6/28/2019 Normal Distribution

Normal Distribution

Advanced
Data can be "distributed" (spread out) in different ways.

It can be spread out

more on the left Or more on the right

Or it can be all jumbled up

But there are many cases where the data tends to be around a central value with no bias left
or right, and it gets close to a "Normal Distribution" like this:

50

40
"Bell Curve"
30

20

10

0
100 120 140 160 180 200

A Normal Distribution

The "Bell Curve" is a Normal Distribution.

And the yellow histogram shows some data that
follows it closely, but not perfectly (which is usual).

It is often called a "Bell Curve"

because it looks like a bell.
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Many things closely follow a Normal Distribution:

heights of people

size of things produced by machines

errors in measurements

blood pressure

marks on a test

We say the data is "normally distributed":

Mean The Normal Distribution has:

Median
Mode
mean = median = mode

Symmetry symmetry about the center

50% of values less than the mean

50% 50% and 50% greater than the mean

Quincunx

You can see a normal distribution being created by random chance!

It is called the Quincunx and it is an amazing machine.

Have a play with it!

Standard Deviations
The Standard Deviation is a measure of how spread out numbers are (read that page for
details on how to calculate it).

When we calculate the standard deviation we find that generally:

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Standard Deviations
1 1 68% of values are within
1 standard deviation of the mean
68%
−3 −2 −1 +1 +2 +3

95% of values are within

2 standard deviations of the mean

95%
−3 −2 −1 +1 +2 +3
99.7% of values are within
3 standard deviations of the mean

99.7%
−3 −2 −1 +1 +2 +3

Example: 95% of students at school are between 1.1m and 1.7m tall.

Assuming this data is normally distributed can you calculate the mean and standard
deviation?

The mean is halfway between 1.1m and 1.7m:

Mean = (1.1m + 1.7m) / 2 = 1.4m

95% is 2 standard deviations either side of the mean (a total of 4 standard deviations)
so:

1 standard deviation = (1.7m-1.1m) / 4

= 0.6m / 4
= 0.15m

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And this is the result:

95%
0.95 1.1 1.25 1.4 1.55 1.7 1.85

It is good to know the standard deviation, because we can say that any value is:

likely to be within 1 standard deviation (68 out of 100 should be)

very likely to be within 2 standard deviations (95 out of 100 should be)

almost certainly within 3 standard deviations (997 out of 1000 should be)

Standard Scores
The number of standard deviations from the mean is also called the
"Standard Score", "sigma" or "z-score". Get used to those words!

Example: In that same school one of your friends is 1.85m tall

You can see on the bell curve that 1.85m is 3

standard deviations from the mean of 1.4, so:

Your friend's height has a "z-score" of 3.0

95%
0.95 1.1 1.25 1.4 1.55 1.7 1.85

It is also possible to calculate how many standard deviations 1.85 is from the mean

How far is 1.85 from the mean?

It is 1.85 - 1.4 = 0.45m from the mean

How many standard deviations is that? The standard deviation is 0.15m, so:

0.45m / 0.15m = 3 standard deviations

So to convert a value to a Standard Score ("z-score"):

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first subtract the mean,

then divide by the Standard Deviation

And doing that is called "Standardizing":

Standardize

950 970 990 1010 1030 1050 1070 −3 −2 −1 0 +1 +2 +3

A Normal Distribution The Standard Normal Distribution
We can take any Normal Distribution and convert it to The Standard Normal Distribution.

Example: Travel Time

A survey of daily travel time had these results (in minutes):

26, 33, 65, 28, 34, 55, 25, 44, 50, 36, 26, 37, 43, 62, 35, 38, 45, 32, 28, 34

The Mean is 38.8 minutes, and the Standard Deviation is 11.4 minutes (you can
copy and paste the values into the Standard Deviation Calculator if you want).

Convert the values to z-scores ("standard scores").

To convert 26:

first subtract the mean: 26 - 38.8 = -12.8,

then divide by the Standard Deviation: -12.8/11.4 = -1.12

So 26 is -1.12 Standard Deviations from the Mean

Here are the first three conversions

Standard Score
Original Value Calculation
(z-score)
26 (26-38.8) / 11.4 = -1.12
33 (33-38.8) / 11.4 = -0.51
65 (65-38.8) / 11.4 = +2.30
... ... ...

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And here they are graphically:

You can calculate the rest of the z-scores yourself!

Here is the formula for z-score that we have been using:

z is the "z-score" (Standard Score)

x is the value to be standardized

μ is the mean

σ is the standard deviation

Why Standardize ... ?

It can help us make decisions about our data.

Example: Professor Willoughby is marking a test.

Here are the student's results (out of 60 points):

20, 15, 26, 32, 18, 28, 35, 14, 26, 22, 17

Most students didn't even get 30 out of 60, and most will fail.

The test must have been really hard, so the Prof decides to Standardize all the scores
and only fail people 1 standard deviation below the mean.

The Mean is 23, and the Standard Deviation is 6.6, and these are the Standard
Scores:

-0.45, -1.21 , 0.45, 1.36, -0.76, 0.76, 1.82, -1.36 , 0.45, -0.15, -0.91

Now only 2 students will fail (the ones lower than −1 standard deviation)
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Much fairer!

It also makes life easier because we only need one table (the Standard Normal Distribution
Table ), rather than doing calculations individually for each value of mean and standard
deviation.

In More Detail
Here is the Standard Normal Distribution with percentages for every half of a standard
deviation, and cumulative percentages:

"Bell Curve"
Standard Normal
Distribution
19.1% 19.1%

15.0% 15.0%

9.2% 9.2%
0.5% 0.5%
4.4% 4.4%
0.1% 1.7% 1.7% 0.1%

Z-Score −4 −3.5 −3 −2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5 3 3.5 4

Standard −4σ −3σ −2σ −1σ 0 +1σ +2σ +3σ +4σ
Deviation
0.1% 2.3% 15.9% 50% 84.1% 97.7% 99.9%
Cumulative
Percent
1% 5% 10% 20 30 40 50 60 70 80 90%95% 99%

Example: Your score in a recent test was 0.5 standard deviations above the average,
how many people scored lower than you did?

Between 0 and 0.5 is 19.1%

Less than 0 is 50% (left half of the curve)

So the total less than you is:

50% + 19.1% = 69.1%

In theory 69.1% scored less than you did (but with real data the percentage may be
different)

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A Practical Example: Your company packages

sugar in 1 kg bags.
When you weigh a sample of bags you get these results:

1007g, 1032g, 1002g, 983g, 1004g, ... (a hundred

measurements)

Mean = 1010g

Standard Deviation = 20g

Some values are less than 1000g ... can you fix that?

The normal distribution of your measurements looks like this:

31% of the bags are less than 1000g,

which is cheating the customer!

It is a random thing, so we can't stop bags having less than 1000g, but we can try to reduce
it a lot.

Let's adjust the machine so that 1000g is:

at −3 standard deviations:

From the big bell curve above we see that 0.1% are less. But maybe that is too
small.

at −2.5 standard deviations:

Below 3 is 0.1% and between 3 and 2.5 standard deviations is 0.5%, together that is
0.1% + 0.5% = 0.6% (a good choice I think)

So let us adjust the machine to have 1000g at −2.5 standard deviations from the mean.

Now, we can adjust it to:

increase the amount of sugar in each bag (which changes the mean), or

make it more accurate (which reduces the standard deviation)

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Let us try both.

A
The standard deviation is 20g, and we need 2.5
of them:

2.5 × 20g = 50g

So the machine should average 1050g, like this:

A
Or we can keep the same mean (of 1010g), but then we
need 2.5 standard deviations to be equal to 10g:

10g / 2.5 = 4g

So the standard deviation should be 4g, like this:

(We hope the machine is that accurate!)

Or perhaps we could have some combination of better accuracy and slightly larger average
size, I will leave that up to you!

More Accurate Values ...

Use the Standard Normal Distribution Table when you want more accurate values.

Question 1 Question 2 Question 3 Question 4 Question 5 Question 6

Question 7 Question 8 Question 9 Question 10

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