copyright © 2013, 2009, and 2007, pearson education, inc. chapter 6 probability distributions...

Copyright © 2013, 2009, and 2007, Pearson Education, Inc.

Chapter 6Probability Distributions

Section 6.2

Probabilities for Bell-Shaped Distributions

Copyright © 2013, 2009, and 2007, Pearson Education, Inc.3

The normal distribution is symmetric, bell-shaped and characterized by its mean and standard deviation .

The normal distribution is the most important distribution in statistics.

Many distributions have an approximately normal distribution.

The normal distribution also can approximate many discrete distributions well when there are a large number of possible outcomes.

Many statistical methods use it even when the data are not bell shaped.

Normal Distribution


Normal distributions are Bell shaped Symmetric around the mean

The mean ( ) and the standard deviation ( ) completely describe the density curve.

Increasing/decreasing moves the curve along the horizontal axis.

Increasing/decreasing controls the spread of the curve.

Normal Distribution


Within what interval do almost all of the men’s heights fall? Women’s height?

Figure 6.4 Normal Distributions for Women’s Height and Men’s Height. For each different combination of and values, there is a normal distribution with mean and standard deviation . Question: Given that = 70 and = 4, within what interval do almost all of the men’s heights fall?

Normal Distribution


≈ 68% of the observations fall within one standard deviation of the mean.

≈ 95% of the observations fall within two standard deviations of the mean.

≈ 99.7% of the observations fall within three standard deviations of the mean.

Normal Distribution: 68-95-99.7 Rule for Any Normal Curve

Figure 6.5 The Normal Distribution. The probability equals approximately 0.68 within 1 standard deviation of the mean, approximately 0.95 within 2 standard deviations, and approximately 0.997 within 3 standard deviations. Question: How do these probabilities relate to the empirical rule?


Heights of adult women can be approximated by a normal

distribution, inches; inches

68-95-99.7 Rule for women’s heights:

68% are between 61.5 and 68.5 inches

95% are between 58 and 72 inches

99.7% are between 54.5 and 75.5 inches

Example : 68-95-99.7% Rule

65 3.5

[ 65 3.5]

[ 2 65 2(3.5) 65 7]

[ 3 65 3(3.5) 65 10.5]


The z-score for a value x of a random variable is the number of standard deviations that x falls from the mean.

A negative (positive) z-score indicates that the value is below (above) the mean.

Z-scores can be used to calculate the probabilities of a normal random variable using the normal tables in Table A in the back of the book.

Z-Scores and the Standard Normal Distribution

zx


A standard normal distribution has mean and standard deviation .

When a random variable has a normal distribution and its values are converted to z-scores by subtracting the mean and dividing by the standard deviation, the z-scores follow the standard normal distribution.

Z-Scores and the Standard Normal Distribution

0 1


Table A enables us to find normal probabilities. It tabulates the normal cumulative probabilities

falling below the point .

To use the table: Find the corresponding z-score. Look up the closest standardized score (z) in the

table. First column gives z to the first decimal place. First row gives the second decimal place of z.

The corresponding probability found in the body of the table gives the probability of falling below the z-score.

Table A: Standard Normal Probabilities

z


Find the probability that a normal random variable takes a value less than 1.43 standard deviations above ;

Example: Using Table A

( 1.43) 0.9236P z


Figure 6.7 The Normal Cumulative Probability, Less than z Standard Deviations above the Mean. Table A lists a cumulative probability of 0.9236 for , so 0.9236 is the probability less than 1.43 standard deviations above the mean of any normal distribution (that is, below ). The complement probability of 0.0764 is the probability above in the right tail.


1.43z

1.43 1.43


Find the probability that a normal random variable assumes a value within 1.43 standard deviations of .

Probability below

Probability below


1.43 0.9236

1.43 0.0764

( 1.43 1.43) 0.9236 0.0764 0.8472P z


To solve some of our problems, we will need to find the value of z that corresponds to a certain normal cumulative probability.

To do so, we use Table A in reverse.

Rather than finding z using the first column (value of z up to one decimal) and the first row (second decimal of z). Find the probability in the body of the table. The z-score is given by the corresponding values

in the first column and row.

How Can We Find the Value of z for a Certain Cumulative Probability?


Example: Find the value of z for a cumulative probability of 0.025.

Look up the cumulative probability of 0.025 in the body of Table A.

A cumulative probability of 0.025

corresponds to .

Thus, the probability that a normal

random variable falls at least

1.96 standard deviations

below the mean is 0.025.

How Can We Find the Value of z for a Certain Cumulative Probability?

1.96z


If we’re given a value x and need to find a probability, convert x to a z-score using , use a table of normal probabilities (or software, or a calculator) to get a cumulative probability and then convert it to the probability of interest

If we’re given a probability and need to find the value of x , convert the probability to the related cumulative probability, find the z-score using a normal table (or software, or a calculator), and then evaluate .

SUMMARY: Using Z-Scores to Find Normal Probabilities or Random Variable x Values

( ) /z x

x z


Z-scores can be used to compare observations from different normal distributions.

Picture the Scenario: There are two primary standardized tests used by college

admissions, the SAT and the ACT.

You score 650 on the SAT which has and and 30 on the ACT which has and .

How can we compare these scores to tell which score is relatively higher?

Example: Comparing Test Scores That Use Different Scales

500 100 21.0 4.7


Compare z-scores:

SAT:

ACT:

Since your z-score is greater for the ACT, you performed relatively better on this exam.

Using Z-scores to Compare Distributions

z650 500100

1.5

z30 214.7

1.91

copyright © 2013, 2009, and 2007, pearson education, inc. chapter 6 probability distributions...

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