Chapter 5: Continuous Probability Distribution

Chapter 5: Continuous Probability Distribution

Keith E. Emmert
Department of Mathematics Tarleton State University

June 16, 2011

Chapter 5: Continuous Probability Distribution Outline

Why Do We Need to Know Models?

Modeling Continuous Variables

Normal Distributions

Chapter 5: Continuous Probability Distribution Why Do We Need to Know Models?

Example
Scenario I: A patient visits his doctor complaining of a number of symptoms. The doctor suspects the patient is suering from some disease. The doctor performs a diagnostic test to check for this disease. High responses on the test support that the patient may have the disease. The patients test response is 200. What does this say?
Model for healthy subjects

80

100

120

140

160

180

200

Test Response

Based on this model, it is very unlikely that a test response of 200, or greater, would have occurred if the subject were actually healthy. Thus, either the patient has this disease or a very unlikely event has occurred.

Chapter 5: Continuous Probability Distribution Why Do We Need to Know Models?

Example
Scenario II: Suppose we wish to compare two drugs, Drug A and Drug B, for relieving arthritis pain. Subjects suitable for the study are randomized to one of the two drug groups and are given instructions for dosage and how to measure their time to relief. Results of the study are summarized by presenting the models for the time to relief for the two drugs.
Drug A Drug B

Time to relief

Consider any point in time, say time t as indicated on the above axis. A higher proportion of subjects treated with Drug A have felt relief by this time point as compared to those treated with Drug B. If the study design was sound, then we might conclude that Drug A works quicker than Drug B.

Chapter 5: Continuous Probability Distribution Modeling Continuous Variables

Density Functions
A density function is a (nonnegative) function or curve that describes the overall shape of a distribution. The total area under the entire curve is equal to 1, and proportions or probabilities are measured as areas under the density function. As a simple example, below is a density curve (the blue curve). The shaded area represents the probability that a random variable takes on values between 6 and 20.

20

Chapter 5: Continuous Probability Distribution Modeling Continuous Variables

Lets Do It!
Using Density Functions

Let the variable X represent the length of life, in years, for an electrical component. The following gure is the density curve for the distribution of X .

Density 0.39 0 1

0.24 2

0.14 3

0.09 4

0.05

0.03 5 6 x

(a) What proportion of electrical components lasts longer than 6 years? (b) What proportion of electrical components lasts longer than 1 year? (c) Describe the shape of the distribution.

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

The normal distribution has probability density function (or pdf) given by 1 2 2 e (x ) /2 . f (x ) = 2 2 2 X is N (, ) means that the variable X is normally distributed with mean , variance 2 , and standard deviation . ::::::: :::::::::: ::::::::::::::::::: Below is an example of a typical normal curve. Notice it has inection points at x = and is symmetric about x = .
y

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

Some Example Curves

N 1 , 2

N 1 , 1

N 2 , 1

1 , 1

2 ) and N ( , 2 ), the mean is changed, which For N (1 , 1 2 1 slides the curve left or right. (Here 2 > 1 .) 2 ) and N ( , 2 ), the variance is changed, which For N (1 , 1 1 2 forces the curve to change its height (the distribution becomes more or less concentrated as the variance decreases or increases, respectively). (Here 2 < 1 .)

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

Important Properties

1 2

A normal distribution is bell-shaped. The mean, median, and mode are equal and are located at the center of the distribution. A normal distribution curve is unimodal (i.e. it has one mode). The curve is symmetric about the mean. The curve is continuous, that is, there are no gaps or holes. For any x , there is a corresponding y . The curve never touches the x -axis, but it does extend innitely in either direction. The total area under a normal curve is 1. (Trust me.)

3 4 5

Chapter 5: Continuous Probability Distribution Normal Distributions

The Empirical Rule

For a random variable based upon the normal curve N (, 2 ), the following empirical rule holds Pr ( < X < + ) 0.68: This means that the area under the curve within 1 standard deviation of the mean is approximately 68%. Pr ( 2 < X < + 2 ) 0.95: This means that the area under the curve within 2 standard deviations of the mean is approximately 95%. Pr ( 3 < X < + 3 ) 0.997: This means that the area under the curve within 3 standard deviation of the mean is approximately 99.7%.

Chapter 5: Continuous Probability Distribution Normal Distributions

Example
Let the variable X represent IQ scores of 12-year-olds. Suppose that the distribution of X is normal with a mean of 100 and a standard deviation of 16that is, X is N (100, 162 ). Jessica is a 12-year-old and has an IQ score of 132.We would like to determine the proportion of 12-year olds that have IQ scores less than Jessicas score of 132. Since the area under the density curve corresponds to proportion, we want to nd the area to the left of 132 under an N (100, 162 ) curve. Sketch this curve and show the corresponding area that represents this proportion.

100

132

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal
Standardizing Scores to Compare Observations from Dierent Normal Distributions

If X is N (, 2 ), then the standardized normal variable X dened by Z = is N (0, 1). Given a particular observation, x , of a random variable X that is N (, 2 ), the z -score or standard score for an observed value tells us how many standard deviations the observed value is from the mean that is, it tells us how far the observed value is from the mean in standard-deviation units. It is calculated by: x z= .

Chapter 5: Continuous Probability Distribution Normal Distributions

Example
Comparing IQ Scores from Dierent Age Groups

Recall that the IQ scores for 12-year olds is N (100, 162 ). Jessica had a score of 132. Compute Jessicas standardized score. Suppose Jessica has an older brother, Mike, who is 20 years old and has an IQ score of 144. It wouldnt make sense to directly compare Mikes score of 144 to Jessicas score of 132. The two scores come from dierent distributions due to the age dierence. Assume that the distribution of IQ scores for 20-year-olds is normal with a mean of 120 and a standard deviation of 20, i.e. N (120, 202 ). Compute Mikes standardized score. Relative to their respective age group, who had the higher IQ score - Jessica or Mike?

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

Calculating Probability/Proportions

One way to calculate proportions is to standardize and then use a table. Another way is to use technology, such as the TI-84 or SPSS. Well take this route.

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

Calculating Probability/Proportions

As an example, using the standard normal, N (0, 1), we calculate Pr (Z < 1.35) = 0.9114919. Notice that you do not type the mean and standard deviation when using standard normal, the calculator assumes it for you. You should type: normalcdf(E 99, 1.35) or normalcdf(E 99, 1.35, 0, 1)

2nd 2 (-)

VARS

Opens the DISTR menu

Selects the normalcdf(lower, upper, , ) function , 9 9 -E99 is minus 2nd innity

ENTER

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

Calculating Probability/Proportions

As an example, using the standard normal, N (0, 1), we calculate Pr (Z > 1.35) = 0.0885081. Type normalcdf(1.35, E 99) or normalcdf(1.35, E 99, 0, 1)

2nd 2

VARS

Opens the DISTR menu

,
2nd

Selects the normalcdf(lower, upper, , ) function E99 is plus in. 3 5 1 nity

ENTER

P (Z > 1.35) = 1 Pr (Z 1.35) = 1 Pr (Z < 1.35) = 1 0.9114919 = 0.0885081.

Chapter 5: Continuous Probability Distribution Normal Distributions

The Normal Distribution

Calculating Probability/Proportions

As an example, using a normal distribution, N (100, 162 ), we calculate Pr (X < 132) = 0.9772499. Type normalcdf(E 99, 132, 100, 16)

2nd 2 (-)

VARS

Opens the DISTR menu

Selects the normalcdf(lower, upper, , ) function , 9 9 -E99 is minus 2nd innity

, ,

1 100

16

ENTER

Chapter 5: Continuous Probability Distribution Normal Distributions

Lets Do It!
Standard Normal Areas

Find the area under the standard normal distribution between z = 0 and z = 1.22. Sketch the area and use your calculator to nd the area. Find the area under the standard normal distribution between z = 1.22 and z = 1.22. Sketch the area and use your calculator to nd the area. Find the area under the standard normal distribution to the left of z = 1.22. Sketch the area and use your calculator to nd the area.

Chapter 5: Continuous Probability Distribution Normal Distributions

Lets Do It!
IQ Scores

We will continue with the model for IQ score of 12-year-olds. Recall that X = IQ score of 12-year olds has a N (100, 162 ) distribution. What proportion of the 12-year olds have IQ scores below 84? What proportion of the 12-year olds have IQ scores 84 or more? What proportion of the 12-year olds have IQ scores between 84 and 116?

100

100

100

Chapter 5: Continuous Probability Distribution Normal Distributions

Example
Top 1% of the IQ Distribution

Recall the N (100, 162 ) model for IQ scores of 12-year olds. What IQ score must a 12-year old have to place in the top 1% of the distribution of IQ scores? Type invNorm(0.99, 100, 10)
2nd 3 0
100

VARS

Opens the DISTR menu

Selects the invNorm(area, , ) function

,
100

16

ENTER

This yields an answer of 137.221566.

Chapter 5: Continuous Probability Distribution Normal Distributions

Lets Do It!
Freestyle Swim Times

The nishing times for 11-12-year-old male swimmers performing the 50-yard freestyle are normally distributed with a mean of 35 seconds and a standard deviation of 2 seconds. (a) The sponsors of a swim meet decide to give certicates to all 11-12-year-old male swimmers who nish their 50-yard race in under 32 seconds. If there are 50 such swimmers entered in the 50-yard freestyle event, approximately how many certicates will be needed? (b) In what amount of time must a swimmer nish to be in the top fastest 2% of the distribution of nishing times?

35

35

Chapter 5: Continuous Probability Distribution Normal Distributions

Lets Do It!
Hours Per Week

According to a study, men in the US devote an average of 16 hours per week to house work. Assume that the number of hours men devote to house work is normally distributed with a standard deviation of 3.5. (a) Suppose that the lower 10% of men on the distribution devote fewer than x hours per week. Find the value of x . (b) Suppose the upper 5% of men on the distribution devote more than x hrs per week. Find the value of x .

16

16

Chapter 5: Continuous Probability Distribution Normal Distributions

Lets Do It!
Middle Portion of the Normal

If one-person household spends an average of $40 per month on medications and doctor visits, nd the maximum and minimum dollar amounts spent per month for the middle 50% of one-person household. Assume that the standard deviation is $5 and that the amount spent is normally distributed.

40

Chapter 5: Continuous Probability Distribution Normal Distributions

Homework

HW page 154: 1-14 all, 17, 18, 27, 28