LECTURE 21 THURSDAY, 5 November STA 291 Fall 2009 1.

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Presentation transcript:

LECTURE 21 THURSDAY, 5 November STA 291 Fall

Continuous Probability Distributions For continuous distributions, we can not list all possible values with probabilities Instead, probabilities are assigned to intervals of numbers The probability of an individual number is 0 Again, the probabilities have to be between 0 and 1 The probability of the interval containing all possible values equals 1 Mathematically, a continuous probability distribution corresponds to a (density) function whose integral equals 1 2

Continuous Probability Distributions: Example Example: X=Weekly use of gasoline by adults in North America (in gallons) P(6<X<9)=0.34 The probability that a randomly chosen adult in North America uses between 6 and 9 gallons of gas per week is 0.34 Probability of finding someone who uses exactly 7 gallons of gas per week is 0 (zero)—might be very close to 7, but it won’t be exactly 7. 3

Graphs for Probability Distributions Discrete Variables: – Histogram – Height of the bar represents the probability Continuous Variables: – Smooth, continuous curve – Area under the curve for an interval represents the probability of that interval 4

Some Continuous Distributions 5

Normal Distribution Ch 9 Normal Distribution Suggested problems from the textbook: 9.1, 9.3, 9.5, 9.9, 9.15, 9.18, 9.24,

The Normal Distribution Carl Friedrich Gauß ( ), Gaussian Distribution Normal distribution is perfectly symmetric and bell-shaped Characterized by two parameters: mean μ and standard deviation  The 68%-95%-99.7% rule applies to the normal distribution; that is, the probability concentrated within 1 standard deviation of the mean is always 0.68; within 2, 0.95; within 3, The IQR  4/3  rule also applies 7

Normal Distribution Example Female Heights: women between the ages of 18 and 24 average 65 inches in height, with a standard deviation of 2.5 inches, and the distribution is approximately normal. Choose a woman of this age at random: the probability that her height is between  =62.5 and  +  =67.5 inches is _____%? Choose a woman of this age at random: the probability that her height is between  2  =60 and  +2  =70 inches is _____%? Choose a woman of this age at random: the probability that her height is greater than  +2  =70 inches is _____%? 8

Normal Distributions So far, we have looked at the probabilities within one, two, or three standard deviations from the mean (μ  , μ  2 , μ  3  ) How much probability is concentrated within 1.43 standard deviations of the mean? More generally, how much probability is concentrated within z standard deviations of the mean? 9

Calculation of Normal Probabilities Table Z (page A-76 and A-77) : Gives amount of probability between 0 and z, the standard normal random variable. So what about the “z standard deviations of the mean” stuff from last slide? 10

Normal Distribution Table Table 3 shows, for different values of z, the probability to the left of μ + z  (the cumulative probability) Probability that a normal random variable takes any value up to z standard deviations above the mean For z =1.43, the tabulated value is.9236 That is, the probability less than or equal to μ  for a normal distribution equals

Why the table with Standard Normal Probabilities is all we Need When values from an arbitrary normal distribution are converted to z-scores, then they have a standard normal distribution The conversion is done by subtracting the mean μ, and then dividing by the standard deviation  : 12

z-scores: properties and uses The z-score for a value x of a random variable is the number of standard deviations that x is above μ If x is below μ, then the z-score is negative The z-score is used to compare values from different (normal) distributions 13

z-scores: properties and uses The z-score is used to compare values from different normal distributions SAT: μ = 500,  = 100 ACT: μ = 18,  = 6 Which is better, 650 in the SAT or 25 in the ACT? 14

Backwards z Calculations We can also use the table to find z-values for given probabilities Find the z-value corresponding to a right-hand tail probability of This corresponds to a probability of to the left of z standard deviations above the mean Table: z =

Going in Reverse, S’More Find the z-value for a right-hand tail probability – of 0.1 is z = ________. – of 0.01 is z = ________. – of 0.05 is z = ________. 16

Attendance Question #14 Write your name and section number on your index card. Today’s question: 17