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Jan S Dy 4

The document discusses properties of the normal distribution and standard normal distribution. It provides equations for the probability density functions of the normal and standard normal distributions. Examples are given to calculate probabilities and percentiles for the standard normal distribution. Confidence intervals and hypothesis tests are discussed for the mean and proportion of a population. Examples demonstrate how to construct confidence intervals and perform hypothesis tests for the mean and proportion using sample data. Chi-square tests are introduced to analyze relationships between categorical variables using contingency tables. Several probability problems involving dice rolls and sampling with replacement are also presented.

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0% found this document useful (0 votes)
63 views26 pages

Jan S Dy 4

The document discusses properties of the normal distribution and standard normal distribution. It provides equations for the probability density functions of the normal and standard normal distributions. Examples are given to calculate probabilities and percentiles for the standard normal distribution. Confidence intervals and hypothesis tests are discussed for the mean and proportion of a population. Examples demonstrate how to construct confidence intervals and perform hypothesis tests for the mean and proportion using sample data. Chi-square tests are introduced to analyze relationships between categorical variables using contingency tables. Several probability problems involving dice rolls and sampling with replacement are also presented.

Uploaded by

Hassan Saad
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Saturday, March 11, 2023 10:00 AM

Normal distribution
It is a distribution of a random continuous variable x whose range is ]-∞, ∞[ and its
probability density function is a bell-shaped curve depends on the two variables the standard
deviation and the mean of this random variable . The curve of this function is called
the normal curve.

Some properties of normal curve

1- The curve represents a continuous function.


2- The curve is symmetric about the line x =
3- The curve has a maximum value at x =

P(x) = √
(1)

Standard Normal Distribution


Some properties of standard normal curve
1­ The curve is symmetric about the y-axis (x = 0).
2­ The area under the curve and over the x-axis is one.
3­ The mean = 0 and the standard deviation is =1
( )
P(z) = √ (2)

From equations. 1 and 2 , the relation bet. the normal and standard
normal is given by :

Z=
EX 1
If Z is a standard normal variable, find
1. P(0 ≤ ≤ 1.25) 2. P(0 ≤ ≤ 2.3)
3. P(0 ≤ ≤ 0.37) 4. P(−1.73 ≤ ≤ 0)
5. P(0.28 ≤ ≤ 2.11) 6. P(−1.79 ≤ ≤ −.11)
7. P(−1.25 ≤ ≤ 2.14) 8. P( ≥ 1.19)
9. P( ≤ 2.14) 10. P( ≥ −2.11)
11. P( ≤ −1.66)
Example 2
If the result of the M.B.A. students in statistics course is normally
distributed with mean 80 and standard deviation 10. Find:
a. The percentage of the students that have result less than 90.
b. The percentage of the students that have result greater than 65.
c. The probability of the students that have result between 65 and 85
Example 3
The mean starting salary for collage graduate in the spring of 2000 was
$31280. Assume that the distribution of starting salaries follows the
normal distribution with a standard deviation of $3300. What percent of
The mean starting salary for collage graduate in the spring of 2000 was
$31280. Assume that the distribution of starting salaries follows the
normal distribution with a standard deviation of $3300. What percent of
the graduates have starting salaries:
a. Between $30000 and 35000?
b. More than $40000?
c. Between $35000 and 40000?
and Test of hypotheses
Confidence interval and Test of hypothesis for the mean
Upper limit = +E
Lower limit = -E

Where

.
E=t , ≤ 30

.
E=Z , > 30

Confidence level Z
90% 1.65
95% 1.96
99% 2.58
Example 1
The MacBurger restaurant chain claims that the waiting time of the
customers for service is normally distributed with mean of three
minutes. The quality-assurance department found in a sample of 50
customers at the Warren Road MacBurger the mean waiting time is
2.75 minutes and a standard deviation of one minute. At 0.05
significance level ( ), can we conclude that the mean waiting time is 3
minutes?
Example 2
The MacBurger restaurant chain claims that the waiting time of the
customers for service is normally distributed with mean of three
minutes. The quality-assurance department found in a sample of
25 customers at the Warren Road MacBurger the mean waiting
time is 2.75 minutes and a standard deviation of one minute. At
0.05 significance level ( ), can we conclude that the mean waiting
time is 3 minutes?
Example 3
A survey provided the estimate mean number of hours of using internet per
household is 5.6 hours per day (2022). Assume that the survey involved 23
households and that the sample standard deviation was 2 hours per day. Five
years ago, the population mean number of hours of using internet per
household was reported to be 4.3 hours. At 0.01 significance level ( ), can we
conclude that the mean number of hours of using internet per household is 4.3
hours ?
Confidence interval and Test of hypothesis for the proportion
Upper limit = +
Lower limit = −

Where

× (1 − )
= , ≤ 30

or

× (1 − )
= , > 30

Example 1
Shell Oil office workers were asked which work schedule appealed most:
Working five 8- hours days or four 10- hours days. Let P equal to the
proportion of office preferring the four 10-hours days alternative.
Test the hypotheses : : = 50%, : ≠ 50%
A sample of 105 office workers showed that 67 preferred the four 10-
hours day schedule. Use = 0.01

: = 50%,
: = 50%,
: ≠ 50%

× (1 − )
=

Example 2
A recent survey found that 40% of the Mexican teenagers are alcoholic
(2019). A random sample of 25 Mexican teenagers revealed that 14 of them
are not alcoholic (2020). If α = 0.1 can we conclude that the proportional
of the alcoholic Mexican teenagers is 40%?
‫)‪Chi-Square test ( 2test‬‬

‫‪Total‬‬ ‫ﻏﯿﺮ ﻣﺪﺧﻦ‬ ‫ﻣﺪﺧﻦ‬ ‫ﺗﺪﺧﯿﻦ‬


‫ﺻﺤﺔ‬
‫‪400‬‬ ‫‪380‬‬ ‫‪20‬‬ ‫ﻣﻤﺘﺎﺯة‬
‫‪600‬‬ ‫‪400‬‬ ‫‪200‬‬ ‫ﺟﯿﺪة‬
‫‪500‬‬ ‫‪20‬‬ ‫‪480‬‬ ‫ﺿﻌﯿﻔﺔ‬
‫‪1500‬‬ ‫‪800‬‬ ‫‪700‬‬ ‫‪Total‬‬
Contingency Table Analysis

• A contingency table is used to investigate whether two traits or


characteristics are related.

If

>

Degrees of Freedom = (number of rows -1)×(number of columns -1).

( − )
=

Where
f0 is the observed frequency
fe is the expected Frequency

Expected Frequency fe = (row total)(column total)/grand total

Example 1
Is there a relationship between the location of an accident and the gender
of the person involved in the accident?
A sample of 150 accidents reported to the police were classified by type
and gender. At the .05 level of significance, can we conclude that gender
and the location of the accident are related?

Place Work Home Other Total


Sex
Male 60 20 10 90
Female 20 30 10 60
Total 80 50 20 150
Example 6
Two dice are tossed if the first is fair and the second is designed
such that, when it tossed, the probability of appearance of the
numbers 1,2,3,4,5 are equal and the probability of appearance of 6
equal three times the probability of appearance of one. Calculate the
probability of
a­ The appearance of the number 2 in the first die
b­ The appearance of the number 3 in the first die and 5 in the
second.
c­ The appearance of the number 4 in any die.
d­ The appearance of the two number, whose sum is 6.
e­ The appearance of the two number, whose deference is 4 at least

Example 7
Two dice are tossed if the first is fair and the second is designed such
that, when it tossed, the probability of appearance of an even number
is double the probability of appearance of an odd number. Calculate
the probability of
a­ The appearance of the number 2 in the first die
b­ The appearance of the number 3 in the first die and 5 in the second.
c­ The appearance of the number 4 in any die.
d­ The appearance of the two number, whose sum is 6.
e­ The appearance of the two number, whose deference is 4 at least
Example 9
If A and B are two events with P(A) = 1/4 , P(A B) = 1/3 and P(B) = k ; where
k is unknown.
Find k in each of the following.
1- A and B are mutually exclusive.
2- A and B are independent.
3- A is subset of B
Example 12
A box contains 20 balls numbered from 1 to 20. Two balls are chosen at
random (with replacement) from the box, calculate:
a- Both balls carrying an even number.
b- Bath balls carrying a prime number.
HW

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