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Special Continuous Probability Distributions

The document discusses two key probability distributions: 1. The uniform distribution, which has a constant probability density function over a fixed interval [a,b]. The mean and variance of a uniform distribution are (b+a)/2 and (b-a)2/12, respectively. 2. The normal distribution, which has a bell-shaped and symmetric density function characterized by a mean and standard deviation. It is one of the most important distributions with applications in many fields. A special case is the standard normal distribution with mean 0 and variance 1.

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76 views11 pages

Special Continuous Probability Distributions

The document discusses two key probability distributions: 1. The uniform distribution, which has a constant probability density function over a fixed interval [a,b]. The mean and variance of a uniform distribution are (b+a)/2 and (b-a)2/12, respectively. 2. The normal distribution, which has a bell-shaped and symmetric density function characterized by a mean and standard deviation. It is one of the most important distributions with applications in many fields. A special case is the standard normal distribution with mean 0 and variance 1.

Uploaded by

nofacejack
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
Download as ppt, pdf, or txt
Download as ppt, pdf, or txt
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Special Continuous

Probability
Distributions
1
Uniform Distribution
A random variable X is said to follow
a uniform distribution (over the
interval [a,b]) if its density is given
by:

1
, ,
( ; , )
0 , elsewhere
a x b b a
f x a b
b a

s s >

Uniform Distribution
1/(b-a)
a c d b
( ) (1/( ))*( ) P c X d b a d c < < =
Uniform Distribution
If X is uniformly distributed over [a,b]
then [Notation: X~uniform(a,b):
X~U(a,b)]

2
2
( )
2
( )
( )
12
X
X
a b
E X
b a
Var X

o
+
= =

= =
Normal Probability
Distribution
The normal probability distribution
(simply normal distribution) is one of
many possible types of probability
distribution of a continuous random
variable.
It is regarded as one of the most
important in the sense that of its
usefulness in many applications.
5
Characteristics
It is bell-shaped and
symmetric.
It is characterized by two
parameters: mean and
standard deviation.
Different combinations of
mean and standard
deviation gives rise to
different normal
distributions.
6
Characteristics
Total area under the curve is 1.
Asymptotic about the x-axis
NOTATION: If the r.v. X follows a
normal distribution with a given mean
and variance


Different values of mean and
variance define different normal
distributions (many of them!)

7
) , ( ~
2
o N X
Examples
Two different normal distributions with
different means but same variances
Examples
Two different normal distributions with
same means but different variances
variances
Examples
Two different normal distributions with
different means and variances
Standard Normal
Distribution
A special type of normal distribution (standard
normal distribution or z-distribution) having a
mean 0 and variance 1. That is
It is special because areas under such
distribution is tabulated.
Such table can also be used to find areas
(probabilities) of any normal distribution by the
following transformation
) 1 , 0 ( ~ N Z
11
) , ( ~ ), 1 , 0 ( ~
2
o
o

N X N
X
Z

=

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