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12 Normal Distribution

The document discusses the properties of normal distributions, highlighting that they are continuous probability distributions characterized by a bell-shaped curve where the mean, median, and mode are equal. It explains the significance of mean and standard deviation in determining the curve's shape and spread, and introduces the standard normal distribution with a mean of 0 and standard deviation of 1. Additionally, it covers the cumulative area under the normal curve and its relationship with z-scores.

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Bryan Jay Navia
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9 views13 pages

12 Normal Distribution

The document discusses the properties of normal distributions, highlighting that they are continuous probability distributions characterized by a bell-shaped curve where the mean, median, and mode are equal. It explains the significance of mean and standard deviation in determining the curve's shape and spread, and introduces the standard normal distribution with a mean of 0 and standard deviation of 1. Additionally, it covers the cumulative area under the normal curve and its relationship with z-scores.

Uploaded by

Bryan Jay Navia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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NORMAL DISTRIBUTION

MAT 1372 Statistics with Probability


Properties of a Normal Distribution

Continuous random variable


• Has an infinite number of possible values that can be
represented by an interval on the number line.
Hours spent studying in a day The time spent
studying can be any
0 3 6 9 12 15 18 21 24 number between 0
and 24.

Continuous probability distribution


• The probability distribution of a continuous random
variable.

© 2012 Pearson Education, Inc. All rights reserved. 2 of 105


Properties of Normal Distributions

Normal distribution
• A continuous probability distribution for a random
variable, x.
• The most important continuous probability
distribution in statistics.
• The graph of a normal distribution is called the
normal curve.

© 2012 Pearson Education, Inc. All rights reserved. 3 of 105


Properties of Normal Distributions
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and is symmetric
about the mean.
3. The total area under the normal curve is equal to 1.
4. The normal curve approaches, but never touches, the
x-axis as it extends farther and farther away from the
mean.
Total area = 1

x
μ
© 2012 Pearson Education, Inc. All rights reserved. 4 of 105
Properties of Normal Distributions
5. Between μ – σ and μ + σ (in the center of the curve),
the graph curves downward. The graph curves
upward to the left of μ – σ and to the right of μ + σ.
The points at which the curve changes from curving
upward to curving downward are called the
inflection points.

μ – 3σ μ – 2σ μ–σ μ μ+σ μ + 2σ μ + 3σ
© 2012 Pearson Education, Inc. All rights reserved. 5 of 105
Means and Standard Deviations
• A normal distribution can have any mean and any
positive standard deviation.
• The mean gives the location of the line of symmetry.
• The standard deviation describes the spread of the
data.

μ = 3.5 μ = 3.5 μ = 1.5


σ = 1.5 σ = 0.7 σ = 0.7
© 2012 Pearson Education, Inc. All rights reserved. 6 of 105
Example: Understanding Mean and
Standard Deviation
1. Which normal curve has the greater mean?

Solution:
Curve A has the greater mean (The line of
symmetry of curve A occurs at x = 15. The line of
symmetry of curve B occurs at x = 12.)
© 2012 Pearson Education, Inc. All rights reserved. 7 of 105
Example: Understanding Mean and
Standard Deviation
2. Which curve has the greater standard deviation?

Solution:
Curve B has the greater standard deviation (Curve
B is more spread out than curve A.)

© 2012 Pearson Education, Inc. All rights reserved. 8 of 105


Example: Interpreting Graphs
The scaled test scores for the New York State Grade 8
Mathematics Test are normally distributed. The normal
curve shown below represents this distribution. What is
the mean test score? Estimate the standard deviation.
Solution:
Because the inflection points are
Because a normal curve is one standard deviation from the
symmetric about the mean, mean, you can estimate that σ ≈
you can estimate that μ ≈ 675. 35.

© 2012 Pearson Education, Inc. All rights reserved. 9 of 105


The Standard Normal Distribution
Standard normal distribution
• A normal distribution with a mean of 0 and a standard
deviation of 1.

Area = 1

z
–3 –2 –1 0 1 2 3
• Any x-value can be transformed into a z-score by
using the formula
Value  Mean x 
z 
Standard deviation 
© 2012 Pearson Education, Inc. All rights reserved. 10 of 105
The Standard Normal Distribution
• If each data value of a normally distributed random
variable x is transformed into a z-score, the result will
be the standard normal distribution.

Normal Distribution Standard Normal


Distribution
x 
σ z
 σ

 x  z

• Use the Standard Normal Table to find the


cumulative area under the standard normal curve.
© 2012 Pearson Education, Inc. All rights reserved. 11 of 105
Properties of the Standard Normal
Distribution

1. The cumulative area is close to 0 for z-scores close


to z = –3.49.
2. The cumulative area increases as the z-scores
increase.

Area is
close to 0 z
–3 –2 –1 0 1 2 3
z = –3.49
© 2012 Pearson Education, Inc. All rights reserved. 12 of 105
Properties of the Standard Normal
Distribution

3. The cumulative area for z = 0 is 0.5000.


4. The cumulative area is close to 1 for z-scores close
to z = 3.49.

Area
z
is close to 1
–3 –2 –1 0 1 2 3
z=0 z = 3.49
Area is 0.5000
© 2012 Pearson Education, Inc. All rights reserved. 13 of 105

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