Standard Normal Distribution 標準常態分配

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.................................................................................................................................2 12.1 .......................................................................................................................2 12.1.1 .............................................................................................2 12.1.2 .........................................................................................................2 12.2 (Standardized Normal Distribution) .........................................................4 ....................................................................................................6 12.3 (Skewness) ........................................................................................................7 12.4 (Kurtosis)......................................................................................................................9 12.5 .....................................................................................................11 12.6 (Normal Approximation to the Binomial).......................................12 12.7 (Normal Approximation to Poisson)............................................13

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//(Normal Distribution)(Gauss Distribution) (error of measurement)( ) (bell shape)()( )

12.1 x (Normal random variable) X ~ N ( , ) N ( x, , ) 2 ( 1 f ( x) = e 2 2 1 x

)2

1 = e 2

( x )2 2 2

, < x3 (platykurtosis) 2 0.5 n(1-p)> 5 ,. X (z): Z=

x E( X )

x

=

x np npq

, (correction of continuity) Pr(a x b) = Pr(a - 0.5 Y b + 0.5) 0.5 (halfunit correction of continuity) Sample: X , n = 15, p = 0.4, (a)Pr(2 X 4) (b)Pr(X 10) Solution: n = 15, p = 0.4 np = 15*0.4 = 6 > 5 npq = 15*0.4*0.6 = 3.6 2 = 3.6, = 1.9 (a) Pr(2X4) = Pr(X4) Pr(X1) = 0.21732-0.0052=0.2121 Pr(2X4)=Pr(1.5Y4.5) = Pr(

= Pr(-2.37Z-0.79) = Pr(Z-0.79) Pr(Z-2.37) = 0.2148 0.0089 = 0.2059 0.2121 0.2059 = 0.0062 (b) Pr(X10) = 1 - Pr(X9) = 1 0.9662 = 0.0338 Pr(X 10) = Pr(Y 9.5) = Pr(

1.5 6 4.5 6 Z ) 1.9 1.9

= Pr(Z1.84)= 1- Pr(Z1.84) = 1 - 0.9671 = 0.0329 0.0338 0.0329 = 0.0009

y 6 9.5 6 ) 1.9 1.9

n = 30 , p = 0.4, Pr(X20) = ? np = 300.4 = 12 > 5 2 = npq = 300.40.6 = 7.2 = 2.68 Pr(X20) = 1 - Pr(X 19) = 1 - 0.9974 = 0.0026 Pr(X 20) = Pr(Y 19.5) = Pr(Z

= 1 - Pr(Z2.80) = 1 - 0.9974 = 0.002612

19.5 12 ) = Pr(Z2.80) 2.68

n

12.7 (Normal Approximation to Poisson) X , = S, 2 =S. (parameter), S , , S/S = Pr(Xa) = Pr(Ya - 0.5) = Pr( Sample

y

(a 0.5)

)

5,400,000 /dm3, 1/10,000 dm3, 500 600 ? =S = 5,400,000

SD = Pr(500X600) = Pr(499.5Y600.5) = Pr(

1 = 540 10000 = 540 = 23.24

= Pr(Z2.60) Pr(Z-1.74) = 0.9953 0.0409 = 0.9544

499.5 540 600.5 540 Z ) = Pr(-1.74Z2.60) 23.24 23.24

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