Probability - Standard Deviation

  • Definition of Standard Deviation

  • Notation: σ for population, s for sample

  • Formula: σ = √(Σ(xᵢ - μ)² / N) for population

    s = √(Σ(xᵢ - x̄)² / (n-1)) for sample

  • Interpretation of Standard Deviation

Probability - Standard Deviation (contd.)

  • Interpreting Standard Deviation
  • Standard Deviation and Variance
  • Relationship between Mean and Standard Deviation
  • Relationship between Standard Deviation and Range
  • Standard Deviation and Probability

Probability - Normal Distribution

  • Introduction to Normal Distribution
  • Characteristics of Normal Distribution
  • Standard Normal Distribution
  • Empirical Rule (68-95-99.7 rule)

Probability - Normal Distribution (contd.)

  • Z-score and its interpretation
  • Computing Area Under the Normal Curve
  • Finding Probability Using Z-score
  • Normal Distribution Applications
  • Examples of Normal Distribution

Probability - Binomial Distribution

  • Introduction to Binomial Distribution
  • Characteristics of Binomial Distribution
  • Formula for Binomial Distribution
  • Binomial Coefficient
  • Conditions for a Binomial Distribution

Probability - Binomial Distribution (contd.)

  • Mean and Variance of Binomial Distribution
  • Computing Probability Using Binomial Distribution Formula
  • Experiments Modeled by Binomial Distribution
  • Applications of Binomial Distribution
  • Examples of Binomial Distribution

Probability - Poisson Distribution

  • Introduction to Poisson Distribution
  • Characteristics of Poisson Distribution
  • Formula for Poisson Distribution
  • Mean and Variance of Poisson Distribution
  • Applications of Poisson Distribution

Probability - Poisson Distribution (contd.)

  • Computing Probability Using Poisson Distribution Formula
  • Relation Between Poisson and Binomial Distribution
  • Examples of Poisson Distribution
  • Exponential Distribution
  • Relationship Between Poisson and Exponential Distribution

Probability - Uniform Distribution

  • Introduction to Uniform Distribution
  • Characteristics of Uniform Distribution
  • Probability Density Function for Uniform Distribution
  • Mean and Variance of Uniform Distribution
  • Applications of Uniform Distribution

Probability - Uniform Distribution (contd.)

  • Computing Probability Using Uniform Distribution Formula
  • Examples of Uniform Distribution
  • Triangular Distribution
  • Applications of Triangular Distribution
  • Examples of Triangular Distribution

Probability - Standard Deviation

  • Interpreting Standard Deviation
  • Measures the dispersion of data points around the mean
  • How spread out the data is from the average
  • Larger standard deviation indicates greater variability
  • Can be thought of as the average distance between each data point and the mean

Probability - Standard Deviation (contd.)

  • How to compute standard deviation manually
  • Steps:
    1. Compute the mean of the data set
    2. Calculate the difference between each data point and the mean
    3. Square each difference
    4. Sum up the squared differences
    5. Divide by the number of data points
    6. Take the square root of the result to get the standard deviation Example: Data set: 2, 4, 6, 8, 10 Mean = (2 + 4 + 6 + 8 + 10) / 5 = 6 Difference from mean: -4, -2, 0, 2, 4 Squared differences: 16, 4, 0, 4, 16 Sum of squared differences: 40 Standard deviation = √(40/5) = 2

Probability - Standard Deviation (contd.)

  • Standard deviation for a sample versus population
  • Population standard deviation (σ) is used when the entire population is considered
  • Sample standard deviation (s) is used when only a portion of the population is considered
  • The formulas for population and sample standard deviation are slightly different
  • The sample standard deviation formula uses n-1 instead of n in the denominator to account for the smaller sample size Formula: σ = √(Σ(xᵢ - μ)² / N) for population s = √(Σ(xᵢ - x̄)² / (n-1)) for sample Example: Data set: 2, 4, 6, 8, 10 Sample mean = (2 + 4 + 6 + 8 + 10) / 5 = 6 Sample standard deviation = √((2-6)² + (4-6)² + (6-6)² + (8-6)² + (10-6)²) / (5-1) = √(8/4) = √2 = 1.41

Probability - Standard Deviation (contd.)

  • Interpretation of standard deviation
  • Approximately 68% of data falls within one standard deviation of the mean
  • Approximately 95% falls within two standard deviations
  • Approximately 99.7% falls within three standard deviations
  • Used to compare data sets and determine their spread and variability
  • Can help identify outliers or unusual data points Example: Data set 1: 2, 4, 6, 8, 10 Standard deviation = 2 Data set 2: 1, 3, 5, 7, 9 Standard deviation = 2 Both data sets have the same standard deviation, but the actual values are different. This shows that the variability within each data set is the same.

Probability - Normal Distribution

  • Introduction to normal distribution
  • Bell-shaped curve that represents a continuous probability distribution
  • It is symmetrical around the mean
  • Mean and median of a normal distribution are equal
  • Many real-world phenomena can be modeled using the normal distribution Example: Height of people in a population can be modeled using a normal distribution. The mean height could be the average height of the population, and the standard deviation could represent how spread out the heights are.

Probability - Normal Distribution (contd.)

  • Characteristics of normal distribution
  • Follows a specific mathematical formula known as the probability density function
  • The total area under the curve is equal to 1
  • The curve is symmetric and centered around the mean
  • Bell-shaped with thin tails
  • Mean and standard deviation completely determine the shape of the distribution Equation for the standard normal distribution: f(z) = 1 / √(2π) * e^(-z²/2) where z is the z-score

Probability - Normal Distribution (contd.)

  • Standard normal distribution
  • A normal distribution with mean 0 and standard deviation 1
  • Useful for calculating probabilities using z-scores
  • Z-score is calculated by subtracting the mean from a data point and then dividing by the standard deviation Formula for z-score: z = (x - μ) / σ Example: If the mean height of a population is 160 cm and the standard deviation is 5 cm, a height of 170 cm would have a z-score of (170 - 160) / 5 = 2. A z-score of 2 means that the height is 2 standard deviations above the mean.

Probability - Normal Distribution (contd.)

  • Computing area under the normal curve
  • Area under the curve represents the probability of an event occurring
  • Calculating the area under the curve involves finding the cumulative probability up to a certain z-score or between two z-scores
  • Can be done using tables, software, or calculators Example: Find the probability of getting a z-score less than -1.5 using a standard normal distribution table. Look up the value for -1.5 in the table, which is 0.0668. This means that there is a 6.68% chance of getting a z-score less than -1.5.

Probability - Normal Distribution (contd.)

  • Finding probability using z-score
  • Finding the probability of an event occurring within a certain range
  • Can be done by finding the cumulative probability from one z-score to another
  • Can also be done by finding the difference between two cumulative probabilities Example: Find the probability of getting a z-score between -1.5 and 1.5. Start by finding the individual probabilities for -1.5 and 1.5 using the normal distribution table. The probability for -1.5 is 0.0668 and for 1.5 is 0.9332. The probability of the event occurring between these two z-scores is the difference between the two probabilities: 0.9332 - 0.0668 = 0.8664.

Probability - Normal Distribution (contd.)

  • Normal distribution applications
  • Used in hypothesis testing
  • Used in quality control processes
  • Used in forecasting and prediction models
  • Widely applicable in fields such as finance, economics, biology, and psychology
  • Provides a useful tool for analyzing and understanding data Examples:
  • Predicting stock prices based on historical trends
  • Analyzing test scores of students to determine if there is a significant difference between two groups
  • Determining the probability of a disease occurring in a certain population based on risk factors

Probability - Standard Deviation

  • Standard deviation and the normal distribution
  • The 68-95-99.7 rule and standard deviations
  • Calculating the standard deviation given a set of data
  • Interpreting the standard deviation
  • Standard deviation in real-life applications

Probability - Standard Deviation (contd.)

  • Comparing standard deviations of data sets
  • Standard deviation and variability in data
  • Standard deviation and hypothesis testing
  • Standard deviation and risk assessment
  • Standard deviation in financial analysis

Probability - Standard Deviation (contd.)

  • Calculating the standard deviation for grouped data
  • The grouped frequency distribution formula for standard deviation
  • Weighted standard deviation for weighted data
  • Application of standard deviation in quality control
  • Examples of calculating standard deviation for different data sets

Probability - Normal Distribution

  • Introduction to the concept of normal distribution
  • The bell curve and normal distribution curve
  • Characteristics of a normal distribution
  • Probability density function for normal distribution
  • Central Limit Theorem and normal distribution

Probability - Normal Distribution (contd.)

  • Standardizing normal distribution using z-scores
  • Calculating cumulative probabilities for normal distribution
  • Using the empirical rule to estimate probabilities
  • Calculating probabilities using standard normal distribution table
  • Examples of normal distribution in real-life situations

Probability - Normal Distribution (contd.)

  • Standardizing and finding probabilities for different data sets
  • Calculating the area under the normal curve
  • Using z-scores to calculate percentiles
  • Calculating probabilities for specific z-scores
  • Applications of normal distribution in statistics and data analysis

Probability - Binomial Distribution

  • Introduction to binomial distribution
  • Characteristics of the binomial distribution
  • The binomial random variable and binomial experiments
  • Formula for calculating probabilities in binomial distribution
  • Example of a binomial distribution problem

Probability - Binomial Distribution (contd.)

  • Mean and variance of the binomial distribution
  • Finding the standard deviation for binomial distribution
  • Calculating probability using the binomial distribution formula
  • Applications of binomial distribution in real-life scenarios
  • Examples of situations that can be modeled using binomial distribution

Probability - Poisson Distribution

  • Introduction to Poisson distribution
  • Characteristics of the Poisson distribution
  • Formula for calculating probabilities in Poisson distribution
  • Mean and variance of the Poisson distribution
  • Examples of situations modeled by the Poisson distribution

Probability - Poisson Distribution (contd.)

  • Computing probabilities using the Poisson distribution formula
  • Relationship between the Poisson and binomial distribution
  • Applications of the Poisson distribution in various fields
  • The Poisson distribution in queuing theory
  • Examples of problems solved using the Poisson distribution