Chapter 2 Probability, Random Variables and Probability Distributions

Student Lecture Notes
Chapter 2 Probability, Random Variables and Probability Distributions
Learning Objectives
1. 2. Differences between the Two Types of Random V i bl Variables Discrete Random Variables
1. 2.
Describe Discrete Random Variables Compute the Expected Value & Variance of Discrete Random Variables Describe Normal Random Variables Introduce the Normal Distribution Calculate Probabilities for Continuous Random Variables
3.
Continuous Random Variables

1. 2. 3.
4.
2
Assessing Normality
Random Variables
A variable defined by the probabilities of each possible value in the population.
Data Types
Data
Numerical
Qualitative
Discrete
Continuous
Types of Random Variables

Discrete Random Variable

Whole Number (0, 1, 2, 3 etc.) Countable, Finite Number of Values

z
Jump from one value to the next and cannot take any values in between.
Continuous Random Variables

Whole or Fractional Number Obtained by Measuring Infinite Number of Values in Interval

z
Too Many to List Like Discrete Variable
Discrete Random Variable Examples

Experiment
Children of One Gender in Family
Random Variable
# Girls
Possible Values
0, 1, 2, ..., 10? 0 1 0, 1, 2 2, ..., 33 0, 1, 2, ...,
Answer 33 Questions # Correct Count Cars at Toll # Cars Between 11:00 & 1:00 Arriving
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Discrete Probability Distribution

1 List of All possible [x, p(x)] pairs 1.

x = Value of Random Variable (Outcome) p(x) = Probability Associated with Value
2. Mutually Exclusive (No Overlap) 3 Collectively Exhaustive (Nothing Left Out) 3. 4. 0 p(x) 1 5. p(x) = 1
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Marilyn says: It may sound strange, but more families of 4 children have 3 of one gender and one of the other than any other combination. Explain this.
Construct a sample space and look at the total number of ways each event can occur out of the total number of combinations that can occur, and calculate frequencies. Are all 16 combinations equally likely? Is the sex of each child independent of the other three?
P (girl) = 1/2 P (boy) = 1/2 so, P (BBBB) = x x x = 1/16
Sample Space BBBB GBBB BGBB BBGB BBBG GGBB GBGB GBBG BGGB BGBG BBGG BGGG GBGG GGBG GGGB GGGG
If you have a family of four, what is the probability of P(all girls or all boys) = 2/16 = 1/8 P (2 boys, 2 girls)= 6/16 = 3/8 six different ways to have 2 boys and 2 girls P(3 boys, 1 girl or 3 girls, 1 boy)=
8/16=4/8=1/2 8 ways to have 3 of 1 and 2 of the other.
Assume the random variable X represents the number of girls in a family of 4 kids. (lower case x is a particular value of X, ie: x=3 girls in the family)
Sample Space BBBB GBBB BGBB BBGB BBBG GGBB GBGB GBBG BGGB BGBG BBGG BGGG GBGG GGBG GGGB GGGG Random Variable X x=0 x=1 x=1 x=1 x=1 x=2 x=2 x=2 x=2 x=2 x=2 x=3 x=3 x=3 x=3 x=4
Number of Girls, ,x 0 1 2 3 4 Total
Probability, P(x) ( ) 1/16 4/16 6/16 4/16 1/16 16/16=1.00 16/16=1 00
What is the probability of exactly 3 girls in 4 kids? P(X=3) = 4/16 What is the probability of at least 3 girls in 4 kids? P(X3) = 5/16
Visualizing Discrete Probability Distributions

Listing
{(0,1/16), (1,.25), (2,3/8),(3,.25),(4,1/16) }
0 1 2 3 4 Total
4/16
Table
Number of Girls, x Probability, P(x) 1/16 4/16 6/16 4/16 1/16 16/16=1.00
Graph
Probability, P(x) 0.40 0.35 0 30 0.30 0.25 P(x) 0.20 0.15 0.10 0.05 0.00 0 1 2 Number of Girls, x 3 4 1/16 1/16 4/16 6/16
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X is random and x is fixed. We can calculate the probability that different values of X will occur and make a probability distribution.
Probability Distributions
Probability, P(x) 0.40 0.35 0.30 0.25 P(x) 0.20 0.15 0.10 0.05 0 00 0.00 0 1 2 Number of Girls, x 3 4 1/16 1/16 4/16 4/16 6/16
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Probability distributions can be written as probability histograms. Cumulative probabilities: Adding up probabilities of a range of values.
Washington State Population Survey and Random Variables

A telephone survey of number of telephones,x h households h ld th throughout h t 0 1 Washington State. 2 But some households dont have 3 phones. 4
0.70 0.60 0 50 0.50 P(x) 0.40 0.30 0.20 0.10 0.04 0.00 0 1 2 0.03 0.01 0.00 3 4 5 6 7 8 9 0.22 0.71
P(x) 0.03500 0.70553 0.21769 0.02966 0.00775 0.00332 0.00088 0 00002 0.00002 0.00000 0.00015 1.00000
5 6 7 8 9 Total
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Number of Telephone Lines (x)
Probabilities about Telephone in Washington State

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What is the probability that a household will have no telephone? What is the probability that a household will have 2 or more telephone lines? What is the probability that a household will have 2 to 4 phone lines? Wh t i What is th the probability b bilit a h household h ld will ill h have no phone h lines or more than 4 phone lines? Who do you think is in that 3.5% of the population? What are the implications of this for the quality of the survey?
Probability Histogram of Telephone Lines, 1998

0.70 0.60 0.50 P(x) 0.40 0.30 0.20 0.10 0.04 0.00 0 1 2 0.03 0.01 0.00 3 4 5 6 7 8 9 0.22 0.71
Number of Telephone Lines (x)
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Summary Measures
1. Expected Value

mu
Mean of Probability Distribution Weighted Average of All Possible Values = E(X) = x p(x) Weighted Average Squared Deviation about Mean 2 = V(X)= E[ (x )2 ] = (x )2 p(x) 2 = V(X)=E(X2) [E(X)]2 = 2 = SD(X)
2. Variance
Sigma -squared
3. Standard Deviation
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What is the average number of telephones in Washington Households and how much does size vary from the average?
# of
Phones
Approach 1: Variance Frequency F 198,286 4,142,030 1,278,026 174,110 45,499 19,473 5,170 118 897 5,863,609 P( ) P(x) 0.04 0.71 0.22 0.03 0.01 0.00 0.00 0.00 0.00 0.00 1.00 xP(x) P( ) 0.00 0.71 0.44 0.09 0.03 0.02 0.01 0.00 0.00 0.00 =1.28 ( -) (x(x -1.3 -0.3 0.7 1.7 2.7 3.7 4.7 5.7 6.7 7.7 32.16 ( - )2 (x(x 1.65 0.08 0.51 2.94 7.38 13.81 22.24 32.67 45.10 59.53 ( -)2P(x) (x(x ( ) 0.06 0.06 0.11 0.09 0.06 0.05 0.02 0.00 0.00 0.01 2=0.45
Approach 2: Variance x2 0 1 4 9 16 25 36 49 64 81 x2P(x) P( ) 0.00 0.71 0.87 0.27 0.12 0.08 0.03 0.00 0.00 0.01 2.10
x 0 1 2 3 4 5 6 7 8 9 Sum
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Chebyshevs Theorem
Helpful in understanding or interpreting a value of a standard deviation Empirical rule applies only to data sets with a bellbell-shaped distribution Chebyshevs y theorem applies pp to ANY data set, but its result are very approximate
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Chebyshevs Theorem
The proportion (or fraction) of any set of data lying within K standard deviations of the mean is always at least 1 1/K2 (where K > 1) For K = 2 and K = 3, the results are as follows:
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At least (or 75%) off all values lie within 2 standard deviations of the mean At least 8/9 (or 89%) off all values lie within 3 standard deviations of the mean
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Cherbyshevs Rule and Empirical Rule for a Discrete Random Variable

Let x be a discrete random variable with a probability distribution p(x), mean , and standard deviation . Then, depending on the shape of p(x), the following probability statements can be made:
Chebyshevs Rule Applies to any probability distribution (eg: telephones in i W Washington hi t St State) t ) P( - < x < + ) P( - 2 < x < + 2) P( - 3 < x < + 3) 0 3/4 8/9 Empirical Rule Applies to probability distributions that are moundmound-shaped and symmetric t i (eg: ( girls il b born of f4 children) .68 .95 1.00
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Data Types
Data
Numerical
Qualitative
Discrete
Continuous
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Continuous Random Variable

A variable with many possible values at all intervals
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Continuous Random Variable Examples

Experiment
Weigh 100 People Measure Part Life Ask Food Spending Measure Time Between Arrivals
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Random Variable
Weight Hours Spending
Possible Values
45.1, 78, ... 900, 875.9, ... 54 12 42 54.12, 42, ...
Inter-Arrival 0, 1.3, 2.78, ... InterTime
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Continuous Probability Density Function

1 Mathematical 1. M th ti l F Formula l 2. Shows All Values, x, & Frequencies, f(x)
Frequency (Value, Frequency)
f(X) Is Not Probability
f(x)
3. Properties

Area under curve sums to 1 Can add up areas of function to get probability less than a specific value
a
Value
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Continuous Random Variable Probability

P b bilit Is Probability I Area A Under Curve!
P(c x d)
f(x)
c
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1984-1994 T/Maker Co.
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Continuous Probability Distribution Models

Continuous Probability Distribution Uniform
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Normal
Exponential
Importance of Normal Distribution

1 Describes Many Random Processes or 1. Continuous Phenomena 2. Can Be Used to Approximate Discrete Probability Distributions
Example: Binomial
3. Basis for Classical Statistical Inference

26
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Normal Distribution
1. Bell Bell-Shaped & Symmetrical 2. Mean, Median, Mode Are Equal 3. Middle Spread Is 1.33 4. Random Variable Has Infinite Range Mean Median Mode
f(X)
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Normal Distribution Useful Properties

About half of weight below mean (because (b symmetrical) About 68% of probability within 1 standard deviation of mean (at change in curve) About 95% of probability within 2 standard deviations More than 99% of probability within 3 standard deviations 28
f(X)
3 2
+ + 2 + 3
Mean Median Mode
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Probability Density Function

f (x) =
x e
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2 1 x 2
= Value of Random Variable ( (- < x < ) = Population Standard Deviation = 3.14159 = 2.71828 = Mean of Random Variable x
Dont memorize this!
Notation
X is N(,) The random variable X has a normal distribution (N) with mean and standard deviation . X is N(40,1) ( , ) X is N(10,5) X is N(50,3)
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Effect of Varying Parameters ( & )

f(X) B A C X
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Normal Distribution Probability

Probability is area under curve!
P(c x d) = ? f (x) dx
d c
f(x )
c
32
17
Infinite Number of Tables

Normal distributions differ by y mean & standard deviation.
f(X)
Each distribution would require its own table.
Thats an infinite number!

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Standardize the Normal Distribution

Normal Distribution
Z=
Z is N(0,1) ( , )
Standardized Normal Distribution
=1
34
= 0
One table!
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Standardizing Example
Z=
Normal Distribution
X 6.2 5 = = .12 10
= 10
=1
35
= 5 6.2 X
= 0 .12
Obtaining the Probability

Standardized Normal Probability Table (Portion)
Z .00 .01
.02
=1
.0478
0.0 .0000 .0040 .0080
0.1 .0398 .0438 .0478 0 8

0.2 .0793 .0832 .0871 0.3 .1179 .1217 .1255
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= 0 .12
Probabilities
Shaded area exaggerated
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.00
.01
.02
0.0 .0000 .0040 .0080 0.1 .0398 .0438 .0478 0.2 .0793 .0832 .0871 0.3 .1179 .1217 .1255
Example P(3.8 X 5)
Z= X 3.8 5 = = .12 10
Normal Distribution
= 10
=1
.0478
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3.8 = 5
-.12 = 0
.00
.01
.02
0.0 .0000 .0040 .0080 0.1 .0398 .0438 .0478 0.2 .0793 .0832 .0871 0.3 .1179 .1217 .1255
Example P(2.9 X 7.1)

X 2.9 5 = = .21 10 X 7.1 5 Z= = = .21 Standardized 10 Z=
Normal Distribution
Normal Distribution
= 10
=1
.1664 1664
.0832 .0832
2.9 5 7.1 X
38
-.21 0 .21
20
.00
.01
.02
0.0 .0000 .0040 .0080 0.1 .0398 .0438 .0478 0.2 .0793 .0832 .0871 0.3 .1179 .1217 .1255
Example P(X 8)
Z= X 85 = = .30 10
Normal Distribution
= 10
=1
.5000 .1179
.3821
=5
39
=0
.30 Z
.00
.01
.02
0.0 .0000 .0040 .0080 0.1 .0398 .0438 .0478 0.2 .0793 .0832 .0871 0.3 .1179 .1217 .1255
Example P(7.1 X 8)
X 7.1 5 = = .21 10 X 85 Z= = = .30 10 Z=
Normal Distribution
= 10
=1
.1179 .0832
.0347
40
=5
7.1 8
=0
.21 .30 Z
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Travel Time and the Normal Distribution

To help people plan their travel, WSDOT estimates th t average trip that t i from f Seattle S ttl to t Bellevue B ll at t 5:40 5 40 pm (at peak) takes 11 minutes and with a standard deviation of 10. They also believe this travel time approximates a normal distribution. What Wh t proportion ti of f trips t i take t k less l than th 27 minutes? i t ?
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Process
1. Draw a picture and write down the probability you need. 2. Convert probability to standard scores. 3. Find cumulative probability in the table.
42
22
More Travel Time

Suppose we have only 1010-15 minutes to travel to Seattle from Bellevue. What proportion of trips will make it in that time?
15 11 10 11 P(10 < X < 15) = P < Z < P 10 10
= P( 0.1 < Z < .4)
= 1 P(Z < 0.1) P ( Z > .4)
= 1 P (Z > .1) P ( Z > .4) = 1 (.5 .0398) (.5 .1554) = 1 (.4602) (.3446) = .1952
Since normal curves are symmetrical:

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19.5% of trips will make it in between 10 and 15 minutes.
Finding Z Values for Known Probabilities

What is Z g given P(Z) = .1217? .1217
Standardized Normal Probability Table (Portion)
=1
.00
.01
0.2
0.0 .0000 .0040 .0080 0.1 .0398 .0438 .0478
= 0 .31
Shaded area exaggerated 44
0.2 .0793 .0832 .0871
0.3 .1179 .1217 .1255
23
.00
.01
.02
0.0 .0000 .0040 .0080 0.1 .0398 .0438 .0478 0.2 .0793 .0832 .0871 0.3 .1179 .1217 .1255
Normal Distribution
= 10
=1
.1217 .1217
=5
= 0 .31
X = + Z = 5 + (. 31 )(10 ) = 8 . 1
45 Shaded areas exaggerated
Travel Times Take 3

How much time will the trip take 99% of the time?
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1 Write down probability statement and draw a 1. picture
P(Z<____)=.99
2. Look up Z value in table

2.325 P(Z<_____)=.99
3 Convert Z value (SD units) to variable (X) by 3. using mean and SD.
34.25 2.325 X=+Z so X=11+(_____)(10)=
So, the trip can be made 99% of the time in 34.25 minutes.
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Assessing Normality
1. 2. A histogram of the data is mound shaped and symmetrical about the mean. Determine the percentage of measurements falling in each of the intervals x s, x 2s, and x 3s. If the data are approximately normal, the percentages will be approximately equal to 68%, 95%, and 100% respectively. Find the interquartile range, IQR, and standard deviation, s, for the sample, p then calculate the ratio IQR/s. If the data are approximately normal, then IQR/S 1.3. Construct a normal probability plot for the data. If the data are approximately normal, the points will fall (approximately) on a straight line.
3.
4.
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Assessing Normality: Is Class Height Normally Distributed?

1. How does the histogram g look? SPSS can produce the line of the normal curve for you. In SPSS select GRAPH, HISTOGRAM. After you choose the variable you want, click on the box Display Normal Curve and youll get something that looks like this.
7
y c4 n e u q e r F3
1 Mean = 66.52 Std. Dev. = 3.117 N = 23 0 60 62 64 66 68 70 72
Height 527 2005
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2. 2 Compute the intervals:
Height 527 2005 Cumulative Frequency Percent Valid Percent Percent Valid 60 1 4.3 4.3 4.3 62 1 4.3 4.3 8.7 63 3 13.0 13.0 21.7 64 2 8.7 8.7 30.4 65 1 4.3 4.3 34.8 66 3 13 0 13.0 13 0 13.0 47 8 47.8 67 2 8.7 8.7 56.5 68 2 8.7 8.7 65.2 69 5 21.7 21.7 87.0 70 1 4.3 4.3 91.3 71 1 4.3 4.3 95.7 72 1 4.3 4.3 100.0 Total 23 100.0 100.0
Anticipated Actual Percent Percent xs [63.40,69.64] 68% 95% 100% 43% 96% 100% x2s [60.29,72.75] x3s [57.17,75.87]
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SPSS: ANALYZE, DESCRIPTIVE STATISTICS, FREQUENCIES
26

3 D 3. Does IQR/ IQR/s1.3? 1 3? IQR=69-64=5 IQR=69IQR/s=5/3.117=1.6
Statistics Height 527 2005 N Valid Missing Std. Deviation Percentiles 25 50 75 23 0 3.117 64.00 67.00 69.00
SPSS: ANALYZE, DESCRIPTIVE STATISTICS, FREQUENCIES then click on STATISTICS and choose the ones you want.
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4 What 4. Wh t does d the th normal l probability plot look like?
SPSS: Graphs>Q Graphs>Q-Q Test distribution is normal and click estimate distribution parameters from data.
Normal Q-Q Plot of Height 527 2005
74
72
e70 u l a V l a68 m r o N d 66 e t c e p x 64 E
62
60 60 62 64 66 68 70 72 74
Observed Value
52
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Exercise 1
Identify the given random variable as being discrete or continuous
a)
b)
c)
The weight of the cola in a randomly selected can. The cost of a randomly selected can of Coke. The time it takes to fill a can of Pepsi.
53
Exercise 2
Below is a case where a probability di t ib ti i distribution is d described. ib d Fi Find d it its mean and standard deviation.
In a study of the MicroSort gender genderselection method, couples in a control group g p are not g given a treatment, , and they y each have three children. The probability distribution for the number of girls is given.
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x 0 1 2 3
P(x) 0.125 0.375 0.375 0.125
28
Exercise 3
Below is a case where a probability di t ib ti i distribution is d described. ib d Fi Find d it its mean and standard deviation.
To settle a paternity suit, two different people are given blood tests. If x is the number having gg group p A blood, , then x can be 0, 1 or 2, and the corresponding probabilities are 0.36, 0.48 and 0.16, respectively.
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P(x)
Exercise 4
Let the random variable x represent the number of girls in a family of four children. Construct a table describing the probability distribution, then find the mean and standard deviation.
x P(x)
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29
Exercise 5
Assume that the readings on the thermometers are normally distributed with a mean of 0 0 C and a standard deviation of 1.00 C. A thermometer is randomly selected and tested. In each case, draw a sketch, and find the probability of each reading in degree. Between 0 and 1.50 Between -1.96 and 0 Less than -1.79 Greater than 2.05 Between 0.50 and 1.50 P(-1.96 < z < 1.96) P(z > -2.575)
a) b) c) d) e) f) 57 g)
Exercise 6
Assume that a test is designed to measure a persons sense of humour and that scores on this test are normally distributed with a mean of 10 and a standard distribution of 2. draw a graph, find the relevant z score, then find the indicated value. a) Find the score separating the top 10% from the bottom 90%. b) Find the score separating the top 25% from the bottom 75%. c) Find the score separating the bottom 20% from the top 80%.
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Chapter 2 Probability, Random Variables and Probability Distributions

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Chapter 2 Probability, Random Variables and Probability Distributions

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