Examples of Continuous Probability Distributions - Strathmore University

[Pages:57]Examples of continuous probability distributions:

The normal and standard normal

The Normal Distribution

f(X)

Changing shifts the

distribution left or right.

Changing increases or decreases the spread.

X

The Normal Distribution: as mathematical function (pdf)

f (x) =

1

-1( x-? )2

e 2

2

Note constants: =3.14159 e=2.71828

This is a bell shaped curve with different centers and spreads depending on ? and

The Normal PDF

It's a probability function, so no matter what the values of ? and , must integrate to 1!

+

1

-1( x-? )2

e 2 dx = 1

- 2

Normal distribution is defined by its mean and standard dev.

E(X)=? =

+

x

1

-1( x-? )2

e 2 dx

- 2

Var(X)=2 =

+

( x 2

1

e

-1( 2

x-?

)2

dx

)

-

?

2

- 2

Standard Deviation(X)=

**The beauty of the normal curve:

No matter what ? and are, the area between ?- and ?+ is about 68%; the area between ?-2 and ?+2 is about 95%; and the area between ?-3 and ?+3 is about 99.7%. Almost all values fall within 3 standard deviations.

68-95-99.7 Rule

68% of the data 95% of the data 99.7% of the data

68-95-99.7 Rule in Math terms...

? +

1

- 1 ( x-? )2

? e 2 dx = .68

? - 2

? + 2

1

- 1 ( x-? )2

? e 2 dx = .95

? - 2 2

? + 3

1

- 1 ( x-? )2

? e 2 dx = .997

? -3 2

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