Normal Distribution (X)

– a probability density function for a continuous random

Graph – bell-shaped & symmetrical about µ and σ2
variable

Continuous Probability Distribution

Continuous Uniform Distribution-Can be either
1
PDF: f(x) = , for a ≤ x ≤ b

PROBABILITY
𝑏−𝑎
0
µ
CDF: F(x) = { 𝑥−𝑎
𝑏−𝑎 x < a, a≤ x ≤ b, x > b
1
- Skewness describes whether or not a distribution
Uniform Distribution Properties
𝒙 −𝒙 is symmetric
P (x1 < x < x2) = 𝟐 𝟏 (proportional to interval)
𝒃−𝒂

Standard Uniform Distribution Rules in Computing Probabilities

1, 0 ≤ 𝑥 ≤ 1 P[Z = a] = 0
f(x) = 𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 Hence: P[𝑍 £ 𝐴] = 𝑃[𝑍 < 𝐴]
P[Z > -a] = P[Z < a] Zach Badua
Exponential distribution
P[Z > a] =1-P[Z < a]
- describes the time between consecutive events in a Anthony Niogan
P[Z > -a] = P[Z > a]
Poisson process
P[ a < Z < b] = P[Z < b] -P[Z < a]
Transforming X to Z Cristina Yvonne Alfante Fuentebella
Memoryless Property
-a certain probability distribution such as exponential and Janine Tagle
geometric distribution Simple way to memorize:
Remember: Future events depend only on the Jozachar Anaiah Reyes
present event +> = -1
+< = given Mark Lawrence Rico
Normal Distribution -> = given
- also called the Gaussian distribution -< = -1 Royce Jerald Embat
Central Limit Theorem
𝑥−µ
Leila Bocar
- states that the sampling distribution of the sampling Formula:𝑋 → 𝑍 = σ
→ 𝑍 → 𝑃𝑃 → 𝑍 → 𝑋 = 𝑍σ + µ
means approaches a normal distribution as the sample size
gets larger Example: P (X< 214)
— no matter what the shape of the population distribution.
µ = 200 σ= 10
Why use normal distribution?
1. The sum of n independent normal variable is a Z=
214−200
= 1.14
normal variable 10

2. The mean of a large number of independent

observations from any distribution tends to have a P(Z<1.40) = 0.9192
normal distribution

Graph – bell-shaped & symmetrical about µ and σ2

 Discrete Uniform Distribution
Probability and Random Variables Mean of a Random Variable
- Central value or average of its corresponding PMF Consider a discrete uniform random variable 𝑋 on the
Probability - µ = ∑𝑛𝑖=0 𝑋𝑖𝑝(𝑥𝑖) consecutive integers 𝑎, 𝑎 + 1, 𝑎 + , … , 𝑏,
- A function that assigns a number between 0 and 1 Variance and Standard Deviation for 𝑎 ≤ 𝑏. Then:
- Measure how likely an event to happen Variance is scale of being spread out 𝑏+𝑎
Event 𝐸[𝑋] =
σ2=∑𝑛𝑖=0(𝑋𝑖 = µ )2p(Xi)
- Subset of sample space
Complementary Event Standard Deviation is: √𝑜𝑓 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒
(𝑏 − 𝑎 + 1)2 − 1
- Probability that an event doesn’t occur σ = √∑𝑛𝑖=0(𝑋𝑖 = µ )2 p(Xi) 𝑉[𝑋] =
- Example: A’ 1
Union Event Example: Binomial Distribution
- Events that can be mutually be found in Event A X 0 1 2 3
and Event B
𝑋: number of successes in 𝑛 (𝑛 = 1, , … ) independent
P(X=x) 1/8 3/8 3/8 1/8 Bernoulli trials with success probability 𝑝
Random Variable
µ = 0(1/8) +1 (3/8) + 2(3/8) + 3(1/8) = 3/2 or 1.5
- a function that associates a real number with each 𝑋 is a binomial random variable with parameters (𝑛, 𝑝)
element in the sample space σ2 = (0-1.5)2 (1/8) + (1-1.5)2(3/8) + (2-1.5)2(3/8) + (3-1.5)2(1/8)
PMF: Probability of having 𝑘 (𝑘 = 0,1, , … , 𝑛) successes
Sample Space = ¾ or 0.75 𝑛
Set of all possible outcomes is known before the √3 in 𝑛 trials𝑝(𝑘) = ℙ(𝑋 = 𝑘) = ( ) 𝑝𝑘 (1 − 𝑝)𝑛−𝑘 where,
- σ = √75 = or 0.87 𝑘
2 𝑛
experiment 𝑛!
Covariance ( )=
Experiment: 𝑘 𝑘!(𝑛−𝑘)!
Probability of getting H in tossing 3 coins. - random variables X and Y denoted by Cov (X,Y) or 𝑜𝑋,𝑌
2
is Properties:𝐸[𝑋] = 𝑛𝑝 and 𝑉[𝑋] = 𝑛𝑝(1 − 𝑝)
X Sample Space
a measure of how much X and Y change together
2 HHT Random Variable
2 HTH X=3, 2, 1, 0
Coefficient of Variance
3 HHH
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 σ
1 HTT 𝐶𝑉 = √ =
𝑀𝑒𝑎𝑛 µ
0 TTT
1 TTH - normalized value of covariance
2 THH Probability distributions
Types of Random Variable
Discrete Continuous Discrete Probability Distributions Other types:
- Describes the probability of occurrence of each value of a discrete
Finite or countable Range of continuum of random variable (countable values)
possible values x x Counts
Probability Mass/Density Function(PMF/PDF) Discrete Uniform Distribution
- A base that gives a list of probability values A random variable 𝑋 has discrete uniform distributed if each of the Poisson Number of successes in “n”
Cumulative distribution function (CDF) fixed trials
𝑛 values in its range, say 𝑥1 , 𝑥2 , … , 𝑥𝑛 , has equal probability.
- Cumulative density function) of a real-valued
random variable X 1 Geometric Number of trials up through 1st
=
Let X be the random variable of “Toss Coin” PMF: 𝑝(𝑥𝑖 ) = ℙ(𝑋 = 𝑥𝑖 ) 𝑛 success
X 0 1 2 3
𝑝(𝑥𝑖 )

P(X=x) 1/8 3/8 3/8 1/8 Negative Number of trials up through kth
1 Binomial success

Properties of PMF Hyper- Number of marked individuals

1. Each probability value ranges from 0 to 1, in Geometric in sample taken without
1
symbols 0≤P≤1 replacement

2. The sum of all individuals in equal to 1