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SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011
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SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Dec 14, 2015

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Page 1: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

SPECIAL PROBABILITY DISTRIBUTION

Budiyono2011

Page 2: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

BINOMIAL DISTRIBUTION(Bernoulli Distribution)

Page 3: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Solution:

Page 4: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

NORMAL DISTRIBUTION(Gaussian Distribution)

Page 5: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Normal Distribution Curve

symetri axes

x=µ•

area = 1• • ••••

x=µ+σ x=µ+2σ x=µ+3

σ

x=µ-σx=µ-2σ

x=µ-3σ

Page 6: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

STANDARD NORMAL DISTRIBUTION N(0,1)

Page 7: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

STANDARD NORMAL DISTRIBUTION N(0,1)

Page 8: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

STANDARD NORMAL DISTRIBUTION N(0,1)

z=0 1•

area = 1• •

2•3

•-1

•-2

•-3

Page 9: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Standard Normal Distribution Table

0 z

This area can be found by using a standard normal distribution tablel

This area can be thought as a probability appearing Z between 0 and z, written as P(Z|0<Z<z)

Page 10: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Example using a standard normal distribution table

0 1.35

Area = ?

P(Z|0<Z<1.35) = 0.4115

P(Z|Z>1.35) = 0.5000-0.4115 = 0.0885

1.3

0.05

.4115

0.4115

Page 11: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Example using a standard normal distribution table

0-1.24

0.98

Area =?

Area =

0.3925 +

0.3365 =

0.7290

Page 12: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

On a group of 1000 students, the mean of their score is 70.0 and the standard deviation is 5.0. Assuming that the score are normally distributed. How many students have score between 73.6 dan 81.9?

Problem

Solution

µ = 70.0; σ = 5.0; X1 = 73.6;

X2 = 81.9;

We transform X into z by using the formulae:

Page 13: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

0 0.72

Area = 0.4913 – 0.2642 = 0.2271

P(73.6<X<81.9) = P(Z|0.72<Z<2.38) = 0.2271

2.38

So, the number of students having score between 73.6 and 81.9 is 0.2271 x 1000 = 227 student

Page 14: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

STANDARD NORMAL DISTRIBUTION N(0,1)

sumbu simetri

z=0 1•

luas = 1• •

2•3

•-1

•-2

•-3

Page 15: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

STANDARD NORMAL DISTRIBUTION N(0,1)

z=0 1• • •

2•3

•-1

•-2

•-3

0.4772

0.4987

0.0013

z0.0013z0.0228z0.1587z0.5000z0.8413

0.3413

Page 16: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Critical Value and Crtitical Region on N(0,1)

Significance level, usually

denoted by α

It is called critical value (nilai kritis)

(CV), denoted by zα

It is called critical region (daerah kritis), denoted by CR

CR = {z | z > zα}

Page 17: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Getting zα for α = 25%

•zα

α = 25%

z0.25 = ? 0.67

0.25

0.25

0.25000.24860.6

.07

Page 18: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Getting zα for α = 10%

•zα

α = 10%

z0.10 = ?1.28

0.10

0.40

0.40000.39971.2

.08

Page 19: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Getting zα for α = 5%

•zα

α = 5% z0.05 = ?1.645

0.05

0.45

0.45000.44951.6

.04

0.4505

.05

Page 20: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

The Important Values zα

•zα

Z0.01 = 2.33Z0.05 = 1.645

Z0.025 = 1.96Z0.005 = 2.575

Page 21: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Properties of zα

•zα

αα

•z1-α

z1-α = -zα

Page 22: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

STUDENT’S t DISTRIBUTION

Page 23: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Critical Values for t distribution

•tα ; Ʋ

t0.10 ; 12 =

1.356 t0.05 ; 12 =

1.782

t0.01 ; 24 =

2.492 t0.005 ; 28 =

2.763

α

Seen from the table

Page 24: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Properties of tα;n

•tα ; n

αα

•t1-α; n

t1-α; n = -tα; n

Page 25: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

THE CHI-SQUARE DISTRIBUTION

Page 26: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Critical Value for Chi-Square Distribution

α

Properties:Example

Seen from the table

11.070 48.278

α

Page 27: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

THE F DISTRIBUTION

Page 28: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Critical Values for F distribution

α

Properties:

Examples:

Seen from the table

3.29 26.87

α

Page 29: SPECIAL PROBABILITY DISTRIBUTION Budiyono 2011. BINOMIAL DISTRIBUTION (Bernoulli Distribution)

Critical Values for F distribution

2,15;05.0F1

0.05

F0.95; 2, 15 =

F0.95; 2, 15

43.191

= 0.051