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14 September 2015 3
Discrete Random Variable
Value of X x1 x2 x3 … xk
Probability p1 p2 p3 … pk
1. Every probability pi is a number between 0 and 1.
2. The sum of the probabilities must be 1.
Find the probabilities of any event by adding the
probabilities of the particular values that make up the event.
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Example
The instructor in a large class gives 15% each of A’s and
D’s, 30% each of B’s and C’s and 10% F’s. The student’s
grade on a 4-point scale is a random variable X (A=4).
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The Histogram and the Probability
Density
.05
.04
Percentage of Men
.03
.02
.01
0
.03
Percentage of Men
.02
.01
0
.4
.3
Percentage
.2
.1
0
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Normal Distribution
Histogram of Blood Pressure
Sample of 113 Men
20
15
Number of Men
10
5
0
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Normal Distribution
Standard Deviation
Standard Deviation
Mean Mean
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Normal Distribution
The most common continuous distribution is the
normal distribution – the bell shaped curve.
The normal curve is unimodal and symmetric
about its mean ().
In this distribution the mean, median and mode
are all identical.
The standard deviation () specifies the amount
of dispersion around the mean.
The two parameters and completely define a
normal curve.
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Typical normal density with Two normal densities with different
mean=5 and variance=1 mean values and same variance
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Distributions of Blood Pressure
.4
.2
95%
.1 99.7%
0
83 97 111 125 139 153 167
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Standard Normal Distribution
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Standard Normal Distribution
95% of
probability
in here
Standard Normal
Distribution with 95% area
marked
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Calculating Probabilities
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Example 1
What is the probability of obtaining a z value between
-1 and 1?
Want this area:
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Example 2
What is the probability of obtaining a z value between
1 and 1.58?
Want this area:
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Example 3
What is the probability of obtaining a z value of -0.5 or
larger?
Want this area:
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Example 4
Find a z value such that the probability of obtaining a larger
z value is only 0.10.
Probability of
area=0.10
Observation – mean
Standard Score (Z) =
Standard deviation
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Standard Normal Scores
A standard score of:
Z = 1: The observation lies one SD above
the mean
Z = 2: The observation is two SD above
the mean
Z = -1: The observation lies 1 SD below
the mean
Z = -2: The observation lies 2 SD below
the mean
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Standard Normal Scores
Example:Male Blood Pressure,
mean = 125, s = 14 mmHg
BP = 167 mmHg
167 125
Z 3.0
14
BP = 97 mmHg
97 125
Z 2.0
14
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What is the Usefulness of a Standard
Normal Score?
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Fraction of Population
More than Z More than Z
Within Z SDs SDs above SDs above or
of the mean the mean below the mean
Z
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Why Do We Like The Normal
Distribution So Much?
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Review of Standard Normal
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Standardization cont.
F ( x) P( X x)
X x
P
x
P Z
P( Z z )
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Example
Suppose X represents the weight of a 5-year old male child
sampled from a normal distribution (=43 lbs and =5 lbs).
Find the probability that the weight of the male child is less
Want this area:
than 35.5 lbs.
X 35.5 43
P( X 35.5) P
5
P( Z 1.5)
0.5 P( Z 1.5)
ANSWER: 0.067
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Example
Suppose X represents the weight of a 5-year old
male child sampled from a normal distribution (=43 lbs
and =5 lbs). Find the probability that the weight of the
male child is greater than 34 lbs and less than 52 lbs.
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Want this area:
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Example
Suppose X represents the weight of a 5-year old male child
sampled from a normal distribution (=43 lbs and =5 lbs).
Find the weight such that 20% of the children will weigh
more than this weight.
P( X ?) .20
X ? 43
P 0.20
5
? 43
P Z 0.20
5
Looking in Appendix B we see that the critical value of z 0.84 relates to an area
under the curve of 0.2995 or approximately 0.30.
? 43
0.84
5
? ((0.84) * (5)) 43
? 47.2 lbs
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This area is equal to 0.20
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T-Distribution
Similar to the standard normal in that it is unimodal,
bell-shaped and symmetric.
The tail on the distribution are “thicker” than the
standard normal
The distribution is indexed by “degrees of freedom”
(df).
The degrees of freedom measure the amount of
information available in the data set that can be used for
estimating the population variance (df=n-1).
Area under the curve still equals 1.
Probabilities for the t-distribution with infinite df equals
those of the standard normal.
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T-Distribution
The table of t-distribution will give you the
probability to the right of a critical value –
i.e. area in the upper tail.
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T-Distribution Example
Fora t-curve from a sample of size 15 find the
area to the left of 2.145.
Answer: df=15-1=14
In the table of the t~distribution, the area to
the right of 2.145 is 0.025.
Therefore the area to the left of 2.145 is:
1-0.025=0.975
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