PUBH 601 Concepts and Methods of Biostatistics
4-Normal distribution
Manar Elhassan, PhD
Mohamed Sherbash, MPH
Department of Public Health
College of Health Sciences Qatar
University
Fall 2022
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 1
Department of Public Health
Recap from last week
Graphical Summaries for
1. Nominal data
a) Bar Chart
b) Pie Chart
2. Ordinal Data
a) Frequency distribution
b) Stem and Leaf Plot
3. Continuousdata
a) Histogram
b) Frequency polygon
c) Box and whisker Plot(Box plot)
d) Scatter plot
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 2
Department of Public Health
Objectives of today’s class
• Importance of the Normal distribution
• Properties of the Normal distribution
• Standard normal curve
• Assessing normality
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 3
Department of Public Health
Normal distribution
Student Learning Outcomes of the Course
At the end of this class, students will be able to:
• Discuss the importance of the normal distribution
• Define the properties of the normal curve
• Describe the concept of the standard normal curve
• Compute and interpret z scores
• Assess normality
• Perform analysis using Stata
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 4
Department of Public Health
Introduction
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 5
Department of PublicHealth
Introduction
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 6
Body weights among adults in a population
Bell-shaped
A single peak in the center
Symmetrical, Median= Mode
Introduction
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 7
Body weights among adults in a population
Bell-shaped
A single peak in the center
Symmetrical, Median= Mode
Many quantitative
variables in medicine and
public health sciences have
similar characteristics
Introduction
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 8
Body weights among adults in a population
Bell-shaped
A single peak in the center
Symmetrical, Median= Mode
Many quantitative
variables in medicine and
public health sciences have
similar characteristics
These are characteristic of so-
called Normal or Gaussian
distributions
Approximately Normal Distributed
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 9
a sympthatic
data go to infiniy
Importance of the
Normal distribution
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 10
Department of PublicHealth
Importance of the Normal distribution
• The Normal distribution occupies a central role in statistical
analysis
• Many inference ideas are based on the Normal distribution
• Data which are not normal can often be transformed into
normal
• The normal distribution is the most important and most widely
used distribution in statistics
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 11
Department of Public Health
Properties of the
Normal distribution
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 13
Department of PublicHealth
Properties
• Symmetric around their mean
• Mean, median, and mode are equal
• Normal distributions are denser in
the center and less dense in the
tails
• Area under the normal curve is
equal to 1.0
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 14
Department of Public Health
Properties
Normal distributions are defined by two parameters:
• mean (µ) and the standard deviation (σ)
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 15
Department of Public Health
mean = population
Properties
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 16
Department of Public Health
Same mean - Different variance
Properties
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 17
Department of Public Health
Same mean - Different variance
Properties
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 18
Department of Public Health
Same variance - Different mean
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 19
Department of Public Health
The beauty of the normal distribution
No matter what the mean µ and standard deviation σ are,
• 68% of the area of a normal distribution is within
one standard deviation of the mean
• 95% of the area of a normal distribution is within
two standard deviations of the mean
• 99.7% (almost all values) fall within
3 standard deviations of the mean
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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68-95-99.7 Rule
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 21
68-95-99.7 Rule
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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Standard normal curve
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 25
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PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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Standard normal curve
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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The standard normal curve has
mean zero and standard deviation 1
Standard normal curve
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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The standard normal curve has
mean zero and standard deviation 1
Standard normal curve
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 29
Standard normal curve
• If a variable is normally distributed then a change of
units does not affect this
• Any normally distributed variable can be related to
the standard normal distribution whose mean is
zero and whose standard deviation is 1
z-scores
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 30
Department of PublicHealth
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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z-score is the number of standard deviations from the mean
𝒛 =
𝒙−𝝁
𝝈
Percentiles of a normal distribution is
x = µ + zσ
z-scores
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 32
Department of Public Health
Activity 4-1: Learn through interactive applet
Learning outcome:
• Relate z-scores to x values (percentiles)
• Understand area under the normal curve
http://www.rossmanchance.com/applets/NormCalc.html
Generatingthe normal distribution and exploring
probabilities
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 33
Department of Public Health
Activity 4-1: Learn through interactive applet
Results from a study collected on weights of 800 students found
the mean weight was 50 ± 5 kg.
Questions:
• What is the probability that a student has weight greater than 60kg?
• What is the probability that a student has weight less than 40kg?
• What is the probability that a student has weight less than 55kg and
greater that 45?
• What is the z score for a weightof 55?
• What weightis exceededby 2.5% or 0.025 of the students?
• What weightis exceededby 97.5% or 0.975 of the students?
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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Example
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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Example
What weight is exceeded by 2.5% or 0.025
of the population, if weight of runners has
µ= 127.8 cm and σ= 15.5 cm?
x = µ + zσ
Weight = 127.8+15.5*z = 127.8+15.5*1.96
= 158.2
158.2 is the 97.5th percentile
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
Department of Public Health 36
Example
What weight is exceeded by 97.5% or 0.975
of the population, if weight of runners has
µ = 127.8 cm and σ = 15.5 cm?
x = µ + zσ
Weight=127.8-15.5*z == 127.8+ (-.96)*15.5
= 97.42
97.4 is the 2.5th percentile
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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z values for commonly used percentiles
Assessing normality
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 38
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PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
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(1) Draw a histogram
(2) Draw a box-plot
(3) Normal Q-Q plot
Assessing normality
Subjectively Objectively
(4) Kolmogrov-Smirnov test
(5) Shapiro-Wilk test
(6) Descriptive methods
(1) Draw a histogram
If the distribution is bell-shaped and symmetrical, then it is
approximately Normal.
Normal Not Normal
Department of Public Health 40
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
(2) Draw a box-plot
If the median in a boxplot cuts the rectangle in approximately
half, and the two whiskers are of equal length, then we can
assume that the distribution is Normal.
Normal Not Normal
Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 41
(3) Normal Q-Q plot
• Produce a Normal plot (using Stata) which plots the cumulative
frequency distribution of the data (on the horizontal axis) against
that of the Normal distribution.
• If the resulting plot is a straight line, the distribution isNormal.
• If the plot is curved, the distribution is Not Normal.
Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 42
(3) Normal Q-Q plot
Normal plot Not normal
Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 43
Straight line
Curved
Height in centimeters Weight in kilograms
(3) Normal Q-Q plot
Negative skewness shows
downward curve on Q-Q plot
Positive skewness shows
upward curve on Q-Q plot
Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 44
.,.
.,.
Kolmogorov-Smirnov Shapiro-Wilks
(4) Kolmogorov-Smirnov (5) Shapiro-Wilks
Statistic df p-value Statistic df p-value
Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001
Height in cm 0.018 2400 0.69 0.999 2400 0.62
.,.
.,.
Kolmogorov-Smirnov Shapiro-Wilks
(4) Kolmogorov-Smirnov (5) Shapiro-Wilks
Statistic df p-value Statistic df p-value
Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001
Height in cm 0.018 2400 0.69 0.999 2400 0.62
Use p-value to see if variable
significantly depart from Normality
Use a cut-off value of p-value <0.05
.,.
.,.
p-value ≤ 0.05 ⇒ Not Normal (Weight)
Kolmogorov-Smirnov Shapiro-Wilks
(4) Kolmogorov-Smirnov (5) Shapiro-Wilks
Statistic df p-value Statistic df p-value
Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001
Height in cm 0.018 2400 0.69 0.999 2400 0.62
Not normal
.,.
.,.
p-value > 0.05 ⇒ Normal (Height)
Kolmogorov-Smirnov Shapiro-Wilks
(4) Kolmogorov-Smirnov (5) Shapiro-Wilks
Statistic df p-value Statistic df p-value
Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001
Height in cm 0.018 2400 0.69 0.999 2400 0.62
Normal
(6) Descriptive methods
Use the relationship between mean, median and SD
Normal variable
• Mean nearly equal to the median and mode
• Standard deviation < 1/3 of the mean
Example Height in cm
• Mean, median mode are almost equal
• SD (=11.3) < 1/3 of mean (=45.7)
Normal variable
Example Skinfold thickness
• Mean > Median > Mode
• SD (=15.6) > 1/3 of mean (= 8.2)
Not normal variable
Tools to assess the normality of a variable
Note
Normality tests are too sensitive to
even small deviation from normality so
don’t always rely on them given that
most bivariate tests are robust to small
deviations
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 54
Department of Public Health
Activity 4-2
Assessment using Team based learning
PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 55
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Activity 4-3
Data analysis using Stata

Normal distribution.pdf- Normal distribution.pdf- Normal distribution.pdf

  • 1.
    PUBH 601 Conceptsand Methods of Biostatistics 4-Normal distribution Manar Elhassan, PhD Mohamed Sherbash, MPH Department of Public Health College of Health Sciences Qatar University Fall 2022 PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 1 Department of Public Health
  • 2.
    Recap from lastweek Graphical Summaries for 1. Nominal data a) Bar Chart b) Pie Chart 2. Ordinal Data a) Frequency distribution b) Stem and Leaf Plot 3. Continuousdata a) Histogram b) Frequency polygon c) Box and whisker Plot(Box plot) d) Scatter plot PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 2 Department of Public Health
  • 3.
    Objectives of today’sclass • Importance of the Normal distribution • Properties of the Normal distribution • Standard normal curve • Assessing normality PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 3 Department of Public Health Normal distribution
  • 4.
    Student Learning Outcomesof the Course At the end of this class, students will be able to: • Discuss the importance of the normal distribution • Define the properties of the normal curve • Describe the concept of the standard normal curve • Compute and interpret z scores • Assess normality • Perform analysis using Stata PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 4 Department of Public Health
  • 5.
    Introduction PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 5 Department of PublicHealth
  • 6.
    Introduction PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 6 Body weights among adults in a population Bell-shaped A single peak in the center Symmetrical, Median= Mode
  • 7.
    Introduction PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 7 Body weights among adults in a population Bell-shaped A single peak in the center Symmetrical, Median= Mode Many quantitative variables in medicine and public health sciences have similar characteristics
  • 8.
    Introduction PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 8 Body weights among adults in a population Bell-shaped A single peak in the center Symmetrical, Median= Mode Many quantitative variables in medicine and public health sciences have similar characteristics These are characteristic of so- called Normal or Gaussian distributions
  • 9.
    Approximately Normal Distributed PUBH601 Concepts and Methods of Biostatistics. Fall 2022 Department of Public Health 9 a sympthatic data go to infiniy
  • 10.
    Importance of the Normaldistribution PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 10 Department of PublicHealth
  • 11.
    Importance of theNormal distribution • The Normal distribution occupies a central role in statistical analysis • Many inference ideas are based on the Normal distribution • Data which are not normal can often be transformed into normal • The normal distribution is the most important and most widely used distribution in statistics PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 11 Department of Public Health
  • 12.
    Properties of the Normaldistribution PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 13 Department of PublicHealth
  • 13.
    Properties • Symmetric aroundtheir mean • Mean, median, and mode are equal • Normal distributions are denser in the center and less dense in the tails • Area under the normal curve is equal to 1.0 PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 14 Department of Public Health
  • 14.
    Properties Normal distributions aredefined by two parameters: • mean (µ) and the standard deviation (σ) PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 15 Department of Public Health mean = population
  • 15.
    Properties PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 16 Department of Public Health Same mean - Different variance
  • 16.
    Properties PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 17 Department of Public Health Same mean - Different variance
  • 17.
    Properties PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 18 Department of Public Health Same variance - Different mean
  • 18.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 19 Department of Public Health The beauty of the normal distribution No matter what the mean µ and standard deviation σ are, • 68% of the area of a normal distribution is within one standard deviation of the mean • 95% of the area of a normal distribution is within two standard deviations of the mean • 99.7% (almost all values) fall within 3 standard deviations of the mean
  • 19.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 20 68-95-99.7 Rule
  • 20.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 21 68-95-99.7 Rule
  • 21.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 22
  • 22.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 23
  • 23.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 24
  • 24.
    Standard normal curve PUBH601 Concepts and Methods of Biostatistics. Fall 2022 25 Department of PublicHealth
  • 25.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 26 Standard normal curve
  • 26.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 27 The standard normal curve has mean zero and standard deviation 1 Standard normal curve
  • 27.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 28 The standard normal curve has mean zero and standard deviation 1 Standard normal curve
  • 28.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 29 Standard normal curve • If a variable is normally distributed then a change of units does not affect this • Any normally distributed variable can be related to the standard normal distribution whose mean is zero and whose standard deviation is 1
  • 29.
    z-scores PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 30 Department of PublicHealth
  • 30.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 31 z-score is the number of standard deviations from the mean 𝒛 = 𝒙−𝝁 𝝈 Percentiles of a normal distribution is x = µ + zσ z-scores
  • 31.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 32 Department of Public Health Activity 4-1: Learn through interactive applet Learning outcome: • Relate z-scores to x values (percentiles) • Understand area under the normal curve http://www.rossmanchance.com/applets/NormCalc.html Generatingthe normal distribution and exploring probabilities
  • 32.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 33 Department of Public Health Activity 4-1: Learn through interactive applet Results from a study collected on weights of 800 students found the mean weight was 50 ± 5 kg. Questions: • What is the probability that a student has weight greater than 60kg? • What is the probability that a student has weight less than 40kg? • What is the probability that a student has weight less than 55kg and greater that 45? • What is the z score for a weightof 55? • What weightis exceededby 2.5% or 0.025 of the students? • What weightis exceededby 97.5% or 0.975 of the students?
  • 33.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 34 Example
  • 34.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 35 Example What weight is exceeded by 2.5% or 0.025 of the population, if weight of runners has µ= 127.8 cm and σ= 15.5 cm? x = µ + zσ Weight = 127.8+15.5*z = 127.8+15.5*1.96 = 158.2 158.2 is the 97.5th percentile
  • 35.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 36 Example What weight is exceeded by 97.5% or 0.975 of the population, if weight of runners has µ = 127.8 cm and σ = 15.5 cm? x = µ + zσ Weight=127.8-15.5*z == 127.8+ (-.96)*15.5 = 97.42 97.4 is the 2.5th percentile
  • 36.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 37 z values for commonly used percentiles
  • 37.
    Assessing normality PUBH 601Concepts and Methods of Biostatistics. Fall 2022 38 Department of PublicHealth
  • 38.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 Department of Public Health 39 (1) Draw a histogram (2) Draw a box-plot (3) Normal Q-Q plot Assessing normality Subjectively Objectively (4) Kolmogrov-Smirnov test (5) Shapiro-Wilk test (6) Descriptive methods
  • 39.
    (1) Draw ahistogram If the distribution is bell-shaped and symmetrical, then it is approximately Normal. Normal Not Normal Department of Public Health 40 PUBH 601 Concepts and Methods of Biostatistics. Fall 2022
  • 40.
    (2) Draw abox-plot If the median in a boxplot cuts the rectangle in approximately half, and the two whiskers are of equal length, then we can assume that the distribution is Normal. Normal Not Normal Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 41
  • 41.
    (3) Normal Q-Qplot • Produce a Normal plot (using Stata) which plots the cumulative frequency distribution of the data (on the horizontal axis) against that of the Normal distribution. • If the resulting plot is a straight line, the distribution isNormal. • If the plot is curved, the distribution is Not Normal. Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 42
  • 42.
    (3) Normal Q-Qplot Normal plot Not normal Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 43 Straight line Curved Height in centimeters Weight in kilograms
  • 43.
    (3) Normal Q-Qplot Negative skewness shows downward curve on Q-Q plot Positive skewness shows upward curve on Q-Q plot Department of Public Health PUBH 601 Concepts and Methods of Biostatistics. Fall 2022 44
  • 44.
    .,. .,. Kolmogorov-Smirnov Shapiro-Wilks (4) Kolmogorov-Smirnov(5) Shapiro-Wilks Statistic df p-value Statistic df p-value Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001 Height in cm 0.018 2400 0.69 0.999 2400 0.62
  • 45.
    .,. .,. Kolmogorov-Smirnov Shapiro-Wilks (4) Kolmogorov-Smirnov(5) Shapiro-Wilks Statistic df p-value Statistic df p-value Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001 Height in cm 0.018 2400 0.69 0.999 2400 0.62 Use p-value to see if variable significantly depart from Normality Use a cut-off value of p-value <0.05
  • 46.
    .,. .,. p-value ≤ 0.05⇒ Not Normal (Weight) Kolmogorov-Smirnov Shapiro-Wilks (4) Kolmogorov-Smirnov (5) Shapiro-Wilks Statistic df p-value Statistic df p-value Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001 Height in cm 0.018 2400 0.69 0.999 2400 0.62 Not normal
  • 47.
    .,. .,. p-value > 0.05⇒ Normal (Height) Kolmogorov-Smirnov Shapiro-Wilks (4) Kolmogorov-Smirnov (5) Shapiro-Wilks Statistic df p-value Statistic df p-value Weight in Kg 0.104 2400 < 0.001 0.912 2400 < 0.001 Height in cm 0.018 2400 0.69 0.999 2400 0.62 Normal
  • 48.
    (6) Descriptive methods Usethe relationship between mean, median and SD Normal variable • Mean nearly equal to the median and mode • Standard deviation < 1/3 of the mean
  • 49.
    Example Height incm • Mean, median mode are almost equal • SD (=11.3) < 1/3 of mean (=45.7) Normal variable
  • 50.
    Example Skinfold thickness •Mean > Median > Mode • SD (=15.6) > 1/3 of mean (= 8.2) Not normal variable
  • 51.
    Tools to assessthe normality of a variable
  • 52.
    Note Normality tests aretoo sensitive to even small deviation from normality so don’t always rely on them given that most bivariate tests are robust to small deviations
  • 53.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 54 Department of Public Health Activity 4-2 Assessment using Team based learning
  • 54.
    PUBH 601 Conceptsand Methods of Biostatistics. Fall 2022 55 Department of Public Health Activity 4-3 Data analysis using Stata