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Lecture 5

The document provides an overview of various probability distributions, including Binomial, Poisson, and Normal distributions. It explains the characteristics, formulas, and examples for each distribution type, highlighting their applications and how to calculate probabilities. Additionally, it covers the standard normal distribution and methods for finding areas under the normal curve using z-scores.

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0% found this document useful (0 votes)
12 views39 pages

Lecture 5

The document provides an overview of various probability distributions, including Binomial, Poisson, and Normal distributions. It explains the characteristics, formulas, and examples for each distribution type, highlighting their applications and how to calculate probabilities. Additionally, it covers the standard normal distribution and methods for finding areas under the normal curve using z-scores.

Uploaded by

itiszubair99100
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Probability Distributions

• Binomial Distribution
• Poisson Distribution
• Normal Distribution
• Exponential Distribution

1
Bionomial Distribution
The Binomial Distribution (Discrete)

The random variable x is the


number of successes out of n
Bernoulli trials with constant
probability of success p on each
trial

3
The Binomial Distribution (Discrete)

Example:
If a coin is tossed 20 times. What is the probability of getting 5 heads.
Given data
n= 20, x= 5, p=0.5, q=1-0.5= 0.5
Probability of getting 5 heads = {20!/ 5! * 15!}* (0.5^5) * (0.5^15)= 0.014= 1.4%

4
The Binomial Distribution (Discrete)

Example 2:
Suppose the probability of purchasing a defective part is 0.3. what is the
probability that 7 defective parts were found in a batch of 20 parts purchased.
Given data
n= 20, x= 7, p=0.3, q=1-0.3= 0.7
Probability of getting 7 defective parts = {20!/ 7! * 13!}* (0.3^7) * (0.7^13)=
0.1642= 16.42%

5
Poisson Distribution
Definition

• The Poisson distribution is a discrete probability


distribution.
• It expresses the probability of a number of events
occurring in a fixed time if these events occur with a
known average rate and are independent of the time
since the last event.
Examples

• The number of emergency calls received by an


ambulance control in an hour.
• The number of vehicles approaching a motorway toll
bridge in a five-minute interval.
• The number of flaws in a metre length of material.
Assumptions

• Each occurs randomly.


• Events occur singly in a given interval of time or
space.
• The mean number of occurrences in the given
interval, is known and finite.
Probability
Example 1

• A student finds that the average number of amoebas


in 10 ml of pond water from a particular pond is four.
Assuming that the number of amoebas follows a
Poisson distribution.
• Find the probability that in a 10 ml sample
• a) there are exactly five amoebas.
• b) There are no amoebas
• c) There are fewer than three amoebas.
a) Find the probability that in a 10 ml sample
there are exactly five amoebas.
b) Find the probability that in a 10 ml sample
there are no amoebas
c) Find the probability that in a 10 ml sample
there are fewer than three amoebas.
Useful probabilities to note
Normal Distribution
Properties of Normal Distributions

Normal distribution
• A continuous probability distribution for a random
variable, x.
• The most important continuous probability
distribution in statistics.
• The graph of a normal distribution is called the
normal curve.

x
17
Properties of Normal Distributions
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and is symmetric
about the mean.
3. The total area under the normal curve is equal to 1.
4. The normal curve approaches, but never touches, the
x-axis as it extends farther and farther away from the
mean.
Total area = 1

x
μ
18
Means and Standard Deviations
• A normal distribution can have any mean and any
positive standard deviation.
• The mean gives the location of the line of symmetry.
• The standard deviation describes the spread of the
data.

μ = 3.5 μ = 3.5 μ = 1.5


σ = 1.5 σ = 0.7 σ = 0.7
19
Example: Understanding Mean and
Standard Deviation
1. Which normal curve has the greater mean?

Solution:
Curve A has the greater mean (The line of
symmetry of curve A occurs at x = 15. The line of
symmetry of curve B occurs at x = 12.)
20
Example: Understanding Mean and
Standard Deviation
1. Which normal curve has the greater mean?

21
Example: Understanding Mean and
Standard Deviation
2. Which curve has the greater standard deviation?

Solution:
Curve B has the greater standard deviation (Curve
B is more spread out than curve A.)

22
Properties of Normal Distributions

The rule for a normal density function is

23
The Standard Normal Distribution
Standard normal distribution
• As you might suspect from the formula for the normal density function, it would be difficult and tedious to
do the calculus every time we had a new set of parameters for μ and σ.
• So instead, we usually work with the standardized normal distribution, where μ = 0 and σ = 1, i.e. N(0,1).
• That is, rather than directly solve a problem involving a normally distributed variable X with mean μ and
standard deviation σ, an indirect approach is used.

24
The Standard Normal Distribution
Standard normal distribution
• A normal distribution with a mean of 0 and a standard
deviation of 1.

Area = 1

z
–3 –2 –1 0 1 2 3
• Any x-value can be transformed into a z-score by
using the formula
Value  Mean x 
z 
Standard deviation 
25
The Standard Normal Distribution
• If each data value of a normally distributed random
variable x is transformed into a z-score, the result will
be the standard normal distribution.

Normal Distribution Standard Normal


Distribution
x 
σ z
 σ

 x  z

• Use the Standard Normal Table to find the


cumulative area under the standard normal curve.
26
Properties of the Standard Normal
Distribution

1. The cumulative area is close to 0 for z-scores close


to z = –3.49.
2. The cumulative area increases as the z-scores
increase.

Area is
close to 0 z
–3 –2 –1 0 1 2 3
z = –3.49
27
Properties of the Standard Normal
Distribution

3. The cumulative area for z = 0 is 0.5000.


4. The cumulative area is close to 1 for z-scores close
to z = 3.49.

Area
z
is close to 1
–3 –2 –1 0 1 2 3
z=0 z = 3.49
Area is 0.5000
28
Example: Using The Standard Normal Table
Find the cumulative area that corresponds to a z-score of
1.15.

Solution:
Find 1.1 in the left hand column.
Move across the row to the column under 0.05
The area to the left of z = 1.15 is 0.8749.
29
Example: Using The Standard Normal Table
Find the cumulative area that corresponds to a z-score of –
0.24.

Solution:
Find –0.2 in the left hand column.
Move across the row to the column under 0.04
The area to the left of z = –0.24 is 0.4052.
30
Finding Areas Under the Standard
Normal Curve
1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each
case shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.
2. The area to the left
of z = 1.23 is 0.8907

1. Use the table to find


the area for the z-score
31
Finding Areas Under the Standard
Normal Curve
b. To find the area to the right of z, use the Standard
Normal Table to find the area that corresponds to
z. Then subtract the area from 1.

2. The area to the 3. Subtract to find the area


left of z = 1.23 to the right of z = 1.23:
is 0.8907. 1 – 0.8907 =
0.1093.

1. Use the table to find the


area for the z-score.
32
Finding Areas Under the Standard
Normal Curve
c. To find the area between two z-scores, find the
area corresponding to each z-score in the
Standard Normal Table. Then subtract the
smaller area from the larger area.
2. The area to the 4. Subtract to find the area of
left of z = 1.23 the region between the two
is 0.8907. z-scores:
3. The area to the 0.8907 – 0.2266 = 0.6641.
left of z = –0.75
is 0.2266.

1. Use the table to find the


area for the z-scores.
33
Example: Finding Area Under the
Standard Normal Curve
Find the area under the standard normal curve to the left
of z = –0.99.
Solution:

0.1611
z
–0.99 0

From the Standard Normal Table, the area is


equal to 0.1611.
34
Example: Finding Area Under the
Standard Normal Curve
Find the area under the standard normal curve to the
right of z = 1.06.
Solution:

0.8554 1 – 0.8554 = 0.1446

z
0 1.06

From the Standard Normal Table, the area is equal to


0.1446.
35
Example: Finding Area Under the
Standard Normal Curve
Find the area under the standard normal curve between
z = –1.5 and z = 1.25.
Solution:
0.8944 – 0.0668 = 0.8276

0.8944
0.0668
z
–1.50 0 1.25

From the Standard Normal Table, the area is equal to


0.8276.
36
Example:

μ = 500
σ = 100
0.95 0.05

z
0 1.65

Value  Mean x 
z 
Standard deviation 

37

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