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The article "The Statistics of Phytotoxic Air Pollutants" (J. Roy. Statist Soc., 1989: 183-198) suggests the lognormal distribution as a model for \(\mathrm{SO}_{2}\) concentration above a forest. Suppose the parameter values are \(\mu=1.9\) and \(\sigma=.9 .\) a. What are the mean value and standard deviation of concentration? b. What is the probability that concentration is at most 10 ? Between 5 and 10 ?

Short Answer

Expert verified
Mean: 10.03; SD: 7.35. P(X ≤ 10) ≈ 0.67; P(5 < X ≤ 10) ≈ 0.30.

Step by step solution

01

Understand the Lognormal Distribution

The lognormal distribution is characterized by the property that if a random variableY has a normal distribution, then X = e^Y has a lognormal distribution. The parameters \(\mu\) and \(\sigma\) are the mean and standard deviation of the underlying normal distribution of \(\ln(X)\).
02

Calculate the Mean

The mean of a lognormal distribution \(X\) with parameters \(\mu\) and \(\sigma\) is given by:\[E(X) = e^{\mu + \frac{\sigma^2}{2}}\]Substituting the values, \(\mu = 1.9\) and \(\sigma = 0.9\):\[E(X) = e^{1.9 + \frac{0.9^2}{2}} = e^{1.9 + 0.405} = e^{2.305}\]Calculate \(e^{2.305} \approx 10.03\). Therefore, the mean is approximately 10.03.
03

Calculate the Standard Deviation

The standard deviation of a lognormal distribution \(X\) is given by:\[SD(X) = \sqrt{(e^{\sigma^2} - 1) \cdot e^{2\mu + \sigma^2}}\]Substituting the values:\[SD(X) = \sqrt{(e^{0.9^2} - 1) \cdot e^{2 \cdot 1.9 + 0.9^2}}\]Calculate,\[e^{0.81} \approx 2.2479,\quad e^{3.61} \approx 36.631\]So,\[SD(X) = \sqrt{(2.2479 - 1) \cdot 36.631} \approx \sqrt{54.039} \approx 7.35\]The standard deviation is approximately 7.35.
04

Probability of Concentration at Most 10

The probability that concentration \(X\) is at most 10 is given by:\[P(X \leq 10) = P(Z \leq \frac{\ln(10) - \mu}{\sigma})\]Where \(Z\) is a standard normal random variable. Substituting the values:\[P(X \leq 10) = P(Z \leq \frac{\ln(10) - 1.9}{0.9})\]Calculate \(\ln(10) \approx 2.3026\).Then,\[\frac{2.3026 - 1.9}{0.9} \approx \frac{0.4026}{0.9} \approx 0.4473\]Using standard normal distribution table or a calculator, \(P(Z \leq 0.4473) \approx 0.6736\).
05

Probability of Concentration Between 5 and 10

The probability that concentration \(X\) is between 5 and 10 is:\[P(5 < X \leq 10) = P(Z \leq \frac{\ln(10) - \mu}{\sigma}) - P(Z \leq \frac{\ln(5) - 1.9}{0.9})\]We've already calculated \(P(Z \leq \frac{\ln(10) - 1.9}{0.9}) \approx 0.6736\).Now calculate \(\ln(5) \approx 1.6094\),\[\frac{1.6094 - 1.9}{0.9} = \frac{-0.2906}{0.9} \approx -0.3229\]From the standard normal distribution table or calculator, \(P(Z \leq -0.3229) \approx 0.3734\).Therefore,\[P(5 < X \leq 10) \approx 0.6736 - 0.3734 = 0.3002\]

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Probability Calculations
Probability calculations in the context of the lognormal distribution involve using the properties of the corresponding normal distribution. To find the probability of various ranges of values that a lognormally distributed variable can take, we need to use the concept of the standard normal variable, usually denoted as \( Z \).
Given a range for a lognormally distributed variable, we first convert it to a corresponding range in the normal distribution through a transformation involving the mean (\( \mu \)) and the standard deviation (\( \sigma \)) of the underlying normal distribution.
  • For values at most a certain point (e.g., \( X \leq 10 \)), convert this point using \( \ln(X) \) into the normal equivalent. This is done by calculating \( \frac{\ln(10) - \mu}{\sigma} \).
  • Once transformed, identify the probability using standard normal distribution tables or calculators that provide the cumulative probability up to this computed \( Z \) value.
The probabilities give insights into how likely it is to observe certain concentrations in our context, helping to make data-driven decisions in environmental statistics and similar applications.
Mean and Standard Deviation
In the lognormal distribution, the mean and standard deviation are not straightforward like in a normal distribution. Calculating them requires understanding the transformation from the normal to the lognormal scale.
The mean \( E(X) \) of a lognormally distributed variable \( X \) is computed through the expression:\[ E(X) = e^{\mu + \frac{\sigma^2}{2}} \]Here, \( \mu \) and \( \sigma \) are the parameters of the underlying normal distribution of \( \ln(X) \). Substituting specific values gives us the mean on the lognormal scale.The standard deviation, \( SD(X) \), tells us about how spread out the values are around the mean. It is given by:\[ SD(X) = \sqrt{(e^{\sigma^2} - 1) \cdot e^{2\mu + \sigma^2}} \]This informs us about the variability in the normal-scale-exponentiated observations.
Understanding these computations is crucial because it helps to accurately summarize environmental data, such as pollutant concentrations in air, which often follow lognormal distributions due to the multiplicative nature of influences like emission rates or dispersal processes.
Statistical Modeling
Statistical modeling with the lognormal distribution is a vital tool in capturing the nature of real-world data that cannot be modeled effectively by normal distributions. This is particularly useful when data is positively skewed, which often occurs in environmental datasets.
A key part of modeling is choosing the right distribution that fits the data. The lognormal distribution is chosen when data involve variables that cannot fall below zero, making them suitable for modeling phenomena like concentrations in air pollutants.
  • The lognormal model captures the multiplicative effects which are common in pollutant distribution.
  • This model can help predict values outside the range of direct observations by understanding and predicting data behavior, helping with planning and regulatory compliance.
In conclusion, using statistical modeling with appropriate distribution choices helps reveal insights about underlying processes and potential impacts, making them indispensable in fields like environmental statistics.
Environmental Statistics
Environmental statistics gain tremendously from using models like the lognormal distribution. This is because many environmental metrics, such as pollution concentration levels, naturally follow a lognormal pattern due to their multiplicative nature.
In our scenario with \(\mathrm{SO}_2\) concentration above a forest, using a lognormal model proves advantageous. It aligns well with how these concentrations predominantly behave:
  • The lognormal distribution is adept at handling high variability and skewness present in environmental data.
  • Modeling such distributions allows for probability calculations that help in assessing risk and making informed policy decisions.
Being equipped with the right statistical understanding supports the development of sustainable management practices and health advisories. It also enhances our ability to do predictive modeling, crucial for preparing against adverse environmental impacts.

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Most popular questions from this chapter

The breakdown voltage of a randomly chosen diode of a certain type is known to be normally distributed with mean value \(40 \mathrm{~V}\) and standard deviation \(1.5 \mathrm{~V}\). a. What is the probability that the voltage of a single diode is between 39 and 42 ? b. What value is such that only \(15 \%\) of all diodes have voltages exceeding that value? c. If four diodes are independently selected, what is the probability that at least one has a voltage exceeding 42 ?

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