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    PSSP 2

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    tony spark
    The document discusses the normal and chi-square distributions. It provides examples of how to calculate probabilities for the normal distribution when given the mean and standard deviation. It also describes key properties of the chi-square distribution such as its degree of freedom, central tendency, range, and skewness. Finally, it includes a table of critical values for the chi-square distribution.

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    PSSP 2

    Uploaded by

    tony spark
    22 views8 pages
    The document discusses the normal and chi-square distributions. It provides examples of how to calculate probabilities for the normal distribution when given the mean and standard deviation. It also describes key properties of the chi-square distribution such as its degree of freedom, central tendency, range, and skewness. Finally, it includes a table of critical values for the chi-square distribution.

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    PSSP-2

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    The document discusses the normal and chi-square distributions. It provides examples of how to calculate probabilities for the normal distribution when given the mean and standard deviation. It also describes key properties of the chi-square distribution such as its degree of freedom, central tendency, range, and skewness. Finally, it includes a table of critical values for the chi-square distribution.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    22 views8 pages

    PSSP 2

    Uploaded by

    tony spark
    The document discusses the normal and chi-square distributions. It provides examples of how to calculate probabilities for the normal distribution when given the mean and standard deviation. It also describes key properties of the chi-square distribution such as its degree of freedom, central tendency, range, and skewness. Finally, it includes a table of critical values for the chi-square distribution.

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    © All Rights Reserved
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    of 8

    Normal Distribution/Gaussian Distribution

    Example Let X~ N(-5,4).


    a. Find P(X<0). b. Find P(-7<X< -3). c.Find P(X>-3]X > -5).

    PH<a<1)
    P2<1)- Pl22-)

    F
    J(7) = p2
    //2 55P Dr Gaurav Ehatnagar 14
    Normal Distribution/Gaussian Distribution

    (a) Mean The location parametei


    (b) Median The location parameter /4.
    (c) Mode The location parameter /t.
    (d) Range 0o to o . )K
    (c) Standard Deviation The scale parametero.)
    (0 Skewness 0)
    (g) Kurtosis
    Chi-square Distribution
    The chi-square distribution results when v independent variables-
    with standard normal distributions are squared and summed.

    Let z:i =1,2,..,v be independent SNV. Then


    X= )/13
    =1
    Chi-square Distribution
    PDF:

    f)2r() (lor for 20)


    T(e) Jo -etdt
    =
    Chi-square Distribution
    PDF: 0,18 hh vln Duf - Dof=5

    Dof 8
    0.16

    0,14 Dof 15
    0,12 Dof 20
    0.1 Dof 30
    9,83

    B.86

    0,04

    0.82
    18
    20 39 40

    9/19/2022 PSSP Dr Gauray fhatrnAgat


    Chi-square Distribution - Properties

    Degree of freedom (Dof) tells how many independent standard normal


    distributions are used to construct the chi-square distributions.
    Let X~N(4,o) be independent RVs. Then, chi-square distribution can
    be obtained after converting X; in toz!
    Central Tendency:
    ) Mean
    (b) Median approximately y 2/3 for large v
    -

    () Mode V-2 for v> 2


    d) Range 0 to oo
    (c) Standard Deviation 2
    () Skewness 215
    (g) Kurtosis 3+
    Chi-Square distribution Table a, Qhr
    bOF
    I 09 0.9
    975 0.550.900 01000s6.035 0.01 0.00
    100640016-2706 07A
    7178
    66157 8
    20019 0020
    0051 103021 | 9210 10197)
    0072 0115 0 216 01520Su| 6251 7815 9148 134512
    0 202 0297 0 A4 0711 14 7779 9488 I1143
    0412
    0676
    D354
    02
    OX3I 145
    23716TS 2201 10645
    Tol0 92 l1970 12 K3U
    12192 14449 16813IK53X
    Xo.05,15
    1 219 1021672 17017 1407 013 IX475 20 278
    44 I46| 2180 27 14K) 11 462 15507 17535 2000 2195
    7 20SS 270 3254 163 146 16919 19.021| 216 2159
    L10 2 156]| 258| 3247 940 4 NS15287 8 J07| 0483 21 20 25 IAE
    03 11645S75 557 17275 19675| 21920 24 7 26757
    1 2074 IS71 4 226 6 04 026 6217 24 300
    107 009 s927042 1981212147| 4 716 2S 29 19
    4.U15

    4tO
    4044
    S12
    S9 57110 21 04 23685 | 2619
    7 2618 47
    7962 12
    207
    235
    24 995
    26 19
    77 4X
    20141 1319
    427
    P(X,>7.)
    &04 10 085 2420 2787 0191
    1015 190 28 N69 11926 I1 05

    401
    I 2 30144 1 1911
    7414 9 10S 1413 411 1410 14 170 17 586
    3 997
    29615 1171 5479 41401
    11474 4029942 %
    9/10/202 PSSP D Gurav Bhatnagar
    Chi-Square distribution lable P
    era a s 5 A 6.10 0.05 8023a01905
    -00010u0016-2 706L 3 S024 6635 28
    0U0 0051 0.10 021 4605 7378 9.210 10597
    &072 Q115 0216 0352 a s84 6251 7815 9343 11345128
    0 0707 |04 0711L6 1.79 9.483 13.7714.860
    0412 0554 0x 1451610 92 12 813| 15.0s6
    1670
    06'6| 1237
    1E
    1 2 10.645 12592 1491681218S8
    2167 28$33120171406716013 IR7S 20278 P(X< 2.3)
    14 2.1202733 340 IS S07 17535 2000 219S5

    11
    135
    21%
    26N 3053
    2 0 0 3 4J8
    3473 940
    IS164575
    46S
    578
    14684
    1587
    16919
    1x 307
    19023
    20483
    17275 196752A 902452675
    21 &623 9
    23 092 18 -PM
    1 304 3571 4404 5226 K4184|21026 |2331726217 2830
    36S| 4107 S0ON 592 19SL22162 736
    1042 2683 29 819
    405 4 6) S6 6 571 2 2106 8 s 26 T19 91 131S
    40 72618S47 223072496| 2748530S78 3801
    S14 5S12 6.081 S629312 2 2 66 845 32u0 4267
    S97 8672 Iro OSS| 713
    9390105 25 99| S69 S26 4 05 7 156
    7 &07 10112l61 27204 3014 2 26191
    10SS1 1241 8412 31410 40 376 |
    4 1023 41 01
    l0 12 3314 S0A13 6781 0289 276

    g/9/2022 PSSP DGaurav hatnaga 23

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