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Distributions

Jacob (or James) Bernoulli (50)


27 December 1654 to 16 August 1705, Basel
Switzerland

Random variable: A r.v. is a variable which contains the


outcome of a chance experiment.
Discrete Random variable: A r.v. that assumes either a finite
no. of values or a countable infinite no. of possible values is
termed as a discrete random variable.
Continuous Random Variable: A r.v. that assumes any
numerical value in an interval or can take values at every
point in a given interval is called a continuous random
variable.

The outcomes of a r.v. and the probabilities attached to these


can be arranged in distributions. These distributions can be
broadly classified into discrete and continuous distributions.
Probability distribution for a random variable specifies how
probabilities are distributed over the random variable.
Mean or Expected Value: If a process is repeated over a long
period of time, then the average of the outcomes is most likely
to approach a long run expected value or mean value.

Discrete Distribution
Binomial Distribution: It describes discrete data resulting from
an experiment known as Bernoulli Process.
Tossing a coin for a fixed number of times is a Bernoulli
process and the outcomes of such tosses can be represented
by Binomial distribution.
Assumption of Binomial distribution:
1.

The experiment involves a sequence of n identical trials.

2. For each trial there can be two possible outcomes. One is


referred to as success and the other as failure.
3. The trials are independent in nature.
4. The probability of success p and the probability of failure
q=1-p remain constant throughout the experiment.
Binomial formula is:

n!
Probability of x success in n trials P(x)
p x q nx
(n - x)!(x)!

Q. Consider a fair coin tossing experiment. What is the


probability of getting two heads in three trials?
Sol. Total no. of trials = n = 3
total no of success = x = 2
p= prob of success = Prob of getting Head =
q= prob of failure = prob of not getting Head = prob of
getting tail = (1-p) = 1/2

3!
Probability of 2 success in 3 trials P(2)
p 2 q 3 2
(3 - 2)!(2)!

Mean of Binomial Distribution is


= np
Standard Deviation of Binomial
Distribution is

npq
Where, n = no. of trials
p = prob. of success

Binomial Probability
Distribution
Binomial distribution is based on
events in which there are only
two possible outcomes on each
occurrence.
Example: Flip a coin 3 times the possible
outcomes are (heads = hits; tails = misses):
HHH, HHT, HTT, TTT, TTH, THH, THT, AND HTH

Binomial Probability
Distribution
Example: Flip a coin 3 times the possible outcomes are
(call heads = hits; tails = misses):

Possible Outcomes of
Coin Flipped 3 times
Outcome
HHH
HHT
THH
HTH
HTT
THT
TTH
TTT

No. Hits
(x)
3
2
2
2
1
1
1
0

Frequency Dist of
data
X
3
2
1
0

f
1
3
3
1

Binomial Probability
Distribution
Frequency Distribution

2.5

Frequency 1.5

0.5

1
HITS

Probability Associated with


Hits
Hits

Frequency

Probability

3
2
1
0

1
3
3
1

.125
.375
.375
.125

Simon Denis Poisson (French Mathematician) (58)


21 June 1781 to 25 April 1840, France

Discrete Distribution
Poisson Distribution: It focuses on the number of discrete
occurrences over an interval. For example, the no. of arrivals
at an automobile service station in 10 hrs., the no. of
accidents at a intersection in a month, the no. of patients
arriving at a health centre every day, the no. of defects per
unit length of an electrical wire,.
Poisson distribution describes the occurrences of rare events.

The use of Poisson distribution to calculate the probability of


occurrence of an event during a particular time period is
based on the following properties:
1.

Each occurrence of an event is independent of the


occurrence of the other event.

2.

The prob of an occurrence is the same for any two


intervals of equal length.

3.

It describes discrete occurrences over a specified time


interval.

4.

The expected no. of occurrences must hold constant for all


the time interval of the same size.

5.

In each interval, occurrences can range from 0 to infinity.

Poisson Formula for calculating probabilities is:


xe
P(x)
, x 0, 1, 2,3, .....
x!
Example: Suppose that we are investigating the safety of a
dangerous intersection. Past police records indicate a mean
of five accidents per month at this intersection. The number
of accidents is distributes according to Poisson distribution,
and the highway Safety Division wants us to calculate the
probability in any month of exactly 0, 1, 2, 3, or 4
accidents.

Solution: It is given that Mean =5


The probability of no accidents
= P(x=0) =

0 e (5) 0 e 5 1X(.00674)

.00674
0!
0!
1

The probability for exactly 1, 2, 3, and 4 accidents


1e (5)1 e 5 5X(.00674)
P ( x 1)

.03370
1!
1!
1
2 e (5) 2 e 5 25X(.00674)
P ( x 2)

.08425
2!
2!
2
3e (5)3 e 5 125X(.00674)
P ( x 3)

.14042
3!
3!
6
4 e (5) 4 e 5 625X(.00674)
P ( x 4)

.17552
4!
4!
24

Continuous Probability
Distribution

In case of discrete random variables, the probability function


provides the probability for each value of random variable.

In case of continuous distribution, probability function is the


probability density function. This probability function does
not provides the probabilities directly. Rather, it helps in
determining the probability that the random variable falls into
a specified interval of values.

Normal
Distribution
Normal Distribution is a continuous distribution. It occupies a
prominent place in statistics because1.

It has some properties that make it applicable to a great


many situations in which it is necessary to make inferences
by taking samples.

2.

The Normal distribution comes close to fitting the actual


observed frequency distributions of many phenomena.

Overview

Continuous random variable

Infinitely many values, and those values are often


associated with measurements on a continuous
scale with no gaps or interruptions

Normal distribution - If a continuous random variable has


distribution that is symmetric and bell-shaped we call it a
normal distribution

Overview

Continuous random variable

Normal distribution
Curve is bell shaped
and symmetric

Score

Normal Curve Formula

y=

1
2

x-

( )

Definition
Standard Normal Deviation:

A normal probability distribution that has a mean of


0 and a standard deviation of 1.
Standardizing a Normal Random Variable:

X
Z

50
25

Normal distribution with

-25

-3

25

-2

75 10050125

-1

X
Z

Standard Normal Distribution


=1

=0

x
z

To find:

z Score
the distance along horizontal scale of the
standard normal distribution; refer to the
leftmost column and top row of Table

Area
the region under the curve; refer to the
values in the body of Table

Characteristics of the Normal


Curve

The curve is bell-shaped and symmetrical.

The mean, median, and mode are all equal.

The highest frequency is in the middle of the curve.

The curve approaches, but never meets, the abscissa at both


high and low ends.

The Empirical Rule


Standard Normal Distribution: = 0 and = 1
99.7% of data are within 3 standard deviations of the mean

95% within
2 standard deviations
68% within
1 standard deviation

34%

34%

2.4%

2.4%

0.1%

0.1%
13.5%

x - 3s

x - 2s

13.5%

x-s

x+s

x + 2s

x + 3s

Notation
P(a < z < b)
denotes the probability that the z score is
between a and b

P(z > a)
denotes the probability that the z score is
greater than a

P (z < a)
denotes the probability that the z score is
less than a

Example Normal Curves

(Heights;

males; females)

Women
:
=

Men:
= 69.0
= 2.8

63.6

2.5

63.6

69.0

Height (inches)

Standard Scores
The formula for converting any value x to
a z-score is

Value Mean
x
z

Standard deviation

A z-score measures the number of


standard deviations that a value falls from
the mean.

Example:

Given the population of women has normally distributed weights with a mean of 143 lb and
a standard deviation of 29 lb,
a.) if one woman is randomly selected, the probability that her weight is greater than 150 lb. is 0.4052.

0.5 - 0.0948 = 0.4052 -Katch


table

1-0.5948=0.4052-Utts table

0.0948
= 143
= 29
0

150
0.24

Z=150-143/29
Z = 0.24

Example:

Given the population of women has


normally distributed weights with a mean of 143
lb and a standard deviation of 29 lb, if 36
different women are randomly selected, the
probability that their mean weight is greater than
150 lb is 0.0735.
z = 150-143 =
1.45
29
36

0.5 - 0.4265 = 0.0735

0.4265
x = 143
x= 4.83333
0

150
1.45

Example:

Given the population of women has


normally distributed weights with a mean of 143 lb and a
standard deviation of 29 lb,
a.) if one woman is randomly selected, find the probability
that her weight is greater than 150 lb.

P(x > 150) = 0.4052


b.) if 36 different women are randomly selected, their mean
weight is greater than 150 lb.

P(x > 150) = 0.0735


It is much easier for an individual to deviate from the
mean than it is for a group of 36 to deviate from the
mean.

Standard Normal (z) Distribution

.00

.01

.02

.03

.04

.05

.06

.07

.08

.09

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0

.0000
.0398
.0793
.1179
.1554
.1915
.2257
.2580
.2881
.3159
.3413
.3643
.3849
.4032
.4192
.4332
.4452
.4554
.4641
.4713
.4772
.4821
.4861
.4893
.4918
.4938
.4953
.4965
.4974
.4981
.4987

.0040
.0438
.0832
.1217
.1591
.1950
.2291
.2611
.2910
.3186
.3438
.3665
.3869
.4049
.4207
.4345
.4463
.4564
.4649
.4719
.4778
.4826
.4864
.4896
.4920
.4940
.4955
.4966
.4975
.4982
.4987

.0080
.0478
.0871
.1255
.1628
.1985
.2324
.2642
.2939
.3212
.3461
.3686
.3888
.4066
.4222
.4357
.4474
.4573
.4656
.4726
.4783
.4830
.4868
.4898
.4922
.4941
.4956
.4967
.4976
.4982
.4987

.0120
.0517
.0910
.1293
.1664
.2019
.2357
.2673
.2967
.3238
.3485
.3708
.3907
.4082
.4236
.4370
.4484
.4582
.4664
.4732
.4788
.4834
.4871
.4901
.4925
.4943
.4957
.4968
.4977
.4983
.4988

.0160
.0557
.0948
.1331
.1700
.2054
.2389
.2704
.2995
.3264
.3508
.3729
.3925
.4099
.4251
.4382
.4495
.4591
.4671
.4738
.4793
.4838
.4875
.4904
.4927
.4945
.4959
.4969
.4977
.4984
.4988

.0199
.0596
.0987
.1368
.1736
.2088
.2422
.2734
.3023
.3289
.3531
.3749
.3944
.4115
.4265
.4394
.4505
.4599
.4678
.4744
.4798
.4842
.4878
.4906
.4929
.4946
.4960
.4970
.4978
.4984
.4989

.0239
.0636
.1026
.1406
.1772
.2123
.2454
.2764
.3051
.3315
.3554
.3770
.3962
.4131
.4279
.4406
.4515
.4608
.4686
.4750
.4803
.4846
.4881
.4909
.4931
.4948
.4961
.4971
.4979
.4985
.4989

.0279
.0675
.1064
.1443
.1808
.2157
.2486
.2794
.3078
.3340
.3577
.3790
.3980
.4147
.4292
.4418
.4525
.4616
.4693
.4756
.4808
.4850
.4884
.4911
.4932
.4949
.4962
.4972
.4979
.4985
.4989

.0319
.0714
.1103
.1480
.1844
.2190
.2517
.2823
.3106
.3365
.3599
.3810
.3997
.4162
.4306
.4429
.4535
.4625
.4699
.4761
.4812
.4854
.4887
.4913
.4934
.4951
.4963
.4973
.4980
.4986
.4990

.0359
.0753
.1141
.1517
.1879
.2224
.2549
.2852
.3133
.3389
.3621
.3830
.4015
.4177
.4319
.4441
.4545
.4633
.4706
.4767
.4817
.4857
.4890
.4916
.4936
.4952
.4964
.4974
.4981
.4986
.4990

Table A-2 Standard Normal (z) Distribution

.00

.01

.02

.03

.04

.05

.06

.07

.08

.09

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0

.0000
.0398
.0793
.1179
.1554
.1915
.2257
.2580
.2881
.3159
.3413
.3643
.3849
.4032
.4192
.4332
.4452
.4554
.4641
.4713
.4772
.4821
.4861
.4893
.4918
.4938
.4953
.4965
.4974
.4981
.4987

.0040
.0438
.0832
.1217
.1591
.1950
.2291
.2611
.2910
.3186
.3438
.3665
.3869
.4049
.4207
.4345
.4463
.4564
.4649
.4719
.4778
.4826
.4864
.4896
.4920
.4940
.4955
.4966
.4975
.4982
.4987

.0080
.0478
.0871
.1255
.1628
.1985
.2324
.2642
.2939
.3212
.3461
.3686
.3888
.4066
.4222
.4357
.4474
.4573
.4656
.4726
.4783
.4830
.4868
.4898
.4922
.4941
.4956
.4967
.4976
.4982
.4987

.0120
.0517
.0910
.1293
.1664
.2019
.2357
.2673
.2967
.3238
.3485
.3708
.3907
.4082
.4236
.4370
.4484
.4582
.4664
.4732
.4788
.4834
.4871
.4901
.4925
.4943
.4957
.4968
.4977
.4983
.4988

.0160
.0557
.0948
.1331
.1700
.2054
.2389
.2704
.2995
.3264
.3508
.3729
.3925
.4099
.4251
.4382
.4495
.4591
.4671
.4738
.4793
.4838
.4875
.4904
.4927
.4945
.4959
.4969
.4977
.4984
.4988

.0199
.0596
.0987
.1368
.1736
.2088
.2422
.2734
.3023
.3289
.3531
.3749
.3944
.4115
.4265
.4394
.4505
.4599
.4678
.4744
.4798
.4842
.4878
.4906
.4929
.4946
.4960
.4970
.4978
.4984
.4989

.0239
.0636
.1026
.1406
.1772
.2123
.2454
.2764
.3051
.3315
.3554
.3770
.3962
.4131
.4279
.4406
.4515
.4608
.4686
.4750
.4803
.4846
.4881
.4909
.4931
.4948
.4961
.4971
.4979
.4985
.4989

.0279
.0675
.1064
.1443
.1808
.2157
.2486
.2794
.3078
.3340
.3577
.3790
.3980
.4147
.4292
.4418
.4525
.4616
.4693
.4756
.4808
.4850
.4884
.4911
.4932
.4949
.4962
.4972
.4979
.4985
.4989

.0319
.0714
.1103
.1480
.1844
.2190
.2517
.2823
.3106
.3365
.3599
.3810
.3997
.4162
.4306
.4429
.4535
.4625
.4699
.4761
.4812
.4854
.4887
.4913
.4934
.4951
.4963
.4973
.4980
.4986
.4990

.0359
.0753
.1141
.1517
.1879
.2224
.2549
.2852
.3133
.3389
.3621
.3830
.4015
.4177
.4319
.4441
.4545
.4633
.4706
.4767
.4817
.4857
.4890
.4916
.4936
.4952
.4964
.4974
.4981
.4986
.4990

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