Lecture 6: Normal distribution

Transcription

1 Lecture 6: Normal distribution Statistics 101 Mine Çetinkaya-Rundel February 2, 2012

2 Announcements Announcements HW 1 due now. Due: OQ 2 by Monday morning 8am. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

3 Recap Review question The figure and table on the right show the average daily probabilities for being born on any day in a certain month. If we randomly select two people, what is the probability that the first one is born in April and the second in July? Jan Jul Feb Aug Mar Sep Apr Oct May Nov Jun Dec (a) (b) ( ) + ( ) (c) ( ) ( ) (d) ( ) ( ) Nunnikhoven (1992). A Birthday Problem Solution for Nonuniform Birth Frequencies. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

4 1 Normal distribution Normal distribution model Rule Standardizing with Z scores Normal probability table Normal probability examples 2 Evaluating the normal distribution Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, 2012

5 Normal distribution Unimodal and symmetric, bell shaped curve Most variables are nearly normal, but none are exactly normal Denoted as N(µ, σ) Normal with mean µ and standard deviation σ Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

6 Heights of males and females blog.okcupid.com/ index.php/ the-biggest-lies-in-online-dating/ Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

7 Normal distribution model Normal distributions with different parameters N(µ = 0, σ = 1) N(µ = 19, σ = 4) Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

8 Rule Rule For nearly normally distributed data, about 68% falls within 1 SD of the mean, about 95% falls within 2 SD of the mean, about 99.7% falls within 3 SD of the mean. It is possible for observations to fall 4, 5, or more standard deviations away from the mean, but these occurrences are very rare if the data are nearly normal. 68% 95% 99.7% µ 3σ µ 2σ µ σ µ µ + σ µ + 2σ µ + 3σ Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

9 Rule Describing variability using the Rule SAT scores are distributed nearly normally with mean 1500 and standard deviation % of students score between 1200 and 1800 on the SAT. 95% of students score between 900 and 2100 on the SAT. 99.7% of students score between 600 and 2400 on the SAT. 68% 95% 99.7% Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

10 Standardizing with Z scores SAT scores are distributed nearly normally with mean 1500 and standard deviation 300. ACT scores are distributed nearly normally with mean 21 and standard deviation 5. A college admissions officer wants to determine which of the two applicants scored better on their standardized test with respect to the other test takers: Pam, who earned an 1800 on her SAT, or Jim, who scored a 24 on his ACT? Pam Jim Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

11 Standardizing with Z scores Standardizing with Z scores Since we cannot just compare these two raw scores, we instead compare how many standard deviations beyond the mean each observation is. Pam s score is = 1 standard deviation above the mean. Jim s score is = 0.6 standard deviations above the mean. Jim Pam Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

12 Standardizing with Z scores Standardizing with Z scores (cont.) These are called standardized scores, or Z scores. Z score of an observation is the number of standard deviations it falls above or below the mean. Z scores Z = observation mean SD Note: Z scores can be used to describe observations from distributions of any shape (not just normal) but only when the distribution is normal can we use Z scores to calculate percentiles. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

13 Standardizing with Z scores Percentiles Percentile is the percentage of observations that fall below a given data point. Graphically, percentile is the area below the probability distribution curve to the left of that observation Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

14 Standardizing with Z scores Approximately what percent of students score below 1800 on the SAT? (Hint: Use the % rule.) Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

15 Normal probability table Calculating percentiles (computation) There are many ways to compute percentiles/areas under the curve: R: > pnorm(1800, mean = 1500, sd = 300) [1] Applet: htmls/ SOCR Distributions.html Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

16 Normal probability table Calculating percentiles (tables) Second decimal place of Z Z Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

17 Normal probability examples At Heinz ketchup factory the amounts which go into bottles of ketchup are supposed to be normally distributed with mean 36 oz. and standard deviation 0.11 oz. Once every 30 minutes a bottle is selected from the production line, and its contents are noted precisely. If the amount of ketchup in the bottle is below 35.8 oz. or above 36.2 oz., then the bottle will fails the quality control inspection. What s the probability that the amount of ketchup in a randomly selected bottle is less than 35.8 ounces? Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

18 Normal probability examples At Heinz ketchup factory the amounts which go into bottles of ketchup are supposed to be normally distributed with mean 36 oz. and standard deviation 0.11 oz. Once every 30 minutes a bottle is selected from the production line, and its contents are noted precisely. If the amount of ketchup in the bottle is below 35.8 oz. or above 36.2 oz., then the bottle will fails the quality control inspection. What s the probability that the amount of ketchup in a randomly selected bottle is less than 35.8 ounces? Let X = amount of ketchup in a bottle: X N(µ = 36, σ = 0.11) Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

19 Normal probability examples At Heinz ketchup factory the amounts which go into bottles of ketchup are supposed to be normally distributed with mean 36 oz. and standard deviation 0.11 oz. Once every 30 minutes a bottle is selected from the production line, and its contents are noted precisely. If the amount of ketchup in the bottle is below 35.8 oz. or above 36.2 oz., then the bottle will fails the quality control inspection. What s the probability that the amount of ketchup in a randomly selected bottle is less than 35.8 ounces? Let X = amount of ketchup in a bottle: X N(µ = 36, σ = 0.11) Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

20 Normal probability examples Z = x µ σ = = 1.82 P(X < 35.8) = P(Z < 1.82) = Second decimal place of Z Z Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

21 Normal probability examples Clicker question At Heinz ketchup factory the amounts which go into bottles of ketchup are supposed to be normally distributed with mean 36 oz. and standard deviation 0.11 oz. Once every 30 minutes a bottle is selected from the production line, and its contents are noted precisely. If the amount of the bottle goes below 35.8 oz. or above 36.2 oz., then the bottle fails the quality control inspection. What percent of bottles pass the quality control inspection? (a) 1.82% (b) 3.44% (c) 6.88% (d) 93.12% (e) 96.56% Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

22 Normal probability examples Body temperatures of healthy humans are distributed nearly normally with mean 98.2 F and standard deviation 0.73 F. What is the cutoff for the lowest 3% of human body temperatures? Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

23 Normal probability examples Body temperatures of healthy humans are distributed nearly normally with mean 98.2 F and standard deviation 0.73 F. What is the cutoff for the lowest 3% of human body temperatures? 0.03? 98.2 Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

24 Normal probability examples Body temperatures of healthy humans are distributed nearly normally with mean 98.2 F and standard deviation 0.73 F. What is the cutoff for the lowest 3% of human body temperatures? Z ? 98.2 Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

25 Normal probability examples Body temperatures of healthy humans are distributed nearly normally with mean 98.2 F and standard deviation 0.73 F. What is the cutoff for the lowest 3% of human body temperatures? Z ? 98.2 P(X < x) = 0.03 P(Z < -1.88) = 0.03 Z = x µ σ x 98.2 = x = ( ) = 96.8 Mackowiak, Wasserman, and Levine (1992), A Critical Appraisal of 98.6 Degrees F, the Upper Limit of the Normal Body Temperature, and Other Legacies of Carl Reinhold August Wunderlick. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

26 Normal probability examples Clicker question Body temperatures of healthy humans are distributed nearly normally with mean 98.2 F and standard deviation 0.73 F. What is the cutoff for the highest 10% of human body temperatures? (a) 99.1 (b) 97.3 (c) 99.4 (d) 99.6 Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

27 Evaluating the normal distribution 1 Normal distribution 2 Evaluating the normal distribution Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, 2012

28 Evaluating the normal distribution Normal probability plot A histogram and normal probability plot of a sample of 100 male heights. The points appear to jump in increments in the normal probability plot since the observations are rounded to the nearest whole inch. male heights (in.) male heights (in.) Theoretical Quantiles Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

29 Evaluating the normal distribution Anatomy of a normal probability plot Empirical quantiles (based on data) are plotted on the y-axis of a normal probability plot, and theoretical quantiles (following a normal distribution) on the x-axis. If there is a one-to-one relationship between the empirical and the theoretical quantiles, it means that the data follow a nearly normal distribution. Since a one-to-one relationship would appear as a straight line on a scatter plot, the closer the points are to a perfect straight line, the more confident we can be that the data follow the normal model. Constructing a normal probability plot requires calculating percentiles and corresponding z-scores for each observation, which is tedious. So we generally use software to construct these plots. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

30 Evaluating the normal distribution Construct a normal probability plot for the data set given below and determine if the data follow an approximately normal distribution. 3.46, 4.02, 5.09, 2.33, 6.47 Observation i x i Percentile = i n Corrsponding Z i Since the points on the normal probability plot seem to follow a straight line we can say that the distribution is nearly normal. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

31 Evaluating the normal distribution Construct a normal probability plot for the data set given below and determine if the data follow an approximately normal distribution. 3.46, 4.02, 5.09, 2.33, 6.47 Observation i x i Percentile = i n Corrsponding Z i Since the points on the normal probability plot seem to follow a straight line we can say that the distribution is nearly normal. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

32 Evaluating the normal distribution Below is a histogram and normal probability plot for the NBA heights from the season. Do these data appear to follow a normal distribution? 90 NBA heights inches Theoretical Quantiles Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24

33 Evaluating the normal distribution Normal probability plot and skewness Right Skew - If the plotted points appear to bend up and to the left of the normal line that indicates a long tail to the right. Left Skew - If the plotted points bend down and to the right of the normal line that indicates a long tail to the left. Short Tails - An S shaped-curve indicates shorter than normal tails, i.e. narrower than expected. Long Tails - A curve which starts below the normal line, bends to follow it, and ends above it indicates long tails. That is, you are seeing more variance than you would expect in a normal distribution, i.e. wider than expected. Statistics 101 (Mine Çetinkaya-Rundel) L6: Normal distribution February 2, / 24