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Continuous Probability Distributions N Hypothesis Testing

The document discusses several continuous probability distributions including the uniform, normal, and exponential distributions. It provides details on their probability density functions and characteristics. It also discusses how to calculate probabilities using the normal distribution and applications of these distributions in various fields.

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0% found this document useful (0 votes)
143 views28 pages

Continuous Probability Distributions N Hypothesis Testing

The document discusses several continuous probability distributions including the uniform, normal, and exponential distributions. It provides details on their probability density functions and characteristics. It also discusses how to calculate probabilities using the normal distribution and applications of these distributions in various fields.

Uploaded by

ayesha.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Continuous Probability Distributions

Topics
 Uniform Probability Distribution
 Normal Probability Distribution
 Exponential Probability Distribution
f (x) Exponential
Uniform
f (x)

f (x)
Normal

x
x

Slide 1
Continuous Probability Distributions

 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.

f (x) Exponential
Uniform
f (x)

f (x)
Normal

x
x x1 xx12 x2
x1 x 2
x
x1 x 2

Slide 2
Uniform Probability Distribution

 A random variable is uniformly distributed


whenever the probability is proportional to
the interval’s length.
 The uniform probability density function is:
f (x) = 1/(b – a) for a < x < b
=0 elsewhere

where: a = smallest value the variable can assume


b = largest value the variable can assume

Slide 3
Normal Probability Distribution

 It has been used in a wide variety of applications:

Heights
of people
Scientific
measurements

Slide 4
Normal Probability Distribution

 It has been used in a wide variety of applications:

Test
scores
Amounts
of rainfall

Slide 5
Normal Probability Distribution

 Characteristics

The distribution is symmetric, and is bell-shaped.

Slide 6
Normal Probability Distribution

 Characteristics

The entire family of normal probability


distributions is defined by its mean m and its
standard deviation s .

Standard Deviation s

x
Mean m

Slide 7
Normal Probability Distribution

 Characteristics

The highest point on the normal curve is at the


mean, which is also the median and mode.

Slide 8
Normal Probability Distribution

 Characteristics

The standard deviation determines the width of the


curve: larger values result in wider, flatter curves.

s = 15

s = 25

Slide 9
Normal Probability Distribution

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

.5 .5
x

Slide 10
Normal Probability Distribution

 Characteristics
99.72%
95.44%
68.26%

x
m m + 3s
m – 3s m – 1s m + 1s
m – 2s m + 2s

Slide 11
Exponential Probability Distribution

 The exponential probability distribution is useful in


describing the time it takes to complete a task.
 The exponential random variables can be used to
describe:

Time between Time required Distance between


vehicle arrivals to complete major defects
at a toll booth a questionnaire in a highway

Slide 12
Statistical Inference

Descriptive statistics focuses on describing the


visible characteristics of a dataset (a population or
sample).
Meanwhile, inferential statistics focus on making
predictions or generalizations about a larger
dataset, based on a sample of those data.
Inference for a Single Population
Unknown characteristics of the
population, e.g. population mean
(m) or population proportion (p),
Population i.e. parameters.
?????
Inferential Statistics
• confidence intervals
• hypothesis tests
• models
Sample (Data)
• Descriptive statistics Sample yields observed data on
(e.g. sample mean) measured variables. Use
• Plots and graphs descriptive methods to examine
data and estimate parameters.
Two main ways to learn
about a population

• Confidence intervals
• Hypothesis testing
Confidence Intervals
• Allow us to use sample data to estimate a
population value, like the true mean or the
true proportion, i.e. estimate parameters.

• Example: How much college students spend


per week on beverages?
Hypothesis Testing
• Allows us to use sample data to test a claim
about a population, such as testing whether
a population proportion or population mean
equals some number.

• Example: Is the true average amount that


students spent weekly on BEVERAGES are
$20?
General Idea of
Hypothesis Testing
• Make an initial assumption.
• Collect evidence (data).
• Based on the available evidence, decide
whether or not the initial assumption is
reasonable.
Formulate Null and Alternative
Hypotheses (Ho and HA)
Null Hypothesis (Ho)
• Opposite of alternative hypothesis
• Statement of “nothing going on”
• IS ASSUMED TO BE THE TRUTH
WHEN CONDUCTING THE TEST!
Formulate Null and Alternative
Hypotheses (Ho and HA)
Alternative Hypothesis (HA)
• Also called the “Research Hypothesis”
• Reflects what is believed to be the case or
what the researcher “hopes” to show.
• States that a relationship or difference
exists.
Significance level
• Significance level is the probability of
rejecting null hypothesis.
• The significance level of an event (such as a
statistical test) is the probability that the
event could have occurred by chance.
• also known as alpha or α.
Significance level
• The significance level is the probability of
rejecting the null hypothesis when it is true.
• For example, a significance level of 0.05
indicates a 5% risk of concluding that a
difference exists when there is no actual
difference.
• Lower significance levels indicate that you
require stronger evidence before you will
reject the null hypothesis.
Determine test procedure

What test procedure we use is dictated by:


• the nature of the question to be
answered
• the data types of the variable(s)
involved, i.e. nominal, ordinal, discrete
or continuous.
Determine test procedure
Common test procedures you might be
familiar with:
• t-Test (both one- and two-sample)
• Chi-square test of independence
• Paired t-Test
• ANOVA
• And many, many, more!
Collect data and compute test statistic

• Summarize all variables involved both


numerically and graphically
• Look at distributional shape, as many test
procedures require approx. normality for
continuous variables.
• Check for outliers.
• Compute the test statistic from our observed
data.
Various statistical tests

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