Unit 5: Statistical Distribution Functions

Contents
1.0 Introduction
2.0 Intended Learning Outcomes (ILOs)
3.0 Main Content
3.1 What is Statistics
3.2 What is a Statistical Distribution?
3.3 Measures of Central Tendency
3.4 Measures of Variation
3.5 Showing Data Distribution in Graphs
3.6 The Difference between a Continuous and a Discrete Distribution
3.7 Normal Distribution
3.7.1 Standard Normal Distribution
3.7.2 The Normal Distribution as a Model for Measurements
3.7.3 Conversion to a Standard Normal Distribution
3.7.4 Skewed Distributions µ
3.8 What is a Percentile?
3.9 Probabilities in Discrete Distributions
3.10 Probability and the Normal Curve
4.0 Self-Assessment Exercise(s)
5.0 Conclusion
6.0 Summary
7.0 Further Readings

1.0 Introduction
Although simulation can be a valuable tool for better understanding the underlying
mechanisms that control the behaviour of a system, using simulation to make predictions
of the future behaviour of a system can be difficult. This is because, for most real-world
systems, at least some of the controlling parameters, processes and events are often
stochastic, uncertain and/or poorly understood. The objective of many simulations is to
identify and quantify the risks associated with a particular option, plan or design.
Simulating a system in the face of such uncertainty and computing such risks requires that
the uncertainties be quantitatively included in the calculations. To do this we collect data
about the system parameters and subject them to statistical analysis.

2.0 Intended Learning Outcomes (ILOs)

After studying this unit the reader should be able to
Define Statistics
Explain Statistical Distributions
 Compute measures of Central Tendency and Variations
Explain the Components of Statistical Distributions
o Normal Distributions,
o z-score
o percentile,
o Skewed Distributions
o Ways to transform data to Graphs

3.0 Main Content

3.1 What is Statistics?
The field of statistics is concerned with the collection, description, and interpretation of
data (data are numbers obtained through measurement). In the field of statistics, the term

3.2 What is a Statistical Distribution?

A statistical distribution describes the numbers of times each possible outcome occurs in a
sample. If you have 10 test scores with 5 possible outcomes of A, B, C, D, or F, a
statistical distribution describes the relative number of times an A,B,C,D or F occurs. For

3.3 Measures of Central Tendency

Suppose we have a sample with the following 4 observations: 4, 1, 4, 3.

Mean - the sum of a set of numbers divided by the number of observations.

Median - the middle point of a set of numbers (for odd numbered

samples). the mean of the middle two points (for even samples).

Mode - the most frequently occurring number.

Mode = 4 (4 occurs most).

The mean, median and mode are called measures of central tendency.

3.4 Measures of Variation

Range - the maximum value minus the minimum value in a set of
numbers. Range = 4-1 = 3.
Standard Deviation - the average distance a data point is away from the mean.
Standard deviation computes the difference between each data point and the mean. Take
the absolute value of each difference. Sum the absolute values. Divide this sum by the
number of data points. Median: first arrange data points in increasing order.

Mean, Median, Mode, Range, and Standard Deviations are measurements in a sample
(statistics) and can also be used to make inferences on a population.

3.5 Showing Data Distribution in Graphs

Bar graphs use bars to compare frequencies of possible data values (see Fig a).
Double bar graphs use two sets of bars to compare frequencies of data values
between two levels of data (e.g. boys and girls) (see fig b).
Histograms use bars to show how frequently data occur within equal spaces within
an interval (see fig c & d).
Pie Charts use portion of a circle to show contributions of data values (see fig c & d).

3.6 The Difference between a Continuous and a Discrete Distribution

Continuous distributions describe an infinite number of possible data values (as shown
1m, ...

Discrete distributions describe a finite number of possible values. (shown by the bars)

Fig 2: Distribution of Height in Males

3.7 Normal Distribution

A normal distribution -
assumed to be normal. Normal distributions can estimate probabilities over a continuous
interval of data values.
The normal distribution refers to a family of continuous probability distributions
described by the normal equation.

In a normal distribution, data are most likely to be at the mean. Data are less likely to be
farther away from the mean.
The normal distribution is defined by the following equation:

-(x -

where X
approximately 3.14159, and e is approximately 2.71828.
The random variable X in the normal equation is called the normal random variable. The
normal equation is the probability density function for the normal distribution.

The graph of the normal distribution depends on two factors - the mean and the standard
deviation. The mean of the distribution determines the location of the center of the graph,
and the standard deviation determines the height and width of the graph. When the
standard deviation is large, the curve is short and wide; when the standard deviation is
small, the curve is tall and narrow. All normal distributions look like a symmetric, bell-
shaped curve, as shown in figure 3a and 3b.

(a) (b)

Fig. 3: Graph of Normal Distribution Based on Size of Mean and Standard Deviation

The curve on the left is shorter and wider than the curve on the right, because the curve on
the left has a bigger standard deviation.

3.7.1 Standard Normal Distribution

The standard normal distribution is a special case of the normal distribution. It is the
distribution that occurs when a normal random variable has a mean of zero and a standard
deviation of one.
The normal random variable of a standard normal distribution is called a standard score
or a z-score. Every normal random variable X can be transformed into a z score via the
following equation:

z = (X -

where X is a normal random variable, µ is the mean of X

X.

3.7.2 The Normal Distribution as a Model for Measurements

Often, phenomena in the real world follow a normal (or near-normal) distribution. This
allows researchers to use the normal distribution as a model for assessing probabilities
associated with real-world phenomena. Typically, the analysis involves two steps.

Transform raw data. Usually, the raw data are not in the form of z-scores. They
need to be transformed into z-scores, using the transformation equation presented
earlier: z = (X - µ) /
Find the probability. Once the data have been transformed into z-scores, you can
use standard normal distribution tables, online calculators (e.g., Stat Trek's free
normal distribution calculator) to find probabilities associated with the z-scores.
The problem in the next section demonstrates the use of the normal distribution as a model
for measurement.

Example 1 - Ada earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100. What proportion of students had a higher
score than Ada? (Assume that test scores are normally distributed.)

Solution - As part of the solution to this problem, we assume that test scores are normally
distributed. In this way, we use the normal distribution as a model for measurement.
Given an assumption of normality, the solution involves three steps.

First, we transform Ada's test score into a z-score, using the z-score transformation
equation.
z = (X - - 850) / 100 = 0.90
Then, using a standard normal distribution table, we find the cumulative
probability associated with the z-score. In this case, we find P(Z < 0.90) = 0.8159.
Therefore, the P(Z > 0.90) = 1 - P(Z < 0.90) = 1 - 0.8159 = 0.1841.
Thus, we estimate that 18.41 percent of the students tested had a higher score than Ada.

Example 2 - An average light bulb manufactured by the Acme Corporation lasts 300 days
with a standard deviation of 50 days. Assuming that bulb life is normally distributed, what
is the probability that an Acme light bulb will last at most 365 days?
Solution: Given a mean score of 300 days and a standard deviation of 50 days, we want to
find the cumulative probability that bulb life is less than or equal to 365 days. Thus, we
know the following:

The value of the normal random variable is 365 days.

The mean is equal to 300 days.
The standard deviation is equal to 50 days.

We enter these values into the formula and compute the cumulative probability. The
answer is: P( X < 365) = 0.90. Hence, there is a 90% chance that a light bulb will burn out
within 365 days.

3.7.3 Conversion to a Standard Normal Distribution

The values for points in a standard normal distribution are z-scores. We can use a standard
normal table to find the probability of getting at or below a z-score. (a percentile).
Subtract the mean from each observation in your normal distribution, the
new mean=0.
Divide each observation by the standard deviation, the new standard
deviation=1.

3.7.4 Skewed Distributions µ

Skewness is the degree of asymmetry or departure from symmetry, of a distribution.
Skewed distributions are not symmetric. If the frequency curve of a distribution has a
longer tail to the right of the right of the central maximum than to the left, the distribution
is said to be skewed to the right, or have a positive skewness. If the reverse is the case, it is
said to be skewed to the left or negative skewness.
For skewed distributions, the mean tend to lie on the same side of the mode as the longer
tail. Thus a measure of the asymmetry is supplied by the difference:
Mean mode. This can be made dimensionless if we divide it by a measure of dispersion,
such as the standard deviation, leading to the definition:

Skewness = mean - mod e µ- mod e

= (1)
SD s

To avoid using mode, we can use the empirical formula:

Skewness = 3(mean median) 3(µ - median)

= (2)
SD s
3.8 What is a Percentile?
A percentile (or cumulative probability) is the proportion of data in a distribution less
than or equal to a data point. If you scored a 90 on a math test and 80% of the class had
scores of 90 or lower; your percentile is 80. In the figure 4, b=90 and P(Z<b)=80.

Fig. 4: illustration of Percentiles

3.9 Probabilities in Discrete Distributions

Suppose for your 10 tests you received 5 As, 2 Bs, 2 Cs, 1 D and want to find the
probability of receiving an A or a B. Sum the frequencies for A and B and divide by the
sample size. The probability of receiving an A or a B is (5+2)/10 = .7 (a 70% chance).

3.10 Probability and the Normal Curve

The normal distribution is a continuous probability distribution. This has several

implications for probability.

The total area under the normal curve is equal to 1.

The probability that a normal random variable X equals any particular value is 0.
The probability that X is greater than b equals the area under the normal curve
bounded by b and plus infinity (as indicated by the non-shaded area in the figure 4).
The probability that X is less than a equals the area under the normal curve bounded
by b and minus infinity (as indicated by the shaded area in the figure below).

4.0 4.0 Self-Assessment Exercise(s)

Answer the following questions:
1. Why Convert to a Standard Normal Distribution?
2. What is the difference between a Continuous and a Discrete Distribution?
3. Given the following: mean=279.76, median=279.06, mode=277.5 and SD=15.6, find
the first and second coefficients of skewness
4. Find the mode, median and mean deviation of the following sets of data: (a) 3, 7, 9, 5
and (b) 8, 10, 9, 12, 4, 8, 2.
 5.0 Conclusion
We use Statistical distributions to: investigate how a change in one variable relates to a
change in a second variable, represent situations with numbers, tables, graphs, and verbal
descriptions, understand measurable attributes of objects and their units, systems, and
processes of measurement, identify relationships among attributes of entities or systems
and their association.

6.0 Summary
In this unit:
We defined Statistics as field of study that is concerned with the collection,
description, and interpretation of data.
We saw that Statistical Distributions describe the numbers of times each possible
outcome occurs in a sample.
We computed various measures of Central Tendency and Variations which can be
used to make inferences.
And explained the following components of Statistical Distributions:
o Normal Distributions,
o z-score
o percentile,
o Skewed Distributions
o Ways to transform data to Graphs

7.0 Further Readings

Devore, J. L. (2018). Probability and statistics for engineering and the sciences. Toronto,
Ontario: Nelson.
Georgii, H. (2013). Stochastics: Introduction to probability and statistics. Berlin: De
Gruyter.
Giri, N. C. (2019). Introduction to probability and statistics. London: Routledge.
Johnson, R. A., Miller, I., & Freund, J. E. (2019). Miller & Freunds probability and
statistics for engineers. Boston: Pearson Education.
Laha, R. G., & Rohatgi, V. K. (2020). Probability theory. Mineola, NY: Dover
Publications.
Mathai, A. M., & Haubold, H. J. (2018). Probability and statistics: A course for
physicists and engineers. Boston: De Gruyter.
Pishro-Nik, H. (2014). Introduction to probability, statistics, and random processes. Blue
Bell, PA: Kappa Research, LLC.
Spiegel, M. R., Schiller, J. J., & Srinivasan, R. A. (2013). Schaums outline of probability
and statistics. New York: McGraw-Hill.