Anthony J Greene
A Normal Distribution:
Chest Sizes of Scottish Militia Men
Anthony J Greene
A Normal Distribution:
Histogram of Human Gestation
Anthony J Greene
Anthony J Greene
A Normal Distribution:
Age At Retirement
Anthony J Greene
Anthony J Greene
Anthony J Greene
Possible outcomes
for four coin tosses
HHHH
HTHH
THHH
TTHH
HHHT
HTHT
THHT
TTHT
HHTH
HTTH
THTH
TTTH
HHTT
HTTT
THTT
TTTT
Probability
P(X=x)
0.0625
1/16
0.2500
4/16
0.3750
6/16
0.2500
4/16
0.0625
1/16
1.0000
Anthony J Greene
1
9
Anthony J Greene
10
Probability
P(X=x)
0.0625
Observed
Frequency
64
0.2500
248
0.3750
392
0.2500
268
0.0625
28
1.0000
Anthony J Greene
11
Anthony J Greene
12
Interpretation of a Normal
Distribution in terms of Probability
Considerwhatwouldhappeniftherewereonly4genesforheight
(therearemore),eachofwhichhasonly2possiblestates(likeheads
versustailsforacoin),callthestatesTfortallandSforshort.The
distributionswouldbeidenticaltothatforthecointosses(seeleft
below)withthepossibilityof0,1,2,3,and4Ts.Inrealityheight
iscontrolledbymanygenessothatmorethan5outcomesare
possible(seerightbelow).
Anthony J Greene
14
Another Example
2 Dice
Possible outcomes:
1,1 1,2 1,3 1,4
2,1 2,2 2,3 2,4
3,1 3,2 3,3 3,4
4,1 4,2 4,3 4,4
5,1 5,2 5,3 5,4
6,1 6,2 6,3 6,4
1,5
2,5
3,5
4,5
5,5
6,5
1,6
2,6
3,6
4,6
5,6
6,6
Anthony J Greene
15
Another Example
x
f (x)
10
11
12
Anthony J Greene
16
Age
Height
Weight
I.Q.
Sick Days per Year
Hours Sleep per Night
Words Read per
Minute
Anthony J Greene
17
Anthony J Greene
18
Number of Guitars
Owned
Consecutive Days
Unemployed
Hand-Washings per
Day
Number of Languages
Spoken Fluently
Hours of T.V. per Day
Anthony J Greene
19
13.59%
2.28%
2.28%
Anthony J Greene
20
Anthony J Greene
21
Anthony J Greene
22
Anthony J Greene
23
Relative-frequency
histogram for heights
Anthony J Greene
24
26
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27
0.04
0.02
0.02
Anthony J Greene
202
0.04
192
0.06
182
0.06
172
0.08
162
0.08
152
0.1
80
0.1
76
0.12
72
0.12
68
0.14
64
0.14
60
0.16
56
0.16
142
28
Transformations
Anthony J Greene
29
Anormallydistributedvariablehavingmean0andstandard
deviation1issaidtohavethestandardnormaldistribution.
Itsassociatednormalcurveiscalledthestandardnormal
curve.
Anthony J Greene
30
31
x
z
Anthony J Greene
32
Anthony J Greene
33
iscalledthestandardizedversionofxorthe
standardizedvariablecorrespondingtothe
variablex.
Thistransformationisstandardforanyvariable
andpreservestheexactrelationshipsamongthe
scores
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34
Anthony J Greene
35
Anthony J Greene
36
Anthony J Greene
37
Property1:Thetotalareaunderthestandardnormalcurve
isequalto1.
Property2:Thestandardnormalcurveextendsindefinitely
inbothdirections,approaching,butnevertouching,the
horizontalaxisasitdoesso.
Property3:Thestandardnormalcurveissymmetricabout
0;thatis,theleftsideofthecurveshouldbeamirrorimage
oftherightsideofthecurve.
Property4:Mostoftheareaunderthestandardnormal
curveliesbetween3and3.
Anthony J Greene
38
Anthony J Greene
40
41
Table
B.1
p. 687
Table
B.1
A
Closer
Look
Anthony J Greene
43
x2
x1
1
2
( X ) 2 / 2 2
Anthony J Greene
d
dx
44
From x or z to P
To determine a percentage or
Step
1 Sketch the normal
associated with the variable
probability
forcurve
a normally
Step
2 Shade the region
of interest and mark the delimiting xdistributed
variable
values
Step 3 Compute the z-scores for the delimiting x-values found
in Step 2
Step 4 Use Table B.1 to obtain the area under the standard
normal curve delimited by the z-scores found in Step 3
Use Geometry and remember that the total area under
Anthony
45
the curve is always
1.00. J Greene
From x or z to P
Finding percentages for a normally
distributed variable from areas under
the standard normal curve
Anthony J Greene
46
, are given.
Anthony J Greene
47
= 14 and = 3.
2. a = 9 and b = 16.
3. za = -5/3 = -1.67, zb = 2/3 = 0.67.
4. In table B.1, we see that the area to the left of a is 0.0475
and that the area to the right of b is 0.2514.
5. The area between a and b is therefore
1 (0.0475 + 0.2514) = 0.701 or 70.01%
Anthony J Greene
48
Anthony J Greene
49
What is the
probability of
selecting a
random
student who
scored above
650 on the
SAT?
50
51
One Strategy: Start with the area to the left of 1.82, then
subtract the area to the right of -0.68.
Second Strategy: Start with 1.00 and subtract off the two
tails
Anthony J Greene
52
Anthony J Greene
53
From x or z to P
Review of Table B.1 thus far
Using Table B.1 to find the area under the standard normal
curve that lies
(a) to the left of a specified z-score,
(b) to the right of a specified z-score,
(c) between two specified z-scores
54
From P to z or x
Now the other way around
To determine the observations
corresponding to a specified
Step 1 Sketch the normal curve associated the the variable
percentage or probability for a
Step 2 Shade the region of interest (given as a probability or area
normally
distributed
variable
Step 3 Use Table B.1 to obtain the z-scores delimiting the region
in Step 2
Step 4 Obtain the x-values having the z-scores found in Step 3
Anthony J Greene
55
From P to z or x
Finding z- or x-scores corresponding
x
z
to a the
given
Finding
z-scoreregion.
having area 0.04 to its left
x=z+
x z
56
The z
Notation
57
58
59
/2
1-
/2
60
Finding z 0.025
Use Column C:
The z corresponding to 0.025
in the Jright
tail is 1.96
Anthony
Greene
61
Finding z 0.05
Use Column C:
The z corresponding to 0.05
in the right
tail is 1.64
Anthony
J Greene
62
Use Column C:
The z corresponding to 0.025
in both
tails is 1.96
Anthony
J Greene
63
z0.10 = 1.28
z = (x-)/
1.28 = (x 100)/16
120.48 = x
Anthony J Greene
64
x
z
x z
Anthony J Greene
65
DESCRIPTIVES
EXERCISE & REVIEW
Anthony J Greene
66
Descriptives
1. Non-Parametric Statistics:
a) Frequency & percentile
b) Median, Range, Interquartile Range, SemiInterquartile Range
2. Parametric Statistics:
a) Mean, Variance, Standard Deviation
b) z-score & proportion
Anthony J Greene
NonParametric
Analysis
Weekly Income
540
275
680
8275
425
380
2370
4185
155
0
490
380
265
145
755
125
430
675
125
155
185
505
425
785
NonParametric
Analysis
NonParametric
Analysis
Range = H-L+1
= 8276
-or= URL-LRL
= 8275.5-(-0.5)
= 8276
NonParametric
Analysis
Q1: 25/4 or 6
NonParametric
Analysis
Q1 = 162.5
Q2 = 425 = median
Q3 = 676.25
IR = 513.75
NonParametric
Analysis
NonParametric
Analysis
Parametric
Analysis
(sample)
Hours Work
48
36
72
4
40
36
30
34
40
42
45
60
61
25
29
41
45
55
31
49
Parametric
Analysis
Hours Work
48
36
72
4
40
36
30
34
40
42
45
60
61
25
29
41
45
55
31
49
823.00
Parametric
Analysis
/n
Hours Work
48
36
72
4
40
36
30
34
40
42
45
60
61
25
29
41
45
55
31
49
823.00
41.15
Parametric
Analysis
/n
Hours Work
48
36
72
4
40
36
30
34
40
42
45
60
61
25
29
41
45
55
31
49
823.00
41.15
Parametric
Analysis
/n
Parametric
Analysis
/n
Parametric
Analysis
/n
/(n-1)
Parametric
Analysis
SS
/n
/(n-1)
Parametric
Analysis
/n
/(n-1)
Parametric
Analysis
Variance
/n
/(n-1)
Parametric
Analysis
/n
/(n-1)
sqrt
Parametric
Analysis
/n
/(n-1)
sqrt
Parametric
Analysis
/n
/(n-1)
sqrt
Parametric
Analysis
0.524
/n
/(n-1)
sqrt
Parametric
Analysis
/n
0.005
/(n-1)
sqrt
Parametric
Analysis
/n
0. 984
/(n-1)
sqrt
Parametric
Analysis
(population)
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
Parametric
Analysis
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
81.90
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
81.90
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
81.90
X-
-5.90
1.10
-0.90
8.10
11.10
6.10
3.10
-29.90
8.10
9.10
6.10
13.10
-20.90
8.10
18.10
11.10
-36.90
-1.90
1.10
-7.90
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
81.90
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
81.90
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
3905.80
Parametric
Analysis
SS
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
1638.00
81.90
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
3905.80
Parametric
Analysis
/N
(X-)2
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
1638.00
81.90
3905.80
195.29
X-
Parametric
Analysis
Variance
/N
(X-)2
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
1638.00
81.90
3905.80
195.29
X-
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
1638.00
81.90
sqrt
3905.80
195.29
13.97
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
1638.00
81.90
sqrt
3905.80
195.29
13.97
(X-)/
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
1638.00
81.90
sqrt
3905.80
195.29
13.97
(X-)/
-0.422
0.079
-0.064
0.580
0.794
0.437
0.222
-2.140
0.580
0.651
0.437
0.937
-1.496
0.580
1.295
0.794
-2.641
-0.136
0.079
-0.565
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
1638.00
81.90
sqrt
3905.80
195.29
13.97
(X-)/
-0.422
0.079
-0.064
0.580
0.794
0.437
0.222
-2.140
0.580
0.651
0.437
0.937
-1.496
0.580
1.295
0.794
-2.641
-0.136
0.079
-0.565
0.476
Parametric
Analysis
What proportion
of scores is
below 45?
0.004
Above?
0.996
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
(X-)/
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
-0.422
0.079
-0.064
0.580
0.794
0.437
0.222
-2.140
0.580
0.651
0.437
0.937
-1.496
0.580
1.295
0.794
-2.641
-0.136
0.079
-0.565
3905.80
195.29
13.97
0.00
1638.00
81.90
sqrt
0.004
Parametric
Analysis
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
(X-)/
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
-0.422
0.079
-0.064
0.580
0.794
0.437
0.222
-2.140
0.580
0.651
0.437
0.937
-1.496
0.580
1.295
0.794
-2.641
-0.136
0.079
-0.565
3905.80
195.29
13.97
0.00
1638.00
81.90
sqrt
0.902
Parametric
Analysis
What proportion
of scores is
between 100 and
45?
0.902 0.004
= 0.898
/N
Exam Score
76
83
81
90
93
88
85
52
90
91
88
95
61
90
100
93
45
80
83
74
X-
(X-)2
(X-)/
-5.90
34.8100
1.10
1.2100
-0.90
0.8100
8.10
65.6100
11.10
123.2100
6.10
37.2100
3.10
9.6100
-29.90
894.0100
8.10
65.6100
9.10
82.8100
6.10
37.2100
13.10
171.6100
-20.90
436.8100
8.10
65.6100
18.10
327.6100
11.10
123.2100
-36.90 1361.6100
-1.90
3.6100
1.10
1.2100
-7.90
62.4100
-0.422
0.079
-0.064
0.580
0.794
0.437
0.222
-2.140
0.580
0.651
0.437
0.937
-1.496
0.580
1.295
0.794
-2.641
-0.136
0.079
-0.565
3905.80
195.29
13.97
0.00
1638.00
81.90
sqrt
0.902
0.004
108
109
110
Use column C
z = 1.04
111
x
z
x z
x 1.28 100 500
x 128 500
x 628
x 628, 372
Anthony J Greene
x 128 500
x 372
112
Use Column
B: z J=Greene
1.40; P = 0.9192
Anthony
113
Use Column
C: z J=Greene
-0.80; P = 0.2119
Anthony
114
115