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    STAT 328: Probabilities & Statistics: Lecture-8

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    emieel reegis
    The document discusses continuous probability distributions and cumulative distribution functions. It provides examples of cumulative distribution functions and how they can be used to find the probability of a random variable falling within a given range. It also discusses properties of continuous probability distributions, including how to determine if a function can serve as a probability distribution. Examples are provided of writing sample spaces and determining probability distributions for experiments like coin flips and rolling dice.

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    STAT 328: Probabilities & Statistics: Lecture-8

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    emieel reegis
    21 views25 pages
    The document discusses continuous probability distributions and cumulative distribution functions. It provides examples of cumulative distribution functions and how they can be used to find the probability of a random variable falling within a given range. It also discusses properties of continuous probability distributions, including how to determine if a function can serve as a probability distribution. Examples are provided of writing sample spaces and determining probability distributions for experiments like coin flips and rolling dice.

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    The document discusses continuous probability distributions and cumulative distribution functions. It provides examples of cumulative distribution functions and how they can be used to find the probability of a random variable falling within a given range. It also discusses properties of continuous probability distributions, including how to determine if a function can serve as a probability distribution. Examples are provided of writing sample spaces and determining probability distributions for experiments like coin flips and rolling dice.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    21 views25 pages

    STAT 328: Probabilities & Statistics: Lecture-8

    Uploaded by

    emieel reegis
    The document discusses continuous probability distributions and cumulative distribution functions. It provides examples of cumulative distribution functions and how they can be used to find the probability of a random variable falling within a given range. It also discusses properties of continuous probability distributions, including how to determine if a function can serve as a probability distribution. Examples are provided of writing sample spaces and determining probability distributions for experiments like coin flips and rolling dice.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 25

    STAT 328: Probabilities & Statistics

    Lecture-8

    Dr.Omar Alrumayh [email protected]

    1
    POISON DISTRIBUTION AND CONTINUOUS
    PROBABILITY DISTRIBUTIONS
    (TOPIC-2)

    2
    Recap!
    • Last Lectures we discussed:
    • Random Variables and Discrete Probability Distributions
    • Today, we are going to discuss the following:
    • cumulative distribution function
    • Continuous Probability Distributions

    3
    Cumulative Distribution Function
    • There are many problems where we may wish to compute, for
    example
    • The probability that the observed value of a random variable X will be less
    than or equal to some real number x.
    • Writing F(x) = P(X ≤ x) for every real number x, we define F(x) to be the
    cumulative distribution function of the random variable X.

    4
    Cumulative Distribution Function

    5
    Cumulative Distribution Function

    6
    Cumulative Distribution Function

    7
    Distribution Function
    • what are the values of X most likely to occur?
    • We can easily find it using by graphing the result: Probability Histogram

    8
    Distribution Function
    • what are the values of X most likely to occur?
    • We can easily find it using by graphing the result: Cumulative Distribution Function

    9
    Continuous Probability Distributions
    Continuous Probability Distribution Continuous Probability Distribution

    • P(X=a) = 0 Always • P(X=a) = value


    • 𝑃 𝑋>𝑎 =𝑃 𝑋≥𝑎 • 𝑃 𝑋>𝑎 ≠𝑃 𝑋≥𝑎
    • It can be stated as formula NOT tabular • It can be stated as a tabular
    • 𝑓 𝑥 called Probability Density Function (PDF)

    10
    Continuous Probability Distributions
    • We shall concern ourselves with computing probabilities for various intervals of
    continuous random variables such as:
    • 𝑃 𝑎 < 𝑋 < 𝑏 , 𝑃(𝑊 ≥ 𝑐) , and so forth.
    • Note that when X is continuous,

    • It does not matter whether we include an endpoint of the


    interval or not.
    • This is not true, though, when X is discrete.
    11
    Continuous Probability Distributions
    • What is the probability of X given the range a to b

    12
    Continuous Probability Distributions
    (Conditions)

    13
    Continuous Probability Distributions
    (example)

    14
    Continuous Probability Distributions
    (example)

    15
    Continuous Probability Distributions
    (Conditions)

    16
    Continuous Probability Distributions
    (example)

    17
    Continuous Probability Distributions
    (example)

    18
    Continuous Probability Distributions
    (example)

    19
    Continuous Probability Distributions
    (example)

    Solution: D,C,C,D,D,C 20
    Continuous Probability Distributions
    (example)
    • An overseas shipment of 5 foreign automobiles contains 2 that have slight paint blemishes. If an agency
    receives 3 of these automobiles at random, list the elements of the sample space S, using the letters B and N
    for blemished and nonblemished, respectively; then to each sample point assign a value x of the random
    variable X representing the number of automobiles with paint blemishes purchased by the agency.

    21
    Continuous Probability Distributions
    (example)
    • A coin is flipped until 3 heads in succession occur. List only those elements of the sample space that require 6 or less
    tosses. Is this a discrete sample space? Explain.

    Solution: S = {HHH, THHH,HTHHH, TTHHH, TTTHHH,HTTHHH, THTHHH, HHTHHH, . . . }; The sample space is
    discrete containing as many elements as there are positive integers.

    • Determine the value c so that each of the following functions can serve as a probability distribution of the discrete
    random variable X:

    22
    Continuous Probability Distributions
    (example)
    • Determine the value c so that each of the following functions can serve as a probability distribution of the discrete
    random variable X:

    Solution:

    23
    Continuous Probability Distributions
    (example)

    3.10 Find a formula for the probability distribution of


    the random variable X representing the outcome when
    a single die is rolled once.

    Solution:

    24
    Continuous Probability Distributions
    (example)
    Find a formula for the probability distribution of the random variable X representing
    the outcome when a single die is rolled once.

    Solution: The die can land in 6 different ways each with probability 1/6. Therefore,
    f(x) = 1/6 , for x = 1, 2, . . . , 6.

    25

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