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2 Remarks / Things to Think About ( 1 ) If a continuous random variable X is symmetric about the mean, P( : # X # 4 ) = P( - 4 # X # : ) = . ( Why ? ) Interpret this geometrically. (2) The function F( x ) = P ( X # x ) is called the cumulative distribution function, ( or cdf for short ). Interpret the cdf geometrically.
Typical Picture of the Probability Density Function for a Random Variable Symmetric about the Mean : ( Say, the height of a randomly chosen GMU male. )
The Most Important Class of Random Variables in the Universe! The most important example of a continuous random variable which is symmetric about the mean is a normal random variable. Normal random variables are ubiquitous random variables from the diameter of ball bearings to the SAT scores of this years freshman class turn out to be normal, or at least approximately normal. Just why the normal distribution is so ubiquitous is better understood in light of the Central Limit Theorem, which will be discussed a bit later. Notation. If a random variable X is normally distributed with mean : and variance F2 , one writes X - N( : , F2 ).
3 Question : Which value of sigma corresponds to which of the three probability density functions graphed below ?
Key Properties of the Normal Distribution Theorem ( 1 ) If X is normally distributed, then for any constants c and d , cX + d is normally distributed. ( 2 ) If X and Y are normally distributed, and a and b are constants, then aX + bY is normally distributed. ----The first of these properties implies that if X - N( : , F2 ) and we define the random variable Z = ( X - : )/F , then Z - N ( 0, 1 ) , i.e, Z is a standard normal random variable. So whats the big deal ? The important point here is that since a normal random variable can always be standardized to obtain a standard normal random variable, probability computations can always be reduced to computations involving the standard normal cdf. For your convenience, a table of the cumulative distribution function for a standard normal random variable is in the TABLES folder on classweb ; printed on the inside front cover of your text is a table of P( 0 # Z # z ) for z $ 0. By symmetry, for any z $ 0, P( Z # z ) = + P( 0 # Z # z ) , so ( if one knows what one is doing ) either table will do for computation, These days, values of the standard normal cdf ( and the inverse function ) are also available via spreadsheet functions, calculator buttons, and computer subroutines ( including MINITAB ) .
4 Remark The table of probabilities for z < 0 are convenient but not really necessary . Why ? To illustrate, find P( Z # - 0.45 ) just using the table giving the probabilities for the values of z with z > 0 .
Computational Example. The height H in inches of a randomly chosen GMU male is approximately normal with : = 68 inches and F = 2.5 inches. Suppose we want the probability P( 68 # H # 73 ) . This is the same as P [ ( 68 - 68 )/2.5 # ( H - 68 )/2.5 # (73 - 68 )/2.5 ] = P ( 0 # Z # 2 ) = P ( Z # 2 ) - P ( Z # 0 ) = 0.9772 - 0.5 = 0.4772. Computational Example. The Stanford - Binet Intelligence test is set up to have a population mean score of 100 . Let us say that for a certain population of individuals the population standard deviation is 25 . Stanford-Binet scores are normally distributed. Find the proportion of the population with a score $ 150 .
P ( IQ $ 150 ) = P [ ( IQ - 100 )/25 $ ( 150 - 100 )/25 ] = P( Z $ 2 ) = 1 - P( Z # 2 ) = 1 - 0.9772 = 0.0228. Computational Example. What is the minimum height for a doorway so that 99% of GMU males can pass through it without bumping their heads ? ( Use the data from the first example above.) We wish to find h so that P( H # h ) = 0.99 . Write P [ ( H - 68 ) / 2.5
# ( h - 68 )/2.5 ] = 0.99
P( Z
# ( h - 68 )/2.5 ) = 0.99
h = 73.825 in.
Simple Random Samples of a Normal Random Variable The second statement of the last theorem, generalizes to a linear combination of any number of normal random variables : such a linear combination , aX + bY + cZ + ...., is still normal. So, combining the last theorem, with the Standard Error Theorem, one has :
Theorem If X - N( : , F2 ) and X1 , X2 , X3 , , Xn a simple random sample of size n, then are the observations of X corresponding to . Thus if we let ,
then Z - N( 0 , 1 ).
write
Remarks This theorem is essential for our discussion of confidence intervals for the mean of a normal random variable.
6 Practice Problem ( from a previous old statistics examination ...) Tins of luncheon meat are labeled as containing 43 grams of fat. Of course, this is only a nominal value : the actual fat content ( in grams ) is a normal random variable F. The mean of F can be manipulated by appropriately adjusting the machinery, trimming animal carcasses more ( or less ) carefully of fat, etc. The standard deviation of F is harder to control, and is thought to have a value of approximately 2 grams. It is more profitable to pack tins with fat than lean meat ; nevertheless, given consumer preferences for products with lower fat content, the packing company wishes to have 99% of the tins of luncheon meat it produces contain no more than 43 grams of fat. Find the largest value of :, the mean of F , that will achieve this.
Solution : One wishes to find the largest value of : so that P( F # 43 ) = 0.99. Standardize F to write :
Using a standard normal table ( .... actually I used the MINITAB function ...)
Solving for : gives : = 43 - 2( 2.3263 ) = 38.35 grams. Other Problems to Look At ... Problem Numbers Two and Nine exam2_06k.pdf ( classweb Exam2 folder )