Probability distributions By Dr. Ameer kadhim Hussein.

advertisement
Probability
distributions
By
Dr. Ameer kadhim Hussein.
M.B.Ch.B. FICMS (Community Medicine).
Probability distributions
1.Discrete probability distributions are the binomial
distribution and Poisson distribution.
2. A continuous probability distribution is a probability
density function. The area under the smooth curve is
equal to 1 and the frequency of occurrence of values
between any two points equals the total area under the
curve between the two points and the x-axis .
The normal distribution
The normal distribution is the most important
distribution in biostatistics. It is frequently
called the Gaussian distribution. It is used for
continuous variables .
The two parameters of the normal distribution
are the mean (µ) and the standard deviation
(σ). The graph has a familiar bell-shaped curve.
The normal distribution
Graph of a normal distribution
(Gaussian distribution)
1. It is symmetrical around the mean .
2. The mean, median and mode are all equal.
3. The total area under the curve above the x-axis is 1
square unit. Therefore 50% is to the right of mean and
50% is to the left of mean.
4. Perpendiculars of:
±1 (σ) contain about 68%;
±2 (σ) contain about 95%;
±3 (σ) contain about 99.7%
of the area under the curve.
Relationship between the normal curve and the standard
deviation:
frequency
All normal curves share this property: the SD cuts off a
constant proportion of the distribution of scores:-
68%
95%
99.7%
-3
-2
-1
mean
+1
+2
+3
Number of standard deviations either side of mean
The standard normal distribution
A normal distribution is determined by µ and
σ. The normal distribution creates a family of
distributions depending on whatever the values
of µ and σ are. The most important member
of that family is the standard normal distribution
which has µ =0 and σ =1.
Standard z score
The standard z score is obtained by creating a
variable z whose value is
Given the values of µ and σ we can convert a
value of x to a value of z and find its probability
using the table of normal curve areas.
Finding probabilities
a. What is the probability that z < -1.96?
(1) Sketch a normal curve
(2) Draw a line for z = -1.96
(3) Find the area in the table
(4) The answer is the area to the left of the line P(z < 1.96) = .0250
Finding probabilities
b) What is the probability that z > 1.96?
(1) Sketch a normal curve
(2) Draw a line for z = 1.96
(3) Find the area in the table
(4) The answer is the area to the right of the line;
found by subtracting table value from 1.0000; P(z >
1.96) =1.0000 - .9750 = .0250
What is the probability that (-1.96 <z < 1.96)?
P(-1.96 < z <1.96) = 0.9750 – 0.0250 = 0.95
Example :
If Z is a standard normal distribution, then
P( Z < 2) = 0.9772
is the area to the left to 2 and it equals 0.9772.
2
19
Example:
P(-2.55 < Z < 2.55) is the area
Between -2.55 and 2.55, Then it
Equals P(-2.55 < Z < 2.55)
=0.9946 – 0.0054
= 0.9892.
Example:
P(-2.74 < Z < 1.53) is the area
Between -2.74 and 1.53.
P(-2.74 < Z < 1.53)
=0.9370 – 0.0031
= 0.9339.
-2.55
-2.74
0
2.55
1.53
20
Example :
P(Z > 2.71) is the area to the
Right to 2.71.
So, P(Z > 2.71) =1 – 0.9966 = 0.0034.
2.71
21
Given the following probabilities. Find Z1:
1. P(z ≤ Z1)= 0.0055
2. P(z1≤ z ≤ 2.98)= 0.1117
0.9986-0.1117= 0.8869
z1= -2.54
Z1= 1.21
How to transform normal distribution (X) to
standard normal distribution (Z)?
This is done by the following formula:
z
x

Example:
If X is normally distributed with µ = 3, σ = 2. Find the
value of standard normal Z, If X= 6?
Answer:
x 63
z

 1.5

2
Example
Suppose that systolic blood pressure among teachers is
approximately normally distributed with mean of 140 and
standard deviation of 50. Find the probability that a
teacher picked at random will have a systolic blood
pressure less than 100. We follow the steps to find the
solution.
(1) Write the given information
µ = 140
σ = 50
x = 100
(3) Convert x to a z score
P(X<100) = P(Z<100-140/50) = P(Z< -0.8)
(4) P (z < -0.8) = 0.2119.
(5) Complete the answer:
the probability that a teacher picked at random will
have a systolic blood pressure less than 100 is 0.2119.
Example:
In a study of children ages 8 to 15 years. The
researchers found that the amount of time
children spend in the upright position
followed a normal distribution with mean of
5.4 hours and standard deviation of 1.3.
If a child selected at random ,then
1-The probability that the child spend less than 3
hours in the upright position 24-hour period
P( X < 3) = P(Z <
3  5.4
1.3
) = P(Z < -1.85) = 0.0322
------------------------------------------------------------------------2-The probability that the child spend more than 5
hours in the upright position 24-hour period
P( X > 5) = P(Z >
5  5.4
1.3
) = P(Z > -0.31)
= 1- 0.3783= 0.6217
-----------------------------------------------------------------------
4-The probability that the child spend from 4.5 to
7.3 hours in the upright position 24-hour period
P( 4.5 < X < 7.3) = P(
4.5  5.4
1.3
= P( -0.69 < Z < 1.46 )
= 0.9279 – 0.2451 = 0.6828
< Z<
7.3  5.4
)
1.3
Skewed Data
Data may have a positive skewness (long tail to
the right, or a negative skewness (long tail to the
left).
Kurtosis
Kurtosis indicates data that are bunched together
or spread out.
Data that are bunched together give a tall, thin
distribution which is not normal. This is called
leptokurtic.
Data that are spread out give a low, flat
distribution which is not normal. This is called
platykurtic.
Kurtosis
Thank you
Download