Performance Tasks

 TOPICS: Probability
 Statistics: Module 6 & 7
 Normal Distribution
 Standard Normal Distribution
 Sampling Theory
 “Just Paint It On”
 You are a graphics artist working for a top-
of-the-line publishing house that
distributes quality educational materials.
The senior managing editor asked you to
design a poster for the chapter opener on
the “ Statistics & Probability” as part of the
textbook that is due for production next
month.
 The poster should capture all the
subtopics discussed under this chapter
with primary focus on their real-life
significance. Your poster should meet
the following criteria before it will be
improved for production: content,
relevance, aesthetics, and symbolism.
 Satisfact
Excellent Good Fair
Criteria ory
(4) (3) (1)
(2)
The poster
The poster The poster The poster
demonstrate
demonstrates demonstrates demonstrates
s little
an excellent a clear partial
understandin
Content understanding understanding understanding
g of the
of the topic of the topic of the topic
topic
“Statistics & “Statistics & “Statistics &
“Statistics &
Probability”. Probability”. Probability”.
Probability”.
 Excellen Satisfac
Criteri Good Fair
t tory
a (3) (1)
(4) (2)
The
The
The poster message of
The poster message of
projects an the poster
projects clear the poster
excellent and on the
message on on the
convincing importance
the importance
message on of Statistics
Relevance importance of Statistics
the &
of Statistics &
importance of Probabilityin
& Probability
Statistics & real life is
Probabilityin in real life
Probabilityin evident
real life. is not
real life. though not
evident.
 Excellen Satisfac
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a (3) (1)
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The poster The poster
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exceptionall is attractive in some
The poster
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is poorly
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designed.
design, lay- out, and design, lay-
out, and creativity. out, and
creativity. creativity.
 Excelle Satisfa
Criteri Good Fair
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The poster
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The poster contains
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Symbolis five five
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and all are and all are
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 Satisfact
Excellent Good Fair
Criteria ory
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The poster is
The poster The poster is
The poster is submitted
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submitted beyond 7
Punctuality submitted within the 7
before the due days after
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date. the due
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date.
REMINDERS
 1/4 illustration board
 Project: painting, collage, mosaic etc.
except digital
 WRITTEN REPORT
 -roles and contributions of each
members
 -documentation (before & after)
 Clear Red Folder
 Deadline
 September, 23, 26, 27, 2016 in the
classroom
Examples of continuous
probability distributions:

The normal and standard normal

 The Normal Distribution

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ X
Normal or Gaussian
Distribution
 Continuous probability distribution that
describes data that clusters around a
mean.
 The graph of the associated probability
density function is bell-shaped, with
peak at the mean, and is known as the
Gaussian function or bell curve.
Normal Curve
 Developed mathematically in 1733 by
Abraham de Moivre (1667-1754) as
an approximation to the binomial
distribution.
 His paper was not discovered until 1924
by Karl Pearson (1857-1936)
 Pierre-Simon Laplace (1749-1827) used
the normal curve in 1783 to describe
the distribution of errors.
Carl Friedrich Gauss (1777-1855)

 Used the normal curve to analyze

astronomical data in 1809.

 The normal curve is often called the

Gaussian distribution.
Properties of the Normal
Distribution
 1) The graph is a continuous curve with
the domain - ∞ < X < ∞.
 2) The graph is asymptotic to the axis –
the value of the variable approaches but
will never be equal to 0.
The Normal Distribution:
as mathematical function (pdf)

1 x 2
1  ( )
f ( x)  e 2 
 2
This is a bell shaped
Note constants: curve with different
=3.14159 centers and spreads
e=2.71828 depending on  and 
Properties of the Normal
Distribution
 Can be observed from the graph of a
normal distribution – also called
Gaussian Distribution
 1) The graph is a continuous curve with
the domain - ∞ < X < ∞.
 2) The graph is asymptotic to the axis –
the value of the variable approaches but
will never be equal to 0.
 3) The maximum point on the curve
occurs at x = μ.
 4) The graph is symmetrical about the
line x = μ. It implies that the mean of the
distribution is located at the center and it
indicates the line of demarcation in which
the region occupied by the curve is
divided into halves.
 5) The median and mode of the
distribution are also located at the
center of the graph. This implies that in
a normal distribution, the mean, median
and mode are equal.
 6) The area under the curve bounded
by the x – axis is equal to 1. The factor
√2𝜋 in the probability density function
ensures this area. Also, since the mean
divides the curve into halves, then 50%
of the area is to the left of the mean
and the other 50% is to its right.
 7) The standard deviation affects both
the width and the height of the curve.
Figure 6.3 shows three graphs with the
same mean of 0 but with different
standard deviations.
 8) In general, the graph of the normal
distribution is a bell- shaped curve with
two inflection points, one on the left
and another on the right. Inflection
points are the points that mark the
change in the curve’s concavity.
 9) The standard deviation precisely
describes the spread of the normal
curve. In fact, approximately 68.3% of
the values in the distribution are within
one standard deviation of the mean
(from each side), 95.4% is within two
standard deviations of the mean and
99.7% is within three standard
deviations of the mean.
**The beauty of the normal curve:

No matter what  and  are, the area between - and

+ is about 68%; the area between -2 and +2 is
about 95%; and the area between -3 and +3 is
about 99.7%. Almost all values fall within 3 standard
deviations.
68-95-99.7 Rule

68% of
the data

95% of the data

99.7% of the data

Example 1: Find the standard deviation of
the normal distribution where 99.7% of
the values fall between 52 and 82.The
construct the normal curve.
Example 1:
 Assume that 68.3% of grade 11
students have heights between 1.5 and
1.7 m and the data are normally
distributed.
 Find the mean.
 Compute the standard deviation.
 Construct the normal curve of the
normal distribution.
  
Construct the normal curve
1 x 2
1  ( )
f ( x)  e 2 
 2
 X 1.3 1.4 1.5 1.6 1.7 1.8 1.9

y 0.0443 0.5399 2.4197 3.9894 2.4197 0.5399 0.0443

 f(1.3)
 f(1.4)
 f(1.5)
 f(1.6)
 f(1.7)
 f(1.8)
 f(1.9)
Ex. 2) Since, 99.7% of the values fall
between 52 and 82, then by property 9,
there are three deviations from the mean.

 Second, find the standard deviation.

 μ + 3σ = 82
 67 + 3σ = 82
 3σ = 82 – 67
 σ = 15 ÷ 3
 σ=5
 μ - 3σ = 52
 67 - 3σ = 52
 3σ = 67 – 52
 σ = 15 ÷ 3
 σ=5
Try This!
 Since, 99.7% of the values fall between
52 and 82, then by property 9, there
are three deviations from the mean.
The mean is 67 and the standard
deviation is 5. Construct the normal
curve.
LET’S PLAY

One


Step

Forward
 Divide the class into 6 groups.
 Each group must have 7 members.
 Game consists of 4 levels
 The winner will get 30 points.
 There are no life lines.
 Each step/level consists of one
question.
 6 Groups
 LEVEL 1
 Group 1 vs. Group 2
 Group 3 vs. Group 4
 Group 5 vs. Group 6
 LEVEL 2
 Winner 1 vs. 2 vs. 3
 LEVEL 3
 Wild Card
 LEVEL 4
 ULTIMATE WINNER vs. Wild Card Winner
Question 1
 For every normal distribution, about
what percentage of the area under the
curve is within 1 standard deviation?

 68%
Question 2
 The normal curve is
 A. Asymmetric
 B. Bimodal
 C. Multimodal
 D. Symmetric

 D. Symmetric
Question 3
 What is the shape of a uniform
distribution?

 Bell-shaped
 The Normal PDF
It’s a probability function, so no matter what the values
of  and , must integrate to 1!
 1 x 2
1  ( )

 2
 e 2  dx 1
Normal distribution is defined
by its mean and standard dev.
 1 x 2
1
E(X)= =  x
 ( )
e 2  dx

 2

 1 x 2
1  ( )
(  x2
 2
e 2  dx)   2
Var(X)= =
2 

Standard Deviation(X)=
 How good is rule for real data?

Check some example data:

The mean of the weight of the women = 127.8
The standard deviation (SD) = 15.5
 68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5 lbs) of the mean.

112.3 127.8 143.3

25

20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS
 95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.

96.8 127.8 158.8

25

20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS
 99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the
mean.

81.3 127.8 174.3

25

20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS
Example
 Suppose SAT scores roughly follows a
normal distribution in the U.S. population
of college-bound students (with range
restricted to 200-800), and the average math
SAT is 500 with a standard deviation of 50,
then:
 68% of students will have scores between 450
and 550
 95% will be between 400 and 600
 99.7% will be between 350 and 650
 Example
 BUT…
 What if you wanted to know the math SAT

score corresponding to the 90th percentile

(=90% of students are lower)?
P(X≤Q) = .90 
Q 1 x  500 2
1  ( )
 (50)
200
2
e 2 50 dx  .90

Solve for Q?….Yikes!

 The Standard Normal (Z):
“Universal Currency”
The formula for the standardized normal
probability density function is

1 Z 0 2 1
1  ( ) 1  ( Z )2
p( Z )  e 2 1
 e 2
(1) 2 2
 The Standard Normal Distribution (Z)
All normal distributions can be converted into
the standard normal curve by subtracting the
mean and dividing by the standard deviation:
X 
Z


Somebody calculated all the integrals for the standard

normal and put them in a table! So we never have to
integrate!
Even better, computers now do all the integration.
Comparing X and Z units

100 200 X ( = 100,  = 50)

0 2.0 Z ( = 0,  = 1)
 Example
 For example: What’s the probability of getting a math SAT
score of 575 or less, =500 and =50?
575  500
Z  1.5
50
 i.e., A score of 575 is 1.5 standard deviations above the mean

575 1 x 500 2 1.5 1

1  ( ) 1  Z2
 P ( X  575)   (50)
200
2
 e 2 50 dx   

2
 e 2 dz

Yikes!
But to look up Z= 1.5 in standard normal chart (or enter
into SAS) no problem! = .9332
Practice problem
If birth weights in a population are
normally distributed with a mean of 109
oz and a standard deviation of 13 oz,
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when
sampling birth records at random?
b. What is the chance of obtaining a birth
weight of 120 or lighter?
 Answer
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when
sampling birth records at random?
141  109
Z  2.46
13

From the chart or SAS  Z of 2.46 corresponds to a right tail (greater

than) area of: P(Z≥2.46) = 1-(.9931)= .0069 or .69 %
 Answer
b. What is the chance of obtaining a birth
weight of 120 or lighter?
120  109
Z  .85
13

From the chart or SAS  Z of .85 corresponds to a left tail area of:
P(Z≤.85) = .8023= 80.23%
 Looking up probabilities in the
standard normal table
What is the area to the
left of Z=1.51 in a
standard normal curve?

Area is 93.45%
Z=1.51

Z=1.51
Normal probabilities in SAS
data _null_; The “probnorm(Z)” function gives you
theArea=probnorm(1.5); the probability from negative infinity to
put theArea; Z (here 1.5) in a standard normal curve.
run;
0.9331927987
 
And if you wanted to go the other direction (i.e., from the area to the Z
score (called the so-called “Probit” function
 data _null_;
The “probit(p)” function gives you the
theZValue=probit(.93); Z-value that corresponds to a left-tail
put theZValue; area of p (here .93) from a standard
run; normal curve. The probit function is also
 1.4757910282 known as the inverse standard normal
function.
Probit function: the inverse
  (area)= Z: gives the Z-value that goes with the probability you want
 For example, recall SAT math scores example. What’s the score that
corresponds to the 90th percentile?
In Table, find the Z-value that corresponds to area of .90  Z= 1.28
Or use SAS
data _null_;
theZValue=probit(.90);
put theZValue;
run;
1.2815515655
If Z=1.28, convert back to raw SAT score 
1.28 = X  500
50
X – 500 =1.28 (50)
X=1.28(50) + 500 = 564 (1.28 standard deviations above the mean!)
`
Are my data “normal”?
 Not all continuous random variables are
normally distributed!!
 It is important to evaluate how well the
data are approximated by a normal
distribution
 Are my data normally
distributed?
1. Look at the histogram! Does it appear bell
shaped?
2. Compute descriptive summary measures—are
mean, median, and mode similar?
3. Do 2/3 of observations lie within 1 std dev of
the mean? Do 95% of observations lie within
2 std dev of the mean?
4. Look at a normal probability plot—is it
approximately linear?
5. Run tests of normality (such as Kolmogorov-
Smirnov). But, be cautious, highly influenced
by sample size!
Data from our class…
Median = 6
Mean = 7.1
Mode = 0

SD = 6.8
Range = 0 to 24
(= 3.5 σ)
Data from our class…
Median = 5
Mean = 5.4
Mode = none

SD = 1.8
Range = 2 to 9
(~ 4 σ)
Data from our class…
Median = 3
Mean = 3.4
Mode = 3

SD = 2.5
Range = 0 to 12
(~ 5 σ)
Data from our class…
Median = 7:00
Mean = 7:04
Mode = 7:00

SD = :55
Range = 5:30 to 9:00
(~4 σ)
 Data from our class…
7.1 +/- 6.8 =

0.3 13.9 0.3 – 13.9

Data from our class…
7.1 +/- 2*6.8 =
0 – 20.7
Data from our class…
7.1 +/- 3*6.8 =
0 – 27.5
Data from our class…
5.4 +/- 1.8 =
3.6 – 7.2

3.6 7.2
 Data from our class…
5.4 +/- 2*1.8 =
1.8 – 9.0

1.8 9.0
 Data from our class…
5.4 +/- 3*1.8 =
0– 10

0 10
 Data from our class…

0.9 5.9 3.4 +/- 2.5=

0.9 – 7.9
 Data from our class…

0 8.4 3.4 +/- 2*2.5=

0 – 8.4
 Data from our class…

0 10.9 3.4 +/- 3*2.5=

0 – 10.9
Data from our class…

6:09 7:59 7:04+/- 0:55 =

6:09 – 7:59
 Data from our class…

5:14
8:54 7:04+/- 2*0:55
=
5:14 – 8:54
 Data from our class…

4:19
9:49 7:04+/- 2*0:55
=
4:19 – 9:49
The Normal Probability Plot
 Normal probability plot
 Order the data.
 Find corresponding standardized normal quantile
values: th i
i quantile   ( )
n 1
where  is the probit function, which gives the Z value
that corresponds to a particular left - tail area

 Plot the observed data values against normal

quantile values.
 Evaluate the plot for evidence of linearity.
Normal probability plot
coffee…

Right-Skewed!
(concave up)
Normal probability plot love of
writing…

Neither right-skewed
or left-skewed, but
big gap at 6.
Norm prob. plot Exercise…

Right-Skewed!
(concave up)
Norm prob. plot Wake up time

Closest to a
straight line…
Formal tests for normality
 Results:
 Coffee: Strong evidence of non-normality
(p<.01)
 Writing love: Moderate evidence of non-
normality (p=.01)
 Exercise: Weak to no evidence of non-
normality (p>.10)
 Wakeup time: No evidence of non-normality
(p>.25)
Normal approximation to the
binomial
When you have a binomial distribution where n is
large and p is middle-of-the road (not too small, not
too big, closer to .5), then the binomial starts to look
like a normal distribution in fact, this doesn’t even
take a particularly large n
 
Recall: What is the probability of being a smoker among
a group of cases with lung cancer is .6, what’s the
probability that in a group of 8 cases you have less
than 2 smokers?
Normal approximation to the
binomial
When you have a binomial distribution where
n is large and p isn’t too small (rule of thumb:
mean>5), then the binomial starts to look like
a normal distribution  

Recall: smoking example…

.27 Starting to have a normal
shape even with fairly small
n. You can imagine that if n
got larger, the bars would get
thinner and thinner and this
would look more and more
0 1 2 3 4 5 6 7 8 like a continuous function,
with a bell curve shape. Here
np=4.8.
 Normal approximation to
binomial
.27

0 1 2 3 4 5 6 7 8

What is the probability of fewer than 2 smokers?

Exact binomial probability (from before) = .00065 + .008 = .00865
 
Normal approximation probability:
=4.8
=1.39
2  (4.8)  2.8
Z   2 P(Z<2)=.022
1.39 1.39
A little off, but in the right ballpark… we could also use the value
to the left of 1.5 (as we really wanted to know less than but not
including 2; called the “continuity correction”)…

1.5  (4.8)  3.3

Z   2.37
1.39 1.39
A fairly good approximation of
P(Z≤-2.37) =.0069
the exact probability, .00865.
Practice problem
1. You are performing a cohort study. If the probability
of developing disease in the exposed group is .25 for
the study duration, then if you sample (randomly)
500 exposed people, What’s the probability that at
most 120 people develop the disease?
 Answer
By hand (yikes!):
 P(X≤120) = P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4)+….+ P(X=120)=
 500   500   500   500 
120
 (.25) (.75)
 120 
380
+
2
 (.25) (.75)
 2
498
+ 1
 (.25) (.75)
 1
499
+
0
 (.25) (.75)
 0
500
…

OR Use SAS:
data _null_;
Cohort=cdf('binomial', 120, .25, 500);
put Cohort;
run;
 0.323504227

OR use, normal approximation:

=np=500(.25)=125 and 2=np(1-p)=93.75; =9.68
120  125
Z  .52  P(Z<-.52)= .3015
9.68
Proportions…
 The binomial distribution forms the basis of
statistics for proportions.
 A proportion is just a binomial count divided
by n.
 For example, if we sample 200 cases and find 60
smokers, X=60 but the observed proportion=.30.
 Statistics for proportions are similar to
binomial counts, but differ by a factor of n.
 Stats for proportions
For binomial:  x  np
Differs by
2 a factor of
 x  np(1  p) n.

 x  np(1  p )
Differs
by a
factor
 pˆ  p of n.
For proportion:
2 np(1  p ) p (1  p)
 pˆ  2

n n
P-hat stands for “sample p(1  p)
proportion.”
 pˆ 
n
It all comes back to Z…
 Statistics for proportions are based on a
normal distribution, because the
binomial can be approximated as
normal if np>5