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Section (6)

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11 views37 pages

Section (6)

Uploaded by

mohamedsalahrohaim09
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Statistics-1

Section (6)
Prepared By : Doaa Ghaleb
Definition of Probability Distribution
● Probability Distribution: It is a listing of the probabilities of all the possible
outcomes that could occur if the experiment was done.

Probability
Distribution

Discrete Probability Continuous Probability


Distribution Distribution
Discrete Random Variable can take Continuous Random Variable can
only discrete variables can take take any value within a range of
only certain values. values.
Example : No. of heads in Example : Height of students in the
tossing a coin three times class , Age of the students , ..etc.
Random Variable

Random Variable :

A random variable is a function that associates a numerical value with every


outcome of an experiment.

There are two types of random variable : discrete and continuous.

Let x be a random variable then we define

X:f:S→R
Conditions of probability distribution (Discrete)

● X random variable has a probability distribution if the following


conditions satisfied :

(i)

(ii)

→ Formulate Probability distribution


Conditions of probability distribution (Continuous)

● X continuous random variable has a probability distribution if


the following conditions satisfied :

(i)
Area under the
curve f(x) from
(ii) a to b

(iii)

→ Formulate Probability distribution


Discrete vs. Continuous probability distribution

● Probability Mass function → Discrete → p(x)

● Probability Density Function → Continuous → f(x) →


p(a<x<b)
2- Continuous Random
Variable
Probability Distribution for Continuous Random Variable

● The probability distribution of a continuous random variable : is a


function which can be integrated to obtain the probability that the random
variable takes a value in a given interval.
● The probability density function, f(x), of random variable X has the
following properties:

1. f(x) >= 0 for all values of x

2. The area under the probability density function f(x) over all
values of the random variable X is equal to 1.0

3. The probability that X lies between two values is the area under
the density function graph between the two values
Probability Distribution for Continuous Random Variable

● For a continuous random variable x and any value value xi

P( X=xi ) = 0

● If X is continuous random variable for any x1 and x2 :

P(x1 ≤ X ≤ x2) = P(x1 ≤ X < x2)


P(x1 < X ≤ x2)
P(x1 < X < x2)
Probability as an Area

Shaded area under the curve is the probability that X is between a and b
Probability Density Function f(x) and Cumulative
Distribution function F(x)
The probability density function, f(x), of a continuous random variable X is the
derivative of the cumulative distribution function F(x):
Probability Density Function f(x) and Cumulative
Distribution function F(x)
The probability density function, f(x), of a continuous random variable X is the
derivative of the cumulative distribution function F(x):
Example (1)
Let f(x)=0.05 , 0<x<20 . Is f(x) probability density function (pdf) ?
Example (1)
Let f(x)=0.05 , 0<x<20 . Is f(x) probability density function (pdf) ?

0 20
Example (2)

inf

0
Example (2)

+
inf

0
Example (3)
Example (3)
Example (3)

3 5

3
Try it with yourself :)

4 inf.
Cumulative Distribution Function (cdf)

The probability density function f(x) of random variable X has the following
properties:

The cumulative density function F(x) is the area under the probability density
function f(x) from the minimum value up to x
Is the minimum
value of the
random variable x
Example (1)

For f(x)=0.05 , 0<x<20, formulate a cumulative distribution function:


Example (2)

12.5
Example (3)

Suppose the cumulative Distribution function of random variable x , determine


the following :
Example (3)

(5)Find the probability density function (pdf) from the cumulative distribution
Expected Value , Variance and
Linear functions of Continuous
Random Variable
Expected Value and Variance
Expected Value and Variance
Probability Mass Probability Density Function
Function(Discrete) (Continuous)

Expected Value
(Population
Mean )

Population
Variance
Important Properties for E(x) and V(x)
Example(1)

Suppose that f(x) = 2x , 0<x<1

(1) Find the Expected Value


Example(1)

Suppose that f(x) = 2x , 0<x<1

(2) Find the Variance


Example (1)

Suppose that f(x) = 2x , 0<x<1

(3) Find the Standard Deviation


Example (2)
Example (2)
Example (3)
Example (4)
Example (5)

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