Lecture 02 Normal Distribution and Binomial Distribution
Lecture 02 Normal Distribution and Binomial Distribution
Lecture 02 Normal Distribution and Binomial Distribution
𝑌𝑌1 , 𝑌𝑌2 , …, 𝑌𝑌𝑛𝑛 are 𝑛𝑛 independent Bernoulli random variables indicating that if you
guess the answers of the 𝑛𝑛 questions correctly. i.e. If you guess the i-th question
correctly, 𝑌𝑌𝑖𝑖 = 1, otherwise 𝑌𝑌𝑖𝑖 = 0. Here 𝑌𝑌𝑖𝑖 ’s are independent and identically
distributed Bernoulli random variables with parameter 𝑝𝑝 = 1/5.
The number of correct answers out of the 10 questions is 𝑋𝑋 = 𝑌𝑌1 + 𝑌𝑌2 + ⋯ + 𝑌𝑌𝑛𝑛 .
This random variable has a binomial distribution with parameter 𝑛𝑛 = 10 and 𝑝𝑝 =
1
, i.e. B(10,0.2)
5
The responses of the 20 voters can be represented using 𝑌𝑌1 , 𝑌𝑌2 ,…, 𝑌𝑌20 . These
random variable are independently and identically distributed Bernoulli random
variable with an unknown parameter 𝑝𝑝.
1. Flip a coin for 10 times, the be the number of heads obtained (𝑋𝑋) has a binomial
distribution 𝐵𝐵(10,0.5).
2. Suppose the probability for a random person getting cancer in a city is 𝑝𝑝 = 0.01. Then
the number of person with cancer in a random sample of 100 people has a binomial
distribution 𝐵𝐵(100,0.01)
𝑛𝑛 𝑥𝑥 𝑛𝑛−𝑥𝑥
𝑓𝑓 𝑥𝑥 = 𝑃𝑃 𝑋𝑋 = 𝑥𝑥 = 𝑝𝑝 1 − 𝑝𝑝
𝑥𝑥
for 𝑥𝑥 = 0, 1, … , 𝑛𝑛
𝜇𝜇 = 𝐸𝐸 𝑋𝑋 = 𝑛𝑛𝑛𝑛
𝜎𝜎 2 = 𝑉𝑉𝑉𝑉𝑉𝑉 𝑋𝑋 = 𝑛𝑛𝑛𝑛(1 − 𝑝𝑝)
Solution:
𝑋𝑋~𝐵𝐵(10,0.2)
10 2 8
1. 𝑓𝑓 2 = 𝑃𝑃 𝑋𝑋 = 2 = 0.2 0.8 ≈ 0.302
2
10 0 10 10 1 9
2. 1 − 𝑓𝑓 0 + 𝑓𝑓 1 = 1 − 0.2 0.8 − 0.2 0.8 = 0.6242
0 1
Source: https://www.travelstatsman.com/25072016/duty-free-discounts/
pdf:
2
1 𝑥𝑥 − 𝜇𝜇
𝜙𝜙 𝑥𝑥 = 𝑓𝑓 𝑥𝑥 = exp − , −∞ < 𝑥𝑥 < ∞
𝜎𝜎 2𝜋𝜋 2𝜎𝜎 2
CDF:
𝑥𝑥 2
1
𝑤𝑤 − 𝜇𝜇
Φ 𝑥𝑥 = 𝐹𝐹 𝑋𝑋 = � exp − 𝑑𝑑𝑑𝑑 , −∞ < 𝑥𝑥 < ∞
−∞ 𝜎𝜎 2𝜋𝜋 2𝜎𝜎 2
Note that the integral in 𝐹𝐹(𝑥𝑥) does not have a close form. This integral are typically
evaluated approximately by using computer. Rough approximations are provided in the so
called normal table.
Solution:
Solution:
1. 𝑃𝑃 𝑍𝑍 < −0.16 = 1 − 0.5636 = 0.4364
2. 𝑃𝑃 𝑍𝑍 < 1.33 = 0.9082
3. 𝑃𝑃 −0.16 < 𝑍𝑍 < 1.33 = 0.9082 − 0.4364 = 0.4718
4. 𝑃𝑃 𝑍𝑍 > −0.22 = 0.5871
5. 𝑃𝑃 𝑍𝑍 > 2.37 = 1 − 0.9911 = 0.0089
6. 𝑃𝑃 −0.22 < 𝑍𝑍 < 2.37 = 0.5871 − 0.0089 = 0.5782
Area = 1 - 0.25
𝜙𝜙(𝑧𝑧) Area = 0.25
𝑃𝑃 𝑍𝑍 ≤ 𝑧𝑧0.25 = 0.75
𝑧𝑧0.25 = 0.67
𝑧𝑧0.25
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
𝑃𝑃 𝑍𝑍 < 𝑧𝑧0.2236 = 1 − 0.2236 0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
𝑃𝑃 𝑍𝑍 < 𝑧𝑧0.2236 = 0.7764 0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
𝑧𝑧0.2236 = 0.76 0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
𝑃𝑃 𝑍𝑍 < 𝑧𝑧0.1664 = 1 − 0.1664
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
𝑃𝑃 𝑍𝑍 < 𝑧𝑧0.1664 = 0.8336 0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
𝑧𝑧0.1664 = 0.97 1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
𝑃𝑃 𝑍𝑍 < 𝑧𝑧0.1444 = 1 − 0.1444 z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
𝑃𝑃 𝑍𝑍 < 𝑧𝑧0.1444 = 0.8556 1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
𝑧𝑧0.1444 = 1.06 1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
𝑤𝑤 = 0.46 𝜙𝜙(𝑧𝑧)
𝑃𝑃 𝑍𝑍 > 𝑤𝑤 = 0.2877
𝑃𝑃 𝑍𝑍 < 𝑤𝑤 = 1 − 0.2877 𝜙𝜙(𝑧𝑧) area=0.2877
𝑃𝑃 𝑍𝑍 < 𝑤𝑤 = 0.7123
𝑤𝑤 = 0.56
w
area=0.8413 area=0.8413
z x
Solution:
Let 𝑋𝑋 be the exam score of a student.
𝑃𝑃 𝑋𝑋 > 67
𝑋𝑋 − 55 67 − 55
= 𝑃𝑃 >
5 5
= 𝑃𝑃(𝑍𝑍 > 2.4)
= 1 − 0.9918
= 0.0082
𝑃𝑃 𝑋𝑋 < 46
𝑋𝑋 − 55 46 − 55
= 𝑃𝑃 <
5 5
= 𝑃𝑃 𝑍𝑍 < −1.8
= 𝑃𝑃 𝑍𝑍 > 1.8
= 1 − 0.9641
= 0.0359