statistics: continuous methods
DESCRIPTION
Statistics: Continuous Methods. STAT 452/652. Fall 2008. Lecture 3: Central Limit Effect. (slides only contain intro). Normal distribution. Normal distribution. Normal distribution. 68%. 95%. 99.7%. Central Limit Effect. Summing random variables. B. A. A+B. - PowerPoint PPT PresentationTRANSCRIPT
Normal densities
Value of random variable
De
nsi
ty
-10 -8 -6 -4 -2 0 2 4 6 8 10
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
Mean= 7, Std=1
Mean= 5, Std=1Mean= 0, Std=1
Mean= 0, Std=0.6
Mean= 0, Std=3
2400 2450 2500 2550 2600
0.00
00.
006
0.01
2Probability density function
Value of random variable
Pro
babi
lity
Lower-tail probability
Interval probability
Upper-tail probability
2400 2450 2500 2550 2600
0.0
0.4
0.8
Cumulative distribution function
Value of random variable
Pro
babi
lity
68%
95%
99.7%
2 summands
3 summands
4 summands
5 summands
6 summands
7 summands
8 summands
9 summands
10 summands
20 summands
30 summands
40 summands
50 summands
100 summands
1000 summands
Normal distribution