1. Concepts & Definitions
1.1. Continous random distribution of probability
1.2. Normal distribution of probability
1.3. Standard normal distribution of probability
1.4. Inverse standard normal distribution
1.6. Inverse Student's T distribution
2. Problem & Solution
2.1. Weight, dimension, and value per HS6
2.2. How to fit a distribution
2.3. Employing standard deviation
2.4. Total time spent in a system
It is denoted as Z ∼ N(0, 1). And is read as X is a continuous random variable that follows Normal distribution with mean 0 and variance 1. Where μ is the mean, and σ 2 is the variance. It is a transformation of Normal distribution in such a way that Mean = 0, and standard deviation 1.
The Standard normal distribution probability mass function formula follows the next equation.
The Standard normal distribution cumulative probability formula follows the next equation.
Every Normal distribution could be transformed into a standard normal distribution using the following equation.
Where: μ is the mean of non-standard Normal distribution, and σ is the non-standard normal deviation.
Through the previous equation, it is possible to employ tabulated values of standard normal distribution which had been employed in several statistics books. This table is known as a Z-score table. This helps to avoid the necessity of employing computational commands to compute cumulative probabilities. All the properties of a Normal distribution will be satisfied by a Standard Normal distribution.
A certain inspection process has been designed in a manner that its time took a normal distribution with a mean equal to 40 minutes and a standard deviation equal to 8 minutes. Find the following quantities:
• Compute the six-sigma efficiency of the process, i.e., the probability that the inspection time spent by a randomly chosen product is in the range given by the mean minus three standard deviations and the mean plus three standard deviations.
• Probability of time between the six-sigma interval is much easier to describe using standard normal Z(0,1) since μ = 0, and σ = 1:
P(μ − 3σ ≤ z ≤ μ + 3σ ) = P(−3 ≤ z ≤ 3) = P(z ≤ 3) − P(z ≤ −3) = 0.9986 − 0.0013 = 0.9973
• Lean agile principles will be applied to improve the process and reduce its time. How much should the standard deviation decrease so that the range of six standard deviations is in the interval [37, 43]?
• Considering μ = 40 and σ = 8 to find the new upper bound of the interval: μ + 3 · σ = 43 → σ = (43−μ)/3 → σ = (43−40)/3 → σ = 1
So, the reduction should be from 8 minutes to 1 minute standard deviation.
The following code shows how to compute binomial probabilities employing PDF of Normal distribution using norm.pdf command.
from scipy.stats import norm
import matplotlib.pyplot as plt
import numpy as np
#creating an array of values between
#-3 to 3 with a difference of 0.2
x = np.arange(-3, 3, 0.2)
mean = 0
std = 1
y = norm.pdf(x, loc = mean, scale = std)
plt.plot(x,y,'r-',x, y,'bo')
plt.show()
plt.bar(x, y)
plt.show()
The following code is particularly interesting to show how to compute the interval of probabilities employing the cumulative distribution function (CDF) of Normal distribution using norm.cdf command.
from scipy.stats import norm
import matplotlib.pyplot as plt
import numpy as np
#creating an array of values between
#-3 to 3 with a difference of 0.2
x = np.arange(-3, 3, 0.2)
mean = 0
std = 1
y = norm.cdf(x, loc = mean, scale = std)
plt.grid()
plt.plot(x, y)
plt.show()
The following code shows the probability of the numerical example employing CDF of Normal distribution using norm.cdf command.
from scipy.stats import norm
import matplotlib.pyplot as plt
import numpy as np
x = [-3, 3]
mean = 0
std = 1
y = norm.cdf(x, loc = mean, scale = std)
print(y)
[0.0013499 0.9986501]
pinterval = y[1] - y[0]
print('P(-3 <= X <= 3) = ',pinterval)
P(-3 <= X <= 3) = 0.9973002039367398
The previous complete code is available in the following link:
https://colab.research.google.com/drive/1oDEdjd-Bp4FWMlk34pMtLtSZ2yTsahFo?usp=sharing