Sample Lecture Notes Apr 11 TH
Sample Lecture Notes Apr 11 TH
Sample Lecture Notes Apr 11 TH
Introduction to the Normal Distribution The normal distribution is an important distribution in statistics. It describes a symmetric bell-shaped distribution.
Observable qualities like height, weight, IQ scores are roughly bell-shaped around a mean. This bell-shaped pattern is seen a lot, earning it the name normal. The Normal distribution is actually a family of many dierent bell-shaped distributions. Each can be described by two parameters: the mean and standard deviation . The normal distribution probability density function:
(x)2 1 p(x) = e 22 2
if you plug in say 100 dierent values for x youll get something that looks like a bell-shaped curve. The normal distribution is a statistical model. If we can show that our data is approximately like this model then we can make inferences about other things in the population. 1
Empirical Rule The empirical rule state that approximately 68%, 95%, and 99% of values fall with 1, 2, and 3 standard deviations of the mean.
Z-score The z-score is another name for standard deviations. For Example a z-score of 2 is like saying 2 standard deviations above and below the mean. Formally, this is written as z. In later lessons, we will talk about One and Two sided z-scores. The one-sided z-scores are written formally as + z or z. The Standard Normal Distribution What if we want to know the area under the normal curve with more precision than 1, 2 or 3 standard deviations? We can use the Z-score to look-up the area in a table. So how can we tell if our distribution will be like a tabled value? To solve this problem we convert our data to a standard form. Enter the standard normal distribution. The standard normal distribution is just a normal distribution with a mean of 0 and a standard deviation of 1. To convert our normal distribution to the standard normal form we use the z-score formula: z= 2 x
Why use z-scores and tables to nd probabilities? Well to calculate the probability from a bell-shaped is dicult. You would need to use calculus to integrate the are between two points under the curve to approximate the probability. Solution, staticians and mathematicians calculated all these areas and made them into an easy to reference table. Problem solved.