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3 Normal Distribution Presentation (A)
3 Normal Distribution Presentation (A)
Objectives
The student will be able to:
(X ) 2
1
f (X ) (e) 2 2
2
Normal Probability Distribution
• Can take on an infinite
number of possible
values.
• The probability of any
one of those values
occurring is essentially
zero.
• Curve has area or
probability = 1
Normal Distribution
• The standard normal distribution will allow us to make claims about
the probabilities of values related to our own data
• How do we apply the standard normal distribution to our data?
Translation to the Standardized
Normal Distribution
X μ
Z
σ
Z always has mean = 0 and standard deviation = 1
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-14
z-score formula
x
z
Where x represents an element
of the data set, the mean is
represented by and standard
deviation by .
z-scores
700 500
z 2
100
Her z-score would be 2 which
means her score is two standard
deviations above the mean.
Analyzing the data
Answer Now
Analyzing the data
A set of math test scores has a mean of 70 and a standard deviation of 8.
A set of English test scores has a mean of 74 and a standard deviation of 16.
For which test would a score of 78 have a higher standing?
78-70 76-74
math z -score = 1 English z -score= .25
8 16
The math score would have the higher standing
since it is 1 standard deviation above the mean
while the English score is only .25 standard
deviation above the mean.
Probabilities and z scores: z tables
• Total area = 1
• Only have a probability from width
• For an infinite number of z scores each point has a probability of 0 (for the
single point)
• Typically negative values are not reported
• Symmetrical, therefore area below negative value = Area above its positive
value
• Always helps to draw a sketch!
One standard deviation away from the mean ( ) in either
direction on the horizontal axis accounts for around 68 percent
of the data. Two standard deviations away from the mean
accounts for roughly 95 percent of the data with three standard
deviations representing about 99.7 percent of the data.
Key Areas under the Curve
X
8.0
8.6
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-28
Finding Normal Probabilities
(continued)
Suppose X is normal with mean 8.0 and
standard deviation 5.0. Find P(X < 8.6)
X μ 8.6 8.0
Z 0.12
σ 5.0
μ=8 μ=0
σ = 10 σ=1
8 8.6 X 0 0.12 Z
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-30
Upper Tail Probabilities
X
8.0
8.6
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-31
Upper Tail Probabilities
(continued)
.5478
1.000 1.0 - .5478
= .4522
Z Z
0 0
0.12 0.12
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-32
Probability Between
Two Values
Calculate Z-values:
X μ 8 8
Z 0
σ 5
8 8.6 X
0 0.12 Z
X
8.0
7.4
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-35
Probabilities in the Lower Tail
(continued)
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-36
Suppose Z has standard normal distribution Find
p(0<Z<1.23)
Find p(-1.57<Z<0)
Find p(Z>.78)
Z is standard normal
Calculate p(-1.2<Z<.78)
Example: IQ
• A common example is IQ
• IQ scores are theoretically normally distributed.
• Mean of 100
• Standard deviation of 15
IQ’s are normally distributed with mean 100 and standard
deviation 15. Find the probability that a randomly selected
person has an IQ between 100 and 115
P (100 X 115)
P (100 100 X 100 115 100)
100 100 X 100 115 100
P(
15 15 15
P (0 Z 1) .3413
Finding the X value for a
Known Probability
X μ Zσ
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-37
Finding the X value for a
Known Probability
(continued)
Example:
Suppose X is normal with mean 8.0 and
standard deviation 5.0.
Now find the X value so that only 20% of all
values are below this X
.2000
? 8.0 X
? 0 Z
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-38
Find the Z value for
20% in the Lower Tail
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-39
Finding the X value
X μ Zσ
8.0 ( 0.84)5.0
3.80
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 6-40
Say we have GRE scores are normally distributed with mean 500 and standard deviation
100. Find the probability that a randomly selected GRE score is greater than 620.
620 500
1.2 z
100
60
Percent of Values Within One
Standard Deviations
68.26% of Cases
61
Percent of Values Within Two
Standard Deviations
95.44% of Cases
62
Percent of Values Within Three
Standard Deviations
99.72% of Cases
63
Percent of Values Greater than
1 Standard Deviation
64
Percent of Values Greater than
-2 Standard Deviations
65
Percent of Values Greater than +2 Standard
Deviations
66
Data in Normal Distribution
68
Standard Scores
• One use of the normal curve is to explore Standard Scores. Standard
Scores are expressed in standard deviation units, making it much
easier to compare variables measured on different scales.
• There are many kinds of Standard Scores. The most common standard
score is the ‘z’ scores.
• A ‘z’ score states the number of standard deviations by which the
original score lies above or below the mean of a normal curve.
69
The Z Score
• The normal curve is not a single curve but a family of curves, each of
which is determined by its mean and standard deviation.
• In order to work with a variety of normal curves, we cannot have a
table for every possible combination of means and standard
deviations.
70
The Z Score
• What we need is a standardized normal curve which can be used for
any normally distributed variable. Such a curve is called the Standard
Normal Curve.
Xi X
z
S
71
The Standard Normal Curve
• The Standard Normal Curve (z distribution) is the distribution of
normally distributed standard scores with mean equal to zero and a
standard deviation of one.
• A z score is nothing more than a figure, which represents how many
standard deviation units a raw score is away from the mean.
72
Example Z Score
• For scores above the mean, the z score has a positive sign. Example +
1.5z.
• Below the mean, the z score has a minus sign. Example - 0.5z.
• Calculate Z score for blood pressure of 140 if the sample mean is 110
and the standard deviation is 10
• Z = 140 – 110 / 10 = 3
73
Comparing Scores from Different
Distributions
• Interpreting a raw score requires additional information about the
entire distribution. In most situations, we need some idea about the
mean score and an indication of how much the scores vary.
• For example, assume that an individual took two tests in reading and
mathematics. The reading score was 32 and mathematics was 48. Is it
correct to say that performance in mathematics was better than in
reading?
74
Z Scores Help in Comparisons
• Not without additional information. One method to interpret the raw
score is to transform it to a z score.
• The advantage of the z score transformation is that it takes into
account both the mean value and the variability in a set of raw scores.
75
Did Sara improve?
• Score in pretest was 18 and post test was
42
• Sara’s score did increase. From 18 to 42.
• But her relative position in the Class
decreased.
Pretest Post test
Observation 18 42
Mean 17 49
Standard deviation 3 49
Z score 0.33 -0.14
76
Area When Score is Known
• For a normal distribution with mean of 100 and standard deviation of
20, what proportion of cases fall below 80?
• ~16%
77
Score When Area Is Known
• For a normal distribution with mean of 100 and standard deviation of
20, find the score that separates the upper 20% of the cases from the
lower 80%
• Answer = 116.8
78
Transforming Standard Scores
• Sometimes it is more convenient to work with
standard scores that do not have negative
numbers or decimals.
• Standard scores can be transformed to have any
desired mean and standard deviation.
• SAT and GRE are transformed scores (similar to z)
with a mean of 500 and an SD of 100
• (score x 100) + 500
• Widely used cognitive and personality test
(Wechsler IQ test) are standardized to have a
mean of 100 and an SD of 15
• ( z x 15) + 100
79
Transforming a raw score of 12 on
Behavioral Problem Index
• Age 5: Mean: 10.0 SD: 2.0
• Age 6: Mean: 12.0 SD: 3.0
• Age 7: Mean: 14.0 SD: 3.0
80
Transforming a raw score of 12 on
Behavioral Problem Index
• Age 5: Mean: 10.0 SD: 2.0
• Age 6: Mean: 12.0 SD: 3.0
• Age 7: Mean: 14.0 SD: 3.0
• Age 5: Z = (12-10) / 2 = 1.0
• Age 6: Z = (12-12) / 3 = 0.0
• Age 7:Z = (12-14) / 3 = -0.67
81
Transforming a raw score of 12 on
Behavioral Problem Index
• Age 5: Mean: 10.0 SD: 2.0
• Age 6: Mean: 12.0 SD: 3.0
• Age 7: Mean: 14.0 SD: 3.0
• Age 5: Z = (12-10) / 2 = 1.0
• Age 6: Z = (12-12) / 3 = 0.0
• Age 7:Z = (12-14) / 3 = -0.67
• Age 5: Standard Score 100.15=(1.0 X 15) + 100= 115
• Age 6: Standard Score 100.15=(0.0 X 15) + 100= 100
• Age 7: Standard Score 100.15=(-0.67 X 15) +100= 90
82
Other Standard Scores
• A T score is created from a z score simply by multiplying each
standard deviation unit by 10 to get rid of the decimals, and then
adding 50 to each of these scores to get rid of the negatives.
• Now the mean becomes 50 ([10*0] + 50 = 50).
• Plus 1 z becomes 60 ([10*1] + 50 = 60).
83
Multiple Transformation of Data
84
The Normal Curve & Probability
• The normal curve also is central to many aspects of inferential
statistics. This is because the normal curve can be used to answer
questions concerning the probability of events.
• For example, by knowing that 16% of adults have a Wechsler IQ
greater than 115 (z = +1.00), one can state the probability(p) of
randomly selecting from the adult population a person whose IQ is
greater than 115.
• You are correct if you suspect that P is .16.
85
Data on the IQ Scores of 1000 Six Grade
Children
86
The Normal Curve & Probability
• The mean of the distribution is 100 and the SD is 15
• What is the probability that a randomly selected student from this
population would have an IQ score of 115 or greater?
• Approximately .16
• 16 percent of the total area under the curve in the distribution
87