PROBABILITY AND THE

NORMAL DISTRIBUTION
We are going to begin the steps of moving beyond
DESCRIBING populations and samples to making
INFERENCES.

To do this, we need to know a little bit about

PROBABILITY AND PROBABILITY DISTRIBUTIONS.

Probability is what allows us to make inferences about

a large group of people (a population) from a smaller
sample (or subset) taken from the entire population.
PROBABILITY: the likelihood that some possible
outcome will occur

The distribution of these PROBABILITIES across ALL

POSSIBLE OUTCOMES (for any variable) is called a
PROBABILITY DISTRIBUTION.

The easiest type of probability distribution is one for a

VARIABLE WITH CATEGORIES (measured at the
nominal or ordinal level).
SAY WE HAVE THE FOLLOWING INFO ABOUT THE US POPULATION

MARITAL STATUS fi (in 1000's) p

Never Married 70,280 /248,000 = .283

Married (current) 73,060 /248,000 = .295
Widowed 33,510/248,000 = .135
Divorced 48,810 /248,000 = .197
Separated 22,340 /248,000 = .090
--------- ------
248,000 1.00

THE RELATIVE FREQUENCIES that each one of these outcomes is

observed provides us with the probability that we will observe each of
the marital status outcomes if the relative frequency is based on the
entire population
This is an EMPIRICAL PROBABILITY DISTRIBUTION
-- meaning that we have observed it based upon
actually collected data for a population.

HOWEVER, to understand statistical inference, we

need to understand something about what is known as
a THEORETICAL PROBABILITY DISTRIBUTION.
Example: Tossing a Coin
If any one person took a coin and tossed it any given
number of times, we could count up the number of
heads that came up.

Say I toss it:

ONCE: could have either 0 or 1 heads
TWICE: could have 0, 1, 2 heads
THREE TIMES: could have 0,1,2,3 heads
and so on...
Example: Flipping Coin Twice
Outcome First Flip Second Flip
1 Heads Heads
2 Heads Tails
3 Tails Heads
4 Tails Tails

Number of Heads Probability

0 ¼ = .25
1 ½= .50
2 ¼= .25
Histogram of Probabilities of Getting
Heads when Flipping Coin Twice
This prediction is based upon a THEORETICAL
PROBABILITY DISTRIBUTION -- this tells us exactly
what we can predict this graph would look like if an
INFINITE NUMBER OF PEOPLE tossed a coin a given
number of times [binomial distribution in this case—
only two outcomes in any one attempt].

This particular theoretical probability distribution

(the coin toss) still assumes that there are a finite
number of distinguishable different outcomes.
BUT, WHAT IF THIS IS NOT THE CASE?????

What if infinitely small fractional differences are

possible? -- in other words, what if we are working
with an INTERVAL LEVEL VARIABLE.

Example: GPA’s
This THEORETICAL PROBABILITY DISTRIBUTION is
called the NORMAL DISTRIBUTION.
 WHAT DO WE KNOW ABOUT THIS TYPE OF PROBABILITY DISTRIBUTION (i.e., a continuous
probability distribution)

 1. the probability of any single value is a single straight line

 2. when we are talking about a continuous probability distribution, we are often interested
in the probability of being BETWEEN two different values (example: we may not be as interested
in the probability a student has a 3.5628 GPA as we are in seeing the probability a student will
have between a 3.0000 and a 4.0000).

THIS (probability of being between two different values) equals the SUM OF THE PROBABILITY
of observing each and every value between the two points we are interested in -- this is the AREA
UNDER THE CURVE BETWEEN THE TWO POINTS.

 3. Consequently, WE KNOW THAT THE PROBABILITY OF BEING ANYWHERE under the

curve is 1.00 (the total area under the curve is always equal to 1.00)
THE NORMAL DISTRIBUTION (bell-shaped curve) is
one of the most important and commonly used
theoretical probability distributions used for making
inferences.

The EXACT SHAPE of any given NORMAL CURVE is

determined by the:

POPULATION MEAN ( µ - mu)

POPULATION VARIANCE ( ό2 - sigma squared)
WHAT IS always true for a normal
distribution is:

1. it’s symmetric (NOT SKEWED)

2. mean=median=mode
THE NORMAL DISTRIBUTION AND PROBABILITY

If we had either complete population data or a variable with a

normal distribution ,we could easily get the probability of any value
occurring or any set of values occurring.

The probability of X1 occurring = the proportion of cases with a

value of X1 (i.e., the probability that a random observation will have
a score equal to X1).
Also, the probability of X2 occurring = the proportion of cases with a
value of X2.

THE PROBABILITY of a random observation having a value

between X1 and X2 is the proportion of cases between X1 and X2.
BUT, WHY DO WE USE/CARE ABOUT such
probabilities in a normal distribution?

1. the distribution of MANY VARIABLES is, essentially,

normal (many of the social variables we use).

2. the normal distribution has good mathematical

properties and so a lot of statistical theory is based
upon it [combined with point 1 this is very important].
All of this becomes important if you have a variable
you know is Normally Distributed. The ACTUAL
SHAPE of the normal distribution for that variable will
be specifically defined by that populations µ AND ό;
the other properties are the same as with any normal
curve.
Example:
SAT SCORES for the US population; they are known to
be normally distributed with:
ό = 100 (each part, verbal and math)
µ = 500

Let us say that we want to know the PROBABILITY of

someone having a score between 500 and 600 on the
SAT.
We know, two important things that will help here in
answering this question:

1. there is a constant area under a normal curve, always

equal 1.00 or 100%

2. there is also a CONSTANT AREA between the

MEAN (µ) and any SPECIFIED NUMBER OF
STANDARD DEVIATION UNITS (ό) FROM THE
MEAN
3. we also know the AREA under the curve (i.e., the proportion
of cases) between the MEAN and ONE STANDARD
DEVIATION UNIT from the mean (in one direction, either
above or below, since it is symmetric) is ALWAYS:

.3413 SO, where z=1.00, the probability that an individual

observation is between the µ and that value for which you
obtained the z=1.00 is .3413

The probability of a person receiving an SAT score between

500 and 600 is .3413
4. .6826 is the proportion of cases between 1 standard
deviation below the mean and 1 standard deviation
above the mean. SO, WHAT WOULD BE THE
PROPORTION OF CASES (or the probability) of
someone having an SAT score between 400 and 600?

5. .4773 is the proportion of cases (area under the

curve) that is between the mean and 2 standard
deviations from the mean IN ONE DIRECTION. SO,
what is the probability a person will have a score
between 500 and 700?
6. From this, we can also see that the proportion of
cases between 2 standard deviation units below the
mean and 2 standard deviations above the mean
is .9546 (.4773+.4773=.9546).

An important way to think about this is that 95% of all

cases fall within 2 ό of µ for a normally distributed
variable.
7. ALSO, half of the cases are above the µ (.50) and half of the
cases are below µ (.50) -- REMEMBER -- the mean is equal
to the median (so 50% of the cases are above and below this
point)

What if we want to know the probability of having an SAT

score between 500 and 625?

THE PROBABILITY of being between ANY 2 scores is always

defined BY THE NUMBER OF STANDARD DEVIATION
UNITS (or what are called z-scores) they are FROM THE
MEAN.
THIS IS WHAT YOU ALWAYS DO when you want to
calculate the probability of being between two values
-- with one on either side of the mean; calculate the
probability of each score separately AND THEN add
the two probabilities together.