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Normal Distribution
Normal Distribution
 
Objectives  Introduce the Normal Distribution  Properties of the Standard Normal Distribution  Introduce the
 
Objectives  Introduce the Normal Distribution  Properties of the Standard Normal Distribution  Introduce the

Objectives

Introduce the Normal Distribution

Properties of the Standard Normal Distribution

Introduce the Central Limit Theorem

Use Normal Distribution in an inferential fashion

 
Theoretical Distribution  Empirical distributions  based on data  Theoretical distribution  based on mathematics
 
Theoretical Distribution  Empirical distributions  based on data  Theoretical distribution  based on mathematics

Theoretical Distribution

Empirical distributions

based on data

Theoretical distribution

based on mathematics

derived from model or estimated from data

 
Normal Distribution Why are normal distributions so important?  Many dependent variables are commonly assumed to
 
Normal Distribution Why are normal distributions so important?  Many dependent variables are commonly assumed to

Normal Distribution

Why are normal distributions so important?

Many dependent variables are commonly assumed to be normally distributed in the population

If a variable is approximately normally distributed we can make inferences about values of that variable

Example: Sampling distribution of the mean

 
So what?   Remember the Binomial distribution  With a few trials we were able
 
So what?   Remember the Binomial distribution  With a few trials we were able

So what?

Remember the Binomial distribution

With a few trials we were able to calculate possible outcomes and the probabilities of those outcomes

Now try it for a continuous distribution with an infinite number of possible outcomes. Yikes!

The normal distribution and its properties are well known, and if our variable of interest is normally distributed, we can apply what we know about the normal distribution to our situation, and find the probabilities associated with particular outcomes

 
Normal Distribution  Symmetrical, bell-shaped curve  Also known as Gaussian distribution  Point of inflection
 
Normal Distribution  Symmetrical, bell-shaped curve  Also known as Gaussian distribution  Point of inflection

Normal Distribution

Symmetrical, bell-shaped curve Also known as Gaussian distribution

Point of inflection = 1 standard deviation from mean

Mathematical formula

f(X)

1 2 (e) 
1
2 (e)
(X ) 2 
(X ) 2

22

 
  Since we know the shape of the curve, we can calculate the area under
 
  Since we know the shape of the curve, we can calculate the area under

Since we know the shape of the curve, we can calculate the area under the curve

The percentage of that area can be used to determine the probability that a given value could be pulled from a given distribution

The area under the curve tells us about the probability- in other words we can obtain a p-value for our result (data) by treating it as a normally distributed data set.

 
Key Areas under the Curve  For normal distributions + 1 SD ~ 68% + 2
 
Key Areas under the Curve  For normal distributions + 1 SD ~ 68% + 2

Key Areas under the Curve

Key Areas under the Curve  For normal distributions + 1 SD ~ 68% + 2

For normal distributions + 1 SD ~ 68% + 2 SD ~ 95% + 3 SD ~ 99.9%

 
Example IQ mean = 100 s = 15
 
Example IQ mean = 100 s = 15

Example IQ mean = 100 s = 15

Example IQ mean = 100 s = 15
 
 Problem:  Each normal distribution with its own values of  and  would need
 
 Problem:  Each normal distribution with its own values of  and  would need

Problem:

Each normal distribution with its own values of and would need its own calculation of the area under various points on the curve

 
Normal Probability Distributions Standard Normal Distribution – N(0,1)  We agree to use the standard normal
 
Normal Probability Distributions Standard Normal Distribution – N(0,1)  We agree to use the standard normal

Normal Probability Distributions

Standard Normal Distribution – N(0,1)

 We agree to use the standard normal distribution  Bell shaped  =0  =1
We agree to use the
standard normal
distribution
Bell shaped
=0
=1
Note: not all bell
shaped distributions are
normal distributions
 
Normal Probability Distribution    Can take on an infinite number of possible values. The
 
Normal Probability Distribution    Can take on an infinite number of possible values. The

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
 
Normal Distribution  The standard normal distribution will allow us to make claims about the probabilities

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?

 
Z-score If we know the population mean and population standard deviation, for any value of X
 
Z-score If we know the population mean and population standard deviation, for any value of X

Z-score

If we know the population mean and population standard deviation, for any value of X we can compute a z-score by subtracting the population mean and dividing the result by the population standard deviation

X

z

Z-score If we know the population mean and population standard deviation, for any value of X

 
Important z-score info   Z-score tells us how far above or below the mean a
 
Important z-score info   Z-score tells us how far above or below the mean a

Important z-score info

Z-score tells us how far above or below the mean a value is in terms of standard deviations

It is a linear transformation of the original scores

Multiplication (or division) of and/or addition to (or subtraction from) X by a constant Relationship of the observations to each other remains the same

Z = (X-)/then X = Z + [equation of the general form Y = mX+c]

 
Probabilities and z scores: z tables  Total area = 1  Only have a probability
 
Probabilities and z scores: z tables  Total area = 1  Only have a probability

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!

 
Probabilities are depicted by areas under the curve     Total area under the
 
Probabilities are depicted by areas under the curve     Total area under the

Probabilities are depicted by areas under the curve

   

Total area under the curve is 1

The area in red is equal to p(z > 1)

The area in blue is equal to p(-1< z <0)

Since the properties of the normal distribution are known, areas can be looked up on tables or calculated on computer.

 
Strategies for finding probabilities for the standard normal random variable.  Draw a picture of standard
 
Strategies for finding probabilities for the standard normal random variable.  Draw a picture of standard

Strategies for finding probabilities for the standard normal random variable.

Draw a picture of standard normal distribution depicting the area of interest.

Re-express the area in terms of shapes like the one on top of the Standard Normal Table

Look up the areas using the table. Do the necessary addition and subtraction.

 
Suppose Z has standard normal distribution Find p(0<Z<1.23)
 
Suppose Z has standard normal distribution Find p(0<Z<1.23)

Suppose Z has standard normal distribution Find p(0<Z<1.23)

Suppose Z has standard normal distribution Find p(0<Z<1.23)
 
Find p(-1.57<Z<0)
 
Find p(-1.57<Z<0)

Find p(-1.57<Z<0)

Find p(-1.57<Z<0)
 
Find p(Z>.78)
 
Find p(Z>.78)

Find p(Z>.78)

 
Z is standard normal Calculate p(-1.2<Z<.78)
 
Z is standard normal Calculate p(-1.2<Z<.78)

Z is standard normal Calculate p(-1.2<Z<.78)

Z is standard normal Calculate p(-1.2<Z<.78)
 
Example  Data come from distribution:  = 10,  = 3  What proportion fall
 
Example  Data come from distribution:  = 10,  = 3  What proportion fall

Example

Data come from distribution: = 10, = 3 What proportion fall beyond X=13?

Z = (13-10)/3 = 1

=normsdist(1) or table 0.1587

15.9% fall above 13

 
Example: IQ  A common example is IQ  IQ scores are theoretically normally distributed. 
 
Example: IQ  A common example is IQ  IQ scores are theoretically normally distributed. 

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
 
IQ’s are normally distributed with mean 100 and standard deviation 15. Find the probability that a

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

 
 
Say we have GRE scores are normally distributed with mean 500 and standard deviation 100. Find
 
Say we have GRE scores are normally distributed with mean 500 and standard deviation 100. Find

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.

We want to know what’s the probability of getting a score 620 or beyond.

620

500

100

  • 1.2 z

p(z > 1.2)

Result: The probability of randomly getting a score of 620 is ~.12

 
Work time ...      What is the area for scores less than
 
Work time ...      What is the area for scores less than

Work time ...

What is the area for scores less than z = -1.5? What is the area between z =1 and 1.5? What z score cuts off the highest 30% of the distribution? What two z scores enclose the middle 50% of the distribution? If 500 scores are normally distributed with mean =

  • 50 and SD = 10, and an investigator throws out the

  • 20 most extreme scores, what are the highest and

lowest scores that are retained?

 
Standard Scores    Z is not the only transformation of scores to be used
 
Standard Scores    Z is not the only transformation of scores to be used

Standard Scores

Z is not the only transformation of scores to be used

First convert whatever score you have to a z score.

New score – new s.d.(z) + new mean

Example- T scores = mean of 50 s.d. 10

Then T = 10(z) + 50.

Examples of standard scores: IQ, GRE, SAT

 
Wrap up  Assuming our data is normally distributed allows for us to use the properties
 
Wrap up  Assuming our data is normally distributed allows for us to use the properties

Wrap up

Assuming our data is normally distributed allows for us to use the properties of the normal distribution to assess the likelihood of some outcome

This gives us a means by which to determine whether we might think one hypothesis is more plausible than another (even if we don’t get a direct likelihood of either hypothesis)