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Continuous Distributions
Foundations for much of
statistical inference
• Normal Distribution
• Log Normal Distribution
• Gamma Distribution Environmental variables
• Chi Square Distribution
• F Distribution Time to failure, radioactivity
• t Distribution
• Weibull Distribution
• Extreme Value Distribution Basis for statistical tests.
(Type I and II)
• Exponential Distribution Lifetime distributions
Reaction Kinetics
Strange Observation:
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Continuous Distributions
One can therefore find the probability that a random variable X will fall
between two values by integrating f(x) over the interval:
The total integral over the real line must equal one:
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Continuous Distributions
Big difference between discrete and continuous distributions:
Height is the probability (Sum of heights = 1) The area is the probability (Total area = 1)
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Probability Density Function (PDF)
A function which integrates to 1 over its range and from
which event probabilities can be determined.
f(x)
Area under curve
sums to one.
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Probability Density Function
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Normal Distribution
Or Gaussian Distribution
The Gaussian distribution, or Normal distribution, is
probably the most commonly encountered continuous
distribution. Each time you take a set of data, average
it and calculate the standard deviation of that data,
one implicitly assumes that the underlying distribution
is Gaussian.
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Standard Normal Distribution: Z score
Rescales any normal distribution axis from its true units (time, weight, dollars, barrels, and so forth) to
the standard measure referred to as a z-value. Thus, any value of the normally distributed continuous
random variable can be represented by a unique z-value.
A Standard Normal
m-3s m-2s m-s m m+s m+2s m+3s random variable has
mean 0 and
-3 -2 -1 0 +1 +2 +3 standard deviation 1.
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Illustration
Density of (X-m)/s
Density of X-m
Density of X
s 1
0
m
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Normal Distribution - Properties
To the left of and the graph curves upwards. The graph curves
downwards to the right of and . The points at which the curve changes are
called the inflection points.
Inflection point: Where the second derivative is zero and changes sign 14
Normal Distribution
A symmetric distribution defined on the range - to + whose shape is
P( X ) 68% 15
Normal Distribution
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Notation
Suppose has a normal distribution with mean and standard deviation
, we often denote this by .
Why is this important? Because in this way, the probability of any event on a normal
random variable with any given mean and standard deviation can be computed from
tables of the standard normal distribution.
Tables in statistics textbooks often have pre-calculated tables that show how the z-score
varies with the probability density.
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Example
Assume that a set of test scores has a mean of 150 and standard
deviation of 25.
That is the score is 1.6 standard deviations above form the mean.
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Look up table
p-value = P(Z>+1.6)
=1 - P(Z<1.6)
=1 – 0.9452
= 0.0548
= 5.5 %
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Look up table
Because of symmetry we
could also have looked up
the area from –infinity to -1.6
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Exercises
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Example
Afterrunning repeated experiments, we find that the doubling time
for a particular strain of E. coli is 58 minutes with a standard
deviation of 10 minutes. Using z-scores, determine the range of
expected doubling times at the 95% and 99% confidence levels.
Rearrange the z-score formula to solve for x (both upper and lower):
Look up a standard table to find out what the z score is for 95%
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Example
Look up a standard table
to find out what the z score
is for 95%
1.645
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Example
Look up a standard table
to find out what the z score
is for 95%
𝑥𝑢𝑝𝑝𝑒𝑟 =58+1.645 ×10=74.45 mins
𝑥 𝑙𝑜𝑤𝑒𝑟 =58 − 1.645× 10=41.55 mins
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Week 4: Exercise
A pharmaceutical company manufactures stocks of Ebola vaccine.
The vaccine has a shelf life that is approximately normally
distributed with mean equal to 800 hours and standard deviation of
40 hours. Find the probability that a random sample of 16 vials of
vaccine will have an likely shelf life of 775 hours?
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