Statistika Probabilitas 11

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Normal
CHAPTER TOPICS
 The Normal Distribution
 The Standardized Normal Distribution
 Evaluating the Normality Assumption
 The Uniform Distribution
 The Exponential Distribution
2 STATISTIK & PROBABILITAS

Copyright © 2017 By. Ir. Arthur Daniel Limantara, MM, MT.
CONTINUOUS PROBABILITY
DISTRIBUTIONS
 Continuous Random Variable
 Values from interval of numbers
 Absence of gaps
 Continuous Probability Distribution
 Distribution of continuous random variable
 Most Important Continuous Probability
Distribution
 The normal distribution

THE NORMAL DISTRIBUTION
 “Bell Shaped”
f(X)
 Symmetrical
 Mean, Median and
Mode are Equal X
 Interquartile Range 
Equals 1.33 σ Mean

Median
 Random Variable Mode
Has Infinite Range
THE MATHEMATICAL MODEL
1  (1/ 2)   X    /  
f X  
2
e
2 
f  X  : density of random variable X
  3.14159; e  2.71828
 : population mean
 : population standard deviation
X : value of random variable    X   
MANY NORMAL
DISTRIBUTIONS
There are an Infinite Number of Normal Distributions
Varying the Parameters  and , We Obtain

Different Normal Distributions
THE STANDARDIZED
NORMAL DISTRIBUTION
When X is normally distributed with a mean  and a
X 
standard deviation  , Z  follows a standardized

(normalized) normal distribution with a mean 0 and a
standard deviation 1.
f(Z) f(X) 
Z 1

X
Z  0 Z
FINDING PROBABILITIES
Probability is
the area under
the curve! P c  X  d   ?
f(X)
X
c d
WHICH TABLE TO USE?
Infinitely Many Normal Distributions

Means Infinitely Many Tables to Look Up!
SOLUTION: THE CUMULATIVE
STANDARDIZED NORMAL DISTRIBUTION
Cumulative Standardized Normal

Distribution Table (Portion) Z  0 Z 1
Z .00 .01 .02
.5478
0.0 .5000 .5040 .5080
0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871 0
Probabilities
0.3 .6179 .6217 .6255 Z = 0.12
Only One Table is Needed

STANDARDIZING EXAMPLE
X   6.2  5
Z    0.12
 10
Normal Distribution Standardized
Normal Distribution
  10 Z 1
6.2 X 0.12 Z
 5 Z  0
EXAMPLE:
P  2 .9  X  7 .1   .1 6 6 4
X  2 .9  5 X  7 .1  5
Z     .2 1 Z    .2 1
 10  10

Normal Distribution
  10 Z 1
.0 8 3 2
.0 8 3 2
2 .9 7 .1 X  0 .2 1 0 .2 1 Z
 5 Z  0
EXAMPLE:
P  2 .9  X  7 .1   .1 6 6 4
(continued)
Z .00 .01 .02
.5832
0.0 .5000 .5040 .5080
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871 0

Z = 0.21
0.3 .6179 .6217 .6255
EXAMPLE:
P  2.9  X  7.1   .1664
(continued)
Z .00 .01 .02 .4168
-0.3 .3821 .3783 .3745
-0.2 .4207 .4168 .4129
-0.1 .4602 .4562 .4522 0

Z = -0.21
0.0 .5000 .4960 .4920
NORMAL DISTRIBUTION
IN PHSTAT
 PHStat | Probability & Prob. Distributions |
Normal …
 Example in Excel Spreadsheet
Microsoft Excel
Worksheet

EXAMPLE:
P  X  8   .3821
X  85
Z    .30
 10
Normal Distribution
  10 Z 1
.3821
8 X 0.30 Z
 5 Z  0
EXAMPLE: (continued)
P  X  8   .3 8 2 1
Z .00 .01 .02 .6179
0.0 .5000 .5040 .5080
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871 0

Z = 0.30
0.3 .6179 .6217 .6255
FINDING Z VALUES FOR
KNOWN PROBABILITIES
Cumulative Standardized
What is Z Given Normal Distribution Table
Probability = 0.6217 ? (Portion)
Z  0 Z 1 Z .00 .01 0.2
.6217 0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871
0 0.3 .6179 .6217 .6255
Z  .31
RECOVERING X VALUES FOR
KNOWN PROBABILITIES
Normal Distribution
  10
.6179 Z 1
.3821
? X 0.30 Z
 5 Z  0
X    Z   5   .30 10   8
MORE EXAMPLES OF NORMAL DISTRIBUTION
USING PHSTAT
A set of final exam grades was found to be normally
distributed with a mean of 73 and a standard deviation of 8.
What is the probability of getting a grade no higher than 91
on this exam?
X N  73,8 2
 P  X  91  ?  8
Mean 73
Standard Deviation 8
Probability for X <= X

X Value 91
Z Value 2.25
  73 91
P(X<=91) 0.9877756
Z
0 2.25
MORE EXAMPLES OF NORMAL DISTRIBUTION
USING PHSTAT
(continued)
What percentage of students scored between

65 and 89?
X N  73,82  P  65  X  89   ?
Probability for a Range

From X Value 65
To X Value 89
Z Value for 65 -1
Z Value for 89 2
P(X<=65) 0.1587
X
P(X<=89) 0.9772 65   73 89
P(65<=X<=89) 0.8186 Z
-1 0 2
MORE EXAMPLES OF NORMAL
DISTRIBUTION USING PHSTAT
(continued)
Only 5% of the students taking the test

scored higher than what grade?
X N  73,82  P  ?  X   .05
Find X and Z Given Cum. Pctage.

Cumulative Percentage 95.00%
Z Value 1.644853
X Value 86.15882
X
  73 ? =86.16
Z
0 1.645
ASSESSING NORMALITY
 Not All Continuous Random Variables are
Normally Distributed
 It is Important to Evaluate How Well the Data
Set Seems to Be Adequately Approximated by
a Normal Distribution

ASSESSING NORMALITY
(continued)
 Construct Charts
 For small- or moderate-sized data sets, do the stem-and-
leaf display and box-and-whisker plot look symmetric?
 For large data sets, does the histogram or polygon appear
bell-shaped?
 Compute Descriptive Summary Measures
 Do the mean, median and mode have similar values?
 Is the interquartile range approximately 1.33 σ?
 Is the range approximately 6 σ?

ASSESSING NORMALITY
(continued)
 Observe the Distribution of the Data Set

 Do approximately 2/3 of the observations lie
between mean 1 standard deviation?

between mean 1.28 standard deviations?

between mean 2 standard deviations?

 Evaluate Normal Probability Plot
 Do the points lie on or close to a straight line
with positive slope?
ASSESSING NORMALITY
(continued)
 Normal Probability Plot

 Arrange Data into Ordered Array
 Find Corresponding Standardized Normal
Quantile Values
 Plot the Pairs of Points with Observed Data
Values on the Vertical Axis and the Standardized
Normal Quantile Values on the Horizontal Axis
 Evaluate the Plot for Evidence of Linearity

ASSESSING NORMALITY
(continued)
Normal Probability Plot for Normal

Distribution
90
X 60
30 Z
-2 -1 0 1 2
Look for Straight Line!

NORMAL PROBABILITY PLOT
Left-Skewed Right-Skewed
90 90
X 60 X 60
30 Z 30 Z
-2 -1 0 1 2 -2 -1 0 1 2
Rectangular U-Shaped
90 90
X 60 X 60
30 Z 30 Z
-2 -1 0 1 2 -2 -1 0 1 2

OBTAINING NORMAL PROBABILITY
PLOT IN PHSTAT
Normal Probability Plot
 Enter the range of the cells that contain the
data in the Variable Cell Range window

THE UNIFORM
DISTRIBUTION
 Properties:
 The probability of occurrence of a value is
equally likely to occur anywhere in the range
between the smallest value a and the largest
value b
 Also called the rectangular distribution
a  b
 
2
 b  a
2
  
2
12
THE UNIFORM
DISTRIBUTION (continued)
 The Probability Density Function

1
f X   if a  X  b
b  a 
 Application: Selection of random numbers
 E.g., A wooden wheel is spun on a horizontal
surface and allowed to come to rest. What is the
probability that a mark on the wheel will point to
somewhere between the North and the East?

P  0  X  90  
90


 0.25 
360
EXPONENTIAL
DISTRIBUTIONS
P  arrival tim e  X  1 e  X
X : an y valu e o f co n tin u o u s ran d o m variab le

 : th e p o p u latio n averag e n u m b er o f
arrivals p er u n it o f tim e
1 /  : averag e tim e b etw een arrivals
e  2 .7 1 8 2 8
E.g., Drivers arriving at a toll bridge;
customers arriving at an ATM machine
EXPONENTIAL
DISTRIBUTIONS (continued)
 Describes Time or Distance between Events
 Used for queues
 Density Function f(X)
  = 0.5
x  = 2.0
1 
f  x  e 
 Parameters

X

   
EXAMPLE
E.g., Customers arrive at the checkout line of a
supermarket at the rate of 30 per hour. What is
the probability that the arrival time between
consecutive customers will be greater than 5
minutes?
  30 X  5 / 6 0 h o u rs
P  a rriv a l tim e > X  1 P  a rriv a l tim e  X 
1 1 e  305 / 60 

 .0 8 2 1
EXPONENTIAL DISTRIBUTION
IN PHSTAT
Exponential
 Example in Excel Spreadsheet
Microsoft Excel
Worksheet

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2 STATISTIK & PROBABILITAS

3 STATISTIK & PROBABILITAS

Equals 1.33 σ Mean

Varying the Parameters  and , We Obtain

Infinitely Many Normal Distributions

Cumulative Standardized Normal

0.1 .5398 .5438 .5478

Only One Table is Needed

Normal Distribution Standardized

0.2 .5793 .5832 .5871 0

-0.1 .4602 .4562 .4522 0

15 STATISTIK & PROBABILITAS

0.2 .5793 .5832 .5871 0

Z  0 Z 1 Z .00 .01 0.2

.6217 0.0 .5000 .5040 .5080

Probability for X <= X

What percentage of students scored between

Probability for a Range

Only 5% of the students taking the test

Find X and Z Given Cum. Pctage.

23 STATISTIK & PROBABILITAS

24 STATISTIK & PROBABILITAS

 Observe the Distribution of the Data Set

 Normal Probability Plot

26 STATISTIK & PROBABILITAS

Normal Probability Plot for Normal

Look for Straight Line!

28 STATISTIK & PROBABILITAS

29 STATISTIK & PROBABILITAS

 The Probability Density Function

X : an y valu e o f co n tin u o u s ran d o m variab le

35 STATISTIK & PROBABILITAS

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