0% found this document useful (0 votes)
54 views10 pages

Probability Distribution

A probability distribution describes the probability of different possible values of a random variable. Common types of distributions include discrete distributions like the binomial and Poisson, which assign probabilities to possible values, and continuous distributions like the normal distribution, which use probability density functions. The normal distribution is symmetric and bell-shaped, with most values close to the mean. It is characterized by the mean and standard deviation. According to the central limit theorem, the sampling distribution of the mean will be normally distributed for large sample sizes, even if the original population is not normally distributed.

Uploaded by

Divyanshi Dubey
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
54 views10 pages

Probability Distribution

A probability distribution describes the probability of different possible values of a random variable. Common types of distributions include discrete distributions like the binomial and Poisson, which assign probabilities to possible values, and continuous distributions like the normal distribution, which use probability density functions. The normal distribution is symmetric and bell-shaped, with most values close to the mean. It is characterized by the mean and standard deviation. According to the central limit theorem, the sampling distribution of the mean will be normally distributed for large sample sizes, even if the original population is not normally distributed.

Uploaded by

Divyanshi Dubey
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 10

Probability distribution:

A probability distribution is a mathematical function that describes the probability of different


possible values of a variable

Probability distributions are theoretical. They’re idealized versions of frequency distributions that
aim to describe the population the sample was drawn from.

Random variables:

Variables that follow a probability distribution are called random variables. There’s special
notation you can use to say that a random variable follows a specific distribution:

 Random variables are usually denoted by X.


 The ~ (tilde) symbol means “follows the distribution.”
 The distribution is denoted by a capital letter (usually the first letter of the
distribution’s name), followed by brackets that contain the distribution’s parameters.

means “the random variable X follows a normal distribution with a mean of µ and a variance of σ2.”

Types of distributions:
1. Discrete distribution:
a. Discrete probability distributions only include the probabilities of values that are
possible.
b. The probability of all possible values in a discrete probability distribution adds up to
one

A probability table represents the discrete probability distribution of a categorical variable.

A probability table is composed of two columns:

 The values or class intervals


 Their probabilities

A probability mass function (PMF) is a mathematical function that describes a discrete


probability distribution. It gives the probability of every possible value of a variable.

A probability mass function can be represented as an equation or as a graph.

Distribution Description Example


Describes variables with two possible outcomes. The number of times a
Binomial It’s the probability distribution of the number of coin lands on heads when
successes in n trials with p probability of success. you toss it five times
Discrete Describes events that have equal probabilities. The suit of a randomly
Distribution Description Example
uniform drawn playing card
Describes count data. It gives the probability of an
The number of text
Poisson event happening k number of times within a given
messages received per day
interval of time or space.

2. Continuous probability distribution:

A continuous probability distribution is the probability distribution of a continuous


variable

A continuous variable can have any value between its lowest and highest values. Therefore,
continuous probability distributions include every number in the variable’s range

Probability density functions

A probability density function (PDF) is a mathematical function that describes a continuous


probability distribution. It provides the probability density of each value of a variable,
which can be greater than one.

You can determine the probability that a value will fall within a certain interval by
calculating the area under the curve within that interval.

The area under the whole curve is always exactly one.

Common continuous probability distributions


Distribution Description Example

Describes data with values that become less probable the


Normal
farther they are from the mean, with a bell-shaped SAT scores
Distribution
probability density function.

Continuous Describes data for which equal-sized intervals have equal The amount of time cars
uniform probability. waits at a red light

Describes right-skewed, data. It is the probability The average body weight


Log-normal distribution of a random variable whose logarithm is of different mammal
normally distributed. species

Describes data that has higher probabilities for small


Time between
Exponential values than large values. It is the probability distribution
earthquakes
of time between independent events.
The probability mass functions and probability density functions of common
probability distributions
Distribution Formula Type of formula
Probability mass
Binomial
function

Probability mass
Discrete uniform
function

Probability mass
Poisson
function

Probability density
Normal
function

Continuous Probability density


uniform function

Probability density
Exponential
function

NORMAL DISTRIBUTION:
In a normal distribution, data is symmetrically distributed with no skew. When plotted on a
graph, the data follows a bell shape, with most values clustering around a central region and
tapering off as they go further away from the centre.

Normal distributions are also called Gaussian distributions or bell curves because of their
shape.
Properties of normal distribution:

 The mean, median and mode are exactly the same.


 The distribution is symmetric about the mean—half the values fall below the mean
and half above the mean.
 The distribution can be described by two values: the mean and the standard deviation.

Effect of mean: (location parameter)


The mean determines where the peak of the curve is centered. Increasing the mean moves the curve
right, while decreasing it moves the curve left.
Effect of standard deviation: (scale parameter)
The standard deviation stretches or squeezes the curve. A small standard deviation results in a
narrow curve, while a large standard deviation leads to a wide curve.
Empirical Rule:

The empirical rule, or the 68-95-99.7 rule, tells you where most of your values lie in a
normal distribution:

 Around 68% of values are within 1 standard deviation from the mean.
 Around 95% of values are within 2 standard deviations from the mean.
 Around 99.7% of values are within 3 standard deviations from the mean.

Example:

The data follows a normal distribution with a mean score (M) of 1150 and a standard
deviation (SD) of 150.

Following the empirical rule:

 Around 68% of scores are between 1,000 and 1,300, 1 standard deviation above and
below the mean.
 Around 95% of scores are between 850 and 1,450, 2 standard deviations above and
below the mean.
 Around 99.7% of scores are between 700 and 1,600, 3 standard deviations above and
below the mean.

Central limit theorem

The central limit theorem is the basis for how normal distributions work in statistics.
In research, to get a good idea of a populations mean, ideally you’d collect data from multiple
random samples within the population. A sampling distribution of the mean is the
distribution of the means of these different samples.

The central limit theorem shows the following:

 Law of Large Numbers: As you increase sample size (or the number of samples), then the
sample mean will approach the population mean.
 With multiple large samples, the sampling distribution of the mean is normally distributed,
even if your original variable is not normally distributed.

Parametric statistical tests typically assume that samples come from normally distributed
populations, but the central limit theorem means that this assumption isn’t necessary to meet
when you have a large enough sample.

You can use parametric tests for large samples from populations with any kind of distribution
as long as other assumptions are met. A sample size of 30 or more is generally considered
large.

For small samples, the assumption of normality is important because the sampling
distribution of the mean isn’t known. For accurate results, you have to be sure that the
population is normally distributed before you can use parametric tests with small samples.

Formula for normal curve:

 f(x) = probability
 x = value of the variable
 μ = mean
 σ = standard deviation
 σ2 = variance
Standard Normal Distribution:
The standard normal distribution, also called the z-distribution, is a special normal distribution
where the mean is 0 and the standard deviation is 1.

Every normal distribution can be converted to the standard normal distribution by turning the
individual values into z-scores.
Z-scores tell you how many standard deviations away from the mean each value lies.

Z-score formula:

 x = individual value
 μ = mean
 σ = standard deviation

Finding probability using z score:


If you convert an individual value into a z-score, you can then find the probability of all values up to
that value occurring in a normal distribution.

Example:

To find the probability of SAT scores in your sample exceeding 1380, you first find the z-
score.

The mean of our distribution is 1150, and the standard deviation is 150. The z-score tells you
how many standard deviations away 1380 is from the mean.
For a z-score of 1.53, the p-value is 0.937. This is the probability of SAT scores being 1380 or less
(93.7%), and it’s the area under the curve left of the shaded area

To find the shaded area, you take away 0.937 from 1, which is the total area under the curve.

Probability of x > 1380 = 1 – 0.937 = 0.063

That means it is likely that only 6.3% of SAT scores in your sample exceed 1380

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy