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The Normal Distribution

     James H. Steiger
Types of Probability
Distributions
There are two fundamental types of
probability distributions
  Discrete
  Continuous
Discrete Probability Distributions
These are used to model a situation where
  The number of events (things that can happen)
  is countable (i.e., can be placed in
  correspondence with integers)
  Probabilities sum to 1
  Each event has a probability
A Discrete Probability Function
             Discrete Uniform (1,6) Distribution




0.167




0.000
     0   1   2          3            4             5   6   7
Continuous Probability
Distributions
These are used to model situations where the
number of things that can happen is not countable
Probability of a particular outcome cannot be
defined
Interval probabilities can be defined: Probability
of an interval is the area under the probability
density curve between the endpoints of the interval
Probability Density Function
                       Uniform(0,6) Distribution




0.167




0.000
     -2   -1   0   1       2        3        4     5   6   7   8
The Normal Distribution Family
         Standard Normal Distribution


0.4
                                        34.13%


0.3


                  σ
0.2



0.1



0.0
                        µ         µ+σ
The Standard Normal
Distribution
             Standard Normal Distribution


0.4
                                            34.13%


0.3


                      σ
0.2



0.1



0.0
   -3   -2     -1          0          1          2   3
The Normal Curve Table
Z        F(Z)    Z      F(Z)
0.25    59.87   1.75    95.99
0.50    69.15   1.96    97.5
0.75    77.34   2.00    97.72
1.00    84.13   2.25    98.78
1.25    89.44   2.326   99.00
1.50    93.32   2.50    99.38
1.645   95.00   2.576   99.50
Some Typical “Routine”
Problems
               Distribution of IQ Scores
                   Normal(100,15)


0.028


0.024


0.020


0.016


0.012


0.008


0.004


0.000
    55   70   85           100             115   130   145
Some Typical “Routine”
Problems
1.What percentage of people have IQ scores
between 100 and 115?
2.What percentage of people have IQ scores
greater than 130?
3.What percentage of people have IQ scores
between 70 and 85?
4. What is the percentile rank of an IQ score of
122.5?
5. What IQ score is at the 99th percentile?
General Strategy for Normal
Curve Problems
ALWAYS draw the picture
Estimate the answer from the picture,
remembering:
  Symmetry
  Total area is 1.0
  Area to the left or right of center is .50
Convert to Z-score form
Compute interval probability by subtraction
Problem #1
               Distribution of IQ Scores
                   Normal(100,15)


0.028


0.024


0.020


0.016


0.012


0.008


0.004


0.000
    55   70   85          100              115   130   145
Problem #2
               Distribution of IQ Scores
                   Normal(100,15)


0.028


0.024


0.020


0.016


0.012


0.008


0.004


0.000
    55   70   85           100             115   130   145
Problem #2 (ctd)


          130 − 100
 Z130   =           = +2.00
             15
The Normal Curve Table
Z        F(Z)    Z      F(Z)
0.25    59.87   1.75    95.99
0.50    69.15   1.96    97.5
0.75    77.34   2.00    97.72
1.00    84.13   2.25    98.78
1.25    89.44   2.326   99.00
1.50    93.32   2.50    99.38
1.645   95.00   2.576   99.50
Problem #3
               Distribution of IQ Scores
                   Normal(100,15)


0.028


0.024


0.020


0.016


0.012


0.008


0.004


0.000
    55   70   85           100             115   130   145
Problem #3


         70 − 100
  Z 70 =          = −2.00
            15

         85 − 100
  Z 85 =          = −1.00
            15
The Normal Curve Table
Z        F(Z)    Z      F(Z)
0.25    59.87   1.75    95.99
0.50    69.15   1.96    97.5
0.75    77.34   2.00    97.72
1.00    84.13   2.25    98.78
1.25    89.44   2.326   99.00
1.50    93.32   2.50    99.38
1.645   95.00   2.576   99.50
Problem #4
               Distribution of IQ Scores
                   Normal(100,15)


0.028


0.024


0.020


0.016


0.012


0.008


0.004


0.000
    55   70   85          100              115   130   145
Problem #4


           122.5 − 100
Z122.5   =             = 1.50
               15
The Normal Curve Table
Z        F(Z)    Z      F(Z)
0.25    59.87   1.75    95.99
0.50    69.15   1.96    97.5
0.75    77.34   2.00    97.72
1.00    84.13   2.25    98.78
1.25    89.44   2.326   99.00
1.50    93.32   2.50    99.38
1.645   95.00   2.576   99.50
Problem #5
               Distribution of IQ Scores
                   Normal(100,15)


0.028


0.024


0.020


0.016


0.012


0.008


0.004


0.000
    55   70   85           100             115   130   145
Problem #5
Find Z-score corresponding to 99th
percentile.
Convert to a raw score.
Relative Tail Probability
Problems
These problems involve analyzing relative
probabilities of extreme events in two
populations. Such problems:
  Are seldom found in textbooks
  Are often relevant to real world problems
  Sometimes produce results that are
  counterintuitive
Relative Tail Probability #1
Group A has a mean of 100 and a standard
deviation of 15. Group B has a mean of 100
and a standard deviation of 17. What is the
relative likelihood of finding a person with
a score above 145 in Group B, relative to
Group A?
The Normal Curve Table
Z    Area Above Z
2.6      .0047
2.65     .00405
2.7      .0035
3.0      .00135
Answer: About 3 to 1.
Relative Tail Probability #2
Group A has a mean of 100 and a standard
deviation of 15. Group B has a mean of 100
and a standard deviation of 17. What is the
relative likelihood of finding a person with
a score above 160 in Group B, relative to
Group A?
The Normal Curve Table
Z     Area Above Z
3.529    .000208
4.00     .0000317

Answer: About 6.57 to 1.

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The normal distribution

  • 1. The Normal Distribution James H. Steiger
  • 2. Types of Probability Distributions There are two fundamental types of probability distributions Discrete Continuous
  • 3. Discrete Probability Distributions These are used to model a situation where The number of events (things that can happen) is countable (i.e., can be placed in correspondence with integers) Probabilities sum to 1 Each event has a probability
  • 4. A Discrete Probability Function Discrete Uniform (1,6) Distribution 0.167 0.000 0 1 2 3 4 5 6 7
  • 5. Continuous Probability Distributions These are used to model situations where the number of things that can happen is not countable Probability of a particular outcome cannot be defined Interval probabilities can be defined: Probability of an interval is the area under the probability density curve between the endpoints of the interval
  • 6. Probability Density Function Uniform(0,6) Distribution 0.167 0.000 -2 -1 0 1 2 3 4 5 6 7 8
  • 7. The Normal Distribution Family Standard Normal Distribution 0.4 34.13% 0.3 σ 0.2 0.1 0.0 µ µ+σ
  • 8. The Standard Normal Distribution Standard Normal Distribution 0.4 34.13% 0.3 σ 0.2 0.1 0.0 -3 -2 -1 0 1 2 3
  • 9. The Normal Curve Table Z F(Z) Z F(Z) 0.25 59.87 1.75 95.99 0.50 69.15 1.96 97.5 0.75 77.34 2.00 97.72 1.00 84.13 2.25 98.78 1.25 89.44 2.326 99.00 1.50 93.32 2.50 99.38 1.645 95.00 2.576 99.50
  • 10. Some Typical “Routine” Problems Distribution of IQ Scores Normal(100,15) 0.028 0.024 0.020 0.016 0.012 0.008 0.004 0.000 55 70 85 100 115 130 145
  • 11. Some Typical “Routine” Problems 1.What percentage of people have IQ scores between 100 and 115? 2.What percentage of people have IQ scores greater than 130? 3.What percentage of people have IQ scores between 70 and 85? 4. What is the percentile rank of an IQ score of 122.5? 5. What IQ score is at the 99th percentile?
  • 12. General Strategy for Normal Curve Problems ALWAYS draw the picture Estimate the answer from the picture, remembering: Symmetry Total area is 1.0 Area to the left or right of center is .50 Convert to Z-score form Compute interval probability by subtraction
  • 13. Problem #1 Distribution of IQ Scores Normal(100,15) 0.028 0.024 0.020 0.016 0.012 0.008 0.004 0.000 55 70 85 100 115 130 145
  • 14. Problem #2 Distribution of IQ Scores Normal(100,15) 0.028 0.024 0.020 0.016 0.012 0.008 0.004 0.000 55 70 85 100 115 130 145
  • 15. Problem #2 (ctd) 130 − 100 Z130 = = +2.00 15
  • 16. The Normal Curve Table Z F(Z) Z F(Z) 0.25 59.87 1.75 95.99 0.50 69.15 1.96 97.5 0.75 77.34 2.00 97.72 1.00 84.13 2.25 98.78 1.25 89.44 2.326 99.00 1.50 93.32 2.50 99.38 1.645 95.00 2.576 99.50
  • 17. Problem #3 Distribution of IQ Scores Normal(100,15) 0.028 0.024 0.020 0.016 0.012 0.008 0.004 0.000 55 70 85 100 115 130 145
  • 18. Problem #3 70 − 100 Z 70 = = −2.00 15 85 − 100 Z 85 = = −1.00 15
  • 19. The Normal Curve Table Z F(Z) Z F(Z) 0.25 59.87 1.75 95.99 0.50 69.15 1.96 97.5 0.75 77.34 2.00 97.72 1.00 84.13 2.25 98.78 1.25 89.44 2.326 99.00 1.50 93.32 2.50 99.38 1.645 95.00 2.576 99.50
  • 20. Problem #4 Distribution of IQ Scores Normal(100,15) 0.028 0.024 0.020 0.016 0.012 0.008 0.004 0.000 55 70 85 100 115 130 145
  • 21. Problem #4 122.5 − 100 Z122.5 = = 1.50 15
  • 22. The Normal Curve Table Z F(Z) Z F(Z) 0.25 59.87 1.75 95.99 0.50 69.15 1.96 97.5 0.75 77.34 2.00 97.72 1.00 84.13 2.25 98.78 1.25 89.44 2.326 99.00 1.50 93.32 2.50 99.38 1.645 95.00 2.576 99.50
  • 23. Problem #5 Distribution of IQ Scores Normal(100,15) 0.028 0.024 0.020 0.016 0.012 0.008 0.004 0.000 55 70 85 100 115 130 145
  • 24. Problem #5 Find Z-score corresponding to 99th percentile. Convert to a raw score.
  • 25. Relative Tail Probability Problems These problems involve analyzing relative probabilities of extreme events in two populations. Such problems: Are seldom found in textbooks Are often relevant to real world problems Sometimes produce results that are counterintuitive
  • 26. Relative Tail Probability #1 Group A has a mean of 100 and a standard deviation of 15. Group B has a mean of 100 and a standard deviation of 17. What is the relative likelihood of finding a person with a score above 145 in Group B, relative to Group A?
  • 27. The Normal Curve Table Z Area Above Z 2.6 .0047 2.65 .00405 2.7 .0035 3.0 .00135 Answer: About 3 to 1.
  • 28. Relative Tail Probability #2 Group A has a mean of 100 and a standard deviation of 15. Group B has a mean of 100 and a standard deviation of 17. What is the relative likelihood of finding a person with a score above 160 in Group B, relative to Group A?
  • 29. The Normal Curve Table Z Area Above Z 3.529 .000208 4.00 .0000317 Answer: About 6.57 to 1.