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Cumulative Distribution

- The document discusses probability density functions (PDFs) and cumulative distribution functions (CDFs). - A CDF gives the probability that a random variable is less than or equal to a particular value and can be used to find the median of a distribution. - The mean of a distribution is defined as the integral of x times the PDF from negative to positive infinity. - Examples are provided to demonstrate calculating the mean and median from PDFs and CDFs for both continuous and normal distributions.

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0% found this document useful (0 votes)

160 views

Cumulative Distribution

Uploaded by

orang_ganteng

We take content rights seriously. If you suspect this is your content, claim it here.

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Download as PDF, TXT or read online on Scribd

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Lesson 20

Probability and Cumulative Distribution Functions

Recall
If p(x) is a density function for some characteristic of a population, then

We also know that for any density function,

Recall
We also interpret density functions as probabilities: If p(x) is a probability density function (pdf), then

Cumulative Distribution Function

Suppose p(x) is a density function for a quantity. The cumulative distribution function (cdf) for the quantity is dened as

Gives: The proportion of population with value less than x The probability of having a value less than x.

Example: A Spinner
Last class: A spinner that could take on any value 0x 360. Density function: p(x) = 1/360 if 0x 360, and 0 everywhere else.

Example: A Spinner
Last class: A spinner that could take on any value 0x 360. Density function: p(x) = 1/360 if 0x 360, and 0 everywhere else. CDF:

Example: A Spinner
Density Function: Cumulative Distribution Function:

Properties of CDFs
P(x) is the probability of values less than x
If P(x) is the cdf for the age in months of sh in a lake, then P(10) is the probability a random sh is 10 months or younger.

P(x) goes to 0 as x gets smaller:

(In many cases, we may reach 0.)

Properties of CDFs
Conversely, P(x) is non-decreasing.
The derivative is a density function, which cannot be negative. Also, P(4) cant be less than P(3), for example.

Practice
Life expectancy (in days) of electronic component has density function , for x 1, and p(x) =0 for x<1. a) Probability component lasts between 0 and 1 day? b) Probability it lasts between 0 and 10 days? c) More than 10 days? d) Find the CDF for the life expectancy.

Practice
Life expectancy (in days) of electronic component has density function , for x 1, and p(x) =0 for x<1. a) Probability component lasts between 0 and 1 day? Zero!

Practice
Life expectancy (in days) of electronic component has density function , for x 1, and p(x) =0 for x<1. b) Probability it lasts between 0 and 10 days?

Practice
Life expectancy (in days) of electronic component has density function , for x 1, and p(x) =0 for x<1. c) More than 10 days?

Practice
Life expectancy (in days) of electronic component has density function , for x 1, and p(x) =0 for x<1. d) Find the CDF for life expectancy. If x < 1, then If x 1, then

Practice
Life expectancy (in days) of electronic component has density function , for x 1, and p(x) =0 for x<1. d) Find the CDF for life expectancy.

Example
Someone claims this is the CDF for grades on the 2015 nal exam. Probability a random student scored. 25 or lower? 1, or 100%. 50 or lower? 0.5, or 50%. Conclusion? Theyre lying! This cannot be a cumulative distribution function! (It decreases.)

Relating the CDF and DF

According the FTC version 2, since , then P'(x)=p(x).

Relating the CDF and DF

According the FTC version 2, since , then P'(x)=p(x). So the density function is the derivative, or rate of change, of the cumulative distribution function.

Example
Sketch the density function for the cdf shown.

Slope?

Example
Sketch the density function for the cdf shown.

Slope? 0

Example
Sketch the density function for the cdf shown.

Slope? 0

Slope 1/2

Example
Sketch the density function for the cdf shown.
Slope 0

Slope? 0

Slope 1/2

Example
Sketch the density function for the cdf shown.
Slope 0

Slope? 0

Slope 1/2 Slope 1/2

Example
Sketch the density function for the cdf shown.
Slope 0

Slope 0

Slope? 0

Slope 1/2 Slope 1/2

Example
Sketch the density function for the cdf shown.
Slope 0

Slope 0

Slope? 0

Slope 1/2 Slope 1/2

Density Function

DF vs. CDF
You must know which is which. We work differently with density functions than with cumulative distribution functions.

Another Example
Suppose the cumulative distribution function for the height of trees in a forest (in feet) is given by

Find the height, x for which exactly half the trees are taller than x feet, and half the trees are shorter than x. In case - Quadratic Formula:

!b b 2 ! 4ac x= 2a

Another Example

Find the height, x for which exactly half the trees are taller than x feet, and half the trees are shorter than x.

0.1x ! 0.0025x 2 = 0.5 !0.0025x 2 + 0.1x ! 0.5 = 0 !0.0025(x 2 ! 40x + 200) = 0 using quadratic : x = 20 10 2 = 20 !10 2 " 5.86 ft

Assume p(x) is the density function

"1 $ ,!!!if !1! x ! 3 p(x) = # 2 $0,!!!if !x <1!!or!!x > 3 %

Example

Let P(x) represent the corresponding Cumulative Distribution function. Then

(a) For the density function given above, what is the cumulative distribution function P(x) for values of x between 1 and 3?
(b) P(5) = ?

(1)

(2)

(c) Choose the correct pair of graphs for p(x)!and!P(x) .

(3)

(4)

In-class Assignment
The time to conduct a routine maintenance check on a machine has a cumulative distribution function P(t), which gives the fraction of maintenance checks completed in time less than or equal to t minutes. Values of P(t) are given in the table. t, minutes 0 P(t), fraction completed 0 5 .03 10 .08 15 .21 20 .38 25 .80 30 .98

a. What fraction of maintenance checks are completed in 15 minutes or less? b. What fraction of maintenance checks take longer than 30 minutes? c. What fraction take between 10 and 15 minutes?

a. What fraction of maintenance checks are completed in 15 minutes or less? 21% b. What fraction of maintenance checks take longer than 30 minutes? 2% c. What fraction take between 10 and 15 minutes? 13%

Lesson 21

Mean and Median

The Median
The median is the halfway point: Half the population has a lower value, and half a higher value. If p(x) is a density function, then the median of the distribution is the point M such that

p(x)dx = 0.5

Example
Suppose an insect life span of months, and 0 elsewhere. Whats the median life span? We need

Then solve for M:

months

Median From CDF

If we have a CDF P(x), the median M is the point where P(M)=0.5 (This of course says 1/2 of the population has a value less than M!)

Example
CDF: P(t) = t2, 0t 1. Whats the median of this distribution?

The Mean
What most people think of as the average: Add up n values and divide by n. How should we represent this for something represented by a density function p(x)?

The Mean
We dene the mean of a distribution given by density function p(x) to be

Example
Previous insect population example: and p(x) =0 elsewhere. Whats the mean lifespan?

Example
Previous insect population example: and p(x) =0 elsewhere. Whats the mean lifespan? 8 months.

The mean is slightly below the median. This means

Example
Previous insect population example: and p(x) =0 elsewhere. Whats the mean lifespan? 8 months.

The mean is slightly below the median. This means more than half the insects live longer than the mean lifespan.

Example 2
From Another Example,

p(x) = 0.1! 0.005x mean =

# #

" !"

x p(x)dx =

20 0 2

x(0.1! 0.005x)dx =
2 3 20 0

0.1x ! 0.005x dx = 0.05x ! 0.0016 x

= 6.64 ft

Geometry
Turns out: the mean is the point where the graph of the distribution would balance if we cut it out.

Example
Find the mean and median for and zero elsewhere. Median: Solve for M

Example
Find the mean and median for and zero elsewhere. Mean: Evaluate

Example
Find the mean and median for and zero elsewhere.

mean

median

The Normal Distribution

A special distribution:

The Normal Distribution

A special distribution:

The Normal Distribution

Heres an example with =0 and =1:

The distribution is symmetric about x= . So the mean is , and so is the median. is called the standard deviation, and describes how spread out the curve is.

The Normal Distribution

Unfortunately, has no elementary antiderivative. So we must use numerical means to evaluate integrals involving the normal distribution.