Random Variables and Probability Distributions

Random Variables and Probability
Distributions
Random Variables - Random responses corresponding
to subjects randomly selected from a population.
Probability Distributions - A listing of the possible
outcomes and their probabilities (discrete r.v.s) or their
densities (continuous r.v.s)
Normal Distribution - Bell-shaped continuous
distribution widely used in statistical inference
Sampling Distributions - Distributions corresponding
to sample statistics (such as mean and proportion)
computed from random samples
Normal Distribution
Bell-shaped, symmetric family of distributions
Classified by 2 parameters: Mean () and standard
deviation (). These represent location and spread
Random variables that are approximately normal have
the following properties wrt individual measurements:
Approximately half (50%) fall above (and below) mean

Approximately 68% fall within 1 standard deviation of mean
Approximately 95% fall within 2 standard deviations of mean
Virtually all fall within 3 standard deviations of mean
Notation when Y is normally distributed with mean and

standard deviation :
Y ~ N ( , )
Normal Distribution
P (Y ) 0.50 P ( Y ) 0.68 P ( 2 Y 2 ) 0.95
Example - Heights of U.S. Adults

Female and Male adult heights are well approximated by
normal distributions: YF~N(63.7,2.5) YM~N(69.1,2.6)
20
20
18
16
14
12
10
10
8
6
4
Std. Dev = 2.48
Std. Dev = 2.61
Mean = 63.7
Mean = 69.1
N = 99.68
55.5
57.5
56.5
59.5
58.5
61.5
60.5
63.5
62.5
65.5
64.5
67.5
66.5
INCHESF
Cases weighted by PCTF
Source: Statistical Abstract of the U.S. (1992)
69.5
68.5
70.5
N = 99.23
0
59.5 61.5 63.5 65.5 67.5 69.5 71.5 73.5 75.5
60.5 62.5 64.5 66.5 68.5 70.5 72.5 74.5 76.5
INCHESM
Cases weighted by PCTM
Standard Normal (Z) Distribution

Problem: Unlimited number of possible normal
distributions (- < < , > 0)
Solution: Standardize the random variable to have
mean 0 and standard deviation 1
Y
Y ~ N ( , ) Z
~ N (0,1)
Probabilities of certain ranges of values and specific

percentiles of interest can be obtained through the
standard normal (Z) distribution
Standard Normal (Z) Distribution

Standard Normal Distribution Characteristics:
a
za
P(Z 0) = P(Y ) = 0.5000

P(-1 Z 1) = P(-Y +) = 0.6826
P(-2 Z 2) = P(-2Y +2) = 0.9544
P(Z za) = P(Z -za) = a (using Z-table)
0.500
0.000
0.100
1.282
0.050
1.645
0.025
1.960
0.010
2.326
0.005
2.576
Finding Probabilities of Specific Ranges

Step 1 - Identify the normal distribution of interest (e.g.
its mean () and standard deviation () )
Step 2 - Identify the range of values that you wish to
determine the probability of observing (YL , YU), where
often the upper or lower bounds are or -
Step 3 - Transform YL and YU into Z-values:
YL
ZL
YU
ZU
Step 4 - Obtain P(ZL Z ZU) from Z-table
Example - Adult Female Heights

What is the probability a randomly selected female is
510 or taller (70 inches)?
Step 1 - Y ~ N(63.7 , 2.5)
Step 2 - YL = 70.0 YU =
Step 3 70.0 63.7
ZL
2.52
ZU
2.5
Step 4 - P(Y 70) = P(Z 2.52) = .0059 ( 1/170)
z
2.4
2.5
2.6
.00
.0082
.0062
.0047
.01
.0080
.0060
.0045
.02
.0078
.0059
.0044
.03
.0075
.0057
.0043
Finding Percentiles of a Distribution

Step 1 - Identify the normal distribution of interest
(e.g. its mean () and standard deviation () )
Step 2 - Determine the percentile of interest 100p

% (e.g. the 90th percentile is the cut-off where only 90%
of scores are below and 10% are above)
Step 3 - Turn the percentile of interest into a tail

probability a and corresponding z-value (zp):
If 100p 50 then a = 1-p and zp = za
If 100p < 50 then a = p and zp = -za
Step 4 - Transform zp back to original units:
Yp z
p
Example - Adult Male Heights
Above what height do the tallest 5% of males lie above?

Step 1 - Y ~ N(69.1 , 2.6)
Step 2 - Want to determine 95th percentile (p = .95)
Step 3 - Since 100p > 50, a = 1-p = 0.05
zp = za = z.05 = 1.645
Step 4 - Y.95 = 69.1 + (1.645)(2.6) = 73.4
z
1.5
1.6
1.7
.03
.0630
.0516
.0418
.04
.0618
.0505
.0409
.05
.0606
.0495
.0401
.06
.0594
.0485
.0392
Statistical Models
When making statistical inference it is useful to
write random variables in terms of model
parameters and random errors
Y (Y )
Here is a fixed constant and is a random variable

In practice will be unknown, and we will use sample data to
estimate or make statements regarding its value
Sampling Distributions and the Central

Limit Theorem
Sample statistics based on random samples are also random
variables and have sampling distributions that are probability
distributions for the statistic (outcomes that would vary across
samples)
When samples are large and measurements independent then
many estimators have normal sampling distributions (CLT):
Sample Mean:

Y ~ N ,
Sample Proportion:
~ N
(1 )
,
Example - Adult Female Heights

Random samples of n = 100 females to be selected
For each sample, the sample mean is computed
Sampling distribution:
2.5
Y ~ N 63.5,
N (63.5,0.25)
100
Note that approximately 95% of all possible random

samples of 100 females will have sample means between
63.0 and 64.0 inches

Random Variables and Probability Distributions

Uploaded by

Copyright:

Available Formats

Random Variables and Probability Distributions

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Random Variables and Probability Distributions

Uploaded by

Copyright:

Available Formats

Random Variables and Probability

Approximately half (50%) fall above (and below) mean

Notation when Y is normally distributed with mean and

P (Y ) 0.50 P ( Y ) 0.68 P ( 2 Y 2 ) 0.95

Example - Heights of U.S. Adults

Std. Dev = 2.48

Std. Dev = 2.61

Source: Statistical Abstract of the U.S. (1992)

Standard Normal (Z) Distribution

Probabilities of certain ranges of values and specific

Standard Normal (Z) Distribution

P(Z 0) = P(Y ) = 0.5000

Finding Probabilities of Specific Ranges

Step 4 - Obtain P(ZL Z ZU) from Z-table

Example - Adult Female Heights

Finding Percentiles of a Distribution

Step 2 - Determine the percentile of interest 100p

Step 3 - Turn the percentile of interest into a tail

Step 4 - Transform zp back to original units:

Example - Adult Male Heights

Above what height do the tallest 5% of males lie above?

Step 4 - Y.95 = 69.1 + (1.645)(2.6) = 73.4

Here is a fixed constant and is a random variable

Sampling Distributions and the Central

Example - Adult Female Heights

Note that approximately 95% of all possible random

You might also like