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Principles of Statistics
ST201
Ch. 3
The Normal Distributions
Normal Distributions
• Review Continuous Random Variables
• Density Curves
• Normal Distributions
• The 68-95-99.7 Rule
• The Standard Normal Distribution
• Finding Normal Proportions
• Using the Standard Normal Table
• Finding a Value When Given a Proportion
2
Continuous Random Variables
3
A continuous random variable Y takes on
all values in an interval of numbers.
The probability distribution of Y is
described by a density curve. The
probability of any event is the area under
the density curve and above the values of Y
that make up the event.
Density Curves
4
Here is a histogram of vocabulary scores of 947 seventh graders.
The smooth curve drawn
over the histogram is a
mathematical model
for the distribution.
Density Curves
5
The areas of the shaded bars in
this histogram represent the
proportion of scores in the
observed data that are less than or
equal to 6.0.
This proportion is equal to
287/947 = 0.303.
Density Curves
6
The area under the smooth
curve to the left of 6.0 is
shaded. If the scale is
adjusted so the total area
under the curve is exactly 1,
then this curve is called a
density curve.
The proportion of the area to
the left of 6.0 is now equal to
0.293.
Density Curves
7
A density curve is a curve that:
• is always on or above the horizontal
axis
• has an area of exactly 1 underneath it
A density curve describes the overall pattern of a distribution.
The area under the curve and above any range of values on the
horizontal axis is the proportion of all observations that fall in
that range.
Density Curves
8
Distinguishing the Median and Mean of a Density Curve
• The median is the point that divides the area under the curve in half, that is
50% of the data lies above this value and 50% falls below.
• The mean of a density curve is the balance point, at which the curve would
balance if made of solid material.
• The median and the mean are the same for a symmetric density curve.
They both lie at the center of the curve. The mean of a skewed curve is
pulled away from the median in the direction of the long tail.
8
Normal Distributions
9
The Normal curves, which describe Normal distributions, are
one particularly important class of density curves!
All Normal curves are symmetric, single-peaked, and bell-
shaped
A Normal curve is described by giving its mean µ and standard
deviation σ.
Suppose you knew that = 0 and = 3,
which density curve applies?
The 68-95-99.7 Rule
11
In the Normal distribution with mean µ and standard deviation σ:
• Approximately 68% of the observations fall within 1σ of µ.
• Approximately 95% of the observations fall within 2σ of µ.
• Approximately 99.7% of the observations fall within 3σ of µ.
Normal Distributions
12
The distribution of
Iowa Test of Basic
Skills (ITBS)
vocabulary scores
for 7th-grade
students in Gary,
Indiana, is close to
Normal with mean
6.84 and standard
deviation 1.55.
Sketch the normal
curve.
Normal Distributions
13
The distribution of
Iowa Test of Basic
Skills (ITBS)
vocabulary scores
for 7th-grade
students in Gary,
Indiana, is close to
Normal with mean
6.84 and standard
deviation 1.55.
What percent of
ITBS vocabulary
scores are less than
3.74?
Normal Distributions
14
The distribution of
Iowa Test of Basic
Skills (ITBS)
vocabulary scores
for 7th-grade
students in Gary,
Indiana, is close to
Normal with mean
6.84 and standard
deviation 1.55.
What percent of
the scores are
between 5.29 and
9.94?
The Standard Normal Distribution
15
All Normal distributions are the same if we measure in units
of size σ from the mean µ as center.
Basically, we can standardize all normal distributions by
subtracting the mean and dividing by the standard deviation.
• Why would we want to standardize?
• Can use the z-table
• Can use the nice properties of the standard normal
• Easy to conceptual differences
The Standard Normal Distribution
16
The standard Normal distribution is
the Normal distribution with mean 0
and standard deviation 1.
If a variable x has any Normal
distribution N(µ,σ2) with mean µ and
standard deviation σ, then the
standardized variable
has the standard Normal distribution,
N(0,1).

μx
z
-

NOTICE! The standard
Normal distribution is
represented by a z.
This is known as a z-score!
The Standard Normal Table
17
 Because all Normal distributions are the same when we standardize,
we can find areas under any Normal curve from a single table.
The Standard Normal Table
Table A is a table of areas under the standard
Normal curve.
The table entry for each value z is the area under the
curve to the left of z.
Where to find Z? StatsPortal<Student Resources<Tables and
Formulas
The Standard Normal Table
18
Z .00 .01 .02
0.7 .7580 .7611 .7642
0.8 .7881 .7910 .7939
0.9 .8159 .8186 .8212
P(z < 0.81) = 0.7910
Suppose we want to find the
proportion of observations
from the standard Normal
distribution that are less than
0.81. We can use a standard
normal table:
Normal Calculations
19
Find the proportion of observations from the standard
Normal distribution that are between -1.25 and 0.81.
ON TI84:
1. Go to 2nd<VARS Choose normalcdf(
2. Then enter in your lower bound, upper bound, mean, standard deviation.
3. Press enter.
How to Solve Problems Involving Normal Distributions
21
State: Express the problem in terms of the observed variable
x.
Plan: Draw a picture of the distribution and shade the area of
interest under the curve.
Do: Perform calculations.
• Standardize x to restate the problem in terms of a standard
Normal variable z.
• Use the standard normal table and the fact that the total
area under the curve is 1 to find the required area under the
standard Normal curve.
Conclude: Write your conclusion in the context of the
problem.
z .07 .08 .09
1.3 .0853 .0838 .0823
-1.2 .1020 .1003 .0985
1.1 .1210 .1190 .1170
22
Calculating a value from a percentile or proportion
How tall must a man be
in the lower 10% for men
aged 18 to 24? .10
? 70
N(70, 2.8)
Look up the closest probability
(closest to 0.10) in the table.
Find the corresponding
standardized score.
The value you seek is that many
standard deviations from the mean.
Z = -1.28
According to the Health and Nutrition Examination Study of
1976-1980, the heights (in inches) of adult men aged 18-24
are normally distributed with mean 70 and standard deviation
2.8.
23
Calculating a value from a percentile or proportion
How tall must a man be in the lower
10% for men aged 18 to 24?
.10
? 70
N(70, 2.8)
We need to “unstandardize” the z-score to find the
observed value (x):
Z = -1.28
z
x

 

x z  
x = 70 + z (2.8)
= 70 + [(1.28 )  (2.8)]
= 70 + (3.58) = 66.42
24
Normal Calculations
.10
?
70
Use TI-84:
Commands:
Distr (2nd VARS)>invNorm
invNorm(proportion, 𝝁, 𝝈 )
invNorm(0.10,70,2.8) = 66.41
End of Lecture.
Extra Practice Below.
According to the Health and Nutrition Examination
Study of 1976-1980, the heights (in inches) of adult men
aged 18-24 are normally distributed with mean 70 and
standard deviation 2.8. What percentage of men are
shorter than 74 inches?
1. 99.7%
2. 92.36%
3. 95%
Hint: Use your z-table!
Normal Distributions
27
 The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for
7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and
standard deviation 1.55.
 What percent of ITBS vocabulary scores are less than 3.74?
Use TI-84:
Commands:
Distr (2nd VARS)>normalcdf
Normalcdf(lower, upper, 𝜇, 𝜎 )
Normalcdf( -1E99, 3.74 , 6.84 , 1.55
) =
.0227
Normal Distributions
28
 The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for
7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and
standard deviation 1.55.
 What percent of the scores are between 5.29 and 9.94?
Use TI-84:
Commands:
Distr (2nd VARS)>normalcdf
Normalcdf(lower, upper, 𝝁, 𝝈 )
Normalcdf( 5.29, 9.94 , 𝟔. 𝟖𝟒 , 𝟏. 𝟓𝟓 ) =
.8185

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St201 d normal distributions

  • 1. Principles of Statistics ST201 Ch. 3 The Normal Distributions
  • 2. Normal Distributions • Review Continuous Random Variables • Density Curves • Normal Distributions • The 68-95-99.7 Rule • The Standard Normal Distribution • Finding Normal Proportions • Using the Standard Normal Table • Finding a Value When Given a Proportion 2
  • 3. Continuous Random Variables 3 A continuous random variable Y takes on all values in an interval of numbers. The probability distribution of Y is described by a density curve. The probability of any event is the area under the density curve and above the values of Y that make up the event.
  • 4. Density Curves 4 Here is a histogram of vocabulary scores of 947 seventh graders. The smooth curve drawn over the histogram is a mathematical model for the distribution.
  • 5. Density Curves 5 The areas of the shaded bars in this histogram represent the proportion of scores in the observed data that are less than or equal to 6.0. This proportion is equal to 287/947 = 0.303.
  • 6. Density Curves 6 The area under the smooth curve to the left of 6.0 is shaded. If the scale is adjusted so the total area under the curve is exactly 1, then this curve is called a density curve. The proportion of the area to the left of 6.0 is now equal to 0.293.
  • 7. Density Curves 7 A density curve is a curve that: • is always on or above the horizontal axis • has an area of exactly 1 underneath it A density curve describes the overall pattern of a distribution. The area under the curve and above any range of values on the horizontal axis is the proportion of all observations that fall in that range.
  • 8. Density Curves 8 Distinguishing the Median and Mean of a Density Curve • The median is the point that divides the area under the curve in half, that is 50% of the data lies above this value and 50% falls below. • The mean of a density curve is the balance point, at which the curve would balance if made of solid material. • The median and the mean are the same for a symmetric density curve. They both lie at the center of the curve. The mean of a skewed curve is pulled away from the median in the direction of the long tail. 8
  • 9. Normal Distributions 9 The Normal curves, which describe Normal distributions, are one particularly important class of density curves! All Normal curves are symmetric, single-peaked, and bell- shaped A Normal curve is described by giving its mean µ and standard deviation σ.
  • 10. Suppose you knew that = 0 and = 3, which density curve applies?
  • 11. The 68-95-99.7 Rule 11 In the Normal distribution with mean µ and standard deviation σ: • Approximately 68% of the observations fall within 1σ of µ. • Approximately 95% of the observations fall within 2σ of µ. • Approximately 99.7% of the observations fall within 3σ of µ.
  • 12. Normal Distributions 12 The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for 7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and standard deviation 1.55. Sketch the normal curve.
  • 13. Normal Distributions 13 The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for 7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and standard deviation 1.55. What percent of ITBS vocabulary scores are less than 3.74?
  • 14. Normal Distributions 14 The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for 7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and standard deviation 1.55. What percent of the scores are between 5.29 and 9.94?
  • 15. The Standard Normal Distribution 15 All Normal distributions are the same if we measure in units of size σ from the mean µ as center. Basically, we can standardize all normal distributions by subtracting the mean and dividing by the standard deviation. • Why would we want to standardize? • Can use the z-table • Can use the nice properties of the standard normal • Easy to conceptual differences
  • 16. The Standard Normal Distribution 16 The standard Normal distribution is the Normal distribution with mean 0 and standard deviation 1. If a variable x has any Normal distribution N(µ,σ2) with mean µ and standard deviation σ, then the standardized variable has the standard Normal distribution, N(0,1).  μx z -  NOTICE! The standard Normal distribution is represented by a z. This is known as a z-score!
  • 17. The Standard Normal Table 17  Because all Normal distributions are the same when we standardize, we can find areas under any Normal curve from a single table. The Standard Normal Table Table A is a table of areas under the standard Normal curve. The table entry for each value z is the area under the curve to the left of z. Where to find Z? StatsPortal<Student Resources<Tables and Formulas
  • 18. The Standard Normal Table 18 Z .00 .01 .02 0.7 .7580 .7611 .7642 0.8 .7881 .7910 .7939 0.9 .8159 .8186 .8212 P(z < 0.81) = 0.7910 Suppose we want to find the proportion of observations from the standard Normal distribution that are less than 0.81. We can use a standard normal table:
  • 19. Normal Calculations 19 Find the proportion of observations from the standard Normal distribution that are between -1.25 and 0.81.
  • 20. ON TI84: 1. Go to 2nd<VARS Choose normalcdf( 2. Then enter in your lower bound, upper bound, mean, standard deviation. 3. Press enter.
  • 21. How to Solve Problems Involving Normal Distributions 21 State: Express the problem in terms of the observed variable x. Plan: Draw a picture of the distribution and shade the area of interest under the curve. Do: Perform calculations. • Standardize x to restate the problem in terms of a standard Normal variable z. • Use the standard normal table and the fact that the total area under the curve is 1 to find the required area under the standard Normal curve. Conclude: Write your conclusion in the context of the problem.
  • 22. z .07 .08 .09 1.3 .0853 .0838 .0823 -1.2 .1020 .1003 .0985 1.1 .1210 .1190 .1170 22 Calculating a value from a percentile or proportion How tall must a man be in the lower 10% for men aged 18 to 24? .10 ? 70 N(70, 2.8) Look up the closest probability (closest to 0.10) in the table. Find the corresponding standardized score. The value you seek is that many standard deviations from the mean. Z = -1.28 According to the Health and Nutrition Examination Study of 1976-1980, the heights (in inches) of adult men aged 18-24 are normally distributed with mean 70 and standard deviation 2.8.
  • 23. 23 Calculating a value from a percentile or proportion How tall must a man be in the lower 10% for men aged 18 to 24? .10 ? 70 N(70, 2.8) We need to “unstandardize” the z-score to find the observed value (x): Z = -1.28 z x     x z   x = 70 + z (2.8) = 70 + [(1.28 )  (2.8)] = 70 + (3.58) = 66.42
  • 24. 24 Normal Calculations .10 ? 70 Use TI-84: Commands: Distr (2nd VARS)>invNorm invNorm(proportion, 𝝁, 𝝈 ) invNorm(0.10,70,2.8) = 66.41
  • 25. End of Lecture. Extra Practice Below.
  • 26. According to the Health and Nutrition Examination Study of 1976-1980, the heights (in inches) of adult men aged 18-24 are normally distributed with mean 70 and standard deviation 2.8. What percentage of men are shorter than 74 inches? 1. 99.7% 2. 92.36% 3. 95% Hint: Use your z-table!
  • 27. Normal Distributions 27  The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for 7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and standard deviation 1.55.  What percent of ITBS vocabulary scores are less than 3.74? Use TI-84: Commands: Distr (2nd VARS)>normalcdf Normalcdf(lower, upper, 𝜇, 𝜎 ) Normalcdf( -1E99, 3.74 , 6.84 , 1.55 ) = .0227
  • 28. Normal Distributions 28  The distribution of Iowa Test of Basic Skills (ITBS) vocabulary scores for 7th-grade students in Gary, Indiana, is close to Normal with mean 6.84 and standard deviation 1.55.  What percent of the scores are between 5.29 and 9.94? Use TI-84: Commands: Distr (2nd VARS)>normalcdf Normalcdf(lower, upper, 𝝁, 𝝈 ) Normalcdf( 5.29, 9.94 , 𝟔. 𝟖𝟒 , 𝟏. 𝟓𝟓 ) = .8185

Editor's Notes

  1. Chapter 5
  2. Chapter 5
  3. Chapter 5
  4. Chapter 5