Chapter 6

Modeling Random Events

6.1: Probability Distributions are Models for

Random Experiments
6.2: The Normal Model
6.3: The Binomial Model

Here we will cover 6.2

Random Variables
• A variable was defined to be a
characteristic of an individual.

• A random variable (rv) is a variable whose

value is a numerical outcome of a
probability experiment.
Discrete Random Variables
• A random variable that can take on a countable
number of observations

- X has a finite number of values

- An example is flipping a coin 10 times where X is

the number of heads.

- There are 11 possible values, 0, 1, … , 10.

Continuous Random Variables
• A random variable whose values are
uncountable.

- X takes all values in an interval of numbers (often

measurements)

- An example is the amount of time it takes to

complete a task.
- Our exam is 70 minutes. You can finish any time
between 0 and 70 minutes.
 5

Probability Distributions
• The probability distribution of a random variable X
tells us what values X can take and how to assign
probabilities to those values.

• Can be a table, graph, or formula

• Also called a probability model.

 6

Discrete Probability Distribution

• The probability distribution of a discrete random
variable X lists the values and their
corresponding probabilities.
 7

Notation and Requirements

• pi = P(xi) = P(X = xi)

• P(X = x) is read the probability that the random

variable X equals the value x.

Requirements of a Discrete Probability Distribution

• 0 ≤ P(xi) ≤ 1 for each value of xi of X
• Sum of all probabilities = 1
Continuous Probabilities
• The continuous random variable, X takes
all values in an interval of numbers (often
measurements).

• The continuous probability distribution

assigns probabilities as areas under a
density curve.
Density Curve
• Gives a compact picture of the overall
pattern of data but ignores minor
irregularities (i.e. outliers)

• Drawing a smooth curve through the tops

of the histogram bars.
 Density Curve
A density curve is a mathematical model of the
histogram

Actual Model

“Area under the curve” = probability

 11

Density Curves
• A density curve is a mathematical model of a
distribution.

• The total area under the density curve, by

definition, is equal to 1, or 100%.

• Histogram is built from the sample.

• Smoothed curve describes the population.

Populations vs. Samples
• Populations - We have access to all of the
individuals in a group of interest :
• Descriptive measures of populations are called
parameters.

• Samples - We can only access a portion of the

individuals in a group of interest.
• Descriptive measures of samples are called statistics.
Requirements
• For a curve to be called a density curve
• The total area under the curve equals 1.
• The curve must always be on or above the x-
axis.

• The area under the curve and above any

range of values is the probability of an
outcome in that range.
Density curves come in any
imaginable shape.

Some are well known

mathematically and others aren’t.
Mean and Standard Deviation
• The mean and standard deviation of the idealized
distribution of the data represented by the density
curve are denoted by m (“mu”) and  (“sigma”),
respectively
• Density curves represent populations

• The mean and standard deviation computed from

actual observations (data) are denoted by  and
s, respectively.
• Data taken from a sample
 Normal distributions
Normal distributions are a family of symmetrical, bell
shaped density curves defined by a mean m and a
standard deviation s: denoted N(m, s).

2
1  x  
1  
2  

f ( x)  e
2

x x
 A family of normal density curves

Same m different s

0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Different m same s

0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
Normal Distribution
• The fundamental distribution underlying
most of inferential statistics is the normal
distribution.

• The normal distribution is continuous, bell-

shaped, and symmetrical.
Properties
• When drawing the normal curve, the mean, μ and
the standard deviation, σ have specific roles
• The mean μ is the center of the curve.
• The values (μ – σ) and (μ + σ) are the inflection points
of the curve.
Empirical Rule – The 68-95-99.7 Rule
If the distribution (a histogram or a density curve) is
roughly bell-shaped, then
 Approximately 68% of the data will lie within
1 standard deviation of the mean.

 Approximately 95% of the data will lie within

2 standard deviations of the mean.

 Approximately 99.7% of the data will lie within 3

standard deviations of the mean.
Properties of the Normal Distribution
1. The curve is symmetric about the mean (i.e. area under the
curve to the left of the mean is equal to the area under the
curve to the right of the mean).

2. The mean = median = mode. So, the highest point of the curve
is at x = μ.

3. The curve has inflection points at (μ – σ) and (μ + σ).

4. The total area under the curve is equal to 1.

5. As x gets larger and larger (in either the positive or negative

directions), the graph approaches but never reaches the
horizontal axis.
Area under the Normal Curve
• The area under the normal curve for any interval
of values represents the probability that a
randomly selected individual from the population
will have the characteristic described by the
interval of numbers.

• There is no area under the normal curve

associated with a single value. Thus, the
probability of observing a specific value for a
normal random variable is 0 (i.e. P(X = x) = 0).
Standard Normal Distribution
• A normal distribution with mean = 0 and standard
deviation = 1.

• Any normal distribution with mean, m and

standard deviation, s can be standardized…

x 
z

Standard Normal Table
• Labeled as Table 2 on In Appendix A (A-2 – A-3)
in e-text (also on blackboard as a pdf).
Finding Area
1) Draw the standard normal curve.

2) Shade in the desired area.

3) Determine how to find the probabilities

corresponding to the shaded area using the
table (you must use the table on in class
quizzes and exams).

4) Use StatCrunch to check your work on

homework and in MyStatLab.
Examples: P(Z < z)
• P(Z < 1.25)

• Since the table gives us the area under the

standard normal curve to the left of z, then
provide the value from the table.

• Look down the first column and find 1.2, then go

across the top row until you find .05.
Examples: P(Z < z)
• P(Z < 1.25) = 0.8944
StatCrunch Instructions: Normal
• Stat  Calculators  Normal

• Once the image appears, you can shade any

area you want.

• The default image shows the standard normal

distribution.

• We will show many examples.

Examples: P(Z < z)
• P(Z < -0.18)

• Draw Picture, shade area

• P(Z < -0.18) = 0.4286
Examples: P(Z > z)
• P(Z > 2.09)

• The table does not give us this value. However,

we can use complements.

• What’s not greater then 2.09?

• Less than or equal to 2.09 (and we can find this

value).
Examples: P(Z > z)
• P(Z > 2.09)

• Procedure: Find the probability associated with

2.09 on the table and subtract that probability
from 1.

P(Z > 2.09) = 1 – P(Z < 2.09)

= 1 – P(Z < 2.09) = 1 – 0.9817
= 0.0183
Examples: P(Z > z)
• Image from StatCrunch (remember to switch the
inequality sign from less than to greater than.
Examples: P(Z > z)
• P(Z > -0.89)

• Draw picture, shade area.

• Need to use complement

• From table: P(Z < -0.89) = 0.1867

• P(Z > -0.89) = 1 – 0.1867 = 0.8133
Examples: P(Z > z)
• Image from StatCrunch
Examples P(z1 < Z < z2)
• This situation deals with finding areas in between
two z-values.

• P(1.01 < Z < 2.02)

• Procedure: Find the area to the left of 2.02 and

subtract the area to the left of 1.01. See
images…
Examples P(z1 < Z < z2)
Examples P(z1 < Z < z2)
Examples P(z1 < Z < z2)
• P(1.01 < Z < 2.02)

• P(Z < 2.02) = 0.9783

• P(Z < 1.01) = 0.8438

• P(1.01 < Z < 2.02) = 0.9783 – 0.8438

= 0.1345
• A little off because of rounding
Examples P(z1 < Z < z2)
• P(-1 < Z < 1)

• Note: to go between, click “between” on the graph

(in the upper left).

• 0.8413 – 0.1587 = 0.6826

• Look familiar?
Provide a z-value given a probability
• What if you were asked to find that z-value where
10% of the data fell above this value?

• Draw picture, shade area, and label probability…

Using Table
• The probabilities are found inside the table.
Remember, they are probabilities to the left of a
specific z-value.

• We notice 0.10 is to the right of the z-value in

question.

• If 0.10 is the area to the right, then 0.90 is the

area to the left.
Using Table
• Then, find the probability closest to 0.9000 inside
the table.

• I found 0.8997.

• This probability is associated with the z-value

1.28.
Image from StatCrunch
Another Image from StatCrunch
Example: IQ Test Scores
• Suppose we have IQ test results that we know
are normally distributed with mean 100 and
standard deviation 15. (We write N(100, 15)).
Find the probability that a randomly selected
person scores below 112.

• We are looking for P(X < 112)

x 
• We must standardize… z

Solution
• P(X < 112)

• There is a standard normal z-value associated

with this x value of 112.
112  100
z 0.8
15

• P(Z < 0.80) will allow us to use the table to

answer this question.
Images
Table Answer
• P(Z < 0.80) = 0.7881

• Thus there is a 78.81% chance that a

randomly selected individual scored below
112 on the IQ Test.
For Practice: IQ Example
• P(67 < X < 94)

• P( X > 120)

• Find the minimum score that puts you in the top

5%.

• Find the two scores that would put you in the

middle 50% (min score and max score).