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    Normal Dist

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    saanya.verma
    The document defines key concepts related to the normal distribution, including its bell-shaped curve, parameters of mean and variance, and the process of converting a normally distributed variable to the standard normal distribution. It also provides examples of how to calculate probabilities and find values using the normal distribution, as well as how to perform hypothesis testing using the normal distribution to test if sample means differ significantly from hypothesized population means.

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    Normal Dist

    Uploaded by

    saanya.verma
    11 views2 pages
    The document defines key concepts related to the normal distribution, including its bell-shaped curve, parameters of mean and variance, and the process of converting a normally distributed variable to the standard normal distribution. It also provides examples of how to calculate probabilities and find values using the normal distribution, as well as how to perform hypothesis testing using the normal distribution to test if sample means differ significantly from hypothesized population means.

    Original Description:

    Explanation of normal distributions for A-Level.

    Original Title

    NormalDist

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    The document defines key concepts related to the normal distribution, including its bell-shaped curve, parameters of mean and variance, and the process of converting a normally distributed variable to the standard normal distribution. It also provides examples of how to calculate probabilities and find values using the normal distribution, as well as how to perform hypothesis testing using the normal distribution to test if sample means differ significantly from hypothesized population means.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    11 views2 pages

    Normal Dist

    Uploaded by

    saanya.verma
    The document defines key concepts related to the normal distribution, including its bell-shaped curve, parameters of mean and variance, and the process of converting a normally distributed variable to the standard normal distribution. It also provides examples of how to calculate probabilities and find values using the normal distribution, as well as how to perform hypothesis testing using the normal distribution to test if sample means differ significantly from hypothesized population means.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 2

    Normal Distribution

     Bell-shaped curve- shows continuous probability distribution


     Continuous distribution: area gives probability, “probability density function”, any individual
    probability 0
     Symmetric about the mean
     Parameters are the mean and the variance
     The total area under the normal curve is 1 (total area is the probability the variable takes any
    value = 1)
     Proportions near the mean written in terms of standard deviation are the same for different
    normal distributions:
    o E.g. proportion of values within 1 standard deviation of the mean will be the same
    for two different distributions
    X−μ
     Hence we can use Z = to convert to standard normal: we are going from
    σ

    X N ( μ , σ 2 ) ¿ Z N (0 , 12)
    X−μ
    gives the number of standard deviations that X is away from the mean so this does
    σ
    our conversion

     Don’t forget to square-root the variance

    Consider, if we have X ~N(12, 22)


     P(X<15) can either be found by doing 0.5 + P(12<X<15) or using a very negative value
    e.g. P(-1000<X<15)

     Eg. Given that X~N(μ, 2.5) and P(X>3.5)=0.970, find μ


    P(X<3.5)=0.03
    3.5−μ
    s.ds away from mean
    √ 2.5
    3.5−μ
    Z~N(0,1) ∴ P(Z < ) =0.03
    √ 2.5
    Using inverse normal distribution on this, we find
    3.5−μ
    = -1.88
    √ 2.5
    ⇒μ=6.47 (3sf)
     If the normal distribution is rounded to integer values then you must consider e.g. if asked to
    find the probability of getting 67 then you would calculate P(66.5 < X < 67.5)
    Normal Hypothesis Testing

    X 1+ X 2 +…+ X n
     For a sample of n items, you can model the mean distribution as X n=
    n
    E ( X 1 ) + E ( X 2) + …+ E ( X n )
     So E ( X n )=¿ =μ
    n
    1
     Var ( X n)= 2
    (Var ( X 1)+Var ( X 2)+…+ Var (X n ))
    n
     If all of X 1 , X 2 ,… have variance x 2 then we get
    2
    x n
    Var( X n ¿= 2
    n
    2
    x
    =
    n
    Eg. Let X be the mass of jam in a randomly selected mini-jar

    We are given X~N(μ, 22)

    H 0:μ = 42
    H 1: μ < 42
    Where μ is the true population mean mass of jam in mini-jars

    Let X 12 be the mean of a random sample of 12 jars

    Then E( X 12 )= μ
    2
    2 1
    Var( X 12 ¿= =
    12 3
    1
    So, we find X 12 N (μ , )
    3
    Assuming H 0, we can find the critical region at the 5% level (standard)

    We find the critical region is the inverse normal using area 0.05 with the given Normal parameters =
    41.05 (don’t forget to square root your variance!)
    If our result is 41.5:
    The result found does not lie within the critical region. The result is insignificant. There is insufficient
    evidence to reject H 0. So there is insufficient evidence to suggest that the mean mass is not 42 and
    that the customers are being swindled

     Normal hypothesis tests are often used to check if something has changed; we must then
    specify that μ is the true population mean ____ of the CHANGED version eg. true population
    mean score of students taught using the new method

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