Unit 5 Lecture 2
Unit 5 Lecture 2
Kousar Perveen
MSN,MBA.BSN
Normal Distribution
• Normal Distribution - Bell-shaped continuous
distribution widely used in statistical inference
• Sampling Distributions - Distributions corresponding
to sample statistics (such as mean and proportion)
computed from random samples
Normal Distribution
• Bell-shaped, symmetric family of distributions
• Classified by 2 parameters: Mean () and standard
deviation (). These represent location and spread
• Random variables that are approximately normal have
the following properties wrt individual measurements:
– Approximately half (50%) fall above (and below) mean
– Approximately 68% fall within 1 standard deviation of mean
– Approximately 95% fall within 2 standard deviations of mean
– Virtually all fall within 3 standard deviations of mean
• Notation when Y is normally distributed with mean
and standard deviation :
Y ~ N ( , )
Characteristics of
normal distribution
• Symmetric, bell-shaped curve.
• Shape of curve depends on population
mean and standard deviation .
• Center of distribution is the mean .
• Spread determined by standard deviation .
• Most values fall around the mean, but some
values are smaller and some are larger.
Normal Distribution
μ
7: Normal Probability Distributions 10
68-95-99.7 Rule for
Normal Distributions
• 68% of the AUC within ±1σ of μ
• 95% of the AUC within ±2σ of μ
• 99.7% of the AUC within ±3σ of μ
… we can easily
determine the AUC in
95%
tails
7: Normal Probability Distributions 12
Example: 68-95-99.7 Rule
Wechsler adult • 68% of scores within
intelligence scores: μ±σ
Normally distributed with = 100 ± 15
μ = 100 and σ = 15; X ~ = 85 to 115
N(100, 15) • 95% of scores within
μ ± 2σ
= 100 ± (2)(15)
= 70 to 130
• 99.7% of scores in
μ ± 3σ =
100 ± (3)(15)
= 55 to 145
7: Normal Probability Distributions 13
Finding Probabilities of Specific
Ranges
• Step 1 - Identify the normal distribution of interest (e.g.
its mean () and standard deviation () )
• Step 2 - Identify the range of values that you wish to
determine the probability of observing (YL , YU), where
often the upper or lower bounds are or -
• Step 3 - Transform YL and YU into Z-values:
YL YU
ZL ZU
• Step 4 - Obtain P(ZL Z ZU) from Z-table
Example - Adult Female Heights
• What is the probability a randomly selected female is
5’10” or taller (70 inches)?
• Step 1 - Y ~ N(63.7 , 2.5)
• Step 2 - YL = 70.0 YU =
• Step 3 - 70.0 63.7
ZL 2.52 ZU
2. 5
• Step 4 - P(Y 70) = P(Z 2.52) = .0059 ( 1/170)