisson Random Variable 1 Contents Descriptive Statistics Axioms of Probability Combinatorial.
12.SPECIAL PROBABILITY DISTRIBUTIONS
Background for Machine Learning (I) Usman Roshan.
7.3 Areas Under Any Normal Curve Example1: Let x have a normal probability distribution with μ = 4 and σ = 2. Find the probability that x value selected.
The Binomial and Normal distributions. Mathematical models Different applications of probability theory can often be recognized as having the same basic.
Chapter Normal Probability Distributions 1 of 25 5  2012 Pearson Education, Inc. All rights reserved.
Section 1.1, Slide 1 Copyright © 2014, 2010, 2007 Pearson Education, Inc. Section 14.4, Slide 1 14 Descriptive Statistics What a Data Set Tells Us.
Basic statistics Usman Roshan.
Introduction to Normal Distributions
Identify the random variable of interest
Umm Al-Qura University
Chapter 5 Normal Probability Distributions.
Supplemental Lecture Notes
To identify normal distributions
Standard Normal Distribution
Chapter 5 Normal Probability Distributions.
5.2 Normal Distributions: Finding Probabilities
MTH 161: Introduction To Statistics
Chapter Six Normal Curves and Sampling Probability Distributions
PROBABILITY DISTRIBUTION Dr.Fatima Alkhalidi
4.1B – Probability Distribution
Chapter 4 Continuous Random Variables and Probability Distributions
Standard Deviation Example
Normal Density Curve. Normal Density Curve 68 % 95 % 99.7 %
NORMAL PROBABILITY DISTRIBUTIONS
ASV Chapters 1 - Sample Spaces and Probabilities
Using the Tables for the standard normal distribution
Sample Mean Distributions
BINOMIAL DISTRIBUTION
Binomial Distribution
Spot = $20 Strike = $18 Duration = 1 mo. 1 mo. Volatility = 5% x S=$18
7.5 The Normal Curve Approximation to the Binomial Distribution
CHAPTER 6 Statistical Inference & Hypothesis Testing
CHAPTER 15 SUMMARY Chapter Specifics
Use the graph of the given normal distribution to identify μ and σ.
Two Sample Problem Sometimes we will be interested in comparing means in two independent populations (e.g. mean income for male and females). We consider.
Homework: pg ) No, not a fixed number of trials 2.) Yes 3.) Yes
If the question asks: “Find the probability if...”
Fitting to a Normal Distribution
Chapter 5 Normal Probability Distributions.
Chapter 3 : Random Variables
Normal Probability Distributions
Bernoulli Trials Two Possible Outcomes Trials are independent.
Chapter 6: Probability.
Chapter 5 Normal Probability Distributions.
Area under the Standard Normal Curve:
Hypergeometric Distribution
Chapter 5 Normal Probability Distributions.
Chapter 5 Normal Probability Distributions.
Continuous distribution curve.
Normal Distribution Objectives: (Chapter 7, DeCoursey)
Chapter 5 Normal Probability Distributions.
Presentation transcript:

SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011

BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Solution:

NORMAL DISTRIBUTION (Gaussian Distribution)

Normal Distribution Curve symetri axes area = 1 • • • • • • • x=µ x=µ-σ x=µ+σ x=µ+2σ x=µ-2σ x=µ+3σ x=µ-3σ

STANDARD NORMAL DISTRIBUTION N(0,1)

STANDARD NORMAL DISTRIBUTION N(0,1)

STANDARD NORMAL DISTRIBUTION N(0,1) area = 1 • • • • • • • -3 -2 -1 z=0 1 2 3

Standard Normal Distribution Table This area can be found by using a standard normal distribution tablel z This area can be thought as a probability appearing Z between 0 and z, written as P(Z|0<Z<z)

Example using a standard normal distribution table Area = ? 0.4115 P(Z|0<Z<1.35) = 0.4115 1.35 P(Z|Z>1.35) = 0.5000-0.4115 = 0.0885 0.05 .4115 1.3

Example using a standard normal distribution table Area =? -1.24 0.98 Area = 0.3925 + 0.3365 = 0.7290

On a group of 1000 students, the mean of their score is 70 On a group of 1000 students, the mean of their score is 70.0 and the standard deviation is 5.0. Assuming that the score are normally distributed. How many students have score between 73.6 dan 81.9? Problem Solution µ = 70.0; σ = 5.0; X1 = 73.6; X2 = 81.9; We transform X into z by using the formulae:

Area = 0.4913 – 0.2642 = 0.2271 0.72 2.38 P(73.6<X<81.9) = P(Z|0.72<Z<2.38) = 0.2271 So, the number of students having score between 73.6 and 81.9 is 0.2271 x 1000 = 227 student

STANDARD NORMAL DISTRIBUTION N(0,1) sumbu simetri luas = 1 • • • • • • • -3 -2 -1 z=0 1 2 3

STANDARD NORMAL DISTRIBUTION N(0,1) 0.3413 0.4772 0.0013 0.4987 • • • • • • • -3 -2 -1 z=0 1 2 3 z0.0013 z0.0228 z0.8413 z0.5000 z0.1587

Critical Value and Crtitical Region on N(0,1) Significance level, usually denoted by α • It is called critical region (daerah kritis), denoted by CR It is called critical value (nilai kritis) (CV), denoted by zα CR = {z | z > zα}

Getting zα for α = 25% • zα z0.25 = ? 0.67 .07 0.6 α = 25% 0.25 0.25 0.2486 0.2500

Getting zα for α = 10% • zα z0.10 = ? 1.28 .08 1.2 α = 10% 0.40 0.10 0.3997 0.4000

Getting zα for α = 5% • zα z0.05 = ? 1.645 .04 .05 1.6 α = 5% 0.45 0.4495 0.4500 0.4505

The Important Values zα • zα Z0.025 = 1.96 Z0.01 = 2.33 Z0.005 = 2.575 Z0.05 = 1.645

Properties of zα α α • • z1-α zα z1-α = -zα

STUDENT’S t DISTRIBUTION

Critical Values for t distribution α Seen from the table • tα ; Ʋ t0.10 ; 12 = 1.356 t0.05 ; 12 = 1.782 t0.005 ; 28 = 2.763 t0.01 ; 24 = 2.492

Properties of tα;n α α • • t1-α; n tα ; n t1-α; n = -tα; n

THE CHI-SQUARE DISTRIBUTION

Critical Value for Chi-Square Distribution α α Seen from the table • • Properties: Example 48.278 11.070

THE F DISTRIBUTION

Critical Values for F distribution α α Seen from the table • • Properties: Examples: 3.29 26.87

Critical Values for F distribution 0.05 • F0.95; 2, 15 F0.95; 2, 15 = = 0.051