Distributions (2)

Continuous Distributions

• Example: Consider turning a spinner of length 1. What is the

probability that the spinner lands between 90 degrees and
360 degrees?
Continuous Distributions

• To define a continuous distribution, we cannot list the

outcomes and their corresponding probabilities because
they are infinitely many.

• Instead, we define the probability density function (PDF) and

use it to compute our probabilities.
Continuous Uniform distribution

• Example: Suppose that we want to pick a random real

number between 0 and 10.

• Our random variable is then X=[0,10]

• The PDF must be a constant function with the random

variable as its domain. We choose it so that the area under
the curve is equal to 1.
Continuous Uniform Distribution

• Consider the function:

• The graph of the function is on

the right.
Continuous Uniform Distribution

Area under the curve: Math Interpretation:

Rectangle of length 10 and

height 1/10, has area
A=10*1/10=1
Probabilities

• Example: What is the probability of getting a number between

0 and 2?

“Read paragraph 2.4.2 for the general continuous uniform

distribution.”
Continuous Distributions

• A continuous random variable X together with a function

Such that , is a continuous probability distribution.

• Note: The assumption above can be relaxed to the integral

being any positive number, but we need to then divide by
that total area.
Single Probabilities

• In continuous distributions the probability of getting one

number is zero!

• This is obvious if you think of it as an area that has no width,

or an integral that starts and ends at the same point,
Normal Distribution

• Unimodal and symmetric,

bell-shaped curve
• Many variables are nearly
normal, but none are
exactly normal in
practice!
• Denoted as N(µ, σ)
Normal with mean µ and
standard deviation σ
PDF for Normal

• The probability density function for the normal, N(µ, σ),

distribution is:

• The formula is chosen in such a way that its integral over all
real numbers yields 1.
The Standard normal distribution

• If μ=0 and σ=1 the normal

distribution N(0,1) is
called the standard
normal distribution and it
is denoted by Z.

“Verify that it is a PDF!”

Various normal distributions
Example of normal

• SAT scores are distributed nearly normally with mean 1500 and standard
deviation 300. ACT scores are distributed nearly normally with mean 21
and standard deviation 5. A college admissions officer wants to
determine which of the two applicants scored better on their
standardized test with respect to the other test takers: Pam, who earned
an 1800 on her SAT, or Jim, who scored a 24 on his ACT?
Standardizing with Z scores

• Since we cannot just compare these two raw scores, we

instead compare how many standard deviations beyond the
mean each observation is.
• Pam's score is (1800 - 1500) / 300 = 1 standard deviation above the mean.
• Jim's score is (24 - 21) / 5 = 0.6 standard deviations above the mean.
Standardizing with Z scores

These are called standardized scores, or Z scores.

• Z score of an observation is the number of standard deviations it falls above
or below the mean.

• Z scores are defined for distributions of any shape, but only when the
distribution is normal can we use Z scores to calculate percentiles.

• Observations that are more than 2 SD away from the mean (|Z| > 2) are
usually considered unusual. (Connected to the heuristic of finding outliers!)
Probabilities in Normal Distributions

• The probability a normal distribution is smaller than a certain

number is the area under the curve bounded above by that number.
For example, is:
Percentiles and Probability
• We say that the value xa is the a-percentile, if a percent of the
probability of this distribution is below that value.
• Graphically, the a-percentile is the value x for which the area
below the probability distribution curve to the left of that
observation is a.
• Mathematically it is the value of X for which we have:
Computing probabilities

• Consider any normal distribution with mean μ and standard

deviation σ, i.e., N(µ, σ) and suppose you want to compute the
probability
1. Standardize using a Z-score

2. Compute the probability using a Z-table.

Z-table
Computing probabilities (cont.)

If you want to compute you must:

• Compute
• Compute
• Subtract
• Graphically you compute the difference of the two areas!
Computing probabilities (cont.)

“Remember once again P(X=a) is ZERO!”

Computing probabilities mathematically

• Mathematically what you are doing is: