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STAT3010 Lecture 1

Lecture 1:
REVIEW OF DISTRIBUTIONS
Continuous Distributions:
Definitions
A density function f (x ) is used to describe (at least
approximately) the population or process distribution of a
continuous variable x . The graph of f (x ) is called the density
curve. The following properties must be satisfied:
1. f (x ) 0 .
2.

f ( x )dx 1 (the total area under the density curve is 1.0)

3. For any two numbers a and b with a

b,

proportion of x values between a and b =

b
a

f ( x)dx .

(This proportion is the area under the density curve and


above the interval with endpoints a and b).

Notes: There is no area under the density curve above a single


value. (e.g. above 2.5)
and
P( a x b ) = P( a x b )
Why?

STAT3010 Lecture 1

Example: Verify the following pdf f ( x)

x,

2 x 1

x 1
x

is valid.

NORMAL DISTRIBUTION
Definition
A continuous variable x is said to have a normal distribution
0 , if
with parameters
and , where
and
the density function of x is

f ( x)

1
e
2

(x

)2 ( 2

for

STAT3010 Lecture 1

Mean of the Normal Distribution?

Variance of the Normal Distribution?

THE STANDARD NORMAL DISTRIBUTION


Definition

0 and
The normal distribution with parameter values
1 is called the standard normal distribution. We shall use
the letter z to denote a variable that has this distribution.
The corresponding density function is

f (z)

1
e
2

z2 2

for

Standard Normal Density Curve:

Note: Standard normal distribution can be obtained from a


given normal distribution by using the following substitution.

Proportion of values for the standard normal distribution can be


obtained using the Table B.2 in the appendix B, pages 618-620.
Mean of the Standard Normal Distribution?
Variance of the Standard Normal Distribution?

STAT3010 Lecture 1

Example: One of the side effects of flooding a lake in northern


boreal forest areas (e.g. for a hydro-electric project) is that
mercury is leached from the soil, enters the food chain, and
eventually contaminates the fish. The concentration in fish will
vary among individual fish because of differences in eating
patterns, movements around the lake, etc. Suppose that the
concentrations of mercury in individual fish follows an
approximate normal distribution with a mean of 0.25 ppm and
a standard deviation of 0.08 ppm. Fish are safe to eat if the
mercury level is below 0.30 ppm. What proportion of fish are
safe to eat?

EXPONENTIAL DISTRIBUTION
Definition
A variable x is said to have an exponential distribution with
0 if the density function for x is
parameter

x 0

f ( x)
0

otherwise

STAT3010 Lecture 1

Proportion?

Mean of the exponential Distribution?

Variance of the exponential Distribution?

Example: Medical employees at a state hospital have


determined that the average time between patient arrivals at
the emergency room is exponentially distributed with a mean
time of 11 minutes. What is the probability that a patient will
arrive within the first 5 minutes?

STAT3010 Lecture 1

THE LOGNORMAL DISTRIBUTION


Lognormal distributions are related to normal distributions in
exactly the way the name suggests.
Definition:
A nonnegative variable x is said to have a lognormal
distribution if ln(x) has a normal distribution with parameters
and . It can be shown that the density function of x is

1
2

[ln( x )

]2 /( 2

f ( x)
0

The density curve:

STAT3010 Lecture 1

Mean of the lognormal distribution?

Variance of the lognormal distribution?

Example: Lifetimes of a certain cell are lognormally distributed


1 day and
0.5 days. Find the
with parameters
probability that a cell lasts longer than four days.

STAT3010 Lecture 1

THE WEIBULL DISTRIBUTION


Definition:
A variable x has a Weibull distribution with parameters
if the density function of x is

(x / )

and

x 0

f ( x)
0

x 0

This Weibull distribution is related to the exponential distribution:


when
1 , the Weibull density function reduces to the
1 ).
exponential density function (with

The density curve:

STAT3010 Lecture 1

Proportion?

Mean of the Weibull Distribution?

Variance of the Weibull Distribution?

STAT3010 Lecture 1

Example: An article suggests that x= cell lifetimes follows a


Weibull distribution. Suppose that parameter values are
1.5
and
125 . What proportion of cells have a lifetime between
150 and 200.

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