Statistics for Managers

Using Microsoft Excel

Chapter 6
Distribusi Normal dan Distribusi
Kontinyu lain

© 1999 Prentice-Hall, Inc. Chap. 6 - 1

 Chapter Topics
• Distribusi Normal
• Distribusin Normal Standar
• Mengukur Asumsi Ke Normalan
• Distribusi Exponensial
• Distribusi Sample dari Mean
• Distribusi Sample dari Proportion
• Sampling dari Populasi Finite (terbatas)
© 1999 Prentice-Hall, Inc. Chap. 6 - 2
 Distribusi Probabilitas Kontinyu

• Variabel Random Kontinyu:

Nilai dari Interval Bilangan
Absence of Gaps
• Distribusi Probabilitas Kontinyu:
Distribusi dari suatu Variabel Kontinu
• Distribusi Probabilitas Kontinyu yang
paling penting
Distribusi: Distribusi Normal
© 1999 Prentice-Hall, Inc. Chap. 6 - 3
 Distribusi Normal
• ‘Berbentuk Bell /lonceng’
• Symetris f(X)

• Mean, Median dan

Mode sama
X
• ‘Sebaran Tengah’ m

sama dengan 1.33 s Mean

Median
• Variabel Random Mode
mempunyai range tak
terbatas
© 1999 Prentice-Hall, Inc. Chap. 6 - 4
 Model Matematik
2
1 (-1/2)((X- m)/s)
f(X) = e
2 

f(X) = frequency dari variabel random X

p = 3.14159; e = 2.71828
s = standard deviasi dari populasi
X = harga variabel random (-¥ < X < ¥)
m = mean (rata-rata) populasi
© 1999 Prentice-Hall, Inc. Chap. 6 - 5
 Berbagai distribusi Normal

Ada tidak
terbatas

Dengan memvariasikan parameter s dan m,

kita mendapatkan Distribusi Normal yang
© 1999 Prentice-Hall, Inc. Chap. 6 - 6
 Mencari Probabilitas Distribusi
Normal
Probabilitas
adalah luas
daerah dibawah P (c £ X £ d )= ?
kurva!
f(X)

X
c d
© 1999 Prentice-Hall, Inc. Chap. 6 - 7
 Table yang mana?

Tiap distribusi
mempunyai tabel
sendiri-sendiri?
Jumlah distribusi yg tak terbatas berarti jumlah
tabel yang tak terbatas untuk dilihat?
© 1999 Prentice-Hall, Inc. Chap. 6 - 8
 Distribusi Normal yang
distandarkan
Standardized Normal Probability
Table (Portion) m = 0 and s =1
Z Z
.0478
Z .00 .01 .02
0.0 .0000 .0040 .0080

0.1 .0398 .0438 .0478

0.2 .0793 .0832 .0871
Z = 0.12
0.3 .0179 .0217 .0255 Shaded Area
Probabilities Exaggerated
© 1999 Prentice-Hall, Inc. Chap. 6 - 9
 Distribusi Normal dari
Exell

NORMSDIST(Z) NORMSINV(b)
mencari distribusi mencari Z diketahui
kumulatif, dengan kumulatif distribusi,
diketahui Z, dari mi Harga b: 0 s/d 1
-5 s/d +5

© 1999 Prentice-Hall, Inc. Chap. 6 - 10

 Contoh men-standarkan
X   6 .2  5
Z   0 . 12
 10
Distribusi Normal Distribusi Normal
yang di standarkan

s = 10 sZ = 1

m = 5 6.2 X m = 0 .12 Z
© 1999 Prentice-Hall, Inc.
Shaded Area Exaggerated Chap. 6 - 11
 Example:
P(2.9 < X < 7.1) = .1664
x   2.9  5
z   .21
 10
Normal x   7 .1  5 Standardized
z    . 21
Distribution  10 Normal Distribution
s = 10 s =1
.1664

.0832 .0832

2.9 5 7.1 X -.21 0 .21 Z

© 1999 Prentice-Hall, Inc.
Shaded Area Exaggerated Chap. 6 - 12
 Example: P(X ³ 8) = .3821
x  85
z  ..30
 10
Normal Standardized
Distribution Normal Distribution

s = 10 s =1
.5000

.3821
.1179

m =5 8 X m = 0 .30 Z
© 1999 Prentice-Hall, Inc.
Shaded Area Exaggerated Chap. 6 - 13
 Mencari harga Z pada
Probabilitas yang diketahui
What Is Z Given Tabel Probabilitas Normal yg
P(Z) = 0.1217? distandarkan (Porsi)

s =1 Z .00 .01 0.2

.1217
0.0 .0000 .0040 .0080

0.1 .0398 .0438 .0478

m = 0 .31 Z 0.2 .0793 .0832 .0871

Shaded Area 0.3 .1179 .1217 .1255

Exaggerated
© 1999 Prentice-Hall, Inc. Chap. 6 - 14
 Mencari harga X pada
Probabilitas yang diketahui
Normal Distribution Distribusi Normal yg distandarkan

s = 10 s =1
.1217 .1217

m =5 ? X m = 0 .31 Z

X = m + Zs = 5 + (0.31)(10) = 8.1
© 1999 Prentice-Hall, Inc.
Shaded Area Exaggerated Chap. 6 - 15
 Assessing Normality

Compare Data Characteristics Normal Probability Plot

to Properties of Normal for Normal Distribution
Distribution
• Put Data into Ordered Array 90
• Find Corresponding Standard
X 60
Normal Quantile Values
30 Z
• Plot Pairs of Points
-2 -1 0 1 2
• Assess by Line Shape
Look for Straight Line!
© 1999 Prentice-Hall, Inc. Chap. 6 - 16
 Normal Probability Plots
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

© 1999 Prentice-Hall, Inc. Chap. 6 - 17

 Exponential Distributions
-l x
P (arrival time < X ) = 1 - e
e = the mathematical constant
2.71828
l = the population mean of arrivals
X = any value of the continuous random
variable
e.g. Drivers Arriving at a Toll Bridge
Customers Arriving at an ATM Machine
© 1999 Prentice-Hall, Inc. Chap. 6 - 18
 Exponential Distributions

Describes time or l = 0.5

distance between f(X)
events l = 2.0
 Used for queues

Density function
f(x) =
1
l
e -x/l X

Parameters
m = l, s = l
© 1999 Prentice-Hall, Inc. Chap. 6 - 19
 Estimation
•Sample Statistic Estimates
_ Population Parameter
e.g. X = 50 estimates Population Mean, m
•Problems: Many samples provide many estimates of the
Population Parameter.
Determining adequate sample size: large sample give better
estimates. Large samples more costly.
How good is the estimate?
•Approach to Solution: Theoretical Basis is Sampling
Distribution.
© 1999 Prentice-Hall, Inc. Chap. 6 - 20
 Sampling Distributions
•Theoretical Probability Distribution
• Random Variable is Sample Statistic:
Sample Mean, Sample Proportion
• Results from taking All Possible Samples of the
Same Size
•Comparing Size of Population and Size of Sampling Distribution
Population Size = 100
Size of Samples = 10
Sampling Distribution Size = 1.73´1013

(Sampling Without Replacement)

© 1999 Prentice-Hall, Inc. Chap. 6 - 21
 Developing
Sampling Distributions
Suppose there’s a B C
population...
Population size, N = 4
Random variable, X,
is Age of individuals
Values of X: 18, 20, 22, 24
D
measured in years A

© 1984-1994 T/Maker Co.

© 1999 Prentice-Hall, Inc. Chap. 6 - 22

 Population Characteristics
Summary Measure Population Distribution
N
 Xi P(X)
  i 1
N .3
.2
18  20  22  24
  21 .1
4
0 X
A B C D
N
 X i    (18) (20) (22) (24)
2

  i 1
 2 . 236
N Uniform Distribution
© 1999 Prentice-Hall, Inc. Chap. 6 - 23
 All Possible Samples of Size n = 2
1st 2nd Observation
Obs 18 20 22 24
18 18,18 18,20 18,22 18,24 16 Sample Means
20 20,18 20,20 20,22 20,24
1st 2nd Observation
22 22,18 22,20 22,22 22,24 Obs 18 20 22 24
24 24,18 24,20 24,22 24,24 18 18 19 20 21
20 19 20 21 22
16 Samples
Samples Taken with 22 20 21 22 23
Replacement 24 21 22 23 24
© 1999 Prentice-Hall, Inc. Chap. 6 - 24
 Sampling Distribution
of All Sample Means
16 Sample Means Sample Means
1st 2nd Observation Distribution
Obs 18 20 22 24 P(X)
18 18 19 20 21 .3
20 19 20 21 22 .2
22 20 21 22 23 .1
_
24 21 22 23 24 0 X
18 19 20 21 22 23 24

# in sample = 2, # in Sampling Distribution = 16

© 1999 Prentice-Hall, Inc. Chap. 6 - 25
 Summary Measures for the
Sampling Distribution
N
 Xi
18  19  19    24
x   i 1
 21
N 16

Xi  x 
N 2

x  i 1
N


18 21  19 21
2 2
  24 21
2
 1.58
16
© 1999 Prentice-Hall, Inc. Chap. 6 - 26
 Comparing the Population with its
Sampling Distribution
Population Sample Means Distribution
N=4 n=2
m = 21, s = 2.236  x  21  x  1.58
P(X) P(X)
.3 .3
.2 .2
.1 .1

0 0 _
A B C D X 18 19 20 21 22 23 24 X
(18) (20) (22) (24)

© 1999 Prentice-Hall, Inc. Chap. 6 - 27

 Properties of Summary
Measures
• Population Mean Equal to
Sampling Mean  x  
• The Standard Error (standard deviation)
of the Sampling distribution is Less than
Population Standard Deviation
• Formula (sampling with replacement):

s x_ = s
As n increase, s x_ decrease.
n
© 1999 Prentice-Hall, Inc. Chap. 6 - 28
 Properties of the Mean

Unbiasedness
 Mean of sampling distribution equals

population mean
Efficiency
 Sample mean comes closer to population mean

than any other unbiased estimator

Consistency
 As sample size increases, variation of sample

mean from population mean decreases

© 1999 Prentice-Hall, Inc. Chap. 6 - 29

 Unbiasedness
P(X)
Unbiased Biased

m X

© 1999 Prentice-Hall, Inc. Chap. 6 - 30

 Efficiency

P(X) Sampling
Distribution
of Median
Sampling
Distribution of
Mean

X
m

© 1999 Prentice-Hall, Inc. Chap. 6 - 31

 Consistency
Larger
P(X)
sample size
B
Smaller
sample size
A

m X

© 1999 Prentice-Hall, Inc. Chap. 6 - 32

 When the Population is Normal
Population Distribution
= 10
Central Tendency
m_ = m
x
 = 50 X
Variation
_ s Sampling Distributions
sx =
n n=4 n =16
Sampling with s `X = 5 s`X = 2.5
Replacement
X-X = 50 X
© 1999 Prentice-Hall, Inc. Chap. 6 - 33
 Central Limit Theorem

As Sample Sampling
Size Gets Distribution
Large Becomes
Enough Almost Normal
regardless of
shape of
population

XX
© 1999 Prentice-Hall, Inc. Chap. 6 - 34
 When The Population is
Not Normal
Population Distribution
Central Tendency
x   s = 10

Variation
 m = 50 X
 x  Sampling Distributions
n n =30
Sampling with n=4 s`X = 1.8
Replacement s`X = 5

X  50 X
© 1999 Prentice-Hall, Inc. Chap. 6 - 35
 Example: Sampling Distribution
X   7.8  8
Z   .50
 / n 2 / 25
X  8 .2  8
Sampling Z    . 50 Standardized
Distribution  / n 2 / 25 Normal Distribution
 X  .4 s=1
.3830

.1915 .1915
m =0 Z
7.8 8 8.2
© 1999 Prentice-Hall, Inc. Chap. 6 - 36
 Population Proportions

• Categorical variable (e.g., gender)

• % population having a characteristic
• If two outcomes, binomial distribution
 Possess or don’t possess characteristic

• Sample proportion (ps)

X number of successes
Ps  
n sample size
© 1999 Prentice-Hall, Inc. Chap. 6 - 37
 Sampling Distribution of
Proportion

Approximated by
normal distribution Sampling Distribution
 n·p ³ 5 P(ps)
üü  n·(1 - p) ³ 5 .3
.2
Mean P  p .1
0
ps
0 .2 .4 .6 8 1
Standard error
p  1  p 
P  p = population proportion
n
© 1999 Prentice-Hall, Inc. Chap. 6 - 38
 Standardizing Sampling
Distribution of Proportion
ps - m p ps - p
Z @ =
sp p( 1  p )
n
Sampling Standardized
Distribution Normal Distribution
sp s=1

ps m =0 Z
mp
© 1999 Prentice-Hall, Inc. Chap. 6 - 39
 Example: Sampling
Distribution of Proportion
ü np  5 p
n( 1  p )  5 p s - .43 - .40
Z@ = = .87
p( 1  p ) .40  ( 1  .40 )
Sampling n 200
Distribution Standardized
- Normal Distribution
sp = .0346
s=1
..3078

ps m = 0 .87 Z
mp = .40 .43
© 1999 Prentice-Hall, Inc. Chap. 6 - 40
 Sampling from Finite Populations

• Modify Standard Error if Sample Size (n) is

Large Relative to Population Size (N)
n > .05·N (or n/N > .05)
• Use Finite Population Correction Factor
(fpc)
• Standard errors if n/N > .05:
 N n p  1  p  N  n 
x   P  
n N 1 n  N  1
© 1999 Prentice-Hall, Inc. Chap. 6 - 41
 Chapter Summary
• Discussed The Normal Distribution
• Described The Standard Normal Distribution
• Assessed the Normality Assumption
• Defined The Exponential Distribution
• Discussed Sampling Distribution of the Mean
• Described Sampling Distribution of the
Proportion
• Defined Sampling From Finite Populations
© 1999 Prentice-Hall, Inc. Chap. 6 - 42