CalculusReview-TexasAMUniversity.pptVIP

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * Calculus in Statistics There are many calculus applications in statistics including: - continuous density functions - finding the expected value (mean) of a distribution - finding the variance (standard deviation) of a distribution - finding the median of a distribution Probability Function The probability function of a variable tells us the probability of a certain event. Example: The probability of getting a jack when drawing from a normal deck of cards is 4/52 = 1/13. Continuous Density Function The probability density function (pdf) of a variable tells us the probability of a certain event when a continuum of events is possible. Example: The probability of getting the exact value of π from the set of all real numbers. The pdf of x is usually noted by the lowercase f, i.e. f(x). Cumulative Density Function The cumulative density function (cdf) of a variable tells us the probability for all events in a range. The cdf of x is usually noted by the capital F, i.e. F(x). Example: For a standard normal distribution, F(-0.22)=P(z≤-0.22)=0.4129. Notes About the pdf The pdf of a variable is said to have a value of 0 for any specific event. Example: From our example earlier, we can never get the exact value of π. For all x, f(x)≥0. The integral of the pdf over all events is 1. Notes About the cdf The cdf has values between 0 and 1. The limit as x approaches -∞ is 0 and the limit as x approaches ∞ is 1. The cdf is an increasing function. The cdf can be ‘flat’ for a range of values, so some people prefer to think of it as non-decreasing. Calculus and pdf cdf The cdf measures the area under the pdf. When given the pdf, we can do an indefinite integral to find the cdf. If given the cdf, we can differentiate to find the pdf. We will also use calculus to find information about the pdf such as the mean, median, and variance. Try This Show that the pdf f