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STAT1010 – Empirical rule Review Exercises: Recall… (mosaic plot) Given these 3 things: P(R)=0.10 1.00 0.75 low P(H)=0.20 0.50 P(H|R)=0.20 0.25 0.00 high Find: 1) P(R) = P(not R)= 2) P(H|R)=P(not H | R)= 1 Review Exercises: 3) Suppose P(A)=0.5, P(B)=0.75, P(A and B)=0.4 Find: P(A or B) 4) Suppose P(A)=0.2, P(B)=0.65, P(A or B)=0.75 Find: P(A and B) 2 5.2 Properties of the Normal Distribution ! READ THIS SECTION IN THE BOOK!!! " Understand the examples. 3 1 STAT1010 – Empirical rule 5.2 Properties of the Normal Distribution ! Important ! Important ! Important 4 Normal Distribution ! Most widely used distribution. ! Arises naturally in physical phenomena ! Two parameters COMPLETELY define a normal distribution, µ and σ. ! µ is the center (mean) of the distribution. ! σ is the standard deviation of the distribution (quantifies spread). ! Symmetrical distribution. 5 Normal Distribution ! Can occur anywhere along the real number line. µ specifies the center (position) and σ specifies the spread. Different normal distributions for selected values of the parameters µ and σ. Recall that the area under the curve is 1 (or 100%) 6 2 STAT1010 – Empirical rule Empirical Rule (68-95-99.7 Rule) ! Special result of the normal distribution: 7 Empirical Rule (68-95-99.7 Rule) Consider the normal model with µ = 0 and σ =1. 100% of the data falls in (- ∞ , ∞ ) µ 8 Empirical Rule (68-95-99.7 Rule) ! 68% of the values fall within 1 standard deviation of the mean. 68% 1σ 9 3 STAT1010 – Empirical rule Empirical Rule (68-95-99.7 Rule) ! 95% of the values fall within 2 standard deviations of the mean. 95% 2σ 10 Empirical Rule (68-95-99.7 Rule) ! 99.7% of the values fall within 3 standard deviations of the mean. 0.15% left in this tail 99.7% 3σ 0.15% left in this tail 11 Empirical Rule (68-95-99.7 Rule) ! Very useful for determining what % of the observations fall between two x-values ! Very useful for determining what % of the observations fall in the tail 12 4 STAT1010 – Empirical rule Finding a Percentile using the Empirical Rule ! Example 1: The amount of cereal in a box varies a little from box to box. Suppose the amount in a box has a normal distribution with µ=15 oz. and σ=0.2 oz. What percentage of boxes have between 14.6 and 15.4 oz. of cereal? 13 Finding a Percentile using the Empirical Rule 14.6 14.8 15 15.2 15.4 ß Specific to cereal What percent is within 2 standard deviations of the mean? 14 Finding a Percentile using the Empirical Rule Example 1: What percentage of boxes have between 14.6 and 15.4 oz. of cereal? Two standard deviations down from µ: 15 – 2(0.2) = 14.6 Two standard deviations up from µ: 15 + 2(0.2) = 15.4 Answer: 95% 15 5 STAT1010 – Empirical rule Finding a Percentile using the Empirical Rule ! Example 2: Octane ratings are normally distributed with µ=91 and σ=1.5 What percentage of octane ratings fall below 92.5? 16 Finding a Percentile using the Empirical Rule 68% of the values fall between 89.5 and 92.5 (µ - 1σ, µ + 1σ) 95% of the values fall between 88.0 and 94.0 (µ - 2σ, µ + 2σ) 99.7% of the values fall between 86.5 and 95.5 (µ - 3σ, µ + 3σ) 17 Finding a Percentile using the Empirical Rule ! What percentage of octane ratings fall below 92.5? ! Draw a picture. ! How far away from the mean is 92.5 in terms of number of standard deviations? 18 6 STAT1010 – Empirical rule Draw a picture 19 Finding a Percentile using the Empirical Rule ! What percentage of octane ratings fall below 95.5? ! Draw a picture. ! How far away from the mean is 95.5 in terms of number of standard deviations? 20 Draw a picture 21 7 STAT1010 – Empirical rule Finding a Percentile using the Empirical Rule ! Example 3: On a visit to the doctor’s office, your fourth-grade daughter is told that her height is 1 standard deviation above the mean for her age and sex. What is her percentile for height? Assume that heights of fourth-grade girls are normally distributed. 22 Finding a Percentile using the Empirical Rule The total percent in green is 84% (this represents percentage of heights below 1 standard deviation above the mean). The girl’s height is at the 84th percentile. 23 Identifying Unusual Results ! For a normal distribution, 95% of all observations lie within 2 standard deviations of the mean. ! As a rule of thumb, “unusual values” are values that are more than 2 standard deviations away from the mean. 24 8 STAT1010 – Empirical rule Normal Percentiles ! What about percentages that are not exactly 68% or 95% or 99.7%? ! What if we’re 1.5 standard deviations up from the mean? How do we compute such a percentile? ! Solution: Standard Scores 25 Standard Scores ! Language like “one standard deviation from the mean” is very generic and can be applied to ANY normal distribution (i.e. any µ and any σ). ! This makes using the empirical rule very useful whether you’re dealing with bowling scores, weights, heights, etc. 26 Standard Scores ! When we can’t use the empirical rule, we will instead relate our specific normal distribution (i.e. a particular µ and σ) to a very special normal distribution called the ‘Standard Normal’ distribution which has µ=0 and σ=1. 27 9 STAT1010 – Empirical rule Standard Scores ! Every normal distribution can be related to the standard normal (µ=0,σ=1). ! To do this, we quantify “how many standard deviations from the mean” any particular value is. ! The number of standard deviations a data value is above or below the mean is called it’s standard score (or z-score). 28 Standard Scores The number of standard deviations a data value lies above or below the mean is called its standard score (or z-score), defined by z = standard score = data value – mean standard deviation The standard score is positive for data values above the mean and negative for data values below the mean. 29 Standard Scores ! Example 1: For our cereal, the amount in a box has a normal distribution with µ=15 oz. and σ=0.2 oz. ! How many standard deviations away from the mean is a box with 15.25 oz? ! What is the standard score of a box with 15.25 oz? 30 10 STAT1010 – Empirical rule Standard Scores z = standard score = data value – mean = 15.25 - 15 = 1.25 standard deviation 0.20 ! 15.25 is 0.25 oz. up from the mean. many standard deviations up from the mean? ! How " Recall, 1 standard deviation is 0.2 oz Compute: 0.25/0.2=1.25 The distance 0.25 is 1.25 standard deviations. So, 15.25 is 1.25 standard deviations up from 15 + (1.25 x 0.2)=15.25 the mean. mean 1.25 standard deviations 31 Standard Scores ! The standard score for a box with 15.25 oz is 15.25 - 15 0.2 z = standard score = = 1.25 (this z-score is positive because it is above the mean) ‘Standard Normal’ distribution (µ=0,σ=1) 32 Standard Scores ! Example 2: The Stanford-Binet IQ test is scaled so that scores have a mean of 100 and a standard deviation of 16. Find the standard scores for IQs of 85, 100, and 125. standard score for 85: z = 85 – 100 16 = -0.94 standard score for 100: z = 100 – 100 = 0.00 16 standard score for 125: z = 125 – 100 = 1.56 16 33 11 STAT1010 – Empirical rule Standard Scores ! We can interpret these standard scores as follows: " 85 is 0.94 standard deviation below the mean, 100 is equal to the mean, and 125 is 1.56 standard deviations above the mean. 34 Standard Scores ! The Stanford-Binet IQ test. 35 12