Continuous Probability Distributions

Topics
 Uniform Probability Distribution
 Normal Probability Distribution
 Exponential Probability Distribution
f (x) Exponential
Uniform
f (x)

f (x)
Normal

x
x

Slide 1
 Continuous Probability Distributions

 The probability of the random variable assuming a

value within some given interval from x1 to x2 is
defined to be the area under the graph of the
probability density function between x1 and x2.

f (x) Exponential
Uniform
f (x)

f (x)
Normal

x
x x1 xx12 x2
x1 x 2
x
x1 x 2

Slide 2
 Uniform Probability Distribution

 A random variable is uniformly distributed

whenever the probability is proportional to
the interval’s length.
 The uniform probability density function is:
f (x) = 1/(b – a) for a < x < b
=0 elsewhere

where: a = smallest value the variable can assume

b = largest value the variable can assume

Slide 3
 Normal Probability Distribution

 It has been used in a wide variety of applications:

Heights
of people
Scientific
measurements

Slide 4
 Normal Probability Distribution

 It has been used in a wide variety of applications:

Test
scores
Amounts
of rainfall

Slide 5
 Normal Probability Distribution

 Characteristics

The distribution is symmetric, and is bell-shaped.

Slide 6
 Normal Probability Distribution

 Characteristics

The entire family of normal probability

distributions is defined by its mean m and its
standard deviation s .

Standard Deviation s

x
Mean m

Slide 7
 Normal Probability Distribution

 Characteristics

The highest point on the normal curve is at the

mean, which is also the median and mode.

Slide 8
 Normal Probability Distribution

 Characteristics

The standard deviation determines the width of the

curve: larger values result in wider, flatter curves.

s = 15

s = 25

Slide 9
 Normal Probability Distribution

 Characteristics
Probabilities for the normal random variable are
given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).

.5 .5
x

Slide 10
 Normal Probability Distribution

 Characteristics
99.72%
95.44%
68.26%

x
m m + 3s
m – 3s m – 1s m + 1s
m – 2s m + 2s

Slide 11
 Exponential Probability Distribution

 The exponential probability distribution is useful in

describing the time it takes to complete a task.
 The exponential random variables can be used to
describe:

Time between Time required Distance between

vehicle arrivals to complete major defects
at a toll booth a questionnaire in a highway

Slide 12
 Statistical Inference

Descriptive statistics focuses on describing the

visible characteristics of a dataset (a population or
sample).
Meanwhile, inferential statistics focus on making
predictions or generalizations about a larger
dataset, based on a sample of those data.
Inference for a Single Population
Unknown characteristics of the
population, e.g. population mean
(m) or population proportion (p),
Population i.e. parameters.
?????
Inferential Statistics
• confidence intervals
• hypothesis tests
• models
Sample (Data)
• Descriptive statistics Sample yields observed data on
(e.g. sample mean) measured variables. Use
• Plots and graphs descriptive methods to examine
data and estimate parameters.
 Two main ways to learn
about a population

• Confidence intervals
• Hypothesis testing
 Confidence Intervals
• Allow us to use sample data to estimate a
population value, like the true mean or the
true proportion, i.e. estimate parameters.

• Example: How much college students spend

per week on beverages?
 Hypothesis Testing
• Allows us to use sample data to test a claim
about a population, such as testing whether
a population proportion or population mean
equals some number.

• Example: Is the true average amount that

students spent weekly on BEVERAGES are
$20?
 General Idea of
Hypothesis Testing
• Make an initial assumption.
• Collect evidence (data).
• Based on the available evidence, decide
whether or not the initial assumption is
reasonable.
Formulate Null and Alternative
Hypotheses (Ho and HA)
Null Hypothesis (Ho)
• Opposite of alternative hypothesis
• Statement of “nothing going on”
• IS ASSUMED TO BE THE TRUTH
WHEN CONDUCTING THE TEST!
Formulate Null and Alternative
Hypotheses (Ho and HA)
Alternative Hypothesis (HA)
• Also called the “Research Hypothesis”
• Reflects what is believed to be the case or
what the researcher “hopes” to show.
• States that a relationship or difference
exists.
 Significance level
• Significance level is the probability of
rejecting null hypothesis.
• The significance level of an event (such as a
statistical test) is the probability that the
event could have occurred by chance.
• also known as alpha or α.
 Significance level
• The significance level is the probability of
rejecting the null hypothesis when it is true.
• For example, a significance level of 0.05
indicates a 5% risk of concluding that a
difference exists when there is no actual
difference.
• Lower significance levels indicate that you
require stronger evidence before you will
reject the null hypothesis.
Determine test procedure

What test procedure we use is dictated by:

• the nature of the question to be
answered
• the data types of the variable(s)
involved, i.e. nominal, ordinal, discrete
or continuous.
Determine test procedure
Common test procedures you might be
familiar with:
• t-Test (both one- and two-sample)
• Chi-square test of independence
• Paired t-Test
• ANOVA
• And many, many, more!
Collect data and compute test statistic

• Summarize all variables involved both

numerically and graphically
• Look at distributional shape, as many test
procedures require approx. normality for
continuous variables.
• Check for outliers.
• Compute the test statistic from our observed
data.
Various statistical tests