Infertat

Chapter 3

The Normal Distribution

 Chapter Goals
After completing this chapter, you should be
able to:
§ Describe the characteristics of the normal distribution
§ Translate normal distribution problems into standardized
normal distribution problems
§ Find probabilities using a normal distribution table
§ Evaluate the normality assumption
 Chapter Goals
(continued)

After completing this chapter, you should be

able to:
§ Define the concept of a sampling distribution
§ Determine the mean and standard deviation _ for the
sampling distribution of the sample mean, X
§ Determine the mean and standard deviation for the
sampling distribution of the sample proportion, ps
§ Describe the Central Limit Theorem and its importance
_
§ Apply sampling distributions for both X and ps
 Probability Distributions
Probability
Distributions

Ch. 3 Discrete Continuous Ch. 3

Probability Probability
Distributions Distributions

Binomial Normal

Poisson Uniform

Hypergeometric Exponential
Continuous Probability Distributions
§ A continuous random variable is a variable that
can assume any value on a continuum (can
assume an uncountable number of values)
§ thickness of an item
§ time required to complete a task
§ temperature of a solution
§ height, in inches

§ These can potentially take on any value,

depending only on the ability to measure
accurately.
The Normal Distribution
Probability
Distributions

Continuous
Probability
Distributions

Normal

Uniform

Exponential
 The Normal Distribution
§‘Bell Shaped’
§ Symmetrical f(X)
§ Mean, Median and Mode
are Equal
Location is determined by the σ
mean, μ X
Spread is determined by the μ
standard deviation, σ
Mean
The random variable has an = Median
infinite theoretical range: = Mode
+  to  
 Many Normal Distributions

By varying the parameters μ and σ, we obtain

different normal distributions
 The Normal Distribution
Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X
 The Normal Probability
Density Function

§ The formula for the normal probability density

function is
1 (1/2)[(Xμ)/σ]2
f(X)  e
2π

Where e = the mathematical constant approximated by 2.71828

π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation
X = any value of the continuous variable
 The Standardized Normal

§ Any normal distribution (with any mean and

standard deviation combination) can be
transformed into the standardized normal
distribution (Z)

§ Need to transform X units into Z units

 Translation to the Standardized
Normal Distribution

§ Translate from X to the standardized normal

(the “Z” distribution) by subtracting the mean
of X and dividing by its standard deviation:

X  μ
Z 
σ
Z always has mean = 0 and standard deviation = 1
 The Standardized Normal
Probability Density Function

§ The formula for the standardized normal

probability density function is
1 (1/2)Z 2
f(Z)  e
2π

Where e = the mathematical constant approximated by 2.71828

π = the mathematical constant approximated by 3.14159
Z = any value of the standardized normal distribution
 The Standardized
Normal Distribution

§ Also known as the “Z” distribution

§ Mean is 0
§ Standard Deviation is 1
f(Z)

0 Z

Values above the mean have positive Z-values,

values below the mean have negative Z-values
 Example

§ If X is distributed normally with mean of 100

and standard deviation of 50, the Z value for
X = 200 is
X  μ 200  100
Z   2.0
σ 50

§ This says that X = 200 is two standard

deviations (2 increments of 50 units) above
the mean of 100.
 Comparing X and Z units

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the distribution is the same, only the

scale has changed. We can express the problem in
original units (X) or in standardized units (Z)
 Finding Normal Probabilities

Probability is the
Probability is measured by the area
area under the
curve! under the curve
f(X) P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the
probability of any
individual value is zero)

a b X
 Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

f(X)

0.5 0.5

μ X
 Empirical Rules

What can we say about the distribution of values

around the mean? There are some general rules:
f(X)

μ ± 1σ encloses about
68% of X’s
σ σ

μ-1σ μ μ+1σ X

68.26%
 The Empirical Rule
(continued)

§ μ ± 2σ covers about 95% of X’s

§ μ ± 3σ covers about 99.7% of X’s

2σ 2σ 3σ 3σ
μ x μ x

95.44% 99.72%
 The Standardized Normal Table

§ The Standardized Normal table in the

textbook (Appendix table E.2) gives the
probability less than a desired value for Z (i.e.,
from negative infinity to Z)

Example: .9772
P(Z < 2.00) = .9772

0 2.00 Z
 The Standardized Normal Table
(continued)

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0

the value of Z 0.1
to the first . The value within the
.
decimal point . table gives the
2.0 .9772 probability from Z =  
up to the desired Z
value
P(Z < 2.00) = .9772
2.0
 General Procedure for
Finding Probabilities

To find P(a < X < b) when X is

distributed normally:

§ Draw the normal curve for the problem in

terms of X

§ Translate X-values to Z-values

§ Use the Standardized Normal Table

 Finding Normal Probabilities

§ Suppose X is normal with mean 8.0 and

standard deviation 5.0
§ Find P(X < 8.6)

X
8.0
8.6
 Finding Normal Probabilities
(continued)
§ Suppose X is normal with mean 8.0 and
standard deviation 5.0. Find P(X < 8.6)

μ=8 μ=0
σ = 10 σ=1

8 8.6 X 0 0.12 Z

P(X < 8.6) P(Z < 0.12)

 Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 8.6)

Table (Portion) = P(Z < 0.12)
Z .00 .01 .02 .5478
0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871
Z
0.3 .6179 .6217 .6255 0.00
0.12
 Upper Tail Probabilities

§ Suppose X is normal with mean 8.0 and

standard deviation 5.0.
§ Now Find P(X > 8.6)

X
8.0
8.6
 Upper Tail Probabilities
(continued)

§ Now Find P(X > 8.6)…

P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - .5478 = .4522

.5478
1.000 1.0 - .5478
= .4522

Z Z
0 0
0.12 0.12
 Probability Between
Two Values

§ Suppose X is normal with mean 8.0 and

standard deviation 5.0. Find P(8 < X < 8.6)

Calculate Z-values:

8 8.6 X
0 0.12 Z

P(8 < X < 8.6)

= P(0 < Z < 0.12)
 Solution: Finding P(0 < Z < 0.12)

Standardized Normal Probability P(8 < X < 8.6)

Table (Portion) = P(0 < Z < 0.12)
= P(Z < 0.12) – P(Z ≤ 0)
Z .00 .01 .02 = .5478 - .5000 = .0478
0.0 .5000 .5040 .5080 .0478
.5000
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0.00
0.12
 Probabilities in the Lower Tail

§ Suppose X is normal with mean 8.0 and

standard deviation 5.0.
§ Now Find P(7.4 < X < 8)

X
8.0
7.4
 Probabilities in the Lower Tail
(continued)

Now Find P(7.4 < X < 8)…

P(7.4 < X < 8)
= P(-0.12 < Z < 0) .0478
= P(Z < 0) – P(Z ≤ -0.12)
= .5000 - .4522 = .0478 .4522

The Normal distribution is

symmetric, so this probability
7.4 8.0 X
is the same as P(0 < Z < 0.12) Z
-0.12 0
 Finding the X value for a
Known Probability

§ Steps to find the X value for a known

probability:
1. Find the Z value for the known probability
2. Convert to X units using the formula:

X  μ  Zσ
 Finding the X value for a
Known Probability
(continued)

Example:
§ Suppose X is normal with mean 8.0 and
standard deviation 5.0.
§ Now find the X value so that only 20% of all
values are below this X

.2000

? 8.0 X
? 0 Z
 Find the Z value for
20% in the Lower Tail

1. Find the Z value for the known probability

Standardized Normal Probability § 20% area in the lower
Table (Portion) tail is consistent with a
Z … .03 .04 .05 Z value of -0.84

-0.9 … .1762 .1736 .1711

.2000
-0.8 … .2033 .2005 .1977
-0.7 … .2327 .2296 .2266
? 8.0 X
-0.84 0 Z
 Finding the X value

2. Convert to X units using the formula:

X  μ  Zσ
 8.0  ( 0.84)5.0
 3.80

So 20% of the values from a distribution

with mean 8.0 and standard deviation
5.0 are less than 3.80
 Assessing Normality

§ Not all continuous random variables are

normally distributed
§ It is important to evaluate how well the data set
is approximated by a normal distribution
 Assessing Normality
(continued)
§ Construct charts or graphs
§ For small- or moderate-sized data sets, do stem-and-
leaf display and box-and-whisker plot look symmetric?
§ For large data sets, does the histogram or polygon
appear bell-shaped?
§ Compute descriptive summary measures
§ Do the mean, median and mode have similar values?
§ Is the interquartile range approximately 1.33 σ?
§ Is the range approximately 6 σ?
 Assessing Normality
(continued)

§ Observe the distribution of the data set

§ Do approximately 2/3 of the observations lie within
mean  1 standard deviation?
§ Do approximately 80% of the observations lie within
mean  1.28 standard deviations?
§ Do approximately 95% of the observations lie within
mean  2 standard deviations?
§ Evaluate normal probability plot
§ Is the normal probability plot approximately linear
with positive slope?
 The Normal Probability Plot

§ Normal probability plot

§ Arrange data into ordered array
§ Find corresponding standardized normal quantile
values
§ Plot the pairs of points with observed data values on
the vertical axis and the standardized normal quantile
values on the horizontal axis
§ Evaluate the plot for evidence of linearity
The Normal Probability Plot
(continued)

A normal probability plot for data

from a normal distribution will be
approximately linear:

X
90

60

30

-2 -1 0 1 2 Z
 Normal Probability Plot
(continued)

Left-Skewed Right-Skewed
X 90 X 90
60 60
30 30
-2 -1 0 1 2 Z -2 -1 0 1 2 Z

Rectangular
X 90 Nonlinear plots indicate
a deviation from
60
normality
30
-2 -1 0 1 2 Z
 Sampling Distributions

Sampling
Distributions

Sampling Sampling
Distributions Distributions
of the of the
Mean Proportion
 Sampling Distributions

§ A sampling distribution is a
distribution of all of the possible
values of a statistic for a given size
sample selected from a population
 Developing a
Sampling Distribution

§ Assume there is a population …

A C D
§ Population size N=4 B

§ Random variable, X,
is age of individuals
§ Values of X: 18, 20,
22, 24 (years)
 Developing a
Sampling Distribution
(continued)

Summary Measures for the Population Distribution:

μ
 X i P(x)
N .3
18  20  22  24 .2
  21
4 .1
0
σ
 (X  μ)
i
2

 2.236
18 20 22 24 x
N A B C D
Uniform Distribution
 Developing a
Sampling Distribution
(continued)
Now consider all possible samples of size n=2

16 Sample
Means
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with
replacement)
24 21 22 23 24
 Developing a
Sampling Distribution
(continued)
Sampling Distribution of All Sample Means

16 Sample Means Sample Means

Distribution
1st 2nd Observation _
Obs 18 20 22 24 P(X)
.3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23
0 _
24 21 22 23 24 18 19 20 21 22 23 24 X
(no longer uniform)
 Developing a
Sampling Distribution
(continued)

Summary Measures of this Sampling Distribution:

μX 
 X i

18  19  21    24
 21
N 16

σX 
 ( X i  μ X
) 2

(18 - 21)2  (19 - 21)2    (24 - 21)2

  1.58
16
 Comparing the Population with its
Sampling Distribution
Population Sample Means Distribution
N=4 n=2
μ  21 σ  2.236 μX  21 σ X  1.58
_
P(X) P(X)
.3 .3
.2 .2
.1 .1
0 X 0
18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
 Sampling Distributions
of the Mean

Sampling
Distributions

Sampling Sampling
Distributions Distributions
of the of the
Mean Proportion
 Standard Error of the Mean

§ Different samples of the same size from the same

population will yield different sample means
§ A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:

σ
σX 
n
§ Note that the standard error of the mean decreases as
the sample size increases
 If the Population is Normal

§ If a population is normal with mean μ and

standard deviation σ, the sampling distribution of
is also
X normally distributed with

σ
μX  μ and σX 
n
(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population)
 Z-value for Sampling Distribution
of the Mean
§ Z-value for the sampling distribution of :

( X  μX ) ( X  μ)
Z 
σX σ
n
where: = sample mean
μ = population mean
σ = population standard deviation
n = sample size
 Finite Population Correction
§ Apply the Finite Population Correction if:
§ the sample is large relative to the population
(n is greater than 5% of N)
and…
§ Sampling is without replacement

( X  μ)
Then Z
σ Nn
n N 1
 Sampling Distribution Properties

Normal Population

§
μx  μ Distribution

μ
(i.e. is unbiased ) Normal Sampling
Distribution
(has the same mean)

μx
 Sampling Distribution Properties
(continued)

§ For sampling with replacement:

As n increases, Larger
sample size
σ x decreases

Smaller
sample size

μ
 If the Population is not Normal

§ We can apply the Central Limit Theorem:

§ Even if the population is not normal,
§ …sample means from the population will be
approximately normal as long as the sample size is
large enough.

Properties of the sampling distribution:

σ
μx  μ and σx 
n
 Central Limit Theorem

the sampling
As the n↑
distribution
sample
becomes
size gets
almost normal
large
regardless of
enough…
shape of
population
 If the Population is not Normal
(continued)

Population Distribution
Sampling distribution
properties:
Central Tendency

μx  μ
μ
Variation Sampling Distribution
σ (becomes normal as n increases)
σx  Larger
n Smaller
sample size
sample
size
(Sampling with
replacement)
μx
 How Large is Large Enough?

§ For most distributions, n > 30 will give a

sampling distribution that is nearly normal
§ For fairly symmetric distributions, n > 15
§ For normal population distributions, the
sampling distribution of the mean is always
normally distributed
 Example

§ Suppose a population has mean μ = 8 and

standard deviation σ = 3. Suppose a random
sample of size n = 36 is selected.

§ What is the probability that the sample mean is

between 7.8 and 8.2?
 Example
(continued)

Solution:
§ Even if the population is not normally distributed,
the central limit theorem can be used (n > 30)
§ … so the sampling distribution of is
approximately normal x
§ … with mean = 8
μx
§ …and standard deviation σ 3
σx    0.5
n 36
 Example
(continued)
Solution (continued):
 
 7.8 - 8 μ X
- μ 8.2 - 8 
P(7.8  μ X  8.2)  P   
 3 σ 3 
 36 n 36 
 P(-0.5  Z  0.5)  0.3830
Population Sampling Standard Normal
Distribution Distribution Distribution .1915
??? +.1915
? ??
? ?
? ? ? Sample Standardize
?
-0.5 0.5
μ8 X 7.8
μX  8
8.2 μz  0 Z
 Sampling Distributions
of the Proportion

Sampling
Distributions

Sampling Sampling
Distributions Distributions
of the of the
Mean Proportion
 Population Proportions, p

p = the proportion of the population having

some characteristic
§ Sample proportion ( ps ) provides an estimate
of p:
X number of items in the sample having the characteristic of interest
ps  
n sample size

§ 0 ≤ ps ≤ 1
§ ps has a binomial distribution
(assuming sampling with replacement from a finite population or
without replacement from an infinite population)
 Sampling Distribution of p

§ Approximated by a
Sampling Distribution
normal distribution if: P( ps)
.3
§ np  5 .2
.1
and 0
0 .2 .4 .6 8 1 ps
n(1 p)  5
where
p(1  p)
μps  p and σps 
n
(where p = population proportion)
 Z-Value for Proportions
Standardize ps to a Z value with the formula:

ps  p ps  p
Z 
σ ps p(1  p)
n
§ If sampling is without replacement
and n is greater than 5% of the
population size, then must use
the finite population correction
factor:
 Example

§ If the true proportion of voters who support

Proposition A is p = .4, what is the probability
that a sample of size 200 yields a sample
proportion between .40 and .45?

§ i.e.: if p = .4 and n = 200, what is

P(.40 ≤ ps ≤ .45) ?
 Example
(continued)

§ if p = .4 and n = 200, what is

P(.40 ≤ ps ≤ .45) ?

p(1  p) .4(1  .4)

Find : σ ps    .03464
n 200

Convert to  .40  .40 .45  .40 

standard P(.40  p s  .45)  P Z 
 .03464 .03464 
normal:
 P(0  Z  1.44)
 Example
(continued)

§ if p = .4 and n = 200, what is

P(.40 ≤ ps ≤ .45) ?

Use standard normal table: P(0 ≤ Z ≤ 1.44) = .4251

Standardized
Sampling Distribution Normal Distribution

.4251

Standardize

.40 .45 0 1.44

ps Z
 Chapter Summary

§ Presented key continuous distributions

§ normal, uniform, exponential

§ Found probabilities using formulas and tables

§ Recognized when to apply different distributions
§ Applied distributions to decision problems
 Chapter Summary
(continued)

§ Introduced sampling distributions

§ Described the sampling distribution of the mean
§ For normal populations
§ Using the Central Limit Theorem
§ Described the sampling distribution of a
proportion
§ Calculated probabilities using sampling
distributions