Notes on Binomial Distribution, Normal Distribution | STAT 371, Study notes of Statistics

Material Type: Notes; Class: Introductory Applied Statistics for the Life Sciences; Subject: STATISTICS; University: University of Wisconsin - Madison; Term: Fall 2002;

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Pre 2010

Uploaded on 09/02/2009

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STAT371 DISCUSSION 4 September 29, 2002
TA: Ruiyan Luo
Office: 4268 CSSC
Office hours: TW 2:30–3:30pm
Phone number: 262-8182
1. Bionomial distribution
Four conditions for a binomial random varialbe:
Binary outcomes: there are two possible outcomes for each
trial (success and failure)
Independent rials: the outcomes of the trials are independent
of each other
n is fixed: the number of trials, n, is fixed in advance
Same value of p: the probability of a success on a single trial
is the same for all trials
The binomial distribution formula
For a binomial random variable, the probability that the ntrials
result in jsuccesses (and njfailures) is given by the following
formula:
P r{jsuccesses}=nCjpj(1 p)nj
where nCj=n!
j!(nj)! and x! = x(x1)(x2)...(2)(1), 0! = 1.
nCjhas some properties:
nC0=nCn= 1
nCj=nCnj
Properties of binomial distribution:
expectation (or mean) of X is np.
variance is np(1 p); standard deviation is qnp(1 p)
the binomial distribution is symmetric if and only if p= 0.5
1
pf2

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STAT371 DISCUSSION 4 September 29, 2002

TA: Ruiyan Luo Office: 4268 CSSC Office hours: TW 2:30–3:30pm Phone number: 262- E-mail: [email protected]

  1. Bionomial distribution
    • Four conditions for a binomial random varialbe:
      • Binary outcomes: there are two possible outcomes for each trial (success and failure)
      • Independent rials: the outcomes of the trials are independent of each other
      • n is fixed: the number of trials, n, is fixed in advance
      • Same value of p: the probability of a success on a single trial is the same for all trials
    • The binomial distribution formula For a binomial random variable, the probability that the n trials result in j successes (and n − j failures) is given by the following formula: P r{jsuccesses} =n Cj pj^ (1 − p)n−j where (^) nCj = (^) j!(nn−!j)! and x! = x(x − 1)(x − 2)...(2)(1), 0! = 1. nCj has some properties:

nC 0 =n Cn = 1

nCj =n Cn−j

  • Properties of binomial distribution:
    • expectation (or mean) of X is np.
    • variance is np(1 − p); standard deviation is

√ np(1 − p)

  • the binomial distribution is symmetric if and only if p = 0. 5
  1. Normal distribution
    • If Y follows a normal distribution with mean μ and standard de- viation σ, then it is common to write Y ˜N (μ, σ). Its density function is f (y) =

2 πσ

e−^

(^12) ( y−σμ ) 2

  • By standardization formula

Z =

Y − μ σ random variable Z has density function

f (z) =

2 π

e−^

z 22

, which is called standard normal distribution with mean 0 and standard deviation 1.

  • Pr{Z is between a and b}= area under the standard normal curve between a and b. The tabel in the book gives the area under the normal curve below a spedified value of z. Pr{Z ≤ z}=area to the left of z ( given in table) Pr{Z ≥ z}=area to the right of z=1-area to the left of z Pr{a ≤ Z ≤ b}=area to the left of b − area to the left of a
  • Given a probability α, from the normal table we can get Zα such that P r{Z ≤ Zα} = 1 − α, then Yα = Zασ + μ satisfying that P r{Y ≤ Yα} = 1 − α.