normal and standard normal distributions june 29, 2004
TRANSCRIPT
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Normal and Standard Normal Normal and Standard Normal DistributionsDistributions
June 29, 2004June 29, 2004
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HistogramHistogram
80 90 100 110 120 130 140 150 1600
5
10
15
20
25
Percent
POUNDS
Data are divided into 10-pound groups (called “bins”).
With only one woman <100 lbs, this bin represents <1% of the total 120-women sampled.
Percent of total that fall in the 10-pound interval.
85-95
95-105
105-115
115-125125-135
135-145
145-155155-165
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What’s the shape of the What’s the shape of the distribution?distribution?
80 90 100 110 120 130 140 150 1600
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10
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Percent
POUNDS
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~ Normal Distribution ~ Normal Distribution
80 90 100 110 120 130 140 150 160 0
5
10
15
20
25
P e r c e n t
POUNDS
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The Normal DistributionThe Normal DistributionEquivalently the shape is described as:
“Gaussian” or “Bell Curve”Every normal curve is defined by 2
parameters:– 1. mean - the curve’s center – 2. standard deviation - how fat the curve is
(spread)X ~ N (, 2)
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Examples:Examples: height weight age bone density IQ (mean=100; SD=15) SAT scores blood pressure ANYTHING YOU
AVERAGE OVER A LARGE ENOUGH #
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A Skinny Normal DistributionA Skinny Normal Distribution
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More Spread Out...More Spread Out...
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Wider Still...Wider Still...
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The Normal Distribution:The Normal Distribution:as mathematical function as mathematical function
2)(2
1
2
1)(
x
exf
Note constants:=3.14159e=2.71828
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Integrates to 1Integrates to 1
12
1 2)(2
1
dxex
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Expected ValueExpected Value
E(X)= =dxexx
2)(
2
1
2
1
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VarianceVariance
Var(X)= = 22)(
2
12 )
2
1(
2
dxexx
Standard Deviation(X)=
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normal curve with =3 and =1
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**The beauty of the normal curve:
No matter what and are, the area between - and + is about 68%; the area between -2 and +2 is about 95%; and the area between -3 and +3 is about 99.7%. Almost all values fall within 3 standard deviations.
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68-95-99.7 Rule68-95-99.7 Rule
68% of the data
95% of the data
99.7% of the data
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How good is rule for real data?How good is rule for real data?
Check the example data:
The mean of the weight of the women = 127.8
The standard deviation (SD) = 15.5
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80 90 100 110 120 130 140 150 160 0
5
10
15
20
25
P e r c e n t
POUNDS
127.8 143.3112.3
68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5 lbs) of the mean.
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80 90 100 110 120 130 140 150 160 0
5
10
15
20
25
P e r c e n t
POUNDS
127.896.8
95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.
158.8
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80 90 100 110 120 130 140 150 160 0
5
10
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25
P e r c e n t
POUNDS
127.881.3
99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the mean.
174.3
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ExampleExample
Suppose SAT scores roughly follows a normal distribution in the U.S. population of college-bound students (with range restricted to 200-800), and the average math SAT is 500 with a standard deviation of 50, then:– 68% of students will have scores between 450 and 550– 95% will be between 400 and 600 – 99.7% will be between 350 and 650
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ExampleExampleBUT…What if you wanted to know the math SAT
score corresponding to the 90th percentile (=90% of students are lower)?
P(X≤Q) = .90
90.2)50(
1
200
)50
500(
2
1 2
Q x
dxe
Solve for Q?….Yikes!
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The Standard Normal The Standard Normal Distribution Distribution
“Universal Currency” “Universal Currency” Standard normal curve: =0 and =1
Z ~ N (0, 1)
2
2
1
2
1)(
zezf
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The Standard Normal Distribution (ZThe Standard Normal Distribution (Z) )
All normal distributions can be converted into the standard normal curve by subtracting the mean and dividing by the standard deviation:
X
Z
Somebody calculated all the integrals for the standard normal and put them in a table! So we never have to integrate!
Even better, computers now do all the integration.
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ExampleExample For example: What’s the probability of getting a math SAT score of 575 or less, =500 and =50?
5.150
500575
Z
i.e., A score of 575 is 1.5 standard deviations above the mean
5.1
2
1575
200
)50
500(
2
1 22
2
1
2)50(
1)575( dzedxeXP
Zx
Yikes! But to look up Z= 1.5 in standard normal chart (or enter into SAS) no problem! = .9332
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Use SAS to get areaUse SAS to get area
You can also use also use SAS:
data _null_;theArea=probnorm(1.5);
put theArea;run;
0.9331927987
This function gives the area to the left of X standard deviations in a standard normal curve.
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In-Class ExerciseIn-Class Exercise
If birth weights in a population are normally distributed with a mean of 109 oz and a standard deviation of 13 oz,
a. What is the chance of obtaining a birth weight of 141 oz or heavier when sampling birth records at random?
b. What is the chance of obtaining a birth weight of 120 or lighter?
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AnswerAnswer
a. What is the chance of obtaining a birth weight of 141 oz or heavier when sampling birth records at random?
46.213
109141
Z
From the chart Z of 2.46 corresponds to a right tail (greater than) area of: P(Z≥2.46) = 1-(.9931)= .0069 or .69 %
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AnswerAnswer
b. What is the chance of obtaining a birth weight of 120 or lighter?
From the chart Z of .85 corresponds to a left tail area of: P(Z≤.85) = .8023= 80.23%
85.13
109120
Z
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Reading for this weekReading for this week
Walker: 1.3-1.6 (p. 10-22), Chapters 2 and 3 (p. 23-54)