Normal Distribution & Interval Estimation of Population Mean

NORMAL DISTRIBUTION
&
INTERVAL ESTIMATION OF THE

POPULATION MEAN
1
Review of the Normal Distribution
NORMAL DISTRIBUTION
2
Graphically, is
like a
histogram
with observations
(values) in the center
as most frequent.
The farther the observations are from the center, the less frequent they are.
3
one of the
many
probability
distributions
4
one of the
many
probability
distributions
5
Properties of Normal Distribution

• The mean, median, and mode are all equal.
6

Mean
7

Median
8

Median
50% 50%
9

It has the highest frequency. Mode

That’s why it has the peak of the
distribution.
10

• Extends on both directions toward infinity
Open ended!!!
11

• The total area under the curve is 1.
100%
12
Typically, in a normal distribution,
μ
(mean)
13
μ +1σ
μ
(mean)
14
μ +2σ
μ
(mean)
15
μ +3σ
μ
(mean)
16
μ - 1σ
μ
(mean)
17
μ - 2σ
μ
(mean)
18
μ - 3σ
μ
(mean)
19
So if X is normally distributed with μ = 50 & σ = 5,
μ = 50
20
55
50 +1(5)
μ = 50
21
60
50 +2(5)
μ = 50
22
65
50 +3(5)
μ = 50
23
45
50 -1(5)
μ = 50
24
40
50 -2(5)
μ = 50
25
35
50 -3(5)
μ = 50
26
35 40 45 50 55 60 65 X
-3 -2 -1 0 1 2 3 Z
27
The Z score (standardized score)

• indicates how many times σ was added to the mean
35 40 45 50 55 60 65 X
-3 -2 -1 0 1 2 3 Z
28
The Z score (standardized score)

• positive Z: X is above the mean
• negative Z: X is below the mean
35 40 45 50 55 60 65 X
-3 -2 -1 0 1 2 3 Z
29
Probabilities involving the normal distribution
Remember that the total area = 100%.
100%
-3 -2 -1 0 1 2 3
30
The Normal Probability Distribution
1. P(Z < 1.20)
31
1. P(Z < 1.20)
32
1. P(Z < 1.20)

Open the file, normdist table.pdf
33
1. P(Z < 1.20)
0.8849
34
2. P(Z < 0.87)
35
2. P(Z < 0.87)
36
2. P(Z < 0.87)
0.8078
37
3. P(Z < – 2.02)
0.0217
38
4. P(Z > 1.88)

= 1 – P(Z < 1.88)
= 1 – 0.9699
= 0.0301
0.0301
0.9699
39
5. P(Z > – 2.01)

= 1 – P(Z < – 2.01)
= 1 – 0.0222
= 0.9778
0.0301
0.0222 0.9699
0.9778
40
6. P(Z < z) = 0.01

z = – 2.33
since P(Z < - 2.33) = 0.01
0.01
- 2.33
41
7. P(Z < z) = 0.05

z = – 1.645
since P(Z < - 1.645) = 0.05
0.05
- 1. 645
42
8. P(Z < z) = 0.10

z = – 1.28
since P(Z < - 1.28) = 0.10
0.10
- 1.28
43
9. P(Z > z) = 0.01

0.01
z = 2.33
since P(Z > 2.33) = 0.01
2.33
10. P(Z > z) = 0.05

0.05 z = 1.645
since P(Z > 1.645) = 0.05
1.645
11. P(Z > z) = 0.10

z = 1.28
since P(Z > 1.28) = 0.10 0.10
1.28
44
12. P(z1 < Z < z2) = 0.90

z1 = – 1.645 & z2 = 1.645
since P(-1.645 < Z < 1.645) = 0.90
0.90
0.05 0.05
45
13. P(z1 < Z < z2) = 0.95

z1 = – 1.96 & z2 = 1.96
since P(-1.96 < Z < 1.96) = 0.95
0.95
0.025 0.025
46
14. P(z1 < Z < z2) = 0.99

z1 = – 2.575 & z2 = 2.575
since P(-2.575 < Z < 2.575) = 0.99
0.99
0.005 0.005
47
Table of Critical Values for Z-tests

One-tailed Two-tailed
α = 0.01 z = – 2.33 or z = 2.33
α = 0.05 z = – 1.645 or z = 1.645
α = 0.10 z = – 1.28 or z = 1.28
48
Table of Critical Values for Z-tests

One-tailed Two-tailed
α = 0.01 z = – 2.33 or z = 2.33 z = ± 2.575
α = 0.05 z = – 1.645 or z = 1.645 z = ± 1.96
α = 0.10 z = – 1.28 or z = 1.28 z = ± 1.645
49
p-value
Definition: the probability of the test statistic to be
at least as extreme as the one that was actually
observed, given that the null hypothesis is true.
“Area to the extreme”
50
Find the p-value of the ff:
1. z = 0.70
= P(Z > 0.70)
= 1 – P(z < 0.70) 0.2420
= 1 – 0.7580
= 0.2420
2. z = – 0.85
= P(Z < – 0.85)
= 0.1977 0.1977
51
Find the p-value of the ff:
3. z = ± 1.50
= P(Z < - 1.50) + P(Z > 1.50)
= 0.0668 + 0.0668
= 0.1336
0.1336
52
Word Problem:
Suppose that in a population, the blood urea nitrogen
(BUN) is normally distributed with mean of 4.80 and
standard deviation of 1.17.
Find the probability that the random sample has BUN of
a) less than 2.30 mmol/L.
= P(X < 2.30)
= P(Z < – 2.14)
= 0.016
53
Word Problem:
b) more than 5.97 mmol/L.
= P(X > 5.97)
= P(Z > 1.00)
= 1 – P(Z < 1.00)
= 1 – 0.841
= 0.159
54
Word Problem:
c) between 2.11 and 7.14 mmol/L.
= P(2.11 < X < 7.14)
= P(– 2.30 < Z < 2.00)
= P(Z < 2.00) – P(Z < – 2.30)
= 0.977 – 0.011
= 0.967
55
Word Problem:
d) Find the highest BUN among the population with the least 10% of BUN.
P(Z < z) = 0.10
z = - 1.28
X = 3.30 mmol/L
0.10
Z = - 1.28
56
Word Problem:
Suppose that in a population, the blood urea nitrogen (BUN)
is normally distributed with mean of of 4.80 mmol/L and
standard deviation of 1.17 mmol/L.
e) Construct the normal values for BUN, composed of the middle 95% of the
population.
Since P(z1 < Z < z2) = 0.95
where z1 = - 1.96 & z2 = 1.96
X1 = 2.50 X2 = 7.09
Thus, the normal values for BUN are

Z = - 1.96 Z = - 1.96
from 2.50 to 7.09 mmol/L.
57
INTERVAL ESTIMATION
of the
POPULATION MEAN
(Confidence Interval)
58
Point vs Interval Estimate
Two ways to estimate the mean μ :

1. Take random
samples from the is a point
population, estimate of μ.
X1, X2, X3, …, Xn,
then calculate
59
From MATH_MW, recall that:
60

2. Calculate an interval
estimate at a certain
confidence level,
called the confidence
interval.
61
The Standard Error of the Mean
Before discussing the the CONFIDENCE INTERVAL, we have to consider
the STANDARD ERROR of THE MEAN.

• abbreviated as SEM.
• in symbols, SE X
62
Before discussing the the CONFIDENCE INTERVAL, we have to consider
the STANDARD ERROR of THE MEAN.

• Suppose that random samples are taken from a normal
distribution with mean μ and standard deviation σ. Then the
random samples x1, x2, x3, …, xk will have a mean x1. Then another
set of random samples are taken from the same distribution, it will
have a mean x2. If random samples are drawn repeatedly from the
same distribution, then there will be a set of means. The standard
deviation of those set of means is called the standard error of
the mean (SEx).
Mathematically, the estimate of the standard error is using σ and n.
63
To illustrate,
suppose a researcher Then the standard error of
the mean is computed as:
gathered 16 random
samples from a population
with normal distribution
whose standard deviation
is 8. The samples drawn Meaning, if he get the 16 samples from a normal distribution
with standard deviation of 8, and the mean of the first set of
have a mean of 35. random samples is 35, and he get another set of samples and
got a mean of x , and he get another set of samples and got a
2
mean of x3 and so on, then the standard deviation of 35, x2,
x3, …, xk is 2.
64
A medical technologist wanted

to determine the mean serum The standard error of the
phosphorus of children. mean is computed as:
Suppose that serum phosphorus
of children are normally
distributed with mean μ and mg/dL
standard deviation of 30 mg/dL.
Due to time constraints, he Meaning, if he get the 200 samples from a normal
collected 200 randomly selected distribution with standard deviation of 30, and the mean of
the first set of random samples is 115, and he get another set
children and found a mean of of samples and got a mean of x2, and he get another set of
115 mg/dL. What is the samples and got a mean of x3 and so on, then the standard
deviation of 115, x2, x3, …, xk is 2.12.
standard error of the mean?
65
What is the use of
the STANDARD ERROR of THE MEAN?

The standard error of the mean works like the ordinary
standard deviation. The difference is that, the standard
deviation (s or σ) came from a set of observations. Whereas,
the standard error of the mean came from a set of means (of
a single population). Thus, standard error of the mean may
give us the dispersion of the normal distribution, just like
the ordinary standard deviation.
66
“Based on the
randomly selected
samples, the mean
serum phosphorus of
the children
population is 4.0 to
7.0 mg/dL, at 95%
confidence interval.”
67
Note that the researcher’s
estimate of the population
mean has a lower bound of
4.0 mg/dL and an upper bound
7.0 mg/dL. That is called the
“interval estimate”, also known
as the confidence interval!
The 95% in his statement, means that he is 95% confident of

getting the true value of the population mean. In other
words, he has 0.95 probability of getting the exact value of
the population mean. On the contrary, it follows that he has
0.05 probability of not getting the exact value of the
population mean.
68
How did he get
4.0 to 7.0 mg/dL?
69
Consider the serum phosphorus of the children as normally
distributed, with mean μ and standard deviation σ.
Based on the Area Under the Normal Curve table,
the area between z = - 1.96 and z = 1.96 is 0.95
area = 0.95
z = - 1.96
μ z = 1.96
Since the researcher wants to make a 0.95 probability of

making correct statement, the estimate must be 95%
around the mean.
70
• From previous lesson, we have learned that
x−
z=

Since we are concerned about how a population mean μ will be estimated by
getting sample means x1, x2,…,xk we will replace x by x.
And since SE is the standard deviation of the means of randomly selected

samples, we may replace σ by SEX. So,
x-m x-m
z= =
SE x s
n
z = - 1.96 μ z = 1.96
Going back to the problem, a researcher wants to determine the mean serum
phosphorus of the children population. Suppose that the serum phosphorus are normally
distributed with mean μ and standard deviation of 10.82 mg/dL. Due to time constraints,
he collected 200 randomly selected students and found a mean of 5.5 mg/dL.
a) What is the standard error
of the mean?
s 30
SEx = = » 2.12
n 200
z = - 1.96 μ z = 1.96
b) What is the Since
confidence interval?
z = - 1.96 μ z = 1.96
So, at 95% confidence interval, the

population mean is 4.0 to 7.0 mg/dL.
In general,
to estimate μ of a normal distribution,
æs ö
m = x ± z ç ÷,
where x is the mean of the n
randomly selected samples from a
normal distribution with standard
è nø deviation σ.
at 90% confidence interval, use z = ± 1.645

A medical laboratory researcher wanted to
estimate the mean triglyceride (in mg/dL)
of the population, at 95% confidence
interval. Suppose that the mean
triglyceride is known to have a standard
deviation of 229.6 mg/dL. He gathered 100
samples and found a mean triglyceride of
95.0 mg/dL.
Thus at 95% confidence
From the given, x =95.0, σ = 229.6, n = 100.
interval, the mean
Since the problem asks for 95% confidence triglyceride of the
interval, use z = ± 1.96.
population is 50 to 140
æs ö
m = x ± z ç ÷, mg/dL.
è nø
What is the use of the interval estimate?
Knowing the confidence
interval will determine If that researcher
whether a hypothesis is hypothesized that the mean
correct or incorrect. Going serum phosphorus is 4.2
back to the previous problem, mg/dL? Is he correct?
Since at 95% confidence interval,
we know that 4.0 to 7.0 is the
mean serum phosphorus of the
children population,, and
his hypothesized value (4.2) is
within the confidence interval,
then most probably he is correct.
correct or incorrect. Going serum phosphorus is 7.5
back to the previous problem, mg/dL? Is he correct?
children population,, and
his hypothesized value (7.5) is
NOT within the confidence
interval, then most probably he is
incorrect.
correct or incorrect. Going serum phosphorus is less
back to the previous problem, than 10 mg/dL? Is he correct?
children population, and
his hypothesized value of less
than 10 contains the confidence
interval, then most probably he is
correct.
Note that out of the samples, we are
we are just estimating μ on the best
way we can. It is only upon getting
the true value of μ will a researcher
be sure if his hypothesis is correct or
not.
This is the reason why in the previous examples, we are using “most probably”
to set a probable error of, still, making wrong conclusions.

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NORMAL DISTRIBUTION

INTERVAL ESTIMATION OF THE

Properties of Normal Distribution

Properties of Normal Distribution

Properties of Normal Distribution

Properties of Normal Distribution

Properties of Normal Distribution

It has the highest frequency. Mode

Properties of Normal Distribution

Properties of Normal Distribution

Typically, in a normal distribution,

Typically, in a normal distribution,

Typically, in a normal distribution,

Typically, in a normal distribution,

Typically, in a normal distribution,

Typically, in a normal distribution,

Typically, in a normal distribution,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

So if X is normally distributed with μ = 50 & σ = 5,

The Z score (standardized score)

The Z score (standardized score)

Probabilities involving the normal distribution

Remember that the total area = 100%.

1. P(Z < 1.20)

1. P(Z < 1.20)

1. P(Z < 1.20)

1. P(Z < 1.20)

2. P(Z < 0.87)

2. P(Z < 0.87)

2. P(Z < 0.87)

3. P(Z < – 2.02)

4. P(Z > 1.88)

5. P(Z > – 2.01)

6. P(Z < z) = 0.01

7. P(Z < z) = 0.05

8. P(Z < z) = 0.10

9. P(Z > z) = 0.01

10. P(Z > z) = 0.05

11. P(Z > z) = 0.10

12. P(z1 < Z < z2) = 0.90

13. P(z1 < Z < z2) = 0.95

14. P(z1 < Z < z2) = 0.99

Table of Critical Values for Z-tests

Table of Critical Values for Z-tests

“Area to the extreme”

Find the p-value of the ff:

Find the p-value of the ff:

Thus, the normal values for BUN are

Two ways to estimate the mean μ :

Two ways to estimate the mean μ :

From MATH_MW, recall that:

Two ways to estimate the mean μ :

Before discussing the the CONFIDENCE INTERVAL, we have to consider

the STANDARD ERROR of THE MEAN.

Before discussing the the CONFIDENCE INTERVAL, we have to consider

the STANDARD ERROR of THE MEAN.

A medical technologist wanted