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A continuous random variable can assume any value in an interval on the real line or in a collection of intervals.
It is not possible to talk about the probability of the random variable assuming a particular value. Instead, we talk about the probability of the random variable assuming a value within a given interval.
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The probability of the continuous random variable assuming a specific value is 0. 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.
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x1 x2 P(x1 x x2)
x1 P(x x1)
x1
b
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P(x x1)
The probability of the continuous random variable assuming a specific value is 0. P(x=x1) = 0
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Probability Density Function f (x ) = 1/10 for 5 < x < 15 = 0 elsewhere where x = salad plate filling weight
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Uniform Probability Density Function f (x) = 1/(b - a) for a < x < b = 0 elsewhere Expected Value of x E(x) = (a + b)/2 Variance of x Var(x) = (b - a)2/12 where a = smallest value the variable can assume b = largest value the variable can assume
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Normal Distribution
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P( < 8) = ?
f (x ) 1/10
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x
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The shape of the normal curve is often illustrated as a bell-shaped curve. The highest point on the normal curve is at the mean of the distribution. The normal curve is symmetric.
The total area under the curve the same as any other probability distribution is 1. The probability of the normal random variable assuming a specific value the same as any other continuous probability distribution is 0. Probabilities for the normal random variable are given by areas under the curve.
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1 ( x )2 / 2 2 f ( x) e 2
where
where
=0 =1 = 3.14159
e = 2.71828
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Given any positive value for z, the table will give us the following probability
The table will give this probability
Given positive z
The probability that we find using the table is the probability of having a standard normal variable between 0 and the given positive z.
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Given any probability between 0 and .5,, the table will give us the following positive z value
Given this probability between 0 and .5
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What is the z value where probability of a standard normal variable to be greater than z is .1
10%
40%
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A random variable that has a normal distribution with a mean of zero and a standard deviation of one is said to have a standard normal probability distribution. The letter z is commonly used to designate this normal random variable. The following expression convert any Normal Distribution into the Standard Normal Distribution
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Area = .5 0 .83
z
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.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359 .1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753 .2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141 .3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517 .4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879 .5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224 .6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2518 .2549 .7 .2580 .2612 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852 .8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133 .9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .338928
The Standard Normal table shows an area of .2967 for the region between the z = 0 line and the z = .83 line above. The shaded tail area is .5 - .2967 = .2033. The probability of a stockout is .2033.
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Area = .05 Area = .5 Area = .45 z.05 0 Let z.05 represent the z value cutting the tail area of .05.
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Using the Standard Normal Probability Table We now look-up the .4500 area in the Standard Normal Probability table to find the corresponding z.05 value. z.05 = 1.645 is a reasonable estimate.
.00 .4332 .4452 .4554 .4641 .01 .4345 .4463 .4564 .4649 .02 .4357 .4474 .4573 .4656 .03 .4370 .4484 .4582 .4664 .04 .4382 .4495 .4591 .4671 .05 .4394 .4505 .4599 .4678 .06 .4406 .4515 .4608 .4686 .07 .4418 .4525 .4616 .4693 .08 .4429 .4535 .4625 .4699 .09 .4441 .4545 .4633 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767 .
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71 60 55 82 85 65 77 61 79
66 86 63 79 80 62 54 56 84
61 70 56 76 56 90 64 63
65 70 62 68 61 69 74 80
54 73 76 53 61 76 65 56
93 73 54 58 64 79 65 71
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x x n s
3421 68.42 50
2
(x x)
n 1
5310.04 10.41 49
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z Values
What test mark has the property of having 10% of test marks being less than or equal to it
To answer this question, we should first answer the following What is the standard normal value (z value), such that 10% of z values are less than or equal to it?
10%
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z Values
We need to use standard Normal distribution in Table 1.
10%
10%
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z Values
10%
40%
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z Values
40%
z = 1.28 10%
z = - 1.28
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Lower 10% Lower 20% Lower 30% Lower 40% Lower 50% Lower 60% -1.28 -.84 -.52 -.25 0 .25
z
55.1 59.68 63.01 65.82 68.42 71.02
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The End
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When the number of trials, n, becomes large, evaluating the binomial probability function by hand or with a calculator is difficult. The normal probability distribution provides an easy-to-use approximation of binomial probabilities where n > 20, np > 5, and n(1 - p) > 5. Set = np
np (1 p )
Add and subtract a continuity correction factor because a continuous distribution is being used to approximate a discrete distribution. For example, P(x = 10) is approximated by P(9.5 < x < 10.5).
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e x /
where
= mean
P( x x0 ) 1 e x0 /
where x0 = some specific value of x
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The End
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