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© 2003 Prentice-Hall, Inc. Chap 5-1 Continuous Probability Distributions Continuous Random Variable Values from interval of numbers Absence of gaps Continuous.

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Presentation on theme: "© 2003 Prentice-Hall, Inc. Chap 5-1 Continuous Probability Distributions Continuous Random Variable Values from interval of numbers Absence of gaps Continuous."— Presentation transcript:

1 © 2003 Prentice-Hall, Inc. Chap 5-1 Continuous Probability Distributions Continuous Random Variable Values from interval of numbers Absence of gaps Continuous Probability Distribution Distribution of continuous random variable Most Important Continuous Probability Distribution The normal distribution

2 © 2003 Prentice-Hall, Inc. Chap 5-2 The Normal Distribution “Bell Shaped” Symmetrical Mean, Median and Mode are Equal Interquartile Range Equals 1.33  Random Variable has Infinite Range Mean Median Mode X f(X) 

3 © 2003 Prentice-Hall, Inc. Chap 5-3 Many Normal Distributions Varying the Parameters  and , we obtain Different Normal Distributions There are an Infinite Number of Normal Distributions

4 © 2003 Prentice-Hall, Inc. Chap 5-4 Finding Probabilities Probability is the area under the curve! c d X f(X)f(X)

5 © 2003 Prentice-Hall, Inc. Chap 5-5 Which Table to Use? Infinitely Many Normal Distributions Mean Infinitely Many Tables to Look Up!

6 © 2003 Prentice-Hall, Inc. Chap 5-6 Solution: The Cumulative Standardized Normal Distribution Z.00.01 0.0.5000.5040.5080.5398.5438 0.2.5793.5832.5871 0.3.6179.6217.6255.5478.02 0.1. 5478 Cumulative Standardized Normal Distribution Table (Portion) Probabilities Only One Table is Needed Z = 0.12

7 © 2003 Prentice-Hall, Inc. Chap 5-7 Standardizing Example Normal Distribution Standardized Normal Distribution

8 © 2003 Prentice-Hall, Inc. Chap 5-8 Example: Normal Distribution Standardized Normal Distribution

9 © 2003 Prentice-Hall, Inc. Chap 5-9 Z.00.01 0.0.5000.5040.5080.5398.5438 0.2.5793.5832.5871 0.3.6179.6217.6255.5832.02 0.1. 5478 Cumulative Standardized Normal Distribution Table (Portion) Z = 0.21 Example: (continued)

10 © 2003 Prentice-Hall, Inc. Chap 5-10 Z.00.01 -0.3.3821.3783.3745.4207.4168 -0.1.4602.4562.4522 0.0.5000.4960.4920.4168.02 -0.2.4129 Cumulative Standardized Normal Distribution Table (Portion) Z = -0.21 Example: (continued)

11 © 2003 Prentice-Hall, Inc. Chap 5-11 Normal Distribution in PHStat PHStat | Probability & Prob. Distributions | Normal … Example in Excel Spreadsheet

12 © 2003 Prentice-Hall, Inc. Chap 5-12 Example: Normal Distribution Standardized Normal Distribution

13 © 2003 Prentice-Hall, Inc. Chap 5-13 Example: (continued) Z.00.01 0.0.5000.5040.5080.5398.5438 0.2.5793.5832.5871 0.3.6179.6217.6255.6179.02 0.1. 5478 Cumulative Standardized Normal Distribution Table (Portion) Z = 0.30

14 © 2003 Prentice-Hall, Inc. Chap 5-14.6217 Finding Z Values for Known Probabilities Z.000.2 0.0.5000.5040.5080 0.1.5398.5438.5478 0.2.5793.5832.5871.6179.6255.01 0.3 Cumulative Standardized Normal Distribution Table (Portion) What is Z Given Probability = 0.6217 ?.6217

15 © 2003 Prentice-Hall, Inc. Chap 5-15 Recovering X Values for Known Probabilities Normal Distribution Standardized Normal Distribution

16 © 2003 Prentice-Hall, Inc. Chap 5-16 Assessing Normality Not All Continuous Random Variables are Normally Distributed It is Important to Evaluate how Well the Data Set Seems to be Adequately Approximated by a Normal Distribution

17 © 2003 Prentice-Hall, Inc. Chap 5-17 Assessing Normality Construct Charts For small- or moderate-sized data sets, do stem- and-leaf display and box-and-whisker plot look symmetric? For large data sets, does the histogram or polygon appear bell-shaped? Compute Descriptive Summary Measures Do the mean, median and mode have similar values? Is the interquartile range approximately 1.33  ? Is the range approximately 6  ? (continued)

18 © 2003 Prentice-Hall, Inc. Chap 5-18 Assessing Normality Observe the Distribution of the Data Set Do approximately 2/3 of the observations lie between mean 1 standard deviation? Do approximately 4/5 of the observations lie between mean 1.28 standard deviations? Do approximately 19/20 of the observations lie between mean 2 standard deviations? Evaluate Normal Probability Plot Do the points lie on or close to a straight line with positive slope? (continued)

19 © 2003 Prentice-Hall, Inc. Chap 5-19 Assessing Normality Normal Probability Plot Arrange Data into Ordered Array Find Corresponding Standardized Normal Quantile Values Plot the Pairs of Points with Observed Data Values on the Vertical Axis and the Standardized Normal Quantile Values on the Horizontal Axis Evaluate the Plot for Evidence of Linearity (continued)

20 © 2003 Prentice-Hall, Inc. Chap 5-20 Assessing Normality Normal Probability Plot for Normal Distribution Look for a Straight Line! 30 60 90 -2012 Z X (continued)

21 © 2003 Prentice-Hall, Inc. Chap 5-21 Normal Probability Plot Left-SkewedRight-Skewed RectangularU-Shaped 30 60 90 -2012 Z X 30 60 90 -2012 Z X 30 60 90 -2012 Z X 30 60 90 -2012 Z X


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