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Module 4 PDF

The document is a course syllabus for the module on probability distributions in the statistics course MAT2001 at the School of Advanced Sciences, Department of Mathematics. It lists six probability distributions that will be covered: binomial, Poisson, normal, gamma, exponential, and Weibull. It then provides more detailed information about the exponential and normal distributions, including their probability density functions, means, variances, and other properties. The course in-charges acknowledge those who prepared the course materials.

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deeraj
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259 views33 pages

Module 4 PDF

The document is a course syllabus for the module on probability distributions in the statistics course MAT2001 at the School of Advanced Sciences, Department of Mathematics. It lists six probability distributions that will be covered: binomial, Poisson, normal, gamma, exponential, and Weibull. It then provides more detailed information about the exponential and normal distributions, including their probability density functions, means, variances, and other properties. The course in-charges acknowledge those who prepared the course materials.

Uploaded by

deeraj
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

SCHOOL OF ADVANCED SCIENCES

DEPARTMENT OF MATHEMATICS
FALL SEMESTER – 2020~2021

MAT2001 – Statistics for Engineers


(Embedded Theory Component)

COURSE MATERIAL
Module 4
Probability Distributions
Syllabus:
Binomial Distribution – Poisson Distribution – Normal Distribution –
Gamma Distribution – Exponential Distribution – Weibull Distribution.

Prepared By: Prof. K. Kavitha (In-charge)


Prof. M. Gowsalya
Prof. Rajesh Moharana

The course in-charges thankfully acknowledge the course materials preparation


committee in-charge and members for their significant contribution in bringing
out of this course material.

************************************
Dr. D. Easwaramoorthy
Dr. A. Manimaran
Course In-charges – MAT2001-SE,
Fall Semester 2020~2021,
Department of Mathematics,
SAS, VIT, Vellore.
************************************
Exponential Distribution:
Definition: A continuous random variable 𝑋 is said to follow an
exponential distribution with parameter   0, if its probability density
function is given by

𝑓 (𝑥|  ) =  𝑒 − x , 𝑥 > 0,  > 0.


It is also known as negative exponential distribution.
 Mean of the exponential distribution is 1⁄ .

 Variance of the exponential distribution is 1⁄ 2 .



 The moment generating function of the exponential distribution
is  ⁄ − 𝑡 ,  > 𝑡.

 The 𝑟th moment about the origin is 𝑟!⁄ 𝑟 , 𝑟 = 1, 2, 3, . . ..


Examples related to exponential distribution:


Normal Distribution:
Definition: A continuous random variable X is said to have a normal
distribution if its probability function is given by

where 𝜇 and 𝜎 are the mean and standard deviation of the normal random
variable 𝑋, respectively.

If 𝑋 follows normal distribution, then it is denoted by 𝑋~ 𝑁(𝜇, 𝜎). It is also


called as the Gaussian distribution.
Standard Normal Distribution:
𝑋−𝜇
Definition: The standard normal random variable 𝑍 = is said to have a
𝜎

standard normal distribution if its probability function is defined by

A standard normal variate is denoted by 𝑁(0,1). The standard normal


distribution is also known as a Z-distribution or a unit normal distribution.
Standardization of a normal distribution helps us to make use of the tables of the
area of the standard curve.

Distribution function of a standard normal variable:


Graph of normal distribution:

Area under normal curve:


Area under standard normal curve:

Properties of a normal curve:

 In a normal distribution, mean deviation about mean is approximately


4
equal to times its standard deviation.
5

 In a normal distribution, the quartiles 𝑄1 and 𝑄3 are equidistant from the


median.
 The normal curve is bell shaped and is symmetrical about 𝑋 = 𝜇.
 The area bound by the normal curve and the 𝑥-axis equal to 1.
 The tails of the curve of a normal distribution extend identically in both
sides of 𝑥 = 𝜇 and never touch the 𝑥-axis.
 The moment generating function of a normal distribution with respect to
1
𝜇𝑡+2𝑡 2 𝜎2
origin is 𝑒 .
Examples related to normal distribution:

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