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Normal Distribution

Normal Distribution

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Page 1: Normal Distribution

Normal Distribution

Page 2: Normal Distribution

Adult male heights

Page 3: Normal Distribution

Adult male heightsNational Health Statistics Report (2008) recorded the heights of4,482 males age 20 and older

Heights (inches)

Density

55 60 65 70 75 80 85

0.00

0.02

0.04

0.06

0.08

0.10

Page 4: Normal Distribution

Adult male heightsNational Health Statistics Report (2008) recorded the heights of4,482 males age 20 and older

Heights (inches)

Density

55 60 65 70 75 80 85

0.00

0.02

0.04

0.06

0.08

0.10

Page 5: Normal Distribution

Adult male heightsNational Health Statistics Report (2008) recorded the heights of4,482 males age 20 and older

Heights (inches)

Density

55 60 65 70 75 80 85

0.00

0.02

0.04

0.06

0.08

0.10

Page 6: Normal Distribution

What is a normal distribution?I Unimodal, symmetric distribution (bell-shaped)I Denoted N(µ, σ): Normal with mean µ and standard

deviation σI Many large populations are very close to normally distributed

Page 7: Normal Distribution

Adult male heights

Heights (inches)

Density

55 60 65 70 75 80 85

0.00

0.02

0.04

0.06

0.08

0.10

N(µ = 68.7, σ = 3.7)

Page 8: Normal Distribution

Changing µSuppose we start out with a N(0, 1) distribution and change themean to 5. What will happen?

-10 -5 0 5 10

0.0

0.1

0.2

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0.5

Density

Page 9: Normal Distribution

Changing µSuppose we start out with a N(0, 1) distribution and change themean to 5. What will happen?

-10 -5 0 5 10

0.0

0.1

0.2

0.3

0.4

0.5

Density

-10 -5 0 5 10

0.0

0.1

0.2

0.3

0.4

0.5

Densitymean=0,sd=1mean=5,sd=1

Page 10: Normal Distribution

Changing σSuppose we start out with a N(0, 1) distribution and change thestandard deviation to 4. What will happen?

-10 -5 0 5 10

0.0

0.1

0.2

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0.5

Density

Page 11: Normal Distribution

Changing σSuppose we start out with a N(0, 1) distribution and change thestandard deviation to 4. What will happen?

-10 -5 0 5 10

0.0

0.1

0.2

0.3

0.4

0.5

Density

-10 -5 0 5 10

0.0

0.1

0.2

0.3

0.4

0.5

Densitymean=0,sd=1mean=0,sd=4

Page 12: Normal Distribution

Empirical RuleFor normally distributed data,

I 68.2% of data fall within 1 standard deviation of the mean

I 95.4% of data fall within 2 standard deviations of the mean

I 99.7% of data fall within 3 standard deviations of the mean

Page 13: Normal Distribution

Adult male heightsN(µ = 68.7, σ = 3.7)

Heights (inches)

Density

55 60 65 70 75 80 85

0.00

0.02

0.04

0.06

0.08

0.10

Page 14: Normal Distribution

Adult male heightsN(µ = 68.7, σ = 3.7)

Heights (inches)

Density

55 60 65 70 75 80 85

0.00

0.02

0.04

0.06

0.08

0.10 99.68% of observations 79.857.6

4468 out of 4482

Page 15: Normal Distribution

Who is taller?

I Veronica: 67 inches; Coach K: 71 inches

Who is taller relative to their gender?

Page 16: Normal Distribution

Who is taller?

I Veronica: 67 inches; Coach K: 71 inches

Who is taller relative to their gender?

Page 17: Normal Distribution

Who is taller? (cont.)

But...the two heights come from different distributions.

55 60 65 70 75 80 85

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0.05

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0.15

Density

Women: N(63.8,2.9)

Veronica: 67 inches

55 60 65 70 75 80 85

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Density

Men: N(68.7,3.7)

Coach K: 71 inches

Page 18: Normal Distribution

Who is taller? (cont.)

But...the two heights come from different distributions.

55 60 65 70 75 80 85

0.00

0.05

0.10

0.15

Density

Women: N(63.8,2.9)

Veronica: 67 inches

55 60 65 70 75 80 85

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0.05

0.10

0.15

Density

Men: N(68.7,3.7)

Coach K: 71 inches

Page 19: Normal Distribution

Standardizing

We can compare data from different distributions using Z scores

I Standardize a value: z = xobs−µσ

I Gives the number of standard deviations above (or below) themean an observation is.

I Relates to standard normal distribution: N(0, 1)

Page 20: Normal Distribution

Standardizing

We can compare data from different distributions using Z scores

I Standardize a value: z = xobs−µσ

I Gives the number of standard deviations above (or below) themean an observation is.

I Relates to standard normal distribution: N(0, 1)

Page 21: Normal Distribution

Standardizing

We can compare data from different distributions using Z scores

I Standardize a value: z = xobs−µσ

I Gives the number of standard deviations above (or below) themean an observation is.

I Relates to standard normal distribution: N(0, 1)

Page 22: Normal Distribution

Standardizing

We can compare data from different distributions using Z scores

I Standardize a value: z = xobs−µσ

I Gives the number of standard deviations above (or below) themean an observation is.

I Relates to standard normal distribution: N(0, 1)

Page 23: Normal Distribution

Standardizing (cont.)So, we can obtain our two z-scores:

I ZVeronica = 67−63.82.9 = 1.10

I ZCoachK = 71−68.73.7 = 0.89

-3 -2 -1 0 1 2 3

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Height (inches)

Density

Coach K Veronicaz=.89 z=1.1

Page 24: Normal Distribution

Standardizing (cont.)So, we can obtain our two z-scores:

I ZVeronica = 67−63.82.9 = 1.10

I ZCoachK = 71−68.73.7 = 0.89

-3 -2 -1 0 1 2 3

0.0

0.1

0.2

0.3

0.4

Height (inches)

Density

Coach K Veronicaz=.89 z=1.1

Page 25: Normal Distribution

Standardizing (cont.)So, we can obtain our two z-scores:

I ZVeronica = 67−63.82.9 = 1.10

I ZCoachK = 71−68.73.7 = 0.89

-3 -2 -1 0 1 2 3

0.0

0.1

0.2

0.3

0.4

Height (inches)

Density

Coach K Veronicaz=.89 z=1.1

Page 26: Normal Distribution

Standardizing (cont.)So, we can obtain our two z-scores:

I ZVeronica = 67−63.82.9 = 1.10

I ZCoachK = 71−68.73.7 = 0.89

-3 -2 -1 0 1 2 3

0.0

0.1

0.2

0.3

0.4

Height (inches)

Density

Coach K Veronicaz=.89 z=1.1