Probability Distribution
(ប ង ចក ប ប)
Variable ( )
• Variable ( ): a characteristic or attribute that can
assume different values
• Name?
• Gender?
• Random variable ( ច ន ): A variable whose values are
determined by chance
• Rolling a die?
• Tossing a coin?
Random Variables ( ច ន )
• Discrete variables: an infinite number of possible values that can be counted: 1, 2,
3, etc.
• Continuous variables: Variables that can assume all values in the interval between
any two given values (decimal and fractional values). They can be measured rather
than counted.
• heights
• weights
• time
• the number of joggers in Olympic Stadium each day
• the number of phone calls received after a TV commercial airs
Discrete or continuous random variable?
• the number of books in your school’s library
• the number of people who play the state lottery each day
• the temperature of the water in Lake Erie
• the time it takes to have a medical physical exam
• the total number of points scored in a basketball game
• the blood pressures of all patients admitted to a hospital on a specific day
• the number of Fortune 500 companies that lost money in the previous year
• the volume of gasoline in a 21-gallon tank
• the speed of a rocket
• the number of calves born on a farm in one year
Probability Distribution
( ) = where assumes all possible values
≤ ( ) ≤ for every individual value of the random
•
•
variable
• Tossing three coins to get heads.
Number of heads 0 1 2 3
Probability ( ) 1 3 3 1
8 8 8 8
Probability distribution?
( ) 0.3
2 4 6 8 10
0.4 0.1 0.2 0.1
Club Diamond Heart Spade
( ) 1 1 1 1
4 2 8 84
( )
3 7 10 12
-0.6 0.3 0.3 0.2
Mean
=
• =∑ . = !" # $%$"&" "
• Find the mean of the number of spots that appear when a die is
rolled.
Probability ( ) 1 1 1 1 1 1
Outcome 1 2 3 4 5 6
6 6 6 6 6 6
=∑ .
( ( ( ( ( ( -(
=1· +2· +3· +4· +5· +6· = = 3.5
) ) ) ) ) ) )
•
Variance & Standard Deviation
• Variance:./ = ∑ − 1 / . = ∑[ / . ( )] − 1/
• Standard deviation:. = ∑ − 1 / . = ∑[ / . ( )] − 1/
• Compute the variance and standard deviation of the number of spots that
appear when a die is tossed.
=∑ .
( ( ( ( ( ( -(
=1· +2· +3· +4· +5· +6· = = 3.5
) ) ) ) ) ) )
•
( ( ( ( ( (
• 4- = 1- · + 2- · + 3- · + 4- · + 5- · +6 ·
-
− 3.5 -
= 2.917
) ) ) ) ) )
• 4 = 2.917 ≈ 1.708
Expectation (=Expected Value)
• Expected value the theoretical average of the variable
• Used in various types of games of chance, in insurance, and in other
areas, such as decision theory.
=9 =: .
Example
• One thousand tickets are sold at $1 each for a smart television
valued at $750. What is the expected value of the gain if you
purchase one ticket?
= 9( ) = : .
Win Lose
1 999
Gain x $749 -$1
1 999
= 749 · + −1 · = −0.25
Probability P(x)
1000 1000 1000 1000
Binomial Distribution (=Bernoulli Distribution)
1. Tossing a coin? Heads Tails
2. Rolling a 6-sided die? Odd Even
3. Basketball game? Wins Loses
Binomial Distribution: Success & Failure
Four requirements:
1. A fixed number of trials
2. Each trial can have only two outcomes or outcomes that can
be reduced to two outcomes: success, failure
3. The outcomes of each trial must be independent of one
another.
4. The probability of a success must remain the same for each
trial.
Is it a binomial experiment? Why not?
1. Selecting 20 students from a university and recording their gender
2. Drawing five cards from a deck without replacement and recording
whether they are red or black cards
3. Selecting five students from a large school and asking them if they are
on the dean’s list
4. Recording the number of children in 50 randomly selected families
5. Selecting 20 university students and recording their class rank
;!
= . >
. ? ;=>
;=> !>!
=[Link](x, n, p, True)
= Random sample size
= Number of successes (when a success is defined as what we are
•
•
looking for)
• − = Number of failures
• = Probability of a success
• ? = 1 − = Probability of a failure
• ! = ( – 1)( – 2)( – 3). . . (2)(1)
• 0! = 1
• Example 1: A coin is tossed 3 times. Find the probability of getting
exactly two heads.
• HHH, HHT, HTH, THH, TTH, THT, HTT, TTT
C
⟹ 2 ℎ %! = = 0.375
D
• Method 1 (Classical):
C! ( - ( ( C
⟹ 2 ℎ %! = · = =
C=- !-! - - D
0.375
• Method 2 (Binomial):
• Example 2: A survey found that one out of five Americans says he or
she has visited a doctor in any given month. If 10 people are selected
at random, find the probability that exactly 3 will have visited a doctor
last month.
(E! ( C G H
•⟹ 3 = · ≈ 0.201
(E=C !C! F F
Normal Distribution
• Normal distribution: A random variable has a probability distribution
whose graph is continuous, bell-shaped, and symmetric. The graph is
called a normal distribution curve (=Gaussian distribution curve).
1. To find probability
2. To find degree of confidence
Properties
1. Mean=median=mode Unimodal
2. The curve displays perfect symmetry about the mean
3. Left and right tails are asymptotic (they approach the horizontal
axis, but never touch it.)
Normal Probability Density Function
= O I P%& Q ℎ " % ! P% "%$&
= >=J K /-M K 4= &% " % !% ! ! P"% "
I= N = 3.14150
4 2N = 2.71828
= &% " %
Shape of the Normal Curve
Standard Normal Distribution
Standard Normal Distribution: A normal distribution with a
mean of 0 and a standard deviation of 1.
Properties
1. The cumulative area is close to 0 for z-scores close to R = −3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for R = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to R = 3.49.
Transformation
x-value (= raw value) z-value
>=J
•R = ⟹ = + R4 &% "
M
>=>̅
•R = ⟹ = ̅+R ( % & )
T
Formula for the standard normal distribution
=U K /-
N = 3.14150
I=
2N ($% Q ℎ % %& & #) ≈ 2.71828
Finding area under the standard normal
curve
Find the area of the indicated region under
the standard normal curve.
Find the probability of z occurring in the indicated
region of the standard normal distribution.
Find the indicated z-score(s).
Sampling Distributions and
the Central Limit Theorem
Sampling Distributions
A sampling distribution is the probability distribution of a
sample statistic that is formed when samples of size n are
repeatedly taken from a population.
Sample Sample
Sample Sample
Sample
Sample
Sample
Sample
Population Sample
Sample
Sampling Distributions
If the sample statistic is the sample mean, then the
distribution is the sampling distribution of sample means.
Sample 3
Sample 1 x3 Sample 2 Sample 6
Sample 4
x4 x1 Sample 5
x6
x5 x2
The sampling distribution consists of the values of the
sample means, x1, x 2 , x 3 , x 4 , x 5 , x 6.
Properties of Sampling Distributions of
Sample Means
= mean of the sample means
= >̅
>̅ = &% " %
1.
M
4>̅ = standard deviation of the sample means
2. 4>̅ = V M = standard error of the mean
;
;
Sampling Distribution of Sample Means
The population values {5, 10, 15, 20} are written on slips of paper and put
in a hat. Two slips are randomly selected, with replacement.
a. Graph the probability histogram for the population values.
b. List all the possible samples of size n = 2 and calculate the mean of each.
P(x) Probability Histogram Sample Sample mean, x Sample Sample mean, x
of Population of x
0.25 5, 5 5 15, 5 10
5, 10 7.5 15, 10 12.5
Probability
5, 15 10 15, 15 15
5, 20 12.5 15, 20 17.5
10, 5 7.5 20, 5 12.5
10, 10 10 20, 10 15
x
10, 15 12.5 20, 15 17.5
5 10 15 20
10, 20 15 20, 20 20
Population values
Sampling Distribution of Sample Means
The population values {5, 10, 15, 20} are written on slips of paper and put in a hat.
Two slips are randomly selected, with replacement.
c. Create the probability distribution of the sample means.
d. Graph the probability histogram for the sampling distribution.
x f Probability P(x) Probability Histogram of
Sampling Distribution
5 1 0.0625 0.25
7.5 2 0.1250 0.20
Probability
10 3 0.1875 0.15
12.5 4 0.2500 0.10
15 3 0.1875 0.05
17.5 2 0.1250 x
20 1 0.0625 5 7.5 10 12.5 15 17.5 20
Sample mean
Central Limit Theorem
≥ 30
[ Sampling Distribution = Normal Distribution
&% " ≠ YZ
1.
< 30
[ Sampling Distribution = Normal Distribution
&% " = YZ
2.
Thank you!