Some probability density functions (pdfs) Normal: outcome influenced by a very large number of very small, ‘50-50 chance’ effects (Ex: human heights) Lognormal:

Slides:



Advertisements
Similar presentations
The Normal Distribution
Advertisements

The Standard Deviation of the Means
Lecture (7) Random Variables and Distribution Functions.
ฟังก์ชั่นการแจกแจงความน่าจะเป็น แบบไม่ต่อเนื่อง Discrete Probability Distributions.
Biostatistics Unit 4 - Probability.
Chapter 5 Basic Probability Distributions
Engineering Probability and Statistics - SE-205 -Chap 4 By S. O. Duffuaa.
Probability Densities
Review.
Statistics Lecture 14. Example Consider a rv, X, with pdf Sketch pdf.
Introduction Experiment  measurement Random component  the measurement might differ in day-to-day replicates because of small variations.
Probability and Statistics Review
Chapter 5 Probability Distributions
3-1 Introduction Experiment Random Random experiment.
Chapter 5 Discrete Probability Distributions
Copyright (c) 2004 Brooks/Cole, a division of Thomson Learning, Inc. Chapter 4 Continuous Random Variables and Probability Distributions.
Discrete and Continuous Distributions G. V. Narayanan.
Normal and Sampling Distributions A normal distribution is uniquely determined by its mean, , and variance,  2 The random variable Z = (X-  /  is.
Continuous Probability Distribution  A continuous random variables (RV) has infinitely many possible outcomes  Probability is conveyed for a range of.
4-1 Continuous Random Variables 4-2 Probability Distributions and Probability Density Functions Figure 4-1 Density function of a loading on a long,
1 Chapter 12 Introduction to Statistics A random variable is one in which the exact behavior cannot be predicted, but which may be described in terms of.
Class 3 Binomial Random Variables Continuous Random Variables Standard Normal Distributions.
The UNIVERSITY of NORTH CAROLINA at CHAPEL HILL Review of Exam 2 Sections 4.6 – 5.6 Jiaping Wang Department of Mathematical Science 04/01/2013, Monday.
1 If we can reduce our desire, then all worries that bother us will disappear.
Chapter 5 Statistical Models in Simulation
Statistics Galton’s Heights of Hypothetical Men (1869)
TELECOMMUNICATIONS Dr. Hugh Blanton ENTC 4307/ENTC 5307.
Biostatistics Lecture 7 4/7/2015. Chapter 7 Theoretical Probability Distributions.
Random Variables & Probability Distributions Outcomes of experiments are, in part, random E.g. Let X 7 be the gender of the 7 th randomly selected student.
Continuous Probability Distributions  Continuous Random Variable  A random variable whose space (set of possible values) is an entire interval of numbers.
Ch4: 4.3The Normal distribution 4.4The Exponential Distribution.
Statistics for Engineer Week II and Week III: Random Variables and Probability Distribution.
Probability distributions. Example Variable G denotes the population in which a mouse belongs G=1 : mouse belongs to population 1 G=2 : mouse belongs.
Basic Business Statistics, 10e © 2006 Prentice-Hall, Inc.. Chap 5-1 Chapter 5 Some Important Discrete Probability Distributions Basic Business Statistics.
Random Variables. A random variable X is a real valued function defined on the sample space, X : S  R. The set { s  S : X ( s )  [ a, b ] is an event}.
Continuous probability distributions
Probability & Statistics I IE 254 Summer 1999 Chapter 4  Continuous Random Variables  What is the difference between a discrete & a continuous R.V.?
4-1 Continuous Random Variables 4-2 Probability Distributions and Probability Density Functions Figure 4-1 Density function of a loading on a long,
Copyright ©2011 Pearson Education, Inc. publishing as Prentice Hall 5-1 Business Statistics: A Decision-Making Approach 8 th Edition Chapter 5 Discrete.
Basic Concepts of Probability CEE 431/ESS465. Basic Concepts of Probability Sample spaces and events Venn diagram  A Sample space,  Event, A.
Random Variables Presentation 6.. Random Variables A random variable assigns a number (or symbol) to each outcome of a random circumstance. A random variable.
Exam 2: Rules Section 2.1 Bring a cheat sheet. One page 2 sides. Bring a calculator. Bring your book to use the tables in the back.
Review of Chapter
Probability Distributions, Discrete Random Variables
1 Keep Life Simple! We live and work and dream, Each has his little scheme, Sometimes we laugh; sometimes we cry, And thus the days go by.
1 7.5 CONTINUOUS RANDOM VARIABLES Continuous data occur when the variable of interest can take on anyone of an infinite number of values over some interval.
Business Statistics: A Decision-Making Approach, 7e © 2008 Prentice-Hall, Inc. Chap 5-1 Business Statistics: A Decision-Making Approach 7 th Edition Chapter.
Chapter 5 Sampling Distributions. Introduction Distribution of a Sample Statistic: The probability distribution of a sample statistic obtained from a.
Welcome to MM305 Unit 3 Seminar Prof Greg Probability Concepts and Applications.
CHAPTER Discrete Models  G eneral distributions  C lassical: Binomial, Poisson, etc Continuous Models  G eneral distributions 
Engineering Probability and Statistics - SE-205 -Chap 3 By S. O. Duffuaa.
Unit 4 Review. Starter Write the characteristics of the binomial setting. What is the difference between the binomial setting and the geometric setting?
Business Statistics, A First Course (4e) © 2006 Prentice-Hall, Inc. Chap 5-1 Chapter 5 Some Important Discrete Probability Distributions Business Statistics,
Chap 5-1 Chapter 5 Discrete Random Variables and Probability Distributions Statistics for Business and Economics 6 th Edition.
Construction Engineering 221 Probability and statistics Normal Distribution.
APPENDIX A: A REVIEW OF SOME STATISTICAL CONCEPTS
4-1 Continuous Random Variables 4-2 Probability Distributions and Probability Density Functions Figure 4-1 Density function of a loading on a long,
Statistical Modelling
Engineering Probability and Statistics - SE-205 -Chap 4
Some probability density functions (pdfs)
Probability Review for Financial Engineers
Mean & Variance for the Binomial Distribution
Estimates Made Using Sx
Estimates Made Using Sx
If the question asks: “Find the probability if...”
Lecture 11: Binomial and Poisson Distributions
Introduction to Probability and Statistics
Elementary Statistics
Chapter 3 : Random Variables
1/2555 สมศักดิ์ ศิวดำรงพงศ์
Presentation transcript:

Some probability density functions (pdfs) Normal: outcome influenced by a very large number of very small, ‘50-50 chance’ effects (Ex: human heights) Lognormal: outcome influenced by a very large number of very small, ‘constrained’ effects (Ex: rain drops) Poisson: outcome influenced by a rarely occurring events in a very large population (Ex: micrometeoroid diameters in LEO) Weibull: outcome influenced by a ‘failure’ event in a very large population (Ex: component life time) Binomial: outcome influenced by a finite number of ’50-50 chance’ effects (Ex: coin toss)

Figure 8.4 The Normal Distribution

Concept of the Normal Distribution Population, with true mean and true variance x‘ and σ Figure 8.5 Experiment with many, small, uncontrolled extraneous variables

Normalized Variables β = (x-x') / σstandardized normal variable z 1 = (x 1 -x') / σnormalized z-variable (z 1 is a specific value of β); subscript 1 usually dropped where p(z 1 ) is the normal error function.

Table 8.2 Normal Error Function Table Pr[0≤z≤1] = Pr[-1≤z≤1] = Pr[-2≤z≤2] = Pr[-3≤z≤3] = Pr[-0.44≤z≤4.06] = = or 67 %

In-Class Problem What is the probability that a student will score between 75 and 90 on an exam, assuming that the scores are distributed normally with a mean of 60 and a standard deviation of 15 ? z 75 = (75-60)/15 = 1 and z 90 = (90-60)/15 = 2 one-sided z-table >> P 75 = and P 90 = >> P 75 to 90 = – =

Statistics Using LabVIEW Another name for the probability distribution function (PDF) is the cumulative distribution function (CDF or cdf). Why is it called cumulative? Here is where you can find CDF functions and the inverses of these functions in LabVIEW Let’s solve the previous problem using LabVIEW