PROBABILITY DISTRIBUTION
PROBABILITY DISTRIBUTIONProbability Distribution of a Continuous Variable
The Normal Distribution “Gaussian Distribution” Is a theoretical model that has been found to fit many naturally occurring phenomena. It is the most important distribution in statistics It is used for continuous variables
The Normal Distribution “Gaussian Distribution” The parameters in this distribution are the: Population mean (µ) as a measure of central tendencyPopulation standard deviation (σ) as a measure of dispersion
The entire family of normal probability distributions is defined by its mean m and its standard deviation s .
Normal Probability Distribution
Characteristics
Standard Deviation s
Mean m
x
The Normal Distribution “Gaussian Distribution” The curve is symmetric around the mean The total area under the curve equal one
The distribution is symmetric, and is bell-shaped.
Normal Probability DistributionCharacteristics
x
The highest point on the normal curve is at the mean, which is also the median and mode.
Normal Probability DistributionCharacteristics
x
The Normal Distribution “Gaussian Distribution” The mean, median, and the mode are equal
Mean=Median=Mode
Total P=1
Normal Probability Distribution
Characteristics-10
0
20
The mean can be any numerical value: negative, zero, or positive.
x
The Normal Distribution “Gaussian Distribution” 50% of the area under the curve is on the right side of the curve and the other 50% is on its left
Probabilities for the normal random variable are given by areas under the curve. The total area under the curve is 1 (.5 to the left of the mean and .5 to the right).
Normal Probability Distribution
Characteristics
.5
.5
x
The Normal Distribution “Gaussian Distribution” With fixed (σ) different values of µ will shift the graph of the distribution along the X axisThe shape of the curve will not changed, but it will be shifted to: the right ( when µ is increased) or to the left (when µ is decreased)
8.* Normal Distribution…
Normal Probability DistributionCharacteristics
s = 15
s = 25
The standard deviation determines the width of the curve: larger values result in wider, flatter curves.
x
The Normal Distribution “Gaussian Distribution” Different values of (σ) determine the degree of flatness or peakedness of the graph of the distributionWhen (σ) is increased the curve will be more flatWhen (σ) is decreased the curve will be more peaked
8.* Normal Distribution…
The Normal Distribution “Gaussian Distribution” µ ± 1 σ 68% of the areaµ ± 2 σ 95% of the areaµ ± 3 σ 99.7% of the areaThe Normal Distribution “Gaussian Distribution” µ ± 1 σ 68% of the area
The Normal Distribution “Gaussian Distribution” µ ± 2 σ 95% of the areaThe Normal Distribution “Gaussian Distribution” µ ± 3 σ 99.7% of the area
68-95-99.7 Rule68% of the data
95% of the data
99.7% of the data
The unit normal , or the Standard normal distribution
X- µ Z= --------- σs = 1
0
z
The letter z is used to designate the standard normal random variable.
Standard Normal Probability Distribution
Exercise
Find for a standard normal distribution P(0< Z <1.2) P(Z >1.2) P(-1.2< Z <1.2) P(Z <-1.2 or Z >1.2) P(Z <1.2) P(1.5 < Z <2.0)Exercise
If µ of DBP of a population = 80 mmHg, and σ2 =100(mmHg)2 .What is the probability of selecting a man with DBP of:P(75< X < 85)P(60< X <100)P(65< X <95)P(X <60)P(X >100)P(90< X <100)80 mmHg
10 mmHgX
90
100
110
50
60
70
Exercise
If the weight of 6-years old boys is normallydistributed with µ =25 Kg, and σ = 2 kg. Find:P(20< X <25)P(X >28)P(X >22)P(X <22)P(X <28)P(26< X <29)25Kg
2 KgX
27
29
31
19
21
23