Normal Distribution in Probability Theory

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Questions and Answers

What is the general equation of the normal distribution?

  • $f(x) = rac{1}{ au heta} e^{- rac{1}{2}( rac{x- u}{ au})^2}$
  • $f(x) = rac{1}{ heta eta} e^{- rac{1}{2}( rac{x- u}{ heta})^2}$
  • $f(x) = rac{1}{eta heta} e^{- rac{1}{2}( rac{x- u}{eta})^2}$ (correct)
  • $f(x) = rac{1}{ heta au ho} e^{- rac{1}{2}( rac{x- u}{ heta})^2}$

In a normal distribution, what do the parameters μ and σ represent?

  • μ is the mean, and σ is the variance.
  • μ is the standard deviation, and σ is the mode.
  • μ is the mean, and σ is the standard deviation. (correct)
  • μ is the median, and σ is the range.

What characteristic does the normal curve exhibit?

  • It is asymmetrical about the mean.
  • It has infinite modes.
  • It is bell-shaped and symmetrical. (correct)
  • It has no defined mean or standard deviation.

What is the total area under the normal curve above the x-axis?

<p>1 (C)</p> Signup and view all the answers

If Z = (X - μ) / σ represents a standardized random variable, what does this imply?

<p>Z is normally distributed with mean 0 and standard deviation 1. (C)</p> Signup and view all the answers

Which statement about the normal distribution is correct?

<p>The tails of the curve never meet the x-axis. (B), The mode coincides with the mean and the median. (D)</p> Signup and view all the answers

What does the probability density function f(x) describe?

<p>The likelihood of a variable being less than or equal to a given value. (A)</p> Signup and view all the answers

How do you interpret the standard normal variable Z?

<p>Z standardizes X against its mean and standard deviation. (C)</p> Signup and view all the answers

What is the primary function of the distribution function F(z) in the context of normal distribution?

<p>To express the cumulative probability up to a certain z-value (D)</p> Signup and view all the answers

When calculating probabilities in normal distribution, which of the following statements is NOT true?

<p>P(z₁ ≤ Z &lt; z₂) is less than P(z₁ ≤ Z ≤ z₂) (D)</p> Signup and view all the answers

How would you calculate the probability of a battery cell lasting more than 15 hours given a mean life of 12 hours and a standard deviation of 3 hours?

<p>P(Z &gt; 1) (D)</p> Signup and view all the answers

In a normal distribution where 31% of items are under 45, what does this percentage represent?

<p>The probability of randomly selecting an item less than 45 (D)</p> Signup and view all the answers

If the z-score calculated for x = 64 in a given normal distribution is 1.4, what is the relationship of z to µ and σ?

<p>z = (64 - µ)/σ and indicates an above-average value (C)</p> Signup and view all the answers

In the provided examples, what percentage of battery cells is expected to last between 10 and 14 hours?

<p>49.74% (D)</p> Signup and view all the answers

Which equation correctly represents the z-score for a given x value in normal distribution?

<p>z = (x - µ)/σ (A)</p> Signup and view all the answers

In the context of normal distribution, what does F(-z₁) equate to according to the given information?

<p>1 - F(z₁) (D)</p> Signup and view all the answers

Flashcards

Normal Distribution

A continuous probability distribution where data is symmetrically distributed around the mean, forming a bell-shaped curve.

n (Number of Trials)

The number of trials in a binomial distribution.

p (Probability of Success)

The probability of success in a single trial of a binomial distribution.

µ (Mean)

The mean or average of the data in a normal distribution.

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σ (Standard Deviation)

The spread of the data around the mean in a normal distribution.

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Probability Density Function (PDF)

The equation that describes the probability of any value occurring in a normal distribution.

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Standard Normal Distribution

A normal distribution with a mean of 0 and a standard deviation of 1.

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Standardization

The process of transforming any normal distribution into a standard normal distribution.

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Probability for Normal Distribution

The probability of a random variable Z falling between two values z₁ and z₂ is equal to the difference between the values of the distribution function at z₂ and z₁.

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Distribution Function for Normal Distribution

The distribution function for the normal distribution is the probability of a random variable Z being less than or equal to a given value z.

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Normal Distribution Probabilities

The probabilities P(z₁ ≤ Z ≤ z₂), P(z₁ < Z ≤ z₂), P(z₁ ≤ Z < z₂) and P(z₁ < Z < z₂) are all considered equal in a normal distribution.

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Symmetry Property of Normal Distribution

The distribution function at the negative of a value is equal to 1 minus the distribution function at the positive value.

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Z-score

A standardized score that represents the number of standard deviations a data point is away from the mean. It helps to compare data points from different distributions.

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Standardizing Data

The process of transforming a data point to a z- score by subtracting the mean and dividing by the standard deviation.

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P(Z > z) Calculation

The probability of a random variable Z exceeding a certain value is equal to 1 minus the probability of Z being less than or equal to that value.

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Study Notes

Normal Distribution

  • A continuous probability distribution
  • Derived from the binomial distribution (large number of trials, probability of success close to 0.5)
  • Equation: f(x) = (1 / (σ√(2π))) * e^(-(1/2)((x-µ)/σ)^2)
  • x: continuous variable, can take any value from negative infinity to positive infinity
  • µ: mean of the distribution
  • σ: standard deviation of the distribution
  • σ > 0; -∞ < µ < ∞
  • Often bell-shaped and symmetrical
  • The graph extends to positive and negative infinity along x-axis
  • Asymptotic to x-axis (approaches x-axis but never touches it)
  • Unimodal (single peak)
  • The mean, median, and mode are all the same (µ)
  • Area under the curve = 1
  • Area represents probability
  • Area between two given ordinates represents the probability of values falling into that interval

Standard Form of Normal Distribution

  • If X is a normal random variable with mean µ and standard deviation σ, then Z = (X-µ)/σ
  • Z has a normal distribution with mean 0 and standard deviation 1 (standard normal variable)
  • Probability density function for Z: f(z) = (1 / √(2π)) * e^(-(1/2)z²)
  • Useful for finding probabilities relating to normal distributions using standard tables
  • Free from parameters of original normal distribution

Illustrative Examples

  • Sample of 100 battery cells to determine battery life
  • Assume data is normally distributed, calculate percentage with different life spans
  • Examples give calculations showing probability (percentage) based on a normal distribution
  • Using standard tables to calculate area under the curve.
  • Examples on finding mean and standard deviation of normal distributions.
  • Illustrating how to translate raw data observations into Z scores, then use a Z-table (standard normal distribution) to determine probabilities.

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