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lecture 3
Probability
Example:
Choose a number at random from 1 to 5.
What is the probability of each outcome? What is the probability that the number chosen is even? What is the probability that the number chosen is odd?
also known as a normal curve, a bell curve or a Gaussian curve (Johann Carl Friedrich Gauss) important parameters: - mean() and - standard deviation () = distance between the mean and the inflection point
to avoid the difficult task of solving integrals of normal density functions, tables have been made for standard normal distributions.
As the value of becomes bigger, the curve becomes flatter or becomes more platykurtic (distribution is more dispersed) Two parameters that define the normal distribution are and .
= indicates the position of the normal curve along the horizontal axis = determines the peakedness of the curve at its center
There is an infinite number of possible normal distributions but the most important member of this family is the one which has a mean of 0 and standard deviation of 1. This is the so-called standard normal distribution.
How typical is the distance 1 std dev distance = standard 2 std dev distances = atypical 3 std dev distances = rare
The area under the curve bounded by two ordinates a and b equals the probability that the random variable X assumes a value between a and b
Z Transformation
Example: If the z-value is computed to be 1.91, what is the area under the normal curve between the mean and x?
Z Transformation
Example: If the z-value is computed to be 1.91, what is the area under the normal curve between the mean and x?
Z Transformation
Some Z table gives the proportion of population LESS THAN or EQUAL a specific Z P (z < 0.10) = 0.53983 P (z < 0.13) = 0.55172 P (z < 1.56) = 0.94062
Z Transformation
Since all probabilities add up to 1.0: P (z > 0.10) = 1- P (z < 0.10) = 1- 0.53983 = 0.46017
53.983%
46.017%
Z Transformation
Since the Standard Normal Distribution is symmetrical: P (z < -0.10) = P (z > 0.10) = 1- 0.53983 = 0.46017
Z-Table from 0 to Z
Z Transformation
Example 1: Given a standard normal distribution, find the area under the curve that lies
to the right of z = 1.84, and between z = -1.97 and z = 0.86
Z Transformation
Example 3: Given a normal distribution with =50 and =10, find the probability that X assumes a value between 45 and 62.
Example 4: Given a normal distribution with =300 and =50, find the probability that X assumes a value greater than 362. Example 5: A certain type of storage batter lasts, on average, 3.0 years, with a standard deviation of 0.5 year. Assuming that the battery lives area normally distributed, find the probability that a given battery will last less than 2.3 years.