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Chapter 1 Normal curve

Chapter 1 Normal curve

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Published by Mario M. Ramon

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Published by: Mario M. Ramon on Jun 20, 2009
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11/05/2012

 
Chapter 1 The Normal Distribution _________________________________________________________________  _ 
NORMAL DISTRIBUTION
The most important continuous probability distribution in the entire fieldof statistics is the
normal distribution
. Its graph, called the
normal curve
, is the bell-shaped curve of Figure 1.1, which describes approximately many phenomenaFigure 1.1 Normal Curvethese include biological measurements such as height, weight, and life span, aswell as psychological measurements such as scores on intelligence tests (IQ tests).In a normal distribution, most values fall near the average, with only a small percentage of values falling far above or below the average. For example, in arandom sample of adults, most will measure between 120 cm (4 ft) and 210 cm (7ft) tall, with very few heights outside this range. Normal distributions generallydevelop when the sample size or number of observations is very large. In addition,errors in scientific measurements are extremely well approximated by a normaldistribution. In 1773, Abraham DeMoivre developed the mathematical equation of the normal curve. It provided a basis for which much of the theory of inductivestatistics is founded. The normal distribution is often referred to as the
Gaussiandistribution
, in honor of Karl Friedrich Gauss ( 1777 – 1855 ), who also derivedits equation from a study of errors in repeated measurements of the same quantity.The density function of the normal random variable X, with mean
µ
andvariance
σ
2
, is
22
()22
1(),2
 x
 fxex
   
 
  
where
  
and
0
 
are the parameters known as the
mean
and the
 standard deviation
, respectively
 Properties of the Normal Distribution
1.It is
bell-shaped
and has a single peak at the center of the distribution.The arithmetic mean, median, and mode are equal and located in thecenter of the distribution. Thus half the area under the normal curve is tothe right of this center point and the other half to the left of it.2.It is
symmetrical
about its mean
  
. If we cut the normal curve verticallyat the center value, the two halves will be mirror images.3.If falls off smoothly in either direction from the central value. That is, thedistribution is
asymptotic:
the curve gets closer and closer to the x-axisbut never actually touches it 
.
To put it another way, the tails to the curveextend indefinitely in both directions.1
 
Chapter 1 The Normal Distribution _________________________________________________________________  _ 
4.The location of a normal distribution is determined by the mean. Thedispersion (or spread) of the distribution is determined by the standarddeviation.5.The coefficient of 
 skewness
of a normal distribution is zero, while its
kurtosis
is equal to 3.6.The total area under the curve and above the horizontal axis is equal to 1.7.For any real number 
 x
,
0
 PXx
.
The Standard Normal Curve
Since each normally distributed variable has its own mean and standarddeviation, the shape and location of these curves will vary. Therefore, differenttables of values of areas under each curve will be needed for each variable. Tosimplify the situation, statisticians use the standard normal distribution. Thestandard normal distribution is a normal distribution with a mean of 0 and astandard deviation of 1.Any normal distribution can be converted into a standard normal. This can be done by means of the
 z 
-transform:
 X  Z 
  
The above formula is also known as the
z-statistic, z-values,
the
standardnormal deviates,
or just the
normal deviates.
Thus, if 
 X 
is normally distributedwith mean
  
and standard deviation
 
, and for any
a
and
b
, then
ab PaXbP
    
  
Areas Under the Normal Curve
Probabilities of normal distributions (or areas under a normal curve) can be obtained from a
normal probability table.
Most textbooks provide thecumulative probability of a standard normal distribution. That is, we can get
 z  Z  P  z  Z  P 
)(.Figure 1.2 Area of P( Z < z )2
z
 
Chapter 1 The Normal Distribution _________________________________________________________________  _ 
 Example 1
Determine the area under the standard normal curve between –1.15and 0.94.
 Solution
For probabilities, a special notation is used. In this problem, to findthe probability of z value between –1.15 and 0.94, this probabilityis written as P( -1.15 <
 Z 
< 0.94 ).To find the area under the standard normal curve between z = -1.15and z = 0.94, simply subtract the area bounded by z = 0.94 to thearea bounded by z = - 1.15.To use the Standard Probability Table, note that all
 Z 
values must first be recordedto two decimal places. Now, for example we want to get
 P( Z 
< 0.94), scan downthe
 Z 
column until you locate 0.9. At 0.9, read across this row until you intersectthe column that contains the hundredths place of the
 Z 
value. In this case, the
 z 
value is 0.04. Therefore in the body of the table, the tabulated probability for z =0.94 corresponds to the intersection of the row z = 0.9 with column 0.04. This probability is 0.8264. Hence,
 P( Z 
< 0.94) = 0.8264.P = ( -1.15 <
 Z 
< 0.94 )P = (
 Z 
< 0.94 ) – (
 Z 
< -1.15 )P = 0.8264 – 0.1251P =
0.7013
Therefore, the area under the standard normal curve between –1.15and 0.94 is 0.7013.3-1.150.94
 

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