| Line 24: | Line 24: | ||
===Answer 1=== | ===Answer 1=== | ||
<math> | <math> | ||
| − | \mu = 1\sigma = 2 | + | Given: \mu = 1\sigma = 2 |
</math> | </math> | ||
<math> | <math> | ||
| − | Prob (0 < x < 2) | + | Given: Prob (0 < x < 2) |
</math> | </math> | ||
| Line 44: | Line 44: | ||
<math> | <math> | ||
| − | \mu = -1 \sigma = 3 | + | Given: \mu = -1 \sigma = 3 |
</math> | </math> | ||
<math> | <math> | ||
| − | Prob (\frac{-5}{2} < x <\frac{1}{2}) | + | Given: Prob (\frac{-5}{2} < x <\frac{1}{2}) |
</math> | </math> | ||
Revision as of 15:29, 22 March 2013
[[Category:gaussian random variable
Contents
Practice Problem: Compare Probabilities for different Gaussians
A (one-dimensional) random variable X is normally distributed with mean equal to one and standard deviation equal to two. Another (one-dimensional) random variable Y is normally distributed with mean equal to minus one and standard deviation equal to three.
Is $ \text{Prob } ( 0 < X < 2) $ greater than $ \text{Prob } ( -2.5 < Y < 0.5) \text{ ?} $ Explain.
You will receive feedback from your instructor and TA directly on this page. Other students are welcome to comment/discuss/point out mistakes/ask questions too!
Answer 1
$ Given: \mu = 1\sigma = 2 $
$ Given: Prob (0 < x < 2) $
$ = \Phi(\frac{b-\mu}{\sigma}) - \Phi(\frac{a-\mu}{\sigma}) $
$ = \Phi(\frac{2-1}{2}) - \Phi(\frac{0-1}{2}) $
$ =\Phi(\frac{1}{2}) - \Phi(\frac{1}{2}) = 0 $
$ Given: \mu = -1 \sigma = 3 $
$ Given: Prob (\frac{-5}{2} < x <\frac{1}{2}) $
$ = \Phi(\frac{b-\mu}{\sigma}) - \Phi(\frac{a-\mu}{\sigma}) $
$ = \Phi(\frac{.5+1}{3}) - \Phi(\frac{-2.5+1}{3}) $
$ =\Phi(\frac{1}{2}) - \Phi(\frac{1}{2}) = 0 $
No they are the same.
Answer 2
Write it here.
Answer 3
Write it here.
