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ACMS 20340
Statistics for Life Sciences
Chapter 11:
The Normal Distributions
Introducing the Normal Distributions
The class of Normal distributions is the most widely used variety of
continuous probability distributions.
Normal density curves are symmetric, single-peaked, and
bell-shaped.
The are not “normal” in the sense of “typical” or “boring”, but
they are actually quite special.
Why “Normal”?
In 1809 Carl Friedrich Gauss developed his “normal law of errors”
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Why “Normal”?
Many years ago I called the Laplace-Gaussian curve the
normal curve, which ... has the disadvantage of leading
people to believe that all other distributions of frequency
are in one sense or another ‘abnormal’.
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-Karl Pearson (1920)
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Francis Galton’s
Bean Machine
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The first generator of Normal random ! variables.
The Shape!"#$%"&'#$()$*(+,&-./0
of Normality
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The Shape!"#$%"&'#$()$*(+,&-./0
of Normality
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The density curve of a particular Normal distribution is described
by %(')-(6,)(/&$('$%#'+-(6#%$6*$()'$5#1&$!$1&%$()'$
its mean µ and its stand deviation σ.
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The equation of the density curve is
1 x−µ 2
1
f (x) = √ e − 2 ( σ ) .
2π
Mean and Standard Deviation
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Changing the mean, µ, merely changes where the curve is centered.
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!
6
7
8
9
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:6
:7
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:9
65
66
67
68
69
;5
!
Here are Normal curves with µ = 10, 15, and 20, and σ = 3.
Mean and Standard Deviation
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Changing the standard deviation, σ, changes the spread of the
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curve.
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This also changes the height (since the area = 1).
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Here are curves with µ = 15 and σ = 2, 4, and 6.
Why Care About Normal Distributions?
1. They provide good descriptions of real data, including many
biological characteristics, such as blood pressure, bone density,
heights, and yields of corn.
2. They provide good approximations of many chance outcomes,
such as the proportion of boys over many hospital births.
3. Many statistical inference methods rely on Normal
distributions. (We’ll see this in chapter 13 and beyond.)
Warning!
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Do not assume that every variable has a Normal distribution!!
For example, the guinea pig survival times are skewed to the right.
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A Few Words on Notation
There is a common shorthand for Normal distributions.
A Normal distribution with mean µ and standard deviation σ is
denoted
N(µ, σ).
The 68-95-99.7 Rule
For a Normal distribution with mean µ and standard deviation σ,
(i.e. N(µ, σ)),
I
approximately 68% of observations fall within σ of µ;
I
approximately 95% of observations fall within 2σ of µ; and
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approximately 99.7% of observations fall within 3σ of µ.
This rule holds for all Normal distributions.
The 68-95-99.7 Rule
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Heights
of Young Women
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The heights of young women between ages 18 to 24 are
approximately Normally distributed with µ = 64.5 in. and σ = 2.5
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in.
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!
!
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Heights of Young Women
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What is the probability that a young woman is taller than 62
$#--(*%$"#1%23%&14"('5
inches?
!
(% between 62 and 67) + (% above 67) = (% above 62)
!
68% + 16% = 84%
Standard Normal Distribution
There are many possible Normal distributions (one for every µ and
positive σ).
By sliding and stretching the curve, we can transform any Normal
distribution to any other Normal distribution. Not only do Normal
distributions share common properties.
We single out the Normal distribution N(0, 1), and call it the
standard Normal distribution.
And we call the transformation of an arbitrary Normal distribution
to the standard one standardizing.
Standardizing
If x is an observation from the Normal distribution N(µ, σ), the
standardized value of x is
z=
x −µ
σ
The standardized values are often called z-scores.
z-scores
z-scores measure how many standard deviations an observation is
away from the mean.
A positive z-score indicates the observation is greater than the
mean.
A negative z-score indicates the observation is less than the mean.
Heights of Young Women
Recall the height distribution of young women is N(64.5, 2.5).
The standardized height is
height − 64.5
2.5
z=
I
A woman 70 inches tall has the z-score
z=
I
70 − 64.5
= 2.2.
2.5
A woman 5 feet (60 inches) tall has the z-score
z=
60 − 64.5
= −1.8.
2.5
Finding
Normal Probabilities
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Whether using software or tables, Normal probabilities are given as
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cumulative probabilities.
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The cumulative probability for a value
x is the proportion of
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observations less than or equal to x.
Tips for Finding Normal Probabilities
We use the addition rule and the complement rule to find
probabilities.
Recall that the probability of any individual value is 0.
So, P(X ≤ 40) = P(X < 40) + P(X = 40) = P(X < 40).
Sketching a picture of the area you want can be very helpful.
Methods of Finding Normal Probabilities
I
Normal Curve applet on the website
I
CrunchIt! distribution calculator
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Standard Normal Tables
The Standard Normal Table
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!
!
The Standard Normal Table
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.0062
is the area
under N(0,1)
left of
z = -2.50
!
!
The Standard Normal Table
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.0062
is the area
under N(0,1)
left of
z = -2.50
.0060
is the area
under N(0,1)
left of
z = -2.51
!
!
The Standard Normal Table
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.0062
is the area
under N(0,1)
left of
z = -2.50
.0052
is the area
under N(0,1)
left of
z = -2.56
.0060
is the area
under N(0,1)
left of
z = -2.51
!
!
Heights of Young Women 1
What is the probability that a randomly selected young woman
measures between 60 and 68 inches tall?
Recall, our distribution is N(64.5, 2.5).
First, let’s sketch the density curve to find the cumulative
probabilities we need.
Heights of Young Women
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We need to find the area less than 68 inches and subtract the area
less than 60 inches.
!
!
Heights of Young Women 2
First we find the z-scores by standardizing:
If
60 ≤ x < 68,
then it follows that
x − 64.5
68 − 64.5
60 − 64.5
≤
<
.
2.5
2.5
2.5
Thus if we set z =
x−64.5
2.5 ,
we have
−1.8 ≤ z < 1.4.
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Heights of Young Women 3
Second, we use the table to find the areas.
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!
Heights of Young Women 4
Lastly, we finish the calculation.
Area between -1.8 and 1.4 = (area left of 1.4) − (area left of -1.8)
= 0.9192 − 0.0359
= 0.8833
The probability that a randomly selected young woman measures
between 60 and 68 inches tall is about 0.88 or 88%.
Question 7
Using N(1, 5), for what value of a do we have P(X < a) = 14 ?
Standardize a:
za =
a−1
5
Use table to find za such that P(Z < za ) = 14 .
P(Z < −0.68) = 0.2483
P(Z < −0.67) = 0.2514
Choose za = −0.67 since that is closer to 0.25.
Now solve for a:
a−1
5
=⇒ a = (5)(−0.67) + 1 = −2.35
za = −0.67 =
The Other Quartile
Using N(1, 5), for what value of a do we have P(X < a) = 14 ?
a = −2.35
Now, for what value of a do we have P(X > a) = 0.25?
P(X < a) = 1 − 0.25 = 0.75.
za =
a−1
5
The table gives P(Z < 0.67) = 0.75.
a = (5)(0.67) + 1 = 4.35
General Procedure
To solve P(X < a) = p for some normal distribution N(µ, σ):
I
Find the corresponding za value using the table for the
standard normal distribution: P(Z < za ) = p.
I
Use algebra to solve for a: a = µ + σza .