목차
- Continuous Probability Distributions
- The Normal Distribution
- The Standardized Normal
- Finding Normal Probabilities
- 문제
👀, 🤷♀️ , 📜, 📝
이 아이콘들을 누르시면 정답, 개념 부가 설명을 보실 수 있습니다:)
Continuous Probability Distributions
[continuous variable]
a variable that can assume any value on a continuum (can assume an uncountable number of values)
• thickness of an item
• time required to complete a task
• temperature of a solution
• height, in inches
These can potentially take on any value depending only on the ability to precisely and accurately measure
The Normal Distribution
정규 분포
- ‘Bell Shaped’: 가운데가 볼록해야한다(필수조건)
- Symmetrical: 대칭이여야 한다(필수조건)
- Mean, Median and Mode are Equal
[plot]
- Location is determined by the mean, μ
- Spread is determined by the standard deviation, σ
- The random variable has an infinite theoretical range: + ∞ to - ∞
[formula]
- e = the mathematical constant approximated by 2.71828
- π = the mathematical constant approximated by 3.14159
- μ = the population mean
- σ = the population standard deviation
- X = any value of the continuous variable
[Distribution]
- A and B have the same mean but different standard deviations.
- B and C have different means and different standard deviations.
The Standardized Normal
표준정규분포
= 평균이 0이고 분산이 1인 정규분포
- Any normal distribution (with any mean and standard deviation combination) can be transformed into the standardized normaldistribution (Z)
➡️ 모든 정규분포(평균 및 표준편차 조합 포함)는 표준화된 정규분포(Z)로 변환 가능 - To compute normal probabilities need to transform X units into Z units
➡️ 정규 확률을 계산하려면 X 단위를 Z 단위로 변환 필요 - The standardized normal distribution (Z) has a mean of 0 and a standard deviation of 1
[formula of Translation]
Translate from X to the standardized normal (the “Z” distribution) by subtracting the mean of X and dividing by its standard deviation
The Z distribution always has,
- mean = 0
- standard deviation = 1
[formula]
- e = the mathematical constant approximated by 2.71828
- π = the mathematical constant approximated by 3.14159
- Z = any value of the standardized normal distributio
📝 예시 보기
ex 1)
If X is distributed normally with mean of $100 and standard deviation of $50, the Z value for X = $200 is,
- This says that X = $200 is two standard deviations (2 increments of $50 units) above the mean of $100
ex 2)
초코과자를 생산하는 공장이 있다.
이 공장에서 생산하는 과자 한 봉지의 무게는 평균이200g이고 표준편차가1.5g인 정규분포를 따른다고 한다.
어느 날생산된 과자 중 임의로 한 봉지를 선택해 무게를 재었을 때198g이하가 될 확률을 계산해보자.
[1]정규분포로 풀기
과자 한 봉지의 무게를 확률변수X로 나타내면,
X∼N(200,1.5^2)
[2] 표준정교분포로 풀기
X를 표준화한 \(Z=X−200/1.5\)의 분포가 표준정규분포임을 이용
[Distribution]
• Also known as the “Z” distribution
• Mean is 0
• Standard Deviation is 1
- Values above the mean have positive Z-values.
- Values below the mean have negative Z-value
❓ Comparing X and Z units
Note that the shape of,
- the distribution is the same
- only the scale has changed
We can express the problem in the original units (X in dollars) or in standardized units (Z)
Finding Normal Probabilities
Probability is measured by the area under the curve
이제 정규분포에서 아래와 같이 연속적인 확률의 합을 구하는 방법을 볼 것이다.
[Probability as Area Under the Curve]
The total area under the curve is 1.0, and the curve is symmetric, so half is above the mean, half is below
[The Standardized Normal Table]
또한 계산 결과 z 값의 확률은 The Standardized Normal Table로 판별 가능하다
📝 사용 예시 보기
• The Cumulative Standardized Normal table in the textbook (Appendix table E.2) gives the probability less than a desired value of Z (i.e., from negative infinity to Z)
💡 STEP TO FIND Normal Probabilities 💡
1)
- Suppose X is normal with a mean of18.0 seconds and a standard deviation of 5.0 seconds.
- Find P(X < 18.6)
2)
- Let X represent the time it takes, in seconds to download an image file from the internet.
- Suppose X is normal with a mean of 18.0 seconds and a standard deviation of 5.0 seconds. Find P(X < 18.6)
3)
- Standardized Normal Probability Table (Portion)
📌 Finding Normal Upper Tail Probabilities
문제
[Table 6-1] You were told that the amount of time lapsed between consecutive trades on the New York Stock Exchange followed a normal distribution with a mean of 15 seconds. You were also told that the probability that the time lapsed between two consecutive trades to fall between 16 to 17 seconds was 13%. The probability that the time lapsed between two consecutive trades would fall below 13 seconds was 7%.
1. Referring to Table 6-1, what is the probability that the time lapsed between two consecutive trades will be between 14 and 15 seconds?
📜 정답 보기
nomal distribution 이다
- mean of 15 seconds
- probability 16 to 17 seconds was 13%
즉 30% 이다
2. Referring to Table 6-1, what is the probability that the time lapsed between two consecutive trades will be between 13 and 16 seconds?
📜 정답 보기
nomal distribution 이다
- mean of 15 seconds
- probability 16 to 17 seconds was 13%
즉 73% 이다
3. Referring to Table 6-1, what is the probability that the time lapsed between two consecutive trades will be between 14 and 17 seconds?
📜 정답 보기
nomal distribution 이다
- mean of 15 seconds
- probability 16 to 17 seconds was 13%
즉 73% 이다
4. If a particular batch of data is approximately normally distributed, we would find that approximately
a) 2 of every 3 observations would fall between 1 standard deviation around the mean.
b) 4 of every 5 observations would fall between 1.28 standard deviations around the mean.
c) 19 of every 20 observations would fall between 2 standard deviations around the mean.
d) All the above.
📜 정답 보기
a) : 관측치 3개 중 2개는 평균 주위의 표준 편차 1 사이에 속합니다
위의 표현을 시각화해서 나타나면
이렇다는 이야기다.
즉 이를 테이블에 적용하면
-1.0 이하는 약 0.16이다.
즉 구하고자아는 것은 (0.5-0.16)*2 = 약 67 로 맞다!!
이런 식으로 다 구해보면 답은,
d) 모두 맞다 이다.
5. For some positive value of Z, the probability that a standard normal variable is between 0 and Z is 0.3770. The value of Z is
📜 정답 보기
이므로, 이를 88%를 테이블에서 찾아보면
즉 약 1.175라고 어림잡을 수 있다.(88%가 있는 곳의 인덱스와 column을 보면 된다.)
적당히 근사값을 써주자
= 약 1.175
6. For some value of Z, the probability that a standard normal variable is below Z is 0.2090. The value of Z is
📜 정답 보기
이므로 5번과 같은 방법으로 구해보면, -0.81이다
= 약 -0.81
7. The probability that a standard normal variable Z is positive is ________.
📜 정답 보기
Z is positive 는 가운데보다 오른쪽에만 있으면 되니까
= 50%
8. A food processor packages orange juice in small jars. The weights of the filled jars are approximately normally distributed with a mean of 10.5 ounces and a standard deviation is 0.3 ounce. Find the proportion of all jars packaged by this process that have weights that fall below 10.875 ounces.
📜 정답 보기
10.875 -> 위의 Z공식을 이용해서 구한다.
그렇게 되면 Z = 1.25 이므로 이를 테이블에서 구하면
9. A food processor packages orange juice in small jars. The weights of the filled jars are approximately normally distributed with a mean of 10.5 ounces and a standard deviation is 0.3 ounce. Find the proportion of all jars packaged by this process that have weights that fall above 10.95 ounces.
📜 정답 보기
위와 같은 방식으로 그리고 구하면 이므로
= 0.0668