Examples of continuous

probability distributions:
The normal and standard normal
The Normal Distribution
X
f(X)

(
Changing shifts the
distribution left or right.
Changing increases or
decreases the spread.
The Normal Distribution:
as mathematical function (pdf)
2
) (
2
1
2
1
) (
o

t o

=
x
e x f
Note constants:
t=3.14159
e=2.71828

This is a bell shaped
curve with different
centers and spreads
depending on and o
The Normal PDF
1
2
1
2
) (
2
1
=
}
+

dx e
x
o

t o
Its a probability function, so no matter what the values
of and o, must integrate to 1!
Normal distribution is defined
by its mean and standard dev.
E(X)= =


Var(X)=o
2
=


Standard Deviation(X)=o
dx e x
x
}
+

2
) (
2
1
2
1
o

t o
2
) (
2
1
2
)
2
1
(
2

t o
o

}
+

dx e x
x
**The beauty of the normal curve:

No matter what and o are, the area between -o and
+o is about 68%; the area between -2o and +2o is
about 95%; and the area between -3o and +3o is
about 99.7%. Almost all values fall within 3 standard
deviations.
68-95-99.7 Rule
68% of
the data
95% of the data
99.7% of the data
68-95-99.7 Rule
in Math terms
997 .
2
1
95 .
2
1
68 .
2
1
3
3
) (
2
1
2
2
) (
2
1
) (
2
1
2
2
2
= -
= -
= -
}
}
}
+

o
o
o

o
o
o

o
o
o

t o
t o
t o
dx e
dx e
dx e
x
x
x
How good is rule for real data?
Check some example data:
The mean of the weight of the women = 127.8
The standard deviation (SD) = 15.5

80 90 100 110 120 130 140 150 160
0
5
10
15
20
25
P
e
r
c
e
n
t
POUNDS
127.8 143.3 112.3
68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5 lbs) of the mean.

80 90 100 110 120 130 140 150 160
0
5
10
15
20
25
P
e
r
c
e
n
t
POUNDS
127.8 96.8
95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SDs of the mean.
158.8

80 90 100 110 120 130 140 150 160
0
5
10
15
20
25
P
e
r
c
e
n
t
POUNDS
127.8 81.3
99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SDs of the mean.
174.3
Example
Suppose SAT scores roughly follows a
normal distribution in the U.S. population of
college-bound students (with range
restricted to 200-800), and the average math
SAT is 500 with a standard deviation of 50,
then:
68% of students will have scores between 450
and 550
95% will be between 400 and 600
99.7% will be between 350 and 650
Example
BUT
What if you wanted to know the math SAT
score corresponding to the 90
th
percentile
(=90% of students are lower)?
P(XQ) = .90
90 .
2 ) 50 (
1
200
)
50
500
(
2
1
2
= -
}

Q x
dx e
t
Solve for Q?.Yikes!

The Standard Normal (Z):
Universal Currency
The formula for the standardized normal
probability density function is
2 2
) (
2
1
)
1
0
(
2
1
2
1
2 ) 1 (
1
) (
Z
Z
e e Z p

= =
t t

The Standard Normal Distribution (Z)
All normal distributions can be converted into
the standard normal curve by subtracting the
mean and dividing by the standard deviation:



o

=
X
Z
Somebody calculated all the integrals for the standard
normal and put them in a table! So we never have to
integrate!
Even better, computers now do all the integration.
Comparing X and Z units
Z
100
2.0 0
200 X
( = 100, o = 50)
( = 0, o = 1)
Example
For example: Whats the probability of getting a math SAT
score of 575 or less, =500 and o=50?





5 . 1
50
500 575
=

= Z
i.e., A score of 575 is 1.5 standard deviations above the mean
} }

= s
5 . 1
2
1 575
200
)
50
500
(
2
1
2 2
2
1
2 ) 50 (
1
) 575 ( dz e dx e X P
Z
x
t t
Yikes!
But to look up Z= 1.5 in standard normal chart (or enter
into SAS) no problem! = .9332
Practice problem
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?
Answer
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when
sampling birth records at random?



46 . 2
13
109 141
=

= Z
From the chart or SAS Z of 2.46 corresponds to a right tail (greater
than) area of: P(Z2.46) = 1-(.9931)= .0069 or .69 %
Answer
b. What is the chance of obtaining a birth
weight of 120 or lighter?

From the chart or SAS Z of .85 corresponds to a left tail area of:
P(Z.85) = .8023= 80.23%

85 .
13
109 120
=

= Z
Looking up probabilities in the
standard normal table


What is the area to the
left of Z=1.51 in a
standard normal curve?
Z=1.51
Z=1.51
Area is 93.45%
Normal probabilities in SAS
data _null_;
theArea=probnorm(1.5);
put theArea;
run;
0.9331927987

And if you wanted to go the other direction (i.e., from the area to the Z
score (called the so-called Probit function
data _null_;
theZValue=probit(.93);
put theZValue;
run;
1.4757910282

The probnorm(Z) function gives you
the probability from negative infinity to
Z (here 1.5) in a standard normal curve.
The probit(p) function gives you the
Z-value that corresponds to a left-tail
area of p (here .93) from a standard
normal curve. The probit function is also
known as the inverse standard normal
function.
Probit function: the inverse
|(area)= Z: gives the Z-value that goes with the probability you want
For example, recall SAT math scores example. Whats the score that
corresponds to the 90
th
percentile?
In Table, find the Z-value that corresponds to area of .90 Z= 1.28
Or use SAS
data _null_;
theZValue=probit(.90);
put theZValue;
run;
1.2815515655
If Z=1.28, convert back to raw SAT score
1.28 =
X 500 =1.28 (50)
X=1.28(50) + 500 = 564 (1.28 standard deviations above the mean!)
`
50
500 X
Are my data normal?
Not all continuous random variables are
normally distributed!!
It is important to evaluate how well the
data are approximated by a normal
distribution
Are my data normally
distributed?
1. Look at the histogram! Does it appear bell
shaped?
2. Compute descriptive summary measuresare
mean, median, and mode similar?
3. Do 2/3 of observations lie within 1 std dev of
the mean? Do 95% of observations lie within
2 std dev of the mean?
4. Look at a normal probability plotis it
approximately linear?
5. Run tests of normality (such as Kolmogorov-
Smirnov). But, be cautious, highly influenced
by sample size!
Data from our class
Median = 6
Mean = 7.1
Mode = 0
SD = 6.8
Range = 0 to 24
(= 3.5 ()
Data from our class
Median = 5
Mean = 5.4
Mode = none
SD = 1.8
Range = 2 to 9
(~ 4 ()
Data from our class
Median = 3
Mean = 3.4
Mode = 3
SD = 2.5
Range = 0 to 12
(~ 5 ()
Data from our class
Median = 7:00
Mean = 7:04
Mode = 7:00
SD = :55
Range = 5:30 to 9:00
(~4 ()
Data from our class
7.1 +/- 6.8 =
0.3 13.9
0.3 13.9
Data from our class
7.1 +/- 2*6.8 =
0 20.7
Data from our class
7.1 +/- 3*6.8 =
0 27.5
Data from our class
5.4 +/- 1.8 =
3.6 7.2
3.6 7.2
Data from our class
5.4 +/- 2*1.8 =
1.8 9.0
1.8 9.0
Data from our class
5.4 +/- 3*1.8 =
0 10
0 10
Data from our class
3.4 +/- 2.5=
0.9 7.9
0.9 5.9
Data from our class
3.4 +/- 2*2.5=
0 8.4
0 8.4
Data from our class
3.4 +/- 3*2.5=
0 10.9
0 10.9
Data from our class
7:04+/- 0:55 =
6:09 7:59

6:09
7:59
Data from our class
7:04+/- 2*0:55
=
5:14 8:54
5:14
8:54
Data from our class
7:04+/- 2*0:55
=
4:19 9:49
4:19
9:49
The Normal Probability Plot
Normal probability plot
Order the data.
Find corresponding standardized normal quantile
values:


Plot the observed data values against normal
quantile values.
Evaluate the plot for evidence of linearity.
area tail - left particular a to s correspond that
value Z the gives which function, probit the is where
)
1 n
i
( quantile
|
|
+
=
th
i
Normal probability plot
coffee
Right-Skewed!
(concave up)
Normal probability plot love of
writing
Neither right-skewed
or left-skewed, but
big gap at 6.
Norm prob. plot Exercise
Right-Skewed!
(concave up)
Norm prob. plot Wake up time
Closest to a
straight line
Formal tests for normality
Results:
Coffee: Strong evidence of non-normality
(p<.01)
Writing love: Moderate evidence of non-
normality (p=.01)
Exercise: Weak to no evidence of non-
normality (p>.10)
Wakeup time: No evidence of non-normality
(p>.25)
Normal approximation to the
binomial
When you have a binomial distribution where n is
large and p is middle-of-the road (not too small, not
too big, closer to .5), then the binomial starts to look
like a normal distribution in fact, this doesnt even
take a particularly large n

Recall: What is the probability of being a smoker among
a group of cases with lung cancer is .6, whats the
probability that in a group of 8 cases you have less
than 2 smokers?

Normal approximation to the
binomial
When you have a binomial distribution where
n is large and p isnt too small (rule of thumb:
mean>5), then the binomial starts to look like
a normal distribution

Recall: smoking example

1 4 5 2 3 6 7 8
0
.27
Starting to have a normal
shape even with fairly small
n. You can imagine that if n
got larger, the bars would get
thinner and thinner and this
would look more and more
like a continuous function,
with a bell curve shape. Here
np=4.8.
Normal approximation to
binomial
1 4 5 2 3 6 7 8
0
.27
What is the probability of fewer than 2 smokers?

Normal approximation probability:
=4.8
o=1.39

2
39 . 1
8 . 2
39 . 1
) 8 . 4 ( 2
=

~ Z
Exact binomial probability (from before) = .00065 + .008 = .00865
P(Z<2)=.022
A little off, but in the right ballpark we could also use the value
to the left of 1.5 (as we really wanted to know less than but not
including 2; called the continuity correction)

37 . 2
39 . 1
3 . 3
39 . 1
) 8 . 4 ( 5 . 1
=

~ Z
P(Z-2.37) =.0069

A fairly good approximation of
the exact probability, .00865.
Practice problem
1. You are performing a cohort study. If the probability
of developing disease in the exposed group is .25 for
the study duration, then if you sample (randomly)
500 exposed people, Whats the probability that at
most 120 people develop the disease?

Answer
P(Z<-.52)= .3015

52 .
68 . 9
125 120
=

= Z
500 0
500
0
) 75 (. ) 25 (. |
.
|

\
|
499 1
500
1
) 75 (. ) 25 (. |
.
|

\
|
498 2
500
2
) 75 (. ) 25 (. |
.
|

\
|
380 120
500
120
) 75 (. ) 25 (. |
.
|

\
|
+
+
+

By hand (yikes!):
P(X120) = P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4)+.+ P(X=120)=
OR Use SAS:
data _null_;
Cohort=cdf('binomial', 120, .25, 500);
put Cohort;
run;
0.323504227
OR use, normal approximation:
=np=500(.25)=125 and o
2
=np(1-p)=93.75; o=9.68
Proportions
The binomial distribution forms the basis of
statistics for proportions.
A proportion is just a binomial count divided
by n.
For example, if we sample 200 cases and find 60
smokers, X=60 but the observed proportion=.30.
Statistics for proportions are similar to
binomial counts, but differ by a factor of n.
Stats for proportions
For binomial:
) 1 (
) 1 (
2
p np
p np
np
x
x
x
=
=
=
o
o

For proportion:
n
p p
n
p p
n
p np
p
p
p
p
) 1 (
) 1 ( ) 1 (

2
2

=
=
o
o

P-hat stands for sample