Normal Distribution: It'S A Normal Thing!

Normal
Distribution
IT’S A NORMAL THING!
The Normal Distribution
f(X) Changing μ shifts the

distribution left or right.
Changing σ increases or
decreases the spread.
X
The Normal Distribution:
as mathematical function (pdf)
1 x 2
1  ( )
f ( x)  e 2 
 2
This is a bell shaped curve
Note constants:
with different centers and
=3.14159
spreads depending on 
e=2.71828
and 
The Normal PDF
It’s a probability function, so no matter what the values of  and
, must integrate to 1!
 1 x 2
1  ( )

 2
 e 2  dx 1
Normal distribution is defined by
its mean and standard dev.
 1 x 2
E(X)= = 1  ( )


x
 2
e 2  dx
 1 x 2
1  ( )
 dx)   2
2
Var(X)= = (
2 x e 2 
  2
Standard Deviation(X)=
The beauty of the normal curve:
No matter what  and  are, the area between - and + is
about 68%; the area between -2 and +2 is about 95%;
and the area between -3 and +3 is about 99.7%. Almost
all values fall within 3 standard deviations.
68-95-99.7 Rule
68% of the
data
95% of the data
99.7% of the data

68-95-99.7 Rule
in Math terms…
  1 x 2
1  ( )

  
 2
 e 2  dx  .68
  2 1 x 2
1  ( )

  
2 2
 e 2  dx  .95
  3 1 x 2
1  ( )

  
3 2
e 2  dx  .997
How good is rule for real data?
Check some example data:
The mean of the weight of the women = 127.8
The standard deviation (SD) = 15.5
68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5 lbs) of the mean.
112.3 127.8 143.3
25
20
P
e 15
r
c
e
n 10
t
0
80 90 100 110 120 130 140 150 160
POUNDS
95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.
96.8 127.8 158.8
25
20
P
e 15
r
c
e
n 10
t
0
80 90 100 110 120 130 140 150 160
POUNDS
99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the
mean.
81.3 127.8 174.3
25
20
P
e 15
r
c
e
n 10
t
0
80 90 100 110 120 130 140 150 160
POUNDS
Example
Suppose SAT scores roughly follows a normal distribution in the U.S.
population of college-bound students (with range restricted to 200-800),
and the average math SAT is 500 with a standard deviation of 50, then:
◦ 68% of students will have scores between 450 and 550
◦ 95% will be between 400 and 600
◦ 99.7% will be between 350 and 650
Example
BUT…
What if you wanted to know the math SAT score corresponding to the 90 th percentile
(=90% of students are lower)?
P(X≤Q) = .90 
Q 1 x  500 2
1  ( )
 (50)
200
2
e 2 50 dx  .90
Solve for Q….Like Seriously??

The Standard Normal (Z):
The formula for the standardized normal probability density
function is
1 Z 0 2 1
1  ( ) 1  ( Z )2
p( Z )  e 2 1
 e 2
(1) 2 2
The Standard Normal Distribution (Z)
All normal distributions can be converted into the standard normal
curve by subtracting the mean and dividing by the standard
deviation:
X 
Z

Somebody calculated all the integrals for the standard normal and put
them in a table! So we never have to integrate!
Even better, computers now do all the integration.
Practice problem
If birth weights in a population are normally distributed with a mean of 109 oz
and a standard deviation of 13 oz,
a. What is the chance of obtaining a birth weight of 141 oz or heavier when
sampling birth records at random?
b. What is the chance of obtaining a birth weight of 120 or lighter?
Answer
a. What is the chance of obtaining a birth weight of 141 oz or heavier when
sampling birth records at random?
141 109
Z  2.46
13
From the chart  Z of .46 corresponds to a right tail (greater than)

area of: P(Z≥2.46) = 1-(.9931)= .0069 or .69 %
Answer
b. What is the chance of obtaining a birth weight of 120 or lighter?
120  109
Z  .85
13
From the chart or SAS  Z of .85 corresponds to a left tail area of:
P(Z≤.85) = .8023= 80.23%
Looking up probabilities in the
standard normal table
What is the area to the
left of Z=1.51 in a
standard normal curve?
Area is 93.45%
Z=1.51
Z=1.51

Normal Distribution: It'S A Normal Thing!

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Normal

f(X) Changing μ shifts the

95% of the data

99.7% of the data

112.3 127.8 143.3

96.8 127.8 158.8

81.3 127.8 174.3

Solve for Q….Like Seriously??

From the chart  Z of .46 corresponds to a right tail (greater than)

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