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MIT18 05S14 Cl5contslides PDF

This document contains notes from a statistics class covering probability distributions including the exponential, uniform, and normal distributions. It discusses key properties of these distributions like their parameters, ranges, densities, and models. It also contains example problems calculating probabilities for these distributions and generating histograms of random variables. The document demonstrates how the average of independent random variables approaches the normal distribution as the number of variables increases based on the central limit theorem.

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Aftab Saad
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75 views11 pages

MIT18 05S14 Cl5contslides PDF

This document contains notes from a statistics class covering probability distributions including the exponential, uniform, and normal distributions. It discusses key properties of these distributions like their parameters, ranges, densities, and models. It also contains example problems calculating probabilities for these distributions and generating histograms of random variables. The document demonstrates how the average of independent random variables approaches the normal distribution as the number of variables increases based on the central limit theorem.

Uploaded by

Aftab Saad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Studio 3

18.05 Spring 2014

Jeremy Orloff and Jonathan Bloom

frequency density

4 0.4

3 0.3

2 0.2

1 0.1

x x
.5 1.5 2.5 3.5 4.5 .5 1.5 2.5 3.5 4.5
Concept questions

Suppose X is a continuous random variable.

a) What is P(a ≤ X ≤ a)?

b) What is P(X = 0)?

c) Does P(X = 2) = 0 mean X never equals 2?

July 13, 2014 2 / 10


Concept question

Which of the following are graphs of valid cumulative distribution


functions?

Add the numbers of the valid cdf’s and click that number.

July 13, 2014 3 / 10


Exponential Random Variables

Parameter: λ (called the rate parameter).


Range: [0, ∞).
Notation: exponential(λ) or exp(λ).
Density: f (x) = λe−λx for 0 ≤ x.
Models: Waiting time
P (3 < X < 7)
.1 F (x) = 1 − e−x/10
1

x x
2 4 6 8 10 12 14 16 2 4 6 8 10 12 14 16

Continuous analogue of geometric distribution –memoryless!

July 13, 2014 4 / 10

Uniform and Normal Random Variables

Uniform: U(a, b) or uniform(a, b)


Range: [a, b]
1
PDF: f (x) =
b−a
Normal: N(µ, σ 2 )
Range: (−∞, ∞]
1 2 2
PDF: f (x) = √ e−(x−µ) /2σ
σ 2π

http://mathlets.org/mathlets/probability-distributions/

July 13, 2014 5 / 10


Table questions

Open the applet

http://mathlets.org/mathlets/probability-distributions/

1. For the standard normal distribution N(0, 1) how much


probability is within 1 of the mean? Within 2? Within 3?

2. For N(0, 32 ) how much probability is within σ of the mean?


Within 2σ? Within 3σ.

3. Does changing µ change your answer to problem 2?

July 13, 2014 6 / 10


Normal probabilities

within 1 · σ ≈ 68%

Normal PDF within 2 · σ ≈ 95%

within 3 · σ ≈ 99%
68%

95%

99%
z
−3σ −2σ −σ σ 2σ 3σ

Rules of thumb:
P(−1 ≤ Z ≤ 1) ≈ .68,

P(−2 ≤ Z ≤ 2) ≈ .95,

P(−3 ≤ Z ≤ 3) ≈ .997

July 13, 2014 7 / 10

Download R script

Download studio3.zip and unzip it into your 18.05 working directory.

Open studio3.r in RStudio.

July 13, 2014 8 / 10


Histograms

Will discuss in more detail in class 6.

Made by ‘binning’ data.

Frequency: height of bar over bin = # of data points in bin.

Density: area of bar over bin is proportional to # of data points in

bin. Total area of a density histogram is 1.

frequency density

4 0.4

3 0.3

2 0.2

1 0.1

x x
.5 1.5 2.5 3.5 4.5 .5 1.5 2.5 3.5 4.5

July 13, 2014 9 / 10


Histograms of averages of exp(1)

1. Generate a frequency histogram of 1000 samples from an exp(1)

random variable.

2. Generate a density histogram for the average of 2 independent

exp(1) random variable.

3. Using rexp(), matrix() and colMeans() generate a density

histogram for the average of 50 independent exp(1) random variables.

Make 10000 sample averages and use a binwidth of .1 for this.

Look at the spread of the histogram.

4. Superimpose a graph of the pdf of N(1, 1/50) on your plot in

problem 3. (Remember the second parameter in N is σ 2 .)

July 13, 2014 10 / 10


MIT OpenCourseWare
http://ocw.mit.edu

18.05 Introduction to Probability and Statistics


Spring 2014

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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