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Chapter 7 The Normal Probability Distribution First an example from Chapter 6: A coin is tossed 10 times. What is the probability of getting 3 tails, 5 tails, and 9 tails? In other words: P(3T), P(5T), P(9T)? Using Statcrunch the probability distribution is: P(3T)= 0.117 P(5T)= 0.246 P(9T)= 0.010 Chapter 7.1 Uniform and Normal Distribution Objective A: Uniform Distribution A1. Introduction Recall: Discrete random variable probability distribution Special case: Binomial distribution Finding the probability of obtaining a success in n independent trials of a binomial experiment is calculated by plugging the value of a into the binomial formula as shown below: P( x a) n Ca p a (1 p ) n a Continuous Random variable For a continued random variable the probability of observing one particular value is zero. i.e. P( x a ) 0 Continuous Probability Distribution We can only compute probability over an interval of values. Since P( x a ) 0 and P ( x b) 0 for a continuous variable, P ( a x b) P ( a x b) 1 To find probabilities for continuous random variables, we use probability density functions. Area under curve: 100% or 1 Area shaded: 50% or 0.5 Two common types of continuous random variable probability distribution: 1) Uniform distribution. 2) Normal distribution. A2. Uniform distribution 1 ba a b Area of rectangle Height Width 1 Height (b a) 1 (𝑏−𝑎) = Height (for a uniform distribution) Example 1: A continuous random variable x is uniformly distributed with 10 x 50 . (a) Draw a graph of the uniform density function. 2 1 40 a b (b) What is P(20 x 30) ? Diagram: = Area under curve = length x width = (30-20)(1/40) = 10(1/40) = 10/40 = ¼ = 0.25 or 25% (c) What is P( x 15) ? Diagram: = Area under curve = length x width = (15 – 10)(1/40) = 5(1/40) = 5/40 = 1/8 = 0.125 or 12.5% Objective B: Normal distribution – Bell-shaped Curve 3 Example 1: Graph of a normal curve is given. Use the graph to identify the value of (mean of a population) and (standard deviation of a population . 2 2 1 1 = 530, =630-530 = 100 X 330 430 530 630 730 (symbol for a sample mean 𝑥̅ , sample standard deviation 𝑠) Example 2: The lives of refrigerator are normally distributed with mean 14 years and standard deviation 2.5 years. (a) Draw a normal curve and the parameters labeled. 4 (b) Shade the region that represents the proportion of refrigerator that lasts for more than 17 years. (c) Suppose the area under the normal curve to the right x 17 is 0.1151 . Provide two interpretations of this result. 11.51% of all refrigerators last more than 17 years. The probability that a randomly selected refrigerator will last more than 17 years is 11.51% Chapter 7.2 Applications of the Normal Distribution Objective A: Area under the Standard Normal Distribution The standard normal distribution – Bell shaped curve – =0 and =1 The random variable for the standard normal distribution is Z . You can use the 𝑍 table (Table V) to find the area under the standard normal distribution. Each value in the body of the table is a cumulative area from the left up to a specific Z -score. Probability is the area under the curve over an interval. The total area under the normal curve is 1. 0 Z Z Under the standard normal distribution, (a) What is the area to the right 0 ? 0.50 or 50% (b) What is the area to the left 0 ? 0.50 or 50% 5 Example 1: Draw the standard normal curve with the appropriate shaded area and then use StatCrunch to determine the shaded area. (a) that lies to the left of -1.38. STAT-CALCULATORS-NORMAL mean: 0 SD: 1 ; P( z ≤ - 1.38) – COMPUTE = 0.08379332 So area = P( z ≤ - 1.38) ≈0.0838 or 8.38% (b) that lies to the right of 0.56. P( z ≥ 0.56) = 0.2877 or 28.77% (c) that lies in between 1.85 and 2.47. P( 1.85 ≤ z ≤ 0.56) =0.0254 or 2.54% Objective B: Finding the 𝒁-score for a given probability Area 0.5 Area 0.5 Area 0.5 6 Example 1: Draw the standard normal curve and the 𝑍-score such that the area to the left of the 𝑍-score is 0.0418. Use StatCrunch to find the 𝑍-score. (Find z score first.) This time enter answer in Statcrunch to find the z score: P( z ≤ __ ) = 0.0418 – COMPUTE z = - 1.7301695 ≈ - 1.73 Draw the standard normal curve and the 𝑍-score such that the area to the right of the 𝑍-score is 0.18. Use StatCrunch to find the 𝑍-score. Find z score first: P( z ≥ ___) = 0.18 COMPUTE z = 0.915 ≈ 0.92 Example 2: Example 3: Draw the standard normal curve and two 𝑍-scores such that the middle area of the standard normal curve is 0.70. Use StatCrunch to find the two 𝑍-scores. ‘Between’ does not work here in Statcrunch. area to the left: P ( z ≤ ___) = 0.15 compute: z = - 1.04 area to the right: P ( z ≥ ___) = 0.15 compute: z = + 1.04 Objective C: Probability under a Normal Distribution Step 1: Draw a normal curve and shade the desired area. X Step 2: Convert the values X to Z -scores using Z . Step 3: Use StatCrunch to find the desired area. 7 Example 1: Assume that the random variable X is normally distributed with mean 50 and a standard deviation 7 . (Note: this is not the standard normal curve because 0 and 1 .) (a) P( X 58) Method 1: Using Statcrunch enter mean 𝜇 = 50 and standard deviation = 7 ; P( X 58) = ____; compute ≈ 0.873 or 87.3 % Method 2: Change to a z score using formula Z Using Statcrunch enter mean 𝜇 = 0; 𝜎 = 1; P( z ≤ X 8 7 = 58−50 7 8 = 7 ≈ 1.14 ) = _____ ; compute ≈ 0.873 or 87.3% (b) P(45 X 63) Method 1 Using the original values and ‘between’ option on Statcrunch. P(45 X 63) ≈ 0.731 or 73.1 % (use mean 50 and SD 7) Method 2 Change to z scores For 45: 𝑧45 = 45−50 7 ≈ −0.71 For 63: 𝑧63 = 63−50 7 ≈ 1.86 8 Using Statcrunch enter mean 𝜇 = 0; 𝜎 = 1; between option P(45 X 63) ≈ 0.731 or 73.1 % Example 3: GE manufactures a decorative Crystal Clear 60-watt light bulb that it advertises will last 1,500 hours. Suppose that the lifetimes of the light bulbs are approximately normal distributed, with a mean of 1,550 hours and a standard deviation of 57 hours. a. µ = _________ σ = ________ b. Interpretation on mean and standard deviation: A randomly selected light bulb will typically last 1550 ± 57 hours on average, or between 1493 and 1607 hours. c. Use StatCrunch to find what proportion of the light bulbs will last more than 1650 hours. P( x >1650) = _____ ≈ 0.0396822 ≈ 0.0397 d. Write a sentence interpreting what was found in context. On average, 3.97 % of the light bulbs will last more than 1650 hours. e. Is it unusual for a light bulb to last more than 1650 hours? 1650−1550 Changing to a z score: z = Since 3.97% < 2.5%, then it is not unusual. 57 ≈ 1.8 < 2 SD Not unusual Objective D: Finding the Value of a Normal Random Variable Step 1: Draw a normal curve and shade the desired area. Step 2: Use StatCrunch to find the appropriate cutoff Z -score. X Step 3: Obtain X from Z by the formula Z . Example 1: The reading speed of 6th grade students is approximately normal (bell-shaped) with a mean speed of 125 words per minute and a standard deviation of 24 words per minute. (a) What is the reading speed of a 6th grader whose reading speed is at the 90th percentile? μ = _______ σ = ________ 9 Method 1: using Statcrunch directly P(x < ___) = 0.90 x ≈ 155.75724 ≈ 156 The reading speed of a 6th grader whose reading at the 90th percentile is 156 words per minute. Method 2 Using μ = 0, σ = 1 P(z < ____ ) = 0.90 using statcrunch Z ≈ 1.28 Plug into the z score formula to solve for x : z = 𝑥−125 1.28 = 24 𝑥−125 24 24(1.28) = X- 125 30.72 = X – 125 X = 30.72 + 125 = 155.72 ≈ 156 (b) Determine the reading rates of the middle 95% percentile. Method 1: P( 𝑥1 ≤ ___) = 0.025 𝑥1 = 77.96 ≈ 78 Then you can do ‘between’: P(78 < x < ___) = 0.95 𝑥2 ≈ 172 th 95% of 6 grade students’ readings speeds are between 78 and 172 words per minute. Method 2: Using μ = 0, σ = 1 P(𝑧1 <____) = 0.025 𝑧1 = -1.96 - 1.96 = 𝑥−125 24 solving for x, x = 78 Due to symmetry 𝑧2 = 1.96 -1.96 = 𝑥−125 24 solving for x, x = 172 Chapter 7.3 Normality Plot Recall: A set of raw data is given, how would we know the data has a normal distribution? Use histogram or stem leaf plot. Histogram is designed for a large set of data. For a very small set of data it is not feasible to use histogram to determine whether the data has a bell-shaped curve or not. 10 We will use the normal probability plot to determine whether the data were obtained from a normal distribution or not. If the data were obtained from a normal distribution, the data distribution shape is guaranteed to be approximately bell-shaped for n is less than 30. Z score Perfect normal curve. The curve is aligned with the dots. x Almost a normal curve. The dots are within the boundaries. Not a normal curve. Data is outside the boundaries. Example 1: Determine whether the normal probability plot indicates that the sample data could have come from a population that is normally distributed. (a) 11 The sample data did not come from a population that was normally distributed because not a points lie within the boundary. Therefore, there is no guarantee that the sample is normally distributed. (b) Yes, the sample data did come from a population that was normally distributed since all the points are within the boundary. Therefore, the sample is approximately normally distributed. 12