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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.
b,
b
a
f ( x)dx .
STAT3010 Lecture 1
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
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
STAT3010 Lecture 1
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?
STAT3010 Lecture 1
1
2
[ln( x )
]2 /( 2
f ( x)
0
STAT3010 Lecture 1
STAT3010 Lecture 1
(x / )
and
x 0
f ( x)
0
x 0
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Proportion?
STAT3010 Lecture 1
10