Normal Distribution

Curve
SaiSavya Vemula
2k5
Types of Distribution

• Frequency Distribution
• Normal (Gaussian) Distribution
• Probability Distribution
• Poisson Distribution
• Binomial Distribution
• Sampling Distribution
• t distribution
• F distribution
 Objectives
• Learning Objective
To understand the topic on Normal Distribution and its
importance in different disciplines.
• Performance Objectives
At the end of this lecture the student will be able to:
• Draw normal distribution curves and calculate the
standard score (z score)
• Apply the basic knowledge of normal distribution to
solve problems.
• Interpret the results of the problems.
 What is Normal (Gaussian) Distribution?

• The normal distribution is a descriptive model

that describes real world situations.

It is defined as a continuous frequency distribution of

infinite range (can take any values not just integers as
in the case of binomial and Poisson distribution).

• This is the most important probability distribution in

statistics and important tool in analysis of
epidemiological data and management science.
 Carl
Gauss

• The normal curve is often called the Gaussian

distribution, after Carl Friedrich Gauss, who
discovered many of its properties. Gauss,
commonly viewed as one of the greatest
mathematicians of all time (if not the greatest),
is honored by Germany on their 10
Deutschmark bill.
 Definitions
• Mean is located in
center, or mode of
normal curve.
• The standard
deviation is the
distance from the
mean to the inflection
point of the normal
curve, the place
where the curve
changes from concave
down to concave up.
 Measures of Central Tendency

• Median = the central value of a data set

arranged in order
• Mode = the value which occurs with
most frequency in a given data set
• Mean = the calculated average of all the
values in a given data set
Measures of Dispersion
or Variability

• There are several terms that describe the

dispersion or variability of the data
around the mean:
• Range
• Variance
• Standard Deviation
• Coefficient of Variation
Range

• Range is the difference or spread between

the highest and lowest observations.
• It is the simplest measure of dispersion.
• It makes no assumption about the central
tendency of the data.
Calculation of Variance
• Variance is the measure of variability
about the mean.
• It is calculated as the average squared
deviation from the mean.
– the sum of the deviations from the mean,
squared, divided by the number of
observations (corrected for degrees of
freedom)
Calculation of Variance (S2)

S 
2 ( X  X ) 2

mg/dl 2

n 1
Degrees of Freedom

• Represents the number of independent

comparisons that can be made among a
series of observations.
• The mean is calculated first, so the
variance calculation has lost one degree of
freedom
(n-1)
Calculation of Standard Deviation

• The standard deviation (SD) is the square

root of the variance
-SD is the square root of the average
squared deviation from the mean
-SD is commonly used due to the
same units as the mean and the original
observations
-SD is the principle calculation used to
measure dispersion of results around a
mean
Calculation of Standard Deviations

s
(X i X)
2

 variance
n 1
 Construction

• A normal curve is drawn by first drawing a

normal curve.
• Next, place the mean, mu on the curve.
• Then place sigma on curve by placing the
segment from the mean to the upper (or
lower) inflection point on your curve.
• From this information, the scale on the
horizontal axis can be placed on the graph.
 Outline

• 1. Properties of the normal curve.

• 2. Mean and standard deviation of the
normal curve.
• 3. Area under the curve.
• 4. Calculating z-scores.
• 5. Probability.
Properties of the Normal Curve:
• Theoretical construction
• Also called Bell Curve or Gaussian Curve
• Perfectly symmetrical normal distribution
• The mean of a distribution is the midpoint
of the curve
• The tails of the curve are infinite
• Mean of the curve = median = mode
• The “area under the curve” is measured in
standard deviations from the mean
 The Theoretical Normal Curve

(from http://www.music.miami.edu/research/statistics/normalcurve/images/normalCurve1.gif
 Characterization
• A normal distribution
is bell-shaped and
symmetric.
• The distribution is
determined by the
mean mu, m, and the
standard deviation
sigma, s.
• The mean mu controls
the center and sigma
controls the spread.
68-95-99.7 Rule
• For any normal curve with
mean mu and standard
deviation sigma:
• 68 percent of the
observations fall within
one standard deviation
sigma of the mean.
• 95 percent of observation
fall within 2 standard
deviations.
• 99.7 percent of
observations fall within 3
standard deviations of the
mean.
The Normal Distribution
• Also known as the normal curve, when
plotted, gives a bell shaped curve with 3
characteristics:
1.The total area under the curve is 1.0
The Normal Distribution
2.A normal curve is symmetric about the
mean
The Normal Distribution
3.The two tails of the curve extend
indefinitely

Never meet the horizontal axis, the area beyond

these points in both directions can be taken as zero
 Skewness

 Positive Skewness: Mean ≥ Median

 Negative Skewness: Median ≥ Mean

 Pearson’s Coefficient of Skewness3:

= 3 (Mean –Median)
Standard deviation
 Using the Normal Curve: Z
Scores
• Procedure:

• To find areas, first compute Z scores.

• Substitute score of interest for Xi
• Use sample mean for and sample
standard deviation for S.
• The formula changes a “raw” score (Xi) to
a standardized score (Z).
 Z-Score Formula
• Any normal distribution with mean=mu and
standard deviation= sigma, can be converted into
a standard normal Z distribution by the following
transformation:
 Application/Uses of Normal
Distribution

• It’s application goes beyond describing

distributions.
• It is used by researchers and modelers.
• The major use of normal distribution is the role it
plays in statistical inference.
• The z score along with the t –score, chi-square
and F-statistics is important in hypothesis testing.
• It helps managers/management make decisions.
 Uses of normal curve

• To calculate standard normal limits of

proportion.
• To calculate confidence limits of sample.
• To calculate sample size.
• To calculate probability value in major tests
of significance.
• There is no statistical application on large numbers
in community medicine without the concept of
normal distribution
Thank you