From b75e6f54a04a584f9464f2f83f48cee761bc8a45 Mon Sep 17 00:00:00 2001 From: eggy <eggyrules@gmail.com> Date: Sat, 20 Mar 2021 17:41:53 -0400 Subject: [PATCH] math: add binomial and normal distributions --- docs/mcv4u7.md | 77 ++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 77 insertions(+) diff --git a/docs/mcv4u7.md b/docs/mcv4u7.md index f6eb5e5..9bc8d23 100644 --- a/docs/mcv4u7.md +++ b/docs/mcv4u7.md @@ -227,6 +227,83 @@ $$ !!! warning It is possible that the expected value will not be a value in the set, and the expected value should **not be mistaken** with the outcome with the highest probability. +### Binomial distribution + +**Bernoulli trials** have a fixed number of trials that are independent of each other and identical with only two possible outcomes — a success or failure. + +Where $r$ is the number of successes in a Bernoulli trial: +$$P(X=r)={n\choose r}p^rq^{n-r}$$ + +where ${n\choose r}=\frac{n!}{r!(n-r)!}$ + +A binomial distribution is a probability distribution of two possible events, a success or a failure. The distribution is defined by the number of trials, $n$, and the probability of a success, $p$. The probability of failure is defined as $q=1-p$. + +$X\sim$ denotes that the random variable $X$ is distributed in a certain way. Therefore, the binomial distribution of $X$ is expressed as: +$$X\sim B(n, p)$$ + +In a binomial distribution, the expected value and **variance** are as follows: +$$ +E(X)=np \\ +Var(X)=npq +$$ + +On a graphing display calculator, where $r$ is the number of successes: +$$ +\begin{align*} +P(X=r)&=\text{binompdf}(n,p,r) \\ +P(X<r)&=\text{binomcdf}(n,p,r-1) \\ +P(X\leq r)&=\text{binomcdf}(n,p,r) \\ +P(a\leq X\leq b)&=\text{binomcdf}(n,p,b) - \text{binomcdf}(n,p,a) +\end{align*} +$$ + +### Normal distribution + +Also known as **Gaussian distribution** or in its graphical form, a normal or bell curve, the normal distribution is a **continuous** probability distribution for the random variable $x$. + +<img src="/resources/images/gaussian-distribution.png" width=700>(Source: Kognity)</img> + +In a normal distribution: + + - The mean, median, and mode are all equal. + - The normal curve is bell-shaped and symmetric about the mean. + - The area under the curve is equal to one. + - The normal curve approaches but does not touch the x-axis as it approaches $\pm \infty$. + +From $\mu-\sigma$ to $\mu+\sigma$, the curve curves downward. $\mu\pm\sigma$ are the **inflection points** of the graph. It is expressed graphically as: +$$X\sim N(\mu,\sigma^2)$$ + +where + +$$f(x)=\frac{1}{\sigma\sqrt{2\pi}}e^\frac{-(x-\mu)^2}{2\sigma^2}$$ + +~68%, ~95%, and ~99.7% of the data is found within one, two, and three standard deviations of the mean, respectively. + +### Standard normal distribution + +The **standard normal distribution** has a mean of 0 and standard deviation of 1. The horizontal scale of the standard normal curve corresponds to **$z$-scores** that represent the number of standard deviations away from the mean. To convert an $x$-score to a $z$-score: +$$z=\frac{x-\mu}{\sigma}$$ + +A **Standard Normal Table** can be used to determine the cumulative area under the standard normal curve to the left of scores -3.49 to 3.49. The area to the *right* of the score is equal to $1-z_\text{left}$. The area *between* two z-scores is the difference in between the area of the two z-scores. + +To standardise a normal random variable, it should be converted from the form $X\sim N(\mu,\sigma^2$ to $Z\sim N(0,1)$ via the formula to convert between x- and z-scores. + +The probability of a z-score being less than a value can be rewritten as phi. +$$P(z<a)=\phi(a)$$ + +Some z-score rules partially taken from probability rules: + +$$ +\begin{align*} +P(z>-a)&=P(z<a) \\ +1-P(z>a)&=P(z<a) +\end{align*} +$$ + +On a graphing display calculator: + +The `normalcdf` command can be used to find the cumulative probabilty in a normal distribution in the format $\text{normalcdf}(a,b,\mu,\sigma)$, which will solve for $P(a<x<b)$. $-1000$ is generally a sufficiently low value to solve for just $P(x<b)$. + ## Resources - [IB Math Analysis and Approaches Syllabus](/resources/g11/ib-math-syllabus.pdf)