Normal Distribution and Z-Score

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AFAMS Research Methodology

Course

Normal Distribution & Z-Score

Octobler-2013
Dr Homayoun Saidi,MD
Cardiologist
Study objectives

• At the end of this session the participants will


understand

– What is normal distribution ?


– Properties of normal distribution
– Z- Score and its use
What is a Normal Distribution?
• The normal distribution is perhaps the most
important of statistical distribution
• It is Frequency Distribution for Quantitative
Data
• The Measure of Central Location is Mean , and
Spread is Standard Deviation(SD)
• It was first discovered by the French
mathematician Abraham Demoivre in 1733
Cont.
• The reason why the normal distribution plays
such a key role in statistics is that countless
phenomena follow (or closely approximate)
the normal distribution
– Examples are height, serum cholesterol, life span
of light bulbs, body temperature of healthy
persons, size of oranges.
• It is unimodal and symmetrical. The mode,
median and mean are all just in the middle.
Properties
– First, the appearance of the relative frequency
histogram of the underlying variable is symmetrical
and bell-shaped. This histogram is called the normal
curve or the normal distribution.
– Second the total area under the distribution curve is
equal to 1.0( 100%).
– Third, the normal distribution is a theoretical
distribution defined by two parameters the mean and
standard deviation.
Normal distribution curve
The Mean and Standard Deviation of the
Normal Distribution Determine

• What proportion of individuals fall into any


range of values?
• What is the normal range for some Lab
Tests?
Cont…
• 68% of the observations fall within one
standard deviation around the mean.
• 95% of the observations fall within two
standard deviations around the mean.
• 99.7% of the observations fall within three
standard deviations around the mean.
Empirical Rule for
Any Normal Curve

68% 95%

-1 +1 -2 +2

99.7%

-3 +3
Distribution of the values
according to the standard
deviation
Health and Nutrition Examination Study of 1976-1980 (HANES)

• Heights of men, aged 18-24


• mean: 70.0 inches
• standard deviation: 2.8 inches
– men
• 68% are between 67.2 and 72.8 inches
[mean  1 std dev = 70.0  2.8]
• 95% are between 64.4 and 75.6 inches
• 99.7% are between 61.6 and 78.4 inches
95%
99.7%
68% 64.4 75.6
-61.6 78.4
67.2 72.8
Z score
• A z score indicates distance from the mean in
standard deviation units. Formula:

X  X X
z z
 S
• X =observed value
• X bar= mean
• S= standard deviation
Z-score , cont…
• Z-score of a measurement X indicates how
many standard deviations is the measurement
away from mean? A positive Z-Score indicates
that the measurement is above the mean and
a negative Z-Score indicates that the
measurement is below the mean.
Example:
• Suppose the scores in a test have a normal
distribution with mean 70 and standard
deviation equal to 5:
• Find the Z-score for a score of 62

• Find Z-score for a score of 79


Exercises
• Find the areas under the normal curve falling
the right of Z
• Z=0
• Z=1
• Z=-1
• Z=2.55
Cont…
• Find areas under the normal curve that lie
between the given values of Z?
• Z=0 and Z=2.37
• Z=0 and Z=1.94
• Z=-1.85 and Z=1.85
Example
• Suppose the scores in a test have a normal
distribution with mean 70 and standard deviation
equal to 5. Assume score of 68 or higher is
needed to pass the course.
• A) what percent of the students who take this
test are able to pass the course.
• Z=(68-70)/5=-0.4
– (0.1554+0.5=0.6554)
– 65.5% of the students who take this test are able to
pass the course.
Example
• What percent of the students who take this
test are not able to pass the course?
• 1-0.6554=0.3446
• 34.4% of the students who take this test are
not able to pass the course.
Example continue…
• What % of the students who take this test are
able to pass the course with a score of at least
80?
• Z= (80-70)/5=2
• 0.5-0.4772=0.0228
• 2.28% of the students who take this test are
able to pass the course with a score of at least
80
Outlier
• In a normal distribution any measurement
with a Z-score of greater than 3 or less than -3
is called an outlier.
• An outlier is an extreme or an unusual
measurement. Recall that the Empirical Rule
states that for a normal distribution 99.7% of
the measurements fall within three standard
deviations around the mean.
Some Clinical Examples
• In Osteoporosis : BMD in g/cm2
- Z-score for patient`s age, gender, ethnicity
- Z-score < -1.5 : risk for osteoporosis
• In Pediatrics :
Z-score : Height for age of child ,an index for
child growth
References
• Basic Statistics for the Heatlh Sciences, fourth
Edition. Jan W. Kuzma, Stepehn E.
Bohnenblust
• Antony Stewart : Basic Statistics and
Epidemiology , A practical guide: Radcliffe
Medical Press Ltd, UK , 2002

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