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Week 2 - Probability and Normal Distribution

This document provides an overview of normal distributions and their properties and applications in statistics. It discusses key aspects of the normal distribution including that it is bell-shaped and symmetric about the mean. It also covers the standard normal distribution and how to transform a normal distribution into the standard normal distribution using z-scores. The document provides examples of how to calculate probabilities for normal distributions and their use in sampling distributions and the central limit theorem.

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Abrashi
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
56 views

Week 2 - Probability and Normal Distribution

This document provides an overview of normal distributions and their properties and applications in statistics. It discusses key aspects of the normal distribution including that it is bell-shaped and symmetric about the mean. It also covers the standard normal distribution and how to transform a normal distribution into the standard normal distribution using z-scores. The document provides examples of how to calculate probabilities for normal distributions and their use in sampling distributions and the central limit theorem.

Uploaded by

Abrashi
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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NORMAL

DISTRIBUTIONS AND
ITS APPLICATION
Week 2
Lecturer
Rininta Nurrachmi, M.Ec
Normal
Distributions
• The most important continuous probability
distribution in statistics.
• The graph of a normal distribution is called
the
normal curve.

x
Properties of Normal Distributions(1)
1. The mean, median, and mode are equal.

2. The normal curve is bell-shaped and is symmetric about


the mean.
3. The mean of a distribution is the midpoint of the curve

Total area = 1

x
μ
Properties of Normal Distributions (2)

Total area = 1

x
μ
Means and Standard
• Deviations
A normal distribution can have any mean and any
positive standard deviation.
• The mean gives the location of the line of symmetry.
• The standard deviation describes the spread of the
data.

μ = 3.5 μ = 3.5 μ = 1.5


σ = 1.5 σ = 0.7 σ = 0.7
4 of 105
Example: Understanding
Mean
Which normal curve has the greater mean?

Solution:
Curve A has the greater mean (The line of symmetry
of curve A occurs at x = 15. The line of symmetry of
curve B occurs at x = 12.)
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Example: Understanding
Standard Deviation
Which curve has the greater standard deviation?

Solution:
Curve B has the greater standard deviation (Curve
B is more spread out than curve A.)

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Example: Interpreting
Graphs
The test scores of Mathematics Test for the student
Grade 8 are normally distributed. The normal curve
shown below represents this distribution. What is the
mean test score? Estimate the standard deviation.
Solution:
Because the inflection points are
Because a normal curve is one standard deviation from the
symmetric about the mean, mean, you can estimate that σ ≈
you can estimate that μ ≈ 675. 35.

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The Normal Distribution:
As Mathematical
Function
1 x  2
1  (
 )
f (x) e 2

 
2 This is a bell shaped curve
Note constants: with different centers
=3.14159 and spreads depending
on  and 
e=2.71828
The Standard Normal
• Distribution
If each data value of a normally is transformed into a
z-score, the result will be the standard normal
distribution.

Normal Distribution Standard


Normal
x
σ z Distribution
 σ

 x  z

• Use the Standard Normal Table to find the


cumulative area under the standard normal curve.
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The Standard Normal
• Distribution
A normal distribution with a mean of 0 and a
standard deviation of 1.

Area = 1

z
–3 –2 –1 0 1 2 3
• Any x-value can be transformed into a z-score by
using the formula
z
Value  Mean 
x
Standard deviation 
10 of 105
From Normal Curve (X) to Standard Normal Curve (Z)

Tranformation from X to Z

X Z

x z

The formulation:

z
Value  Mean

x
Standard deviation
From Normal Curve (X) to Standard Normal Curve (Z)

Z > 0 if x > 
Z < 0 if x < 
Simetric : P(0 ≤ Z ≤ b) = P(-b ≤ Z ≤
0)
Application of Normal Distribution
Case 1:
It is known that the student's grade 2 test score data is normally
distributed with mean 55 and standard deviation 15 and x=75. If a
student is taken randomly, calculate the probability that the
student's test score will be at:
a) P(55≤ x ≤75) =

=
= P(0≤ Z ≤1,33)=
0,4082
c) P(40≤ x ≤60)= A + d) P(x ≤ 40) = 0,5 –
A
B
== 0,5 – 0,3413
0,1587
=
= P(-1,00≤ Z ≤0,33)
= P(-1,00≤ Z ≤0) + P(0≤ Z ≤0,33)
= 0,3413 + 0,1293
= 0,4706
or : Z1 = = -1,00
 A = 0,3413
 Z2 = ==
0,33
 B = 0,1293
e. P(x ≥
85)

f. P(x ≤ 85) = 0,5 +


A
= 0,5 + 0,4772
= 0,9772
Case 2:
It is known that the average Grade 1 student Test score is 74
with standard deviation 7. If the Test score is normally
distributed and 12% of the highest score participants get an A,
what is the lowest A score?
Answer:
SAMPLING DISTRIBUTION

Sampling distribution of the mean – A theoretical probability


distribution of sample means that would be obtained by drawing
from the population all possible samples of the same size.
CENTRAL LIMIT
THEOREM
• No matter what we are measuring, the distribution
of any measure across all possible samples we
could take approximates a normal distribution, as
long as the number of cases in each sample is
about 30 or larger.
• If we repeatedly drew samples from a
population and calculated the mean of a variable
or a percentage or, those sample means or
percentages would be normally distributed.
PROPERTIES OF SAMPLING
DISTRIBUTION (1)

1. If the population being sampled is normal, then so


is the sampling distribution of the sample mean, x
2. The mean sx of the sampling distribution of x is

mx = m  the mean of all possible sample means is


the same as the population mean
PROPERTIES OF SAMPLING
DISTRIBUTION (2)
CENTRAL LIMIT THEORM
Application of Sampling Distribution
Exercise 1
If birth weights in a population are normally
distributed with a mean of 109 oz and a standard
deviation of 13 oz,
a. What is the chance of obtaining a birth weight of
141 oz or heavier when sampling birth records
at random?
b. What is the chance of obtaining a birth weight of
120 or lighter?
c. What is the chance of obtaining a birth weight
between 98 and 124?
Assignment
No.2
SONY's electronic equipment factory produces a type of
adapter that has an average service life of 810 hours
with a standard deviation of 42 hours.

Calculate the probability if 16 randomly selected


samples will have an average age:

a) Less than 798 hours


b) Between 788 hours and 815 hours
c) More than 812 hours
End for topic today

Thank you

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