Scribd
Upload
34 views26 pages

Normal Distribution and Z Scores

Uploaded by

Radzkumar Hajan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
34 views26 pages

Normal Distribution and Z Scores

Uploaded by

Radzkumar Hajan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 26

NORMAL DISTRIBUTION

Normal Distribution
Definition
• It is defined as a continuous frequency
distribution of infinite range.

• The normal distribution is a descriptive model


that describes real world situations.
Normal Distribution
Importance
• Many dependent variables are commonly
assumed to be normally distributed in the
population.

• If a variable is approximately normally


distributed, we can make inferences about values
of the variable.
Normal Distribution
• The normal distribution refers to a probability
distribution that describes how the values of a
random variable are distributed. It is a
mathematical concept used in statistics to model
real-world phenomena.
• A normal distribution is characterized by its
mean (average) and standard deviation (spread).
The probability density function of a normal
distribution is given by:
The normal distribution has the following
properties:
1. The mean, median, and mode have the same
values which is the point on the horizontal axis
of which the curve is a maximum.
2. The normal distribution is symmetrical and bell-
shaped about a vertical axis through the mean.
3. The normal distribution never touches the
horizontal axis as we proceed in either direction
away from the mean.
4. The total area under the normal distribution is
Examples:
• The body temperature for healthy humans.
• The heights and weights of adults.
• The thickness and dimensions of a product.
• IQ and standardized test scores.
• Quality control test results.
• Errors in measurements.
Normal Curve
• A graphical representation of the normal
distribution.
• It is determined by the mean and standard
deviation.
• It is symmetric unimodal bell-shaped curve.
• Its tails extending infinitely in both directions.
• The wider the curve, the larger the standard
deviation and the more variation exists in the
process.
Normal Curve
• Helps calculating the probabilities for normally
distributed populations.
• The probabilities are represented by the area
under the normal curve.
• The total area under the curve is equal to 100%
or (1.00)
• This represents the population of the
observations.
• We can get a rough estimate of the probability
Normal Curve
• Since the normal curve is symmetrical , 50
percent of the data lie on each side of the curve.
Example:
• For any normally distributed data:
• 68% of the data fall within 1 standard deviation of the
mean.
• 95% of the data fall within 2 standard deviations of the
mean.
• 99.7% of the data fall within 3 standard deviations of the
mean.
Empirical Rule:
• Suppose that the heights of a sample men are normally
distributed. the mean height is 178 cm and a standard
deviation is 7 cm.
• We can generalize that 68% are between 171 cm and 185
cm. This might be a generalization but it’s true if the data is
normally distributed
Empirical Rule:
• For a stable normally distributed process, 99.73% of the
values lie within +/-3 standard deviation of the mean.
Standard Normal Distribution
• The standard normal distribution, also called the z-
distribution, is a special normal distribution where
the mean is 0 and the standard deviation is 1.
• Any normal distribution can be standardized by converting
its values into z scores. Z scores tell you how many standard
deviations from the mean each value lies.
Standard Normal Distribution
• Any normally distributed data can be converted to the
standardized form using the formula:

• Where:
• is the individual value.
• is the mean
• is the standard deviation
Areas under the Normal Curve
• The standard normal distribution is a probability
distribution, so the area under the curve between two
points tells you the probability of variables taking on a
range of values. The total area under the curve is 1 or
100%.
• Every score has an
associated value that
tells you the probability
of all values below or
above that z score
occurring. This is the
area under the curve left
or right of that z score.
Z tests and p values
 The z score is the test statistic used in a z test. The z test is
used to compare the means of two groups, or to compare the
mean of a group to a set value. Its null hypothesis typically
assumes no difference between groups.
 The area under the curve to the right of a z score is
the p value, and it’s the likelihood of your observation
occurring if the null hypothesis is true.
 Usually, a p value of 0.05 or less means that your results are
unlikely to have arisen by chance; it indicates a statistically
significant effect.
 By converting a value in a normal distribution into a z score,
you can easily find the p value for a z test.
Example no 1.
• A student scores 85 on a test where the mean is 70 and the
standard deviation is 10. What is the Z-score, and how do
we interpret it?
• Z-score calculation:

• A Z-score of 1.5 means that the student scored 1.5 standard


deviations above the mean. In other words, the student’s
score is higher than most students (around 93% of students,
since 1.5 is above the average range).
Example no 2.
• The average height of women in a certain population is 160
cm, with a standard deviation of 8 cm. A woman has a
height of 172 cm. What is her Z-score, and how do we
interpret it?
• Z-score calculation:

• A Z-score of 1.5 indicates that this woman’s height is 1.5


standard deviations above the average height. She is taller
than approximately 93% of women in this population.
Example no 3.
• The average weight loss in a group fitness program is 5 kg
with a standard deviation of 1.5 kg. If one participant lost 8
kg, what is their Z-score, and what does it mean?
• Z-score calculation:

• A Z-score of 2 indicates that this participant lost 2 standard


deviations more weight than the average participant. This
person is in the top 2.5% of the group in terms of weight
loss.
Example no 4.
• In a university, the average SAT score is 1000 with a
standard deviation of 200. A student scores 800. What is the
Z-score, and how should it be interpreted?
• Z-score calculation:

• A Z-score of -1 means that the student’s score is 1 standard


deviation below the mean. This student scored lower than
about 84% of test-takers.

You might also like