PROBABILITY DISTRIBUTION

• A probability distribution is a statistical

function that describes all the possible values
and probabilities for a random variable within
a given range.
 DISCRETE PROBABILITY
DISTRIBUTION
• Counts occurrences that have countable or
finite outcomes.
 Overview of common Discrete Probability
Distribution

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Common Discrete Probability Distribution

1.Bernoulli Distribution

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An Introduction to the Bernoulli Distribution (JB Statistics)

2. Binomial Distribution

https://www.youtube.com/watch?v=qIzC1-9PwQo
An Introduction to the Binomial Distribution (JB Statistics)

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Binomial Distribution Explained with Examples (Ace Tutors)
Common Discrete Probability Distribution

3. Geometric Distribution

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An Introduction to the Geometric Distribution (JB Statistics)

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Geometric Distribution Explained with Examples (Ace Tutors)

4. Hypergeometric Distribution

https://www.youtube.com/watch?v=L2KMttDm3aY
An Introduction to the Hypergeometric Distribution (JB Statistics)

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Hypergeometric Probability Distribution
Common Discrete Probability Distribution

5. Poisson Distribution

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An Introduction to Poisson Distribution (JB Statistics)

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Introduction to Poisson Distribution - Probability & Statistics
 CONTINUOUS PROBABILITY
DISTRIBUTION
• A probability distribution in which the random
variable X can take on any value
Common Continuous Probability Distribution

1.Normal Distibution
2.T-distribution
3.Uniform distribution
4.Exponential Distribution
5.Chi-Square Distribution
6.Beta Distribution
7.Weibull Distribution
 Normal Distribution
1  2
 12 ( x )
f ( x)  e
 2




Properties of the Normal Curve

1. The normal distribution curve is bell shaped.

2. The mean, median, and mode are equal and
located at the center of the distribution.
3. The normal distribution curve is unimodal.
4. The curve is symmetrical about the mean.
5. The curve is continuous.
6. The curve never touches the x-axis
7. The total area under the normal distribution curve
is equal to 1 or 100%.
u = 85
s=5 x)
70 75 80 85 90 95 100
The Normal Distribution

z)
-3 -2 -1 μ 1 2 3
The Standard Normal Distribution

Figure I
Example: The normal distribution is the most important
distribution in Statistics. Typical normal curves with
different sigma (standard deviation) values are shown
below.
Areas Under the Normal Curve
Examples:

-1.52

A = 0.0643
Examples:

A1 A2


-1.8
A = 0.9641
Examples:

A2

A1


-2.5 -1.5
A = 0.0606
 Standardize the
Normal Distribution
X 
Z
Normal  Standardized Normal
Distribution Distribution

 = 1

 X = 0 Z
One table!
The standardized score is often called the z-score.
Once you know the z-score for an observed value,
you can easily find the percentile corresponding to
the observed value by using the table that gives
the percentiles for a normal distribution with mean
0 and standard deviation 1.
A normal curve with a mean of 0 and a standard
deviation of 1 is called a standard normal curve. It
is the curve that results when any normal curve is
converted to standardized scores.
Example 1. On a final examination in Biology, the mean
was 75 and the standard deviation was 12.
Determine the standard score of a student
who received a score of 60 assuming that
the scores are normally distributed.
Example 2. On the first periodic exam in Statistics, the
population mean was 70 and the population
standard deviation was 9. Determine the
standard score of a student who got score of
88 assuming that the scores are normally
distributed.
Given the data below, in what subject do you think this
particular student performed better?
Algebra u = 80 s = 5 x = 85
English u = 75 s = 5 x = 82

Sol’n.
Z of Juan in Algebra = 1.0
Z of Juan in English = 1.4

Juan’s score in ALGEBRA is 1 standard deviation above the

mean, while his score in ENGLISH is 1.4 standard deviation
above the mean. Therefore, Juan performed better in
ENGLISH test than in ALGEBRA.
 Manuel Sy’s final examination results in three subjects are as
follows

Subject Grade Mean Standard Deviation

Business Math 86 81 5.75
Finance 1 76 73 6
Economics 1 91 93 6.5

On which test did Manuel perform The Z-score indicates the

well? Worst? deviation of the score from
• Business Math = 0.87 the mean in each
• Finance 1 distribution. Thus,
= 0.5
Manuel’s score in Business
• Economics 1: = -0.3
Math is the highest among
his three tests. His score in
Economics is the lowest.
 Finding a Percentile from an observed value:

1. Find the standardized score = (observed value –

mean)/s.d., where s.d. = standard deviation.
Don’t forget to keep the plus or minus sign.
2. Look up the percentile in Table 8.1.

• Suppose your IQ score was 116.

• Standardized score = (116 – 100)/16 = +1
• Your IQ is 1 standard deviation above the
mean.
• From the Table you would be at the 84th
percentile.
• Your IQ would be higher than that of 84%
of the population.
Example 2: Calibrating Your GRE Score
GRE Exams between 10/1/89 and
9/30/92 had mean verbal score of
497 and a standard deviation of
115. (ETS, 1993)

Suppose your score was 650

and scores were bell-shaped.
• Standardized score =
(650 – 497)/115 = +1.33.
• Table, z = 1.33 is between
the 90th and 91st percentile.
• Your score was higher than
about 90% of the population.
 Examples

Suppose it is know that verbal SAT scores are normally

distributed with a mean of 500 and a standard deviation of
100.
Find the proportion of the population of SAT scores are less
than or equal to 600.
First we need to find the standardized score:
Z-score=(observed value-mean)/(standard deviation)
=(600-500)/100 = +1
From the Table we see that a z-score of +1 is the 84th
percentile and the proportion of population SAT scores that
are less than or equal to 600 is 0.84.
Estimate the proportion of population SAT scores that are
greater than 400.
First, we need to find the standardized score:
z-score=(400-500)/100 = -1
From the Table we see that 16% of population values have
a z-score less than or equal to -1 (or equivalently, 16% of
population values have an observed score less than 400.
However, we are interested in the proportion of the
population with scores GREATER than 400.
proportion ABOVE 400 = 1 - proportion BELOW 400
= 1 – 0.16
= 0.84
 Comparing scores from two distributions

• The Graduate Record Exam (GRE) and the Miller

Analogy Test (MAT) are tests that graduate schools
use to evaluate applicants. GRE scores are normally
distributed with = 1500 and =300, while MAT
scores are normally distributed with =50 and =5.
You decide to take both tests. You score 1875 on the
GRE and a 57 on the MAT. On which test did you
score better? Explain
Solution: You can transform each score to a standard z-score to determine

which is better. The area to the left of the z-score is the percentile.

x
1875  1500
z   1.25
 300
x   57  50
z   1.4
 5
The area to the left of z=1.25 is .8944 and the area to the left of z=1.4
is .9222. The MAT z-score is in the 92nd percentile which is greater than
the GRE z-score (89th percentile). You scored better on the MAT.
 Finding probabilities for Normal Distributions
A survey indicates that for each trip to the supermarket,
a shopper spends an average of  = 45 minutes with a
standard deviation of  = 12 minutes. The length of
time spent in the store is normally distributed and is
represented by the variable, x. A shopper enters the
store. Find the probability that the shopper will be in
the store for the lengths of time 1) between 24 and
54 minutes and 2) more than 39 minutes.
 x 24  45
z   1.75
 12

x 54  45
z   0.75
 12
• The graph at the right shows
a normal curve with  = 45
minutes and  = 12 minutes.
The area for x greater than
39 minutes is shaded. The z-
score that corresponds to 39
minutes is:
x 39  45
z   0 . 5
 12
The probability that a shopper will be in the store more than 39 minutes is:

P ( x  39)  1  P ( z  0.5)
 1  0.3085
 0.6915
 x 39  45
z   0.5
 12

The probability that a shopper will be in the store

more than 39 minutes is:

P ( x  39)  1  P ( z  0.5)
 1  0.3085
 0.6915
• The probability that a shopper will be in the store between
24 and 54 minutes is:

P (24  x  54)  P (1.75  z  0.75)

 P ( z  0.75)  P ( z  1.75)
 0.7734  0.0401
 0.7333

Another way of interpreting this probability is to say that

73.33% of the shoppers will be in the store between 24
and 54 minutes