z-Scores, the Normal Curve, & Standard Error of the Mean

I. z-scores and conversions

What is a z-score?

A measure of an observations distance from the mean. The distance is measured in standard deviation units.

If a z-score is zero, its on the mean. If a z-score is positive, its above the mean. If a z-score is negative, its below the mean. If a z-score is 1, its 1 SD above the mean. If a z-score is 2, its 2 SDs below the mean.

Computing a z-score
X XX z= or z= SD

5 6 5 6 4

Examples of computing zscores X X z= SD X SD X X X

Computing raw scores from z scores X = z + or X = zSD + X X X z= zSD X SD SD X

Example of Computing z scores from raw scores

List raw scores (use Excel) Compute mean Compute SD Compute z

A-scores and T-scores

z-scores have a mean of 0 and SD of 1 T-scores have a mean of 50 and SD10

Gets rid of negative numbers. Very commonly used in psychological scales, e.g., MMPI. Same deal. Used by SAT, GRE, etc.

A-scores have mean 500 and SD 100

Moving between z and A A=z*100+500; z=(AZ Z*100 A A A-500 500)/100

Z 0 1 .5 2 1.75

Moving between z and T T=z*10+50; z = (T-50)/10

0 1 -1 1.5 -.75

Moving between A and T

A is 10 times bigger than T. Just slide that decimal point. If A = 600, then T=60. If T=40, then A=400.

Review

Interpret a z score of 1 M = 10, SD = 2, X = 8. Z =? M = 8, SD = 1, z = 3. X =? What is the A (SAT) score for a z score of 1?

Definition

To move from a raw score to a z score, what must we know about the raw score distribution?

1 mean and standard deviation 2 maximum and minimum 3 median and variance 4 mode and range

Application

If Judy got a z score of 1.5 on an in-class exam, what can we say about her score relative to others who took the exam? 1 it is above average 2 it is average 3 it is below average 4 it is a B

Normal Curve

The normal curve is continuous. The formula is: This formula is not intuitively obvious. The important thing to note is that there are only 2 parameters that control the shape of the curve: and . These are the population SD and mean, respectively.
N ( X ) 2 / 2 2 Y= e 2

Normal Curve

The shape of the distribution changes with only two parameters, and , so if we know these, we can determine everything else.
Normal Curve
20 16

Frequency

12

0 -4 -2 0 2 4

Score (X)

Standard Normal Curve

Standard normal curve has a mean of zero and an SD of 1.

50 Percent
0.3

34.13 %
0.2

0.1

13.59% 2.15%
-3 -2 -1 0 1 2 3

0.0

Scores in standard deviations from mu

Normal Curve and the z-score

If X is normally distributed, there will be a correspondence between the standard normal curve and the z-score.Curve Standard Normal
Probability (Relative Frequency)
0.4 0.3

0.2

-3

-1

Scores in raw score units

0.1

0.0

-3

-2 -1 0 1 2 3 Scores in standard deviations from mu

Normal curve and z-scores

We can use the information from the normal curve to estimate percentages from z-scores.
Standard Normal Curve
Probability (Relative Frequency)
0.4

50 Percent
0.3

34.13 %
0.2

0.1

13.59% 2.15%
-3 -2 -1 0 1 2 3

0.0

Scores in standard deviations from mu

Test your mastery of z

If a raw score is 8, the mean is 10 and the standard deviation is 4, what is the z-score? 1: -1.0 2: -0.5 3: 0.5 4: 2.0

Test your mastery of z and the normal curve

If a distribution is normally distributed, about what percent of the scores fall below +1 SD? 1: 15 2: 50 3: 85 4: 99

Tabled values of the normal to estimate percentages

0.00 0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80

Between mean and z

Beyond z

0.0

50.00 46.02 42.07 38.21 34.46 30.85 27.43 24.20 21.19

0.90 1.00 1.10 1.20 1.30 1.40 1.50 1.60 1.70

Between mean and z

Beyond z

31.5

18.41 15.87 13.57 11.51 09.68 08.08 06.68 05.48 04.46

3.98 7.93 11.79 15.54 19.15 22.57 25.80 28.81

34.13 36.43 38.49 40.32 41.92 43.32 44.52 45.54

Estimating percentages

What z-score separates the bottom 70 percent from the top 30 percent of scores?
Standard Normal Curve
Probability (Relative Frequency)

z= .5

0.4

0.3

50%

20% 30%

0.2

z=?
0.1

z=0
-3 -2 -1 0 1 2 3 Scores in standard deviations from mu

0.0

Estimating percentages

Probability (Relative Frequency)

What z-score separates the top 10 percent from the bottom 90 percent? Standard Normal Curve Z=1.3
0.4 0.3

50%

40%

0.2

z=?
0.1

10%

z=0
-3 -2 -1 0 1 2 3 Scores in standard deviations from mu

0.0

Percentile Ranks

A percentile rank is the percentage of cases up to and including the one in which we are interested. From the bottom up to the current score. Q: What is the percentile rank of an SAT score of 600?

Percentile Rank

Probability (Relative Frequency)

A: First we find the z score [(600500)/100]=1. Then we find the area for z=1. Between mean and z = 34.13. Below mean =50, so total below is 50+34.13 or about 84 Standard Normal Curve percent.
0.4 0.3 0.2

200 300 400 500 600 700 800

0.1

0.0

-3 -2 -1 0 1 2 3 Scores in standard deviations from mu

Estimating percentages

Suppose our basketball coach wants to estimate how many entering freshmen will be over 66 (78 inches) tall. Suppose the mean height of entering freshmen is 68 inches and the SD of height is 6.67 inches and there will be 1,000 entering freshmen. How many are expected to be bigger than 78 inches?

Estimating percentages

Find z, then percent, then the number. Z=(7868)/6.67=1.499=1.5. Beyond z is 6.68 percent. If 100 people, would be 6.68 expected, if 1000, 66.8 or Normal Curve 67 folks. Standard
Probability (Relative Frequency)
0.4

54.66 61.33

68 Height

74.67 81.34

0.3

50%

?%

0.2

z=1.5
0.1

?%

z=0
-3 -2 -1 0 1 2 3 Scores in standard deviations from mu

0.0

Review

What z score separates the top 20 percent from the bottom 80 percent? What is a percentile rank? Suppose you want to estimate the percentage of women taller than the height of the average man. Say Mmale = 69 in. Mfemale = 66 in. SDfemale= 2 in. Pct?
Z = (69-66)/2 = 3/2 = 1.5 Beyond z = 1.5 is 6.68 pct.

Definition

What percentage of scores falls above zero in the standard normal distribution?

1 2 3 4

zero fifty seventy five one hundred

Sampling Distribution

Sampling distribution is a distribution of a statistic (not raw data) over all possible samples. Example, mean height of all students at USF. Same as distribution over infinite number of trials of a given sample size.

Raw Data vs. Sampling Distribution Two Distributions

Means (N=50) Relative Frequency

0.4

Note middle and spread of the two distributions. How do they compare?

0.2

Raw Data
0.0 50 52 54 56 58 60 62 64 66 68 70 72 74 76 78 80

Heignt in Inches

Definition of Standard Error

The standard deviation of the sampling distribution is the standard error. For the mean, it indicates the average distance of the statistic from the parameter.
Means (N=50)

Standard Error

Standard error of the mean.

Raw Data
50 52 54 56 58 60 62 64 66 68 70 72 74 76 78 80

Heignt in Inches

Formula: Standard Error of Mean To compute the SEM, X X = use: N

For our Example:

4 X = = .57 50
Standard error = SD of means = .57

Standard Error

Raw Data
50 52 54 56 58 60 62 64 66 68 70 72 74 76 78 80

Heignt in Inches