Continuous Random Variables and Probability Distributions · 9/4/2019 · Let the continuous...
Transcript of Continuous Random Variables and Probability Distributions · 9/4/2019 · Let the continuous...
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Continuous Random Variables and Probability Distributions
DR. SYED IMTIYAZ HASSAN
Assistant Professor, Department of CSE, Jamia Hamdard (Deemed To Be University), New Delhi, India.
https://syedimtiyazhassan.org, [email protected]
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CONTINUOUS RANDOM VARIABLE
▪ A random variable with an interval (either finite or infinite) of real numbers for its range.
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PROBABILITY DENSITY FUNCTION
A probability density function f(x) can be used to describe theprobability distribution of a continuous random variable X.
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PROBABILITY DENSITY FUNCTION
▪ f(x) is used to calculate an area that represents the probability that X assumes a value in [a, b].
▪ A histogram is an approximation to a probability density function.
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Example - 1
Let the continuous random variable X denote the current measured in a thin
copper wire in milliamperes. Assume that the range of X is [0, 20 mA], and
assume that the probability density function of X is f(x) = 0.05 for 0 ≤ x ≤ 20.
What is the probability that a current measurement is less than 10milliamperes?
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CUMULATIVE DISTRIBUTION FUNCTIONS
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MEAN and VARIANCE
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CONTINUOUS UNIFORM DISTRIBUTION
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NORMAL DISTRIBUTION
▪ The most widely used model for the distribution of a random variable.
▪ Also referred to as Gaussian distribution.
▪ It is a probability distribution that is symmetric about the mean.
▪ Data near the mean are more frequent in occurrence than data farfrom the mean.
▪ In graph form, normal distribution will appear as a bell curve.
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NORMAL DISTRIBUTION
▪ The mean, mode and median are all equal.
▪ The curve is symmetric at the center (i.e. around the mean, μ).
▪ Exactly half of the values are to the left of center and exactly half the values are to the right.
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NORMAL DISTRIBUTION
▪ 68% of the data falls within one standard deviation of the mean.
▪ 95% of the data falls within two standard deviations of the mean.
▪ 99.7% of the data falls within three standard deviations of the mean.
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NORMAL DISTRIBUTION
▪ The probability density of the normal distribution is
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STANDARD NORMAL DISTRIBUTION
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STANDARD NORMAL DISTRIBUTION
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Example - 2
Molly earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100. What proportion of
students had a higher score than Molly?
(Assume that test scores are normally distributed.)
Z = (X - μ) / σ = (940 - 850) / 100 = 0.90
P(Z < 0.90) = 0.8159. (Z –Table)
Therefore, the P(Z > 0.90) = 1 - P(Z < 0.90) = 1 - 0.8159 = 0.1841.
Thus, we estimate that 18.41 percent of the students tested had a higher score
than Molly.
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Example - 3
In a digital communication channel, assume that the number of bits received in
error can be modeled by a binomial random variable, and assume that the
probability that a bit is received in error is 1 x 10-5 . If 16 million bits are
transmitted, what is the probability that more than 150 errors occur?
Let the random variable X denote the number of errors.
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NORMAL APPROXIMATION TO THE BINOMIAL DISTRIBUTIONS
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Example – 3 (cont. . .)
In a digital communication channel, assume that the number of bits received inerror can be modeled by a binomial random variable, and assume that theprobability that a bit is received in error is 1 x 10-5 . If 16 million bits aretransmitted, what is the probability that more than 150 errors occur?
Let the random variable X denote the number of errors.
(Z –Table)
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Example - 4
Assume that the number of asbestos particles in a squared meter of dust on asurface follows a Poisson distribution with a mean of 1000. If a squared meter ofdust is analyzed, what is the probability that less than 950 particles are found?
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NORMAL APPROXIMATION TO THE POISSON DISTRIBUTIONS
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Example – 4 (cont. . .)
Assume that the number of asbestos particles in a squared meter of dust on asurface follows a Poisson distribution with a mean of 1000. If a squared meter ofdust is analyzed, what is the probability that less than 950 particles are found?
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EXPONENTIAL DISTRIBUTION
▪ Used to model the time elapsed between events.
▪ Probability distribution of the time between events in a Poissonpoint process.
▪ It is the continuous analogue of the geometric distribution
▪ Memoryless
▪ refers to the cases when the distribution of a "waiting time" until a certain event, does not depend on how much time has elapsed already.
▪ Only two kinds of distributions are memoryless: exponential distributions of non-negative real numbers and the geometric distributions of non-negative integers.
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EXPONENTIAL DISTRIBUTION
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ERLANG DISTRIBUTION
▪ A generalization of the exponential distribution.
▪ The random variable that equals the interval length until r counts occur in a Poisson process.
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GAMMA DISTRIBUTION
▪ If the parameter r of an Erlang random variable is not an integer, but r > 0, the random variable has a gamma distribution.
▪ The Erlang distribution is a special case of the gamma distribution.
▪ Gamma function
▪ Γ(n)=(n−1)!
▪ General form
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GAMMA DISTRIBUTION
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OTHER DISTRIBUTIONS
▪ Chi-square distribution
▪ Student's t-distribution
▪ F distribution
▪ Weibull Distribution
▪ Beta distribution
▪ Log-normal distribution
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EXPLORE
▪ Joint Probability Distribution
▪ Marginal Probability Distribution
▪ Conditional Probability Distribution
▪ Multinomial Probability Distribution
▪ Bivariate Normal Distribution
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Thank YouThe probability of your possibilitydepends on level of your positivity.
Joseph Mercado