Probability

Study Guide for Section 6.8

Note: We are only covering basic probability distributions and the normal distribution. You do not
need to worry about average values or the exponential distribution.

1. Random Variables and Probability Distributions

A random variable is any measurement whose value includes an element of randomness. Any
random variable \ has a probability distribution (or probability density function) 0 aBb that
represents the relative likelihood of different values for \ . For example, the following
distribution shows a random variable that takes on values between " and &, with values between
" and $ being much more likely than values between $ and &:
C

B
1

You can find the probability that \ lies in a certain range by finding the area in that range under
the graph of 0 aBb:
,

T a+ \ ,b ( 0 aBb .B
+

Note that the total area under a probability distribution must be ".
Problems: 3, 8
2. Normal Distributions
The most common kind of probability distribution is the normal distribution (or bell curve):

5
.

The central (or average) value of the distribution is called the mean, and is denoted by the Greek
letter . (mu). The width of the distribution is called the standard deviation, and is denoted
by the Greek letter 5 (sigma). The formula for a normal distribution with mean . and standard
deviation 5 is:
0 aBb

#
"
"
#
/ # aB.b 5
5 #1

The simlest case is when . ! and 5 ". This is called the standard normal distribution:
0 aBb
Problems: 13, 15, 17

" #
"
/ # B
#1