9 views

Uploaded by Harry Berry

probabilistic functions

- Probability and Statistics NASA
- Lecture 08 - Probability
- Pre Mfe Prob Feb2011 Syllabus
- Ch 6 Multiconvolutional Approach.pdf
- R-manual
- Assignment Probability I
- Midterm Concepts List(1)(1)
- CHAP 5.ppt
- Tutorial Question Probability Distribution
- Normal Distribution
- STATISTICAL METHODS
- 6sA03
- An Introduction to Probabilistic Modeling
- RM2
- Bivariate_Normal_1_with_answers.pdf
- CS2011SQ
- İstatistik formülleri
- Old Papers.docx
- MLC Formulas
- Eco assignment

You are on page 1of 17

Area under the Curve

Percentiles

Chapter 5: Continuous Probability Distributions

Solomon W. Harrar

The University of Montana

Fall 2012

Introduction

The Normal Distribution

Area under the Curve

Percentiles

whole interval (range or continuum)

Example:The body temperature of a person.

Due to precision limitations of measuring instruments, every

random variable is virtually discrete.

However, when there are many possible values for a random

variable, it is sometimes mathematically useful to treat it as a

continuous random variable.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

In actual practice, this distribution is discrete because the

measurements are only accurate to within 2 mm Hg.

However, if we assume there is no measurement error, the

random variable can take a continuum of possible values.

Under this assumption the probability of specific values such

as 117.3 are zero.

Thus, we speak in terms of the probability that blood pressure

falls within a range of values.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The probability density function (pdf) of a continuous random

variable X is a function such that the area under the

density-function curve between any two points a and b is

equal to the probability that the probability that the random

variable X falls between a and b.

The pdf has large values in the regions of high probability and

small values in the regions of low probability.

The total area under the density-function curve over the entire

range of possible values for the random variable is 1.

The expected value and the standard deviation of a

continuous random variable have the same meaning as for the

discrete random variable.

Chapter 5: Continuous Probability Distributions

Introduction

The Normal Distribution

Area under the Curve

Percentiles

0.15

0.10

0.00

0.05

Relative Frequency

0.20

0.25

15

20

25

Body Mass Index

30

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Density

Normal Range

50

100

150

200

250

300

Introduction

The Normal Distribution

Area under the Curve

Percentiles

0.8

0.6

density

0.2

0.0

10

15

10

15

20

0.8

0.6

density

0.0

0.2

0.4

0.0

0.2

0.4

0.6

0.8

1.0

1.0

density

0.4

0.6

0.4

0.0

0.2

density

0.8

1.0

1.0

10

15

10

0

y

10

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The normal probability density is a bell-shaped curve given by

the function:

2

1 (x)

1

e 2 2

f (x) =

2

where = 3.142 and e = 2.718.

Normal Curve for different combinations of and .

0.15

0.20

f(x)

0.10

= 10

= 3

=3

=3

= 20

0.05

= 10

=4

0.00

=5

10

10

20

30

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The shape of a normal curve is completely determined by

and .

Many variables of interest have a mound-shaped frequency

distribution that can be approximated by a normal curve.

For such variables is the mean and 2 is the variance.

A normal curve with mean and variance 2 will generally be

referred to as N(, 2 ).

A random variable whose probability distribution is given by

the normal curve is called a normal (normally distributed)

random variable.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

A normal distribution whose mean = 0 and variance 2 = 1

is known as the standard normal distribution, i.e standard

normal distribution is the same thing as N(0, 1).

It is a fact that if X has N(, 2 ) distribution then

Z=

(X )

Conversely, if Z has N(0, 1) distribution then X = Z + will

have N(, 2 ).

Area under any normal curve can be expressed as area under

the standard normal curve.

Chapter 5: Continuous Probability Distributions

Introduction

The Normal Distribution

Area under the Curve

Percentiles

obtained by the R command

pnorm(a,mu,sigma)

Area under the normal curve to the right of a value b can be

obtained by the R command

1-pnorm(b,mu,sigma)

Area under the normal curve in between the values a and b

where a b can be computed in R as

pnorm(b,mu,sigma)-pnorm(a,mu,sigma)

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Example

with = 22.5 and = 2.

a. What is the probability of randomly selected professors will

have BMI less than 23?

b. Find the probability that X will be less than 16.

c. What is the percentage of professors whose BMI is greater

than 25.

d. Find the probability that X is between 21 and 25.

e. What percentage of the professors have BMI less than 22.5?

You dont need R for this one. pounds.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

The probability associated with the normal curve forms the

basis for what is known as the Empirical Rule.

For measurements that have a normal-curve shaped smoothed

relative frequency distribution,

a. The percentage of

deviation to either

b. The percentage of

deviation to either

c. The percentage of

deviation to either

side of the mean is

.

the measurement that lie within 2 standard

side of the mean is

.

the measurement that lie within 3 standard

side of the mean is

.

in general.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

has a normal distribution with = 70 pounds and = 13

pounds.

a. What is the probability that the milk production for a cow

chosen at random will be less than 60 pounds?

b. What is the probability that the milk production for a cow

chosen at random will be greater than 90 pounds?

c. What is the probability that the milk production for a cow

chosen at random will be between 60 and 90 pounds?

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Percentiles

The (100 u)th percentile for a normal distribution, denoted

by xu , can be computed in R by using the command

qnorm(u,mu,sigma)

Find the quartiles of N(0, 1).

Find the quintiles of N(100, 25).

What is the median of N(50, 10)? You dont need R for this

one.

(100 u)th percentile xu of a N(, 2 ) and that of zu of

N(0, 1) are related as follows

xu = zu +

and zu =

xu

.

Chapter 5: Continuous Probability Distributions

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Example

distribution with = 55 and = 3.

distributed with mean 80 mm Hg and standard deviation 12

mm Hg. Find the upper and lower 5th percentiles of this

distribution.

Introduction

The Normal Distribution

Area under the Curve

Percentiles

Homeworks

- Probability and Statistics NASAUploaded byFabio Castro
- Lecture 08 - ProbabilityUploaded byisurueranda
- Pre Mfe Prob Feb2011 SyllabusUploaded bysuperauditor
- Ch 6 Multiconvolutional Approach.pdfUploaded bymaheshnagarkar
- R-manualUploaded byKevin Madge
- Assignment Probability IUploaded by123
- Midterm Concepts List(1)(1)Uploaded bysomeingforu
- CHAP 5.pptUploaded bySenelwa Anaya
- Tutorial Question Probability DistributionUploaded byniwa
- Normal DistributionUploaded byPam Fajardo
- STATISTICAL METHODSUploaded byarnodelorme
- 6sA03Uploaded byMuhammad Bilal Junaid
- An Introduction to Probabilistic ModelingUploaded bylackoibolya
- RM2Uploaded byAnonymous KS0gHX
- Bivariate_Normal_1_with_answers.pdfUploaded byd
- CS2011SQUploaded bySIVA KRISHNA PRASAD ARJA
- İstatistik formülleriUploaded bys3rserii
- Old Papers.docxUploaded byrubina.sk
- MLC FormulasUploaded byvermanerds
- Eco assignmentUploaded byAnonymous ydR7QouJe
- Stoc_Pres_9Uploaded byabokhaled1409
- How to do statistical operation using ExcelUploaded byDavor Kirin
- Chapter 6(1)Uploaded byMacheil
- CIM IUploaded byPrakash Raj
- 9_16042019Uploaded byمحمد خيري بن اسماءيل
- MedI7 Intro 2011 Mortalitate AlcoolUploaded byMillea Vlad
- [A-3&4]Lampiran A RPP-04 Math 5 Semester 1 20172018 07092017Uploaded byWeng Fei Yong
- Benefits of Risk PoolingUploaded byMiguel Andres Ortiz Coilla
- sept04el7Uploaded bynagachandra_k
- jacobian_2Uploaded byJiah Mohd Daud

- 綠色公民行動聯盟賴偉傑演講的個人獨特互動式心得Uploaded byHarry Berry
- The Coproduction and Collaborative Partnership of TwitterUploaded byHarry Berry
- 情緒勞動--更新版Uploaded byHarry Berry
- Creative Commons如何作為文化生產與消費方式轉變的案例Uploaded byHarry Berry
- francep1Uploaded byPresh Bugayong
- francep1Uploaded byPresh Bugayong
- Piotr_Siuda_Prosumption_in_the_Pop_Industry_An_Analysis_of_Polish_Entertainment_Companies1 (1).pdfUploaded byHarry Berry
- 媒體趨勢之社會觀察1 EditedUploaded byHarry Berry
- 844 Natures JournalUploaded bybercer7787
- Five Inter-linked TransformationsUploaded byHarry Berry
- Presentation 1 VUploaded byHarry Berry
- 啟智老師訪問的筆記Uploaded byHarry Berry
- 跟特教系老師的訪談記錄Uploaded byHarry Berry
- 第二組的討論結果-5月8日Uploaded byHarry Berry
- 4%2f17 環境社會學 討論內容Uploaded byHarry Berry
- 04 (Highlighted)Uploaded byHarry Berry
- 273340_104-2現代科技與人類文明Uploaded byHarry Berry
- 7aGenderUTSept300Uploaded byHarry Berry
- 當代基督教歷史與文化-環境危機與生態神學Uploaded byHarry Berry
- AddressingGenderConcernsUploaded byCuthbert Tongsin
- 2016_0530_服務時段Uploaded byHarry Berry
- BullyUploaded byHarry Berry
- Calendar 105Uploaded byHarry Berry
- Wp 990049Uploaded byHarry Berry
- 《泰利的街角》.列堡.重庆大学出版社2009Uploaded byHarry Berry
- Business Impact LGBT Policies Full Report May 2013 HighlightedUploaded byHarry Berry
- Best Practices for Building a LGBT-Inclusive WorkplaceUploaded byHarry Berry
- Rl 30533Uploaded byHarry Berry
- Enhancing Women Economic Empowerment Fin 1 Oct 2014Uploaded byHarry Berry
- Lecture 1-What is a CaseUploaded byHarry Berry

- Lab 4Uploaded byJose Martinez
- A Tail of Two WorldsmauboussinUploaded bycontsubscn
- Public_Health_Combined.pptUploaded byJan Dot
- 0673 Chapter 6Uploaded bysubash1111@gmail.com
- STAT 312 Midterm 3 Study GuideUploaded byeyelash2
- Optimization of Process Parameters in the Catalytic Degradation of Polypropylene to Liquid Fuel by Taguchi MethodUploaded bySEP-Publisher
- Midsem CompilationUploaded byAfendiOmar
- Normality TestsUploaded byBudi Andresi
- SPE-13535-MSUploaded byDenis Gontarev
- Absolute and Relative VaR of a mutual fund.Uploaded byLello Pacella
- ExcelUploaded byTim Jiang
- LambdaUploaded byRenato Goitia
- 11 Chapter+2Uploaded byTapiwa Sisimayi
- ReturnsUploaded bySheheryar Khan
- Gauge Capability StudyUploaded byalliosagie
- TAC1Uploaded byVijyan Mahajan
- Repeated Measures ANOVA.pptxUploaded byMharaToot
- Accounting for Common Method Variance in Cross-Sectional Research DesignsUploaded byirfan444
- FHMM 1134 General Mathematics III Tutorial 3 2013 NewUploaded bykhohzian
- jntuk-dap-course structure and syllabus-b techece-ii year r10 studentsUploaded byapi-156199995
- CGM ProjectUploaded byShivendra Rajput
- 1 Random Variables.9401953Uploaded byGowtham Raj
- A4_CharpyLab_1996 (1)Uploaded bySyazwan Aizad Abdul Mutalib
- Crystal Ball Guide BookUploaded byAyah
- Jeffery D. LasterUploaded bymail2pr1m
- Rainfall over BangladeshUploaded bynchakori
- Week 02 Notes.pdfUploaded byEddie Aljamal
- Amore by Kamal AhmmadUploaded byKamal Ahmmad Munna
- 1.4 IQMUploaded byCollen Mahambo
- Text Chapter 4Uploaded byDwaipayan Mukhopadhyay