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Statistics: Normal Curve CSCE 115 Statistics 11/7/2005 1 Normal distribution The bell shaped curve Many physical quantities are distributed in such a way that their histograms can be approximated by a normal curve Statistics 11/7/2005 2 Examples Examples of normal distributions: » Height of 10 year old girls and most other body measurements » Lengths of rattle snakes » Sizes of oranges Distributions that are not normal: » Flipping a coin and count of number of heads flips before getting the first tail » Rolling 1 die Statistics 11/7/2005 3 Flipping Coins Experiment Experiment: Flip a coin 10 times. Count the number of heads Expected results: If we flip a coin 10 times, on the average we would expect 5 heads. Because tossing a coin is a random experiment, the number of heads may be more or less than expected. Statistics 11/7/2005 4 Flipping Coins Experiment Carry out the experiment But the average was supposed to be 5 What can we do to improve the results? How many times do we have to carry out the experiment to get good results? Faster: Use a computer simulation Statistics 11/7/2005 5 Experiment: Flipping coins Experiment: Flipping coins compared with theory Number of trials Number of flips 10 20 (Use 1 to 1000) (10, 20, or 40) Experiment: Flip 20 coins 10 times Experimental 4 Theoretical 3 Frequency 3 2 2 1 1 0 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Num ber of heads Statistics 11/7/2005 6 Experiment: Flipping coins Experiment: Flipping coins compared with theory Number of trials Number of flips 100 20 (Use 1 to 1000) (10, 20, or 40) Experiment: Flip 20 coins 100 times Experimental 30 Theoretical Frequency 25 20 15 10 5 0 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Num ber of heads Statistics 11/7/2005 7 Experiment: Flipping coins Experiment: Flipping coins compared with theory Number of trials Number of flips 300 20 (Use 1 to 1000) (10, 20, or 40) Experiment: Flip 20 coins 300 times Experimental 70 Theoretical 60 Frequency 50 40 30 20 10 0 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Num ber of heads Statistics 11/7/2005 8 Experiment: Flipping coins Experiment: Flipping coins compared with theory Number of trials Number of flips 1000 20 (Use 1 to 1000) (10, 20, or 40) Experiment: Flip 20 coins 1000 times Experimental 200 Theoretical 180 160 Frequency 140 120 100 80 60 40 20 0 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Num ber of heads Statistics 11/7/2005 9 Theory Statistics If the number of trials of this type increase, the histogram begins to approximate a normal curve 11/7/2005 10 Normal Curve One can specify mean and standard deviation The shape of the curve does not depend on mean. The curve moves so it is always centered on the mean If the st. dev. is large, the curve is lower and fatter If the st. dev, is small, the curve is taller and skinnier Statistics 11/7/2005 11 Normal Curve Normal Distribution Mean Standard Deviation 0 1 Normal Distribution The normal curve with mean = 0 and std. dev. = 1 is often referred to as the z distribution 0.600 0.500 0.400 0.300 0.200 0.100 Statistics 11/7/2005 4. 00 3. 00 3. 50 2. 50 2. 00 1. 00 1. 50 0. 50 0. 00 -4 .0 0 -3 .5 0 -3 .0 0 -2 .5 0 -2 .0 0 -1 .5 0 -1 .0 0 -0 .5 0 0.000 12 Normal Curve Normal Distribution Mean Standard Deviation 1.5 1 Normal Distribution 0.600 0.500 0.400 0.300 0.200 0.100 Statistics 11/7/2005 4. 00 3. 00 3. 50 2. 50 2. 00 1. 00 1. 50 0. 50 0. 00 -4 .0 0 -3 .5 0 -3 .0 0 -2 .5 0 -2 .0 0 -1 .5 0 -1 .0 0 -0 .5 0 0.000 13 Normal Curve Normal Distribution Mean Standard Deviation 0 1.7 Normal Distribution 0.600 0.500 0.400 0.300 0.200 0.100 Statistics 11/7/2005 4. 00 3. 00 3. 50 2. 50 2. 00 1. 00 1. 50 0. 50 0. 00 -4 .0 0 -3 .5 0 -3 .0 0 -2 .5 0 -2 .0 0 -1 .5 0 -1 .0 0 -0 .5 0 0.000 14 Normal Curve Normal Distribution Mean Standard Deviation 0 0.7 Normal Distribution 0.600 0.500 0.400 0.300 0.200 0.100 Statistics 11/7/2005 4. 00 3. 00 3. 50 2. 50 2. 00 1. 00 1. 50 0. 50 0. 00 -4 .0 0 -3 .5 0 -3 .0 0 -2 .5 0 -2 .0 0 -1 .5 0 -1 .0 0 -0 .5 0 0.000 15 Normal Curve 50% of the area is right of the mean 50% of the area is left of the mean Statistics 11/7/2005 16 Normal Curve The total area under the curve is always 1. 68% (about 2/3) of the area is between 1 st. dev. left of the mean to 1 st. dev. right of the mean. 95% of the area is between 2 st. dev. left of the mean to 2 st. dev. right of the mean. Statistics 11/7/2005 17 Example: Test Scores Several hundred students take an exam. The average is 70 with a standard deviation of 10. About 2/3 of the scores are between 60 and 80 95% of the scores are between 50 and 90 About 50% of the students scored above 70 Statistics 11/7/2005 19 Example: Test Scores Normal Distribution: Test Scores Mean Standard Deviation 70 10 Probability 50.0% 68.2% 95.4% 0 30 Statistics 40 50 60 70 11/7/2005 80 90 100 110 20 Example: Test Scores Suppose that passing is set at 60. What percent of the students would be expected to pass? Solution: (60 - 70)/10 = -1. Hence passing is 1 standard deviation below the mean. 34.1% of the scores are between 60 and 70 50% of the scores are above 70 84.1% of students would expected to pass Statistics 11/7/2005 21 Example: Test Scores Alternate solution Suppose that passing is set at 60. What percent of the students would be expected to pass? Solution: According to our charts, 15.9% of the scores will be less than 60 (less than –1 standard deviations below the mean). 100% – 15.9% = 84.1% of the students pass because they are right of the –1 st. dev. line. Statistics 11/7/2005 22 Grading on the Curve Assumes scores are normal Grades are based on how many standard deviations the score is above or below the mean The grading curve is determined in advanced Statistics 11/7/2005 23 Example: Grading on the Selecting these breaks Curve is completely arbitrary. One could assign other grade break downs. A B 1 st. dev. or greater above the mean From the mean to one st. dev. above the mean C From one st. dev. below mean to mean D From two st. dev below mean to one st. dev. below mean F More than two st. dev. below mean Statistics 11/7/2005 24 Normal Distribution Frequency 0.5000 34.1% 34.1% 13.6% 13.6% 2.2% .13% -4 -3 C D F 2.2% B .13% A 0.0000 -2 -1 0 1 2 3 4 Standard deviations from mean Statistics 11/7/2005 25 Example: Grading on the Curve Range (in st. dev.) Expected percent Grade from to of scores A +1 50% - 34.1% = 15.9% B 0 +1 34.1% C -1 0 34.1% D -2 -1 13.6% F -2 50% - 34.1 - 13.6% = 2.3% Statistics 11/7/2005 26 Example: Grading on a Curve Assume that the mean is 70, st. dev. is 10 Joan scores 82. What is her grade? (82-70)/10 = 12/10 = 1.2 She scored 1.2 st. dev. above the mean. She gets an A Statistics 11/7/2005 27 Example: Grading on a Curve Assume that the mean is 70, st. dev. 10 Tom scores 55. What is his grade? (55 - 70)/10 = -15/10 = -1.5 He scored 1.5 st. dev. below the mean. He gets a D Statistics 11/7/2005 28 Example: Light bulbs Statistics Assume that the life span of a light bulb is normally distributed with a mean of 1000 hours and a standard deviation of 100. The manufacturer guaranties that the bulbs will last 800 hours. What percent of the light bulbs will fail before the guarantee is up? 11/7/2005 29 Example: Light bulbs Solution: (800-1000)/100 = -2 The percentage of successes is 13.6% + 34.1% + 50% = 97.7% The percentage of failures is 100% - 97.7% = 2.3% Statistics 11/7/2005 30 Example: Mens socks Statistics Assume that the length of men’s feet are normally distributed with a mean of 12 inches and a standard deviation of .5 inch. A certain brand of “one size fits all” strechy socks will fit feet from 11 inches to 13.5 inches. What % of all men cannot wear the socks? 11/7/2005 31 Example: Mens socks (11-12)/.5 = -2 (13.5 – 12)/.5 = 3 Hence men from 2 standard deviations below the mean and 3 standard deviations above the mean can wear the socks Statistics -2 to +2 st. dev. 95.4% +2 to +3 st. dev. 2.2% -2 to + 3 st. dev. 97.6% of men can wear the socks. 100% - 97.6% = 2.4% cannot wear them. 11/7/2005 32 Normal Distributions We might be interested in: » The normal probability (or frequency) » The cumulative area below the curve Statistics 11/7/2005 33 Normal Curves Statistics 11/7/2005 34 Normal Curves Statistics 11/7/2005 35 Excel and the Normal Distribution Cumulative probabilities are measured from “- infinity”. NORMDIST(x, mean, st dev, cumulative) cumulative - true cumulative false probability NORMINV(probability, mean, st dev) returns the x value that gives the specified cumulative probability Statistics 11/7/2005 36 Excel and the Normal Distribution Normal Distribution Mean Standard Deviation 3 1 Normal Distribution 1.000 NORMDIST(4, 3, 1, true) 0.750 NORMDIST(4, 3, 1, false) 0.500 0.250 0.000 -1.0 0.0 1.0 2.0 3.0 Probability Statistics 4.0 5.0 6.0 7.0 Cumulative 11/7/2005 37 Excel and the Normal Distribution The following functions assume mean = 0 and st. dev. = 1 NORMSDIST(x) returns cumulative distribution NORMSINV(probability) returns the x value that obtains the specify cumulative probability Statistics 11/7/2005 38 Example: Excel Statistics Assume mean = 12, st. dev. = .5 and the men’s foot distribution used earlier. What percent of the men’s feet would be expected to be 13 inches long or shorter? =NORMDIST(13, 12, .5, TRUE) =.977 or 97.7% What is the probability that a randomly chosen foot would be exactly 13 inches long? =NORMDIST(13, 12, .5, FALSE) = .108 11/7/2005 39 Example: Excel Statistics Assume the grade distribution used earlier with a mean of 70 and st. dev. of 10. What percentage of the students are expected to pass with a D or C? (That is, with scores between 50 and 70)? Passing with a D 70 - 2 * 10 = 50 Passing with a B- 70 We are looking for 50 <= scores < 70 = NORMDIST(70, 70, 10, TRUE) - NORMDIST(50, 70, 10, TRUE) = .5 - NORMDIST(50, 70, 10, TRUE) = .477 or 47.7% 11/7/2005 41 Example: Excel Normal Distribution: Test Scores Mean Standard Deviation 70 10 Probability NORMDIST(50,70,10, TRUE) 50% C 2.3% D B 47.7% A 0 30 Statistics 40 50 60 70 11/7/2005 80 90 100 110 42 Example: Excel Statistics What score does one need to be in the top 10%? To be in the top 10%, the student must do better than 100% - 10% = 90% of the students. =NORMINV(90%, 70, 10) = 82.8 (or 83) 11/7/2005 43 Example: Excel Mean Standard Deviation 70 10 Probability NORMINV(90%,70,10) 82.8 10% 90% C B D A 0 30 Statistics 40 50 60 70 11/7/2005 80 90 100 110 44 Statistics 11/7/2005 45