CIV303 Engineering Mathematics III
Engineering Mathematics III
Lecture 3: Probability and
statistics
CIV 303 Eng. Math. III 1
Mean and Variance of a Distribution
CIV 303 Eng. Math. III 2
Mean and Variance of a Distribution
Expectation:
The mean is also denoted by and is called the expectation of X
because it gives the average value of X to be expected in many
trials.
Parameters:
Quantities such as μ and σ2 that measure certain properties of a
distribution are called parameters. That measure certain
properties of a distribution are called parameters.
From (2) we see that:
σ2>0
CIV 303 Eng. Math. III 3
Mean and Variance of a Distribution
Expectation:
CIV 303 Eng. Math. III 4
Mean and Variance of a Distribution
Examples:
CIV 303 Eng. Math. III 5
Mean and Variance of a Distribution
THEOREM 1:
THEOREM 2:
CIV 303 Eng. Math. III 6
Mean and Variance of a Distribution
Proof
CIV 303 Eng. Math. III 7
Frequency distribution
We sampled from unknown population of
babies and found that the very first
individual sampled had birthweight equal
to 6000 g.
Is this the same population?
Frequency distribution
P(Birthweight=6000) → 0
Frequency distribution
We would reject any hypothesis that the
unknown population was the same as
the sampled.
We would conclude, that the most
probably, the unknown population we
sampled from is different in mean and
possibly in variance.
Frequency distribution
We have used the empirical frequency
distribution to make certain predictions or
make judgments and decisions. In many
cases we will make such predictions not
from empirical distributions, but on the
basis of theoretical considerations. We may
feel, that data should be distributed in a
certain way. If our observed data do not
sufficiently conform to the values expected
on the basis of these assumptions – we will
have serious doubts about our assumptions.
Probability distribution
The assumptions being tested
generally lead to a theoretical
frequency distribution, known
also as a probability
distribution.
Discrete probability
distributions
The binomial distribution
The geometric distribution
The hypergeometric
distribution
The Poisson distribution
The binomial distribution
Suppose that n independent
experiments, or trials, are performed,
where n is a fixed numer, and that
each experiment results in „success”
with probability p and a „failure” with
probability q=1-p.
The total number of successes, X, is a
binomial random variable with
parameters n and p.
The binomial distribution
The probability, the X=k, or p(k), can be
found in the following way:
Any particular sequence of k successes
occurs with probability p k (1 p ) n k
The total number of such sequences is n
k
n k nk n!
f (k ) p (1 p ) p k (1 p ) n k
k k !(n k )!
The distribution of X with probability above function is
called the binomial distribution or Bernoulli distribution.
The binomial distribution
Example
The Poisson distribution
The Poisson distribution can be
derived as the limit of a binomial
distribution as the number of trials
n approaches to infinity and the
probability of success on each trial
p approaches zero in such a way
that np= μ.
x
f ( x) e
x!
The Poisson distribution
The Poisson distribution
Example
The normal distribution
The normal distribution plays a central
role in probability and statistics. This
distribution is also called the Gaussian
distribution after Carl Friedrich Gauss,
who proposed it as a model for
measurement errors (in 1809). The
normal distribution has been used as a
model for such diverse phenomena as a
person’s height, the distribution of IQ
scores, and the velocity of gas molecules.
The normal distribution
The density function of the normal
distribution depends on two parameters,
μ called mean and σ named standard
deviation of the normal density (where -
∞< μ< ∞ and σ > 0):
( x ) 2
1 22
f ( x) e
2
The normal distribution
The normal distribution
μ=0 μ=4
The normal distribution
σ=1
σ=2
σ=3
The normal distribution
The curve is symetrical around the mean.
Therefore the mean, median, and mode
of the normal are the same.
The following percentages of individuals
in a normal distirbution lie within the
indicated limits:
μ ± σ contains 68 % of individuals
μ ± 2σ contains 95.5 % of individuals
μ ± 3σ constains 99.7% of individuals
The normal distribution
99.7%
95.4%
68%
The normal distribution
Cumulative normal
distribution function
Normal probability
50.00%
density function
34.13%
5.87% 13.59%
2.28% 2.14%
Standard normal distribution
The special case for which =0
and =1 is called the standard
normal density.
Its cumulative density function is
denoted by and its density by .
Standard normal distribution
Probabilities for general normal
random variables can be evaluated
in terms of probabilities for
standard normal variables.
To demonstrate it we will use the
following property:
2
If X ~ N (, ) and Y aX b,
2 2
then Y ~ N (a b, a )
Standard normal distribution
Suppose that X~N(,2) and we wish
to find P(x0<X<x1) for some numbers
x0 and x1. Consider the random
variable:
X X
Z
where a=1/ and b=-/. We see that
2 2 1 2 2
Z ~ N ( a b, a ) N ( , ( ) ) N (0,1)
Standard normal distribution
Therefore
X x
FX ( x ) P ( X x ) P ( )
x x
P( Z ) ( )
We thus have
P ( x0 X x1 ) FX ( x1 ) FX ( x0 )
x1 x0
( ) ( )
Example
Scores on a certain standardized
test, IQ scores, are approximately
normally distributed with mean
=100 and standard deviation =15.
An individual is selected at random.
What is the probability that his
score X satisfies 120 < X < 130?
Example
We can calculate this probability by
using the standard normal
distribution as follows:
X 100
P(120 X 130) P( 12015100 15 13015100 )
P (1.33 Z 2) ( 2) (1.33)
0.9772 0.9082 0.069
