Chapter 4 - Lecture 3 The Normal Distribution
|
|
- Ella Nichols
- 6 years ago
- Views:
Transcription
1 Chapter 4 - Lecture 3 The October 28th, 2009 Chapter 4 - Lecture 3 The
2 Standard Chapter 4 - Lecture 3 The
3 Standard Normal distribution is a statistical unicorn It is the most important distribution in statistics. Most of the random variables out in nature fit naturally to normal distribution. Of course, it is a distribution for continuous random variables Chapter 4 - Lecture 3 The
4 Outline Standard A continuous random variable is said to have a normal distribution with parameters µ and σ 2 if the pdf of X is: f (x; µ, σ 2 ) = We denote this as X N ( µ, σ 2) µ)2 1 e (x 2σ 2, < x < 2πσ 2 Chapter 4 - Lecture 3 The
5 Standard Standard The standard normal curve is the normal curve that has µ = 0 and σ 2 = 1 The standard normal random variable is denoted by Z. The pdf of Z is: f (z; 0, 1) = 1 2π e x 2 2, < z < The cdf of Z is denoted with Φ(z) = P(Z z) Chapter 4 - Lecture 3 The
6 Standard Using Tables One can use the Table A.3 in Appendix A to find the cumulative density distribution of standard normal curve. Find using Table A.3 P(Z < 1.34), P(Z < 0.43) and P(Z > 0.35)? Also by reversing the way we read the table we can find the percentiles of standard normal curve. Find using Table the 10th percentile, 45th percentile and 95th percentile. Chapter 4 - Lecture 3 The
7 Standard Notation We will use the notation z α to denote the point on the measurement axis that has area equal to α to the right of z α. Find z 0.05, z 0.80 and z Chapter 4 - Lecture 3 The
8 Standard Standardizing normal distributions Of course, most of the times in real life the random variables that we are interested do not follow the standard normal curve but a general normal curve. We have available only the Tables for standard normal curve. How will we work with the non-standard normal curve? Chapter 4 - Lecture 3 The
9 Standardizing normal distributions Standard By standardizing the normal distribution as follows: If X N ( µ, σ 2) then Z = X µ N(0, 1) σ Example: I believe that X=the weight of male Penn State Students follow a normal distribution with mean 190 pounds and standard deviation 20. Find P(X < 170), P(X > 180) and P(185 < X < 225). Find the 75th percentile of the weight of male Penn State Students. Chapter 4 - Lecture 3 The
10 If the population distribution of a variable is approximately normal then: Roughly 68% of the values are within 1 SD of the mean Roughly 95% of the values are within 2 SDs of the mean Roughly 99.7% of the values are within 3 SDs of the mean. Chapter 4 - Lecture 3 The
11 Normal moment generating function The moment generating function of a normally distributed random variable X is: Proof? M X (t) = e µt+ σ2 t 2 2 Chapter 4 - Lecture 3 The
12 Relation of normal distribution with Binomial distribution In an experiment we are measuring the IQ of students in Penn State and we find out that IQ N(100, 15 2 ) What is the problem here? How do we solve it? Chapter 4 - Lecture 3 The
13 Approximating Binomial with normal distribution If X B(n, p). Then if np 10, n(1 p) 10 we can approximate X as normal distribution, X N(np, np(1 p)) To find probabilities using the cdf (or to standardize X ) we have to use the continuity correction as follows: ( ) x np P(X x) = Φ np(1 p) Chapter 4 - Lecture 3 The
14 Section 4.3 page , 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68 Chapter 4 - Lecture 3 The
The Normal Distribuions
The Normal Distribuions Sections 5.4 & 5.5 Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Department of Mathematics University of Houston Lecture 15-3339 Cathy Poliak, Ph.D. cathy@math.uh.edu
More informationSTAT 430/510 Probability Lecture 12: Central Limit Theorem and Exponential Distribution
STAT 430/510 Probability Lecture 12: Central Limit Theorem and Exponential Distribution Pengyuan (Penelope) Wang June 15, 2011 Review Discussed Uniform Distribution and Normal Distribution Normal Approximation
More informationRandom variables, Expectation, Mean and Variance. Slides are adapted from STAT414 course at PennState
Random variables, Expectation, Mean and Variance Slides are adapted from STAT414 course at PennState https://onlinecourses.science.psu.edu/stat414/ Random variable Definition. Given a random experiment
More informationContinuous Random Variables. What continuous random variables are and how to use them. I can give a definition of a continuous random variable.
Continuous Random Variables Today we are learning... What continuous random variables are and how to use them. I will know if I have been successful if... I can give a definition of a continuous random
More informationIntroduction to Probability and Statistics Twelfth Edition
Introduction to Probability and Statistics Twelfth Edition Robert J. Beaver Barbara M. Beaver William Mendenhall Presentation designed and written by: Barbara M. Beaver Introduction to Probability and
More informationChapter 4. Probability-The Study of Randomness
Chapter 4. Probability-The Study of Randomness 4.1.Randomness Random: A phenomenon- individual outcomes are uncertain but there is nonetheless a regular distribution of outcomes in a large number of repetitions.
More informationSpecial Discrete RV s. Then X = the number of successes is a binomial RV. X ~ Bin(n,p).
Sect 3.4: Binomial RV Special Discrete RV s 1. Assumptions and definition i. Experiment consists of n repeated trials ii. iii. iv. There are only two possible outcomes on each trial: success (S) or failure
More informationMathematical statistics
October 18 th, 2018 Lecture 16: Midterm review Countdown to mid-term exam: 7 days Week 1 Chapter 1: Probability review Week 2 Week 4 Week 7 Chapter 6: Statistics Chapter 7: Point Estimation Chapter 8:
More informationExponential, Gamma and Normal Distribuions
Exponential, Gamma and Normal Distribuions Sections 5.4, 5.5 & 6.5 Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Department of Mathematics University of Houston Lecture 9-3339 Cathy Poliak,
More informationProbability Density Functions
Probability Density Functions Probability Density Functions Definition Let X be a continuous rv. Then a probability distribution or probability density function (pdf) of X is a function f (x) such that
More informationSDS 321: Introduction to Probability and Statistics
SDS 321: Introduction to Probability and Statistics Lecture 14: Continuous random variables Purnamrita Sarkar Department of Statistics and Data Science The University of Texas at Austin www.cs.cmu.edu/
More informationSTA 111: Probability & Statistical Inference
STA 111: Probability & Statistical Inference Lecture Four Expectation and Continuous Random Variables Instructor: Olanrewaju Michael Akande Department of Statistical Science, Duke University Instructor:
More informationGamma and Normal Distribuions
Gamma and Normal Distribuions Sections 5.4 & 5.5 Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Department of Mathematics University of Houston Lecture 15-3339 Cathy Poliak, Ph.D. cathy@math.uh.edu
More informationContinuous Probability Distributions
Continuous Probability Distributions Called a Probability density function. The probability is interpreted as "area under the curve." 1) The random variable takes on an infinite # of values within a given
More informationCommon ontinuous random variables
Common ontinuous random variables CE 311S Earlier, we saw a number of distribution families Binomial Negative binomial Hypergeometric Poisson These were useful because they represented common situations:
More informationReview for the previous lecture
Lecture 1 and 13 on BST 631: Statistical Theory I Kui Zhang, 09/8/006 Review for the previous lecture Definition: Several discrete distributions, including discrete uniform, hypergeometric, Bernoulli,
More informationChapter 4: Continuous Random Variables and Probability Distributions
Chapter 4: and Probability Distributions Walid Sharabati Purdue University February 14, 2014 Professor Sharabati (Purdue University) Spring 2014 (Slide 1 of 37) Chapter Overview Continuous random variables
More informationSTAT Chapter 5 Continuous Distributions
STAT 270 - Chapter 5 Continuous Distributions June 27, 2012 Shirin Golchi () STAT270 June 27, 2012 1 / 59 Continuous rv s Definition: X is a continuous rv if it takes values in an interval, i.e., range
More informationMathematical statistics
October 4 th, 2018 Lecture 12: Information Where are we? Week 1 Week 2 Week 4 Week 7 Week 10 Week 14 Probability reviews Chapter 6: Statistics and Sampling Distributions Chapter 7: Point Estimation Chapter
More informationSpecial distributions
Special distributions August 22, 2017 STAT 101 Class 4 Slide 1 Outline of Topics 1 Motivation 2 Bernoulli and binomial 3 Poisson 4 Uniform 5 Exponential 6 Normal STAT 101 Class 4 Slide 2 What distributions
More informationChapter 7: Theoretical Probability Distributions Variable - Measured/Categorized characteristic
BSTT523: Pagano & Gavreau, Chapter 7 1 Chapter 7: Theoretical Probability Distributions Variable - Measured/Categorized characteristic Random Variable (R.V.) X Assumes values (x) by chance Discrete R.V.
More informationProperties of Continuous Probability Distributions The graph of a continuous probability distribution is a curve. Probability is represented by area
Properties of Continuous Probability Distributions The graph of a continuous probability distribution is a curve. Probability is represented by area under the curve. The curve is called the probability
More informationProbability concepts. Math 10A. October 33, 2017
October 33, 207 Serge Lang lecture This year s Serge Lang Undergraduate Lecture will be given by Keith Devlin of Stanford University. The title is When the precision of mathematics meets the messiness
More informationII. The Normal Distribution
II. The Normal Distribution The normal distribution (a.k.a., a the Gaussian distribution or bell curve ) is the by far the best known random distribution. It s discovery has had such a far-reaching impact
More informationContinuous Random Variables. and Probability Distributions. Continuous Random Variables and Probability Distributions ( ) ( ) Chapter 4 4.
UCLA STAT 11 A Applied Probability & Statistics for Engineers Instructor: Ivo Dinov, Asst. Prof. In Statistics and Neurology Teaching Assistant: Christopher Barr University of California, Los Angeles,
More informationWill Landau. Feb 28, 2013
Iowa State University The F Feb 28, 2013 Iowa State University Feb 28, 2013 1 / 46 Outline The F The F Iowa State University Feb 28, 2013 2 / 46 The normal (Gaussian) distribution A random variable X is
More informationZ score indicates how far a raw score deviates from the sample mean in SD units. score Mean % Lower Bound
1 EDUR 8131 Chat 3 Notes 2 Normal Distribution and Standard Scores Questions Standard Scores: Z score Z = (X M) / SD Z = deviation score divided by standard deviation Z score indicates how far a raw score
More informationA Journey Beyond Normality
Department of Mathematics & Statistics Indian Institute of Technology Kanpur November 17, 2014 Outline Few Famous Quotations 1 Few Famous Quotations 2 3 4 5 6 7 Outline Few Famous Quotations 1 Few Famous
More information2 Random Variable Generation
2 Random Variable Generation Most Monte Carlo computations require, as a starting point, a sequence of i.i.d. random variables with given marginal distribution. We describe here some of the basic methods
More informationBMIR Lecture Series on Probability and Statistics Fall, 2015 Uniform Distribution
Lecture #5 BMIR Lecture Series on Probability and Statistics Fall, 2015 Department of Biomedical Engineering and Environmental Sciences National Tsing Hua University s 5.1 Definition ( ) A continuous random
More informationProbability theory and inference statistics! Dr. Paola Grosso! SNE research group!! (preferred!)!!
Probability theory and inference statistics Dr. Paola Grosso SNE research group p.grosso@uva.nl paola.grosso@os3.nl (preferred) Roadmap Lecture 1: Monday Sep. 22nd Collecting data Presenting data Descriptive
More informationContinuous Random Variables. and Probability Distributions. Continuous Random Variables and Probability Distributions ( ) ( )
UCLA STAT 35 Applied Computational and Interactive Probability Instructor: Ivo Dinov, Asst. Prof. In Statistics and Neurology Teaching Assistant: Chris Barr Continuous Random Variables and Probability
More informationChapter 4 Multiple Random Variables
Review for the previous lecture Theorems and Examples: How to obtain the pmf (pdf) of U = g ( X Y 1 ) and V = g ( X Y) Chapter 4 Multiple Random Variables Chapter 43 Bivariate Transformations Continuous
More informationS n = x + X 1 + X X n.
0 Lecture 0 0. Gambler Ruin Problem Let X be a payoff if a coin toss game such that P(X = ) = P(X = ) = /2. Suppose you start with x dollars and play the game n times. Let X,X 2,...,X n be payoffs in each
More informationSTAT100 Elementary Statistics and Probability
STAT100 Elementary Statistics and Probability Exam, Sample Test, Summer 014 Solution Show all work clearly and in order, and circle your final answers. Justify your answers algebraically whenever possible.
More informationSTAT100 Elementary Statistics and Probability
STAT100 Elementary Statistics and Probability Exam, Monday, August 11, 014 Solution Show all work clearly and in order, and circle your final answers. Justify your answers algebraically whenever possible.
More informationChapter 1 - Lecture 3 Measures of Location
Chapter 1 - Lecture 3 of Location August 31st, 2009 Chapter 1 - Lecture 3 of Location General Types of measures Median Skewness Chapter 1 - Lecture 3 of Location Outline General Types of measures What
More informationStochastic Processes - lesson 2
Stochastic Processes - lesson 2 Bo Friis Nielsen Institute of Mathematical Modelling Technical University of Denmark 2800 Kgs. Lyngby Denmark Email: bfn@imm.dtu.dk Outline Basic probability theory (from
More informationLecture 2: Repetition of probability theory and statistics
Algorithms for Uncertainty Quantification SS8, IN2345 Tobias Neckel Scientific Computing in Computer Science TUM Lecture 2: Repetition of probability theory and statistics Concept of Building Block: Prerequisites:
More informationChing-Han Hsu, BMES, National Tsing Hua University c 2015 by Ching-Han Hsu, Ph.D., BMIR Lab. = a + b 2. b a. x a b a = 12
Lecture 5 Continuous Random Variables BMIR Lecture Series in Probability and Statistics Ching-Han Hsu, BMES, National Tsing Hua University c 215 by Ching-Han Hsu, Ph.D., BMIR Lab 5.1 1 Uniform Distribution
More informationMoments. Raw moment: February 25, 2014 Normalized / Standardized moment:
Moments Lecture 10: Central Limit Theorem and CDFs Sta230 / Mth 230 Colin Rundel Raw moment: Central moment: µ n = EX n ) µ n = E[X µ) 2 ] February 25, 2014 Normalized / Standardized moment: µ n σ n Sta230
More informationChapter 3. Chapter 3 sections
sections 3.1 Random Variables and Discrete Distributions 3.2 Continuous Distributions 3.4 Bivariate Distributions 3.5 Marginal Distributions 3.6 Conditional Distributions 3.7 Multivariate Distributions
More informationSTAT/MATH 395 PROBABILITY II
STAT/MATH 395 PROBABILITY II Chapter 6 : Moment Functions Néhémy Lim 1 1 Department of Statistics, University of Washington, USA Winter Quarter 2016 of Common Distributions Outline 1 2 3 of Common Distributions
More information5.6 The Normal Distributions
STAT 41 Lecture Notes 13 5.6 The Normal Distributions Definition 5.6.1. A (continuous) random variable X has a normal distribution with mean µ R and variance < R if the p.d.f. of X is f(x µ, ) ( π ) 1/
More informationChapter. The Normal Probability Distribution 7/24/2011. Section 7.1 Properties of the Normal Distribution
Chapter The Normal Probability Distribution 3 7 Section 7.1 Properties of the Normal Distribution 2010 Pearson Prentice Hall. All rights 2010 reserved Pearson Prentice Hall. All rights reserved 7-2 Illustrating
More informationFundamental Tools - Probability Theory IV
Fundamental Tools - Probability Theory IV MSc Financial Mathematics The University of Warwick October 1, 2015 MSc Financial Mathematics Fundamental Tools - Probability Theory IV 1 / 14 Model-independent
More informationDennis Bricker Dept of Mechanical & Industrial Engineering The University of Iowa
Dennis Bricker Dept of Mechanical & Industrial Engineering The University of Iowa dennis-bricker@uiowa.edu Probability Theory Results page 1 D.Bricker, U. of Iowa, 2002 Probability of simultaneous occurrence
More informationIn this chapter, you will study the normal distribution, the standard normal, and applications associated with them.
The Normal Distribution The normal distribution is the most important of all the distributions. It is widely used and even more widely abused. Its graph is bell-shaped. You see the bell curve in almost
More informationPage 312, Exercise 50
Millersville University Name Answer Key Department of Mathematics MATH 130, Elements of Statistics I, Homework 4 November 5, 2009 Page 312, Exercise 50 Simulation According to the U.S. National Center
More informationApplied Statistics and Probability for Engineers. Sixth Edition. Chapter 4 Continuous Random Variables and Probability Distributions.
Applied Statistics and Probability for Engineers Sixth Edition Douglas C. Montgomery George C. Runger Chapter 4 Continuous Random Variables and Probability Distributions 4 Continuous CHAPTER OUTLINE Random
More informationChapter 4 Continuous Random Variables and Probability Distributions
Applied Statistics and Probability for Engineers Sixth Edition Douglas C. Montgomery George C. Runger Chapter 4 Continuous Random Variables and Probability Distributions 4 Continuous CHAPTER OUTLINE 4-1
More informationMathematical statistics
October 1 st, 2018 Lecture 11: Sufficient statistic Where are we? Week 1 Week 2 Week 4 Week 7 Week 10 Week 14 Probability reviews Chapter 6: Statistics and Sampling Distributions Chapter 7: Point Estimation
More informationCounting principles, including permutations and combinations.
1 Counting principles, including permutations and combinations. The binomial theorem: expansion of a + b n, n ε N. THE PRODUCT RULE If there are m different ways of performing an operation and for each
More informationReview. December 4 th, Review
December 4 th, 2017 Att. Final exam: Course evaluation Friday, 12/14/2018, 10:30am 12:30pm Gore Hall 115 Overview Week 2 Week 4 Week 7 Week 10 Week 12 Chapter 6: Statistics and Sampling Distributions Chapter
More informationEXAM. Exam #1. Math 3342 Summer II, July 21, 2000 ANSWERS
EXAM Exam # Math 3342 Summer II, 2 July 2, 2 ANSWERS i pts. Problem. Consider the following data: 7, 8, 9, 2,, 7, 2, 3. Find the first quartile, the median, and the third quartile. Make a box and whisker
More informationACMS Statistics for Life Sciences. Chapter 13: Sampling Distributions
ACMS 20340 Statistics for Life Sciences Chapter 13: Sampling Distributions Sampling We use information from a sample to infer something about a population. When using random samples and randomized experiments,
More informationSection 5.1: Probability and area
Section 5.1: Probability and area Review Normal Distribution s z = x - m s Standard Normal Distribution s=1 m x m=0 z The area that falls in the interval under the nonstandard normal curve is the same
More informationProbability Distributions Columns (a) through (d)
Discrete Probability Distributions Columns (a) through (d) Probability Mass Distribution Description Notes Notation or Density Function --------------------(PMF or PDF)-------------------- (a) (b) (c)
More informationMath 2311 Sections 4.1, 4.2 and 4.3
Math 2311 Sections 4.1, 4.2 and 4.3 4.1 - Density Curves What do we know about density curves? Example: Suppose we have a density curve defined for defined by the line y = x. Sketch: What percent of observations
More informationWhy study probability? Set theory. ECE 6010 Lecture 1 Introduction; Review of Random Variables
ECE 6010 Lecture 1 Introduction; Review of Random Variables Readings from G&S: Chapter 1. Section 2.1, Section 2.3, Section 2.4, Section 3.1, Section 3.2, Section 3.5, Section 4.1, Section 4.2, Section
More informationLecture 3. Probability - Part 2. Luigi Freda. ALCOR Lab DIAG University of Rome La Sapienza. October 19, 2016
Lecture 3 Probability - Part 2 Luigi Freda ALCOR Lab DIAG University of Rome La Sapienza October 19, 2016 Luigi Freda ( La Sapienza University) Lecture 3 October 19, 2016 1 / 46 Outline 1 Common Continuous
More informationECO220Y Continuous Probability Distributions: Uniform and Triangle Readings: Chapter 9, sections
ECO220Y Continuous Probability Distributions: Uniform and Triangle Readings: Chapter 9, sections 9.8-9.9 Fall 2011 Lecture 8 Part 1 (Fall 2011) Probability Distributions Lecture 8 Part 1 1 / 19 Probability
More informationIntroduction to Probability and Statistics Slides 3 Chapter 3
Introduction to Probability and Statistics Slides 3 Chapter 3 Ammar M. Sarhan, asarhan@mathstat.dal.ca Department of Mathematics and Statistics, Dalhousie University Fall Semester 2008 Dr. Ammar M. Sarhan
More informationChapter 3 Common Families of Distributions
Lecture 9 on BST 631: Statistical Theory I Kui Zhang, 9/3/8 and 9/5/8 Review for the previous lecture Definition: Several commonly used discrete distributions, including discrete uniform, hypergeometric,
More informationContinuous Probability Distributions
1 Chapter 5 Continuous Probability Distributions 5.1 Probability density function Example 5.1.1. Revisit Example 3.1.1. 11 12 13 14 15 16 21 22 23 24 25 26 S = 31 32 33 34 35 36 41 42 43 44 45 46 (5.1.1)
More informationDr. Junchao Xia Center of Biophysics and Computational Biology. Fall /13/2016 1/33
BIO5312 Biostatistics Lecture 03: Discrete and Continuous Probability Distributions Dr. Junchao Xia Center of Biophysics and Computational Biology Fall 2016 9/13/2016 1/33 Introduction In this lecture,
More informationContinuous Random Variables and Continuous Distributions
Continuous Random Variables and Continuous Distributions Continuous Random Variables and Continuous Distributions Expectation & Variance of Continuous Random Variables ( 5.2) The Uniform Random Variable
More informationLimiting Distributions
Limiting Distributions We introduce the mode of convergence for a sequence of random variables, and discuss the convergence in probability and in distribution. The concept of convergence leads us to the
More informationMA 1125 Lecture 33 - The Sign Test. Monday, December 4, Objectives: Introduce an example of a non-parametric test.
MA 1125 Lecture 33 - The Sign Test Monday, December 4, 2017 Objectives: Introduce an example of a non-parametric test. For the last topic of the semester we ll look at an example of a non-parametric test.
More informationMath Review Sheet, Fall 2008
1 Descriptive Statistics Math 3070-5 Review Sheet, Fall 2008 First we need to know about the relationship among Population Samples Objects The distribution of the population can be given in one of the
More information18.440: Lecture 19 Normal random variables
18.440 Lecture 19 18.440: Lecture 19 Normal random variables Scott Sheffield MIT Outline Tossing coins Normal random variables Special case of central limit theorem Outline Tossing coins Normal random
More information11/16/2017. Chapter. Copyright 2009 by The McGraw-Hill Companies, Inc. 7-2
7 Chapter Continuous Probability Distributions Describing a Continuous Distribution Uniform Continuous Distribution Normal Distribution Normal Approximation to the Binomial Normal Approximation to the
More informationLecture 3. Discrete Random Variables
Math 408 - Mathematical Statistics Lecture 3. Discrete Random Variables January 23, 2013 Konstantin Zuev (USC) Math 408, Lecture 3 January 23, 2013 1 / 14 Agenda Random Variable: Motivation and Definition
More informationStandard Normal Curve Areas z
Table A.3 Standard Normal Curve Areas z.00.01.02.03.04.09-1.2 0.1151 0.1131 0.1112 0.1094 0.1075 0.0985-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1170 1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9545 1.7 0.9554
More informationFrequency Analysis & Probability Plots
Note Packet #14 Frequency Analysis & Probability Plots CEE 3710 October 0, 017 Frequency Analysis Process by which engineers formulate magnitude of design events (i.e. 100 year flood) or assess risk associated
More informationChapter 3 sections. SKIP: 3.10 Markov Chains. SKIP: pages Chapter 3 - continued
Chapter 3 sections Chapter 3 - continued 3.1 Random Variables and Discrete Distributions 3.2 Continuous Distributions 3.3 The Cumulative Distribution Function 3.4 Bivariate Distributions 3.5 Marginal Distributions
More informationContinuous Probability Distributions
1 Chapter 5 Continuous Probability Distributions 5.1 Probability density function Example 5.1.1. Revisit Example 3.1.1. 11 12 13 14 15 16 21 22 23 24 25 26 S = 31 32 33 34 35 36 41 42 43 44 45 46 (5.1.1)
More informationSampling Distributions of Statistics Corresponds to Chapter 5 of Tamhane and Dunlop
Sampling Distributions of Statistics Corresponds to Chapter 5 of Tamhane and Dunlop Slides prepared by Elizabeth Newton (MIT), with some slides by Jacqueline Telford (Johns Hopkins University) 1 Sampling
More informationIV. The Normal Distribution
IV. The Normal Distribution The normal distribution (a.k.a., the Gaussian distribution or bell curve ) is the by far the best known random distribution. It s discovery has had such a far-reaching impact
More informationContinuous Random Variables and Probability Distributions
Continuous Random Variables and Probability Distributions Instructor: Lingsong Zhang 1 4.1 Probability Density Functions Probability Density Functions Recall from Chapter 3 that a random variable X is
More informationLecture 10: The Normal Distribution. So far all the random variables have been discrete.
Lecture 10: The Normal Distribution 1. Continuous Random Variables So far all the random variables have been discrete. We need a different type of model (called a probability density function) for continuous
More informationHomework 9 for BST 631: Statistical Theory I Problems, 11/02/2006
Due Tme: 5:00PM Thursda, on /09/006 Problem (8 ponts) Book problem 45 Let U = X + and V = X, then the jont pmf of ( UV, ) s θ λ θ e λ e f( u, ) = ( = 0, ; u =, +, )! ( u )! Then f( u, ) u θ λ f ( x x+
More informationComparing Systems Using Sample Data
Comparing Systems Using Sample Data Dr. John Mellor-Crummey Department of Computer Science Rice University johnmc@cs.rice.edu COMP 528 Lecture 8 10 February 2005 Goals for Today Understand Population and
More informationChapter 2. Random Variable. Define single random variables in terms of their PDF and CDF, and calculate moments such as the mean and variance.
Chapter 2 Random Variable CLO2 Define single random variables in terms of their PDF and CDF, and calculate moments such as the mean and variance. 1 1. Introduction In Chapter 1, we introduced the concept
More information15 Discrete Distributions
Lecture Note 6 Special Distributions (Discrete and Continuous) MIT 4.30 Spring 006 Herman Bennett 5 Discrete Distributions We have already seen the binomial distribution and the uniform distribution. 5.
More informationExercise 5 Release: Due:
Stochastic Modeling and Simulation Winter 28 Prof. Dr. I. F. Sbalzarini, Dr. Christoph Zechner (MPI-CBG/CSBD TU Dresden, 87 Dresden, Germany Exercise 5 Release: 8..28 Due: 5..28 Question : Variance of
More informationMath/Stat 352 Lecture 9. Section 4.5 Normal distribution
Math/Stat 352 Lecture 9 Section 4.5 Normal distribution 1 Abraham de Moivre, 1667-1754 Pierre-Simon Laplace (1749 1827) A French mathematician, who introduced the Normal distribution in his book The doctrine
More informationSTA 256: Statistics and Probability I
Al Nosedal. University of Toronto. Fall 2017 My momma always said: Life was like a box of chocolates. You never know what you re gonna get. Forrest Gump. Exercise 4.1 Let X be a random variable with p(x)
More informationLecture 6: The Normal distribution
Lecture 6: The Normal distribution 18th of November 2015 Lecture 6: The Normal distribution 18th of November 2015 1 / 29 Continous data In previous lectures we have considered discrete datasets and discrete
More information(i) The mean and mode both equal the median; that is, the average value and the most likely value are both in the middle of the distribution.
MATH 382 Normal Distributions Dr. Neal, WKU Measurements that are normally distributed can be described in terms of their mean µ and standard deviation σ. These measurements should have the following properties:
More informationPart IA Probability. Definitions. Based on lectures by R. Weber Notes taken by Dexter Chua. Lent 2015
Part IA Probability Definitions Based on lectures by R. Weber Notes taken by Dexter Chua Lent 2015 These notes are not endorsed by the lecturers, and I have modified them (often significantly) after lectures.
More informationProbability and Distributions
Probability and Distributions What is a statistical model? A statistical model is a set of assumptions by which the hypothetical population distribution of data is inferred. It is typically postulated
More informationProbability and Statistics Notes
Probability and Statistics Notes Chapter Five Jesse Crawford Department of Mathematics Tarleton State University Spring 2011 (Tarleton State University) Chapter Five Notes Spring 2011 1 / 37 Outline 1
More informationChapter 3. Julian Chan. June 29, 2012
Chapter 3 Julian Chan June 29, 202 Continuous variables For a continuous random variable X there is an associated density function f(x). It satisifies many of the same properties of discrete random variables
More information6 THE NORMAL DISTRIBUTION
CHAPTER 6 THE NORMAL DISTRIBUTION 341 6 THE NORMAL DISTRIBUTION Figure 6.1 If you ask enough people about their shoe size, you will find that your graphed data is shaped like a bell curve and can be described
More informationStat 100a, Introduction to Probability.
Stat 100a, Introduction to Probability. Outline for the day: 1. Geometric random variables. 2. Negative binomial random variables. 3. Moment generating functions. 4. Poisson random variables. 5. Continuous
More informationContinuous Distributions
Chapter 3 Continuous Distributions 3.1 Continuous-Type Data In Chapter 2, we discuss random variables whose space S contains a countable number of outcomes (i.e. of discrete type). In Chapter 3, we study
More informationCalculus with Algebra and Trigonometry II Lecture 21 Probability applications
Calculus with Algebra and Trigonometry II Lecture 21 Probability applications Apr 16, 215 Calculus with Algebra and Trigonometry II Lecture 21Probability Apr applications 16, 215 1 / 1 Histograms The distribution
More informationMathematical Statistics 1 Math A 6330
Mathematical Statistics 1 Math A 6330 Chapter 3 Common Families of Distributions Mohamed I. Riffi Department of Mathematics Islamic University of Gaza September 28, 2015 Outline 1 Subjects of Lecture 04
More informationNorthwestern University Department of Electrical Engineering and Computer Science
Northwestern University Department of Electrical Engineering and Computer Science EECS 454: Modeling and Analysis of Communication Networks Spring 2008 Probability Review As discussed in Lecture 1, probability
More information