Standard Normal Calculations

Transcription

1 Standard Normal Calculations Section 4.3 Cathy Poliak, Ph.D. Office in Fleming 11c Department of Mathematics University of Houston Lecture Cathy Poliak, Ph.D. Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

2 Outline 1 The Normal Distributions 2 The Empirical Rule 3 Z-scores 4 Using the z-table 5 Inverse Normal Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

3 Popper Set Up Fill in all of the proper bubbles. Make sure your ID number is correct. Make sure the filled in circles are very dark. This is popper number 06. Cathy Poliak, Ph.D. Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

4 Popper 06 Questions Consider a uniform distribution that is defined for 1 X What is the "height" of this density curve? a) 1/9 b) 1/8 c) 1 d) 0 2. What is the probability that X falls below 3.25? a) b) c) d) What is the probability that X lies above 7.3? a) b) c) d) 0 4. What is the probability that X = 5 a) 0.5 b) c) d) 0 Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

5 The Normal distributions Common type of probability distributions for continuous random variables. The highest probability is where the values are centered around the mean. Then the probability declines the further from the mean a value gets. These curves are symmetric, single-peaked, and bell-shaped. The mean µ is located at the center of the curve and is the same as the median. The standard deviation σ controls the spread of the curve. If σ is small then the curve is tall and slim. If σ is large then the curve is short and fat. Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

6 Facts about the Normal distribution The curve is symmetric about the mean. That is, 50% of the area under the curve is below the mean. 50% of the area under the curve is above the mean. The spread of the curve is determined by the standard deviation. The area under the curve is with respect to the number of standard deviations a value is from the mean. Total area under the curve is 1. Area under the curve is the same a probability within a range of values. The normal distribution can be written as N(µ, σ) where we are given the values of µ and σ. Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

7 The Empirical Rule or Rule Unfortunately to find the area under this density curve is not as easy to compute. Thus we can use the following approximate rule for the area under the Normal density curve. In the Normal Distribution with mean µ and standard deviation σ: 68% of the observations fall within 1 standard deviation σ of the mean µ. 95% of the observations fall within 2 standard deviations 2σ of the mean µ. 99.7% of the observations fall within 3 standard deviations 3σ of the mean µ. Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

8 Not 1, 2 or 3 Standard Deviations The MPG of Prius has a Normal distribution with mean µ = 49 mpg and standard deviation σ = 3.5 mpg. What is the probability that a Prius will have gas mileage of less than 55 mpg? P(X < 55). There are a couple of ways to answer this question. R: pnorm(x,mean,sd), pnorm(55,49,3.5) = TI 83 or 84: normcdf(lowest limit, upper limit, mean, sd), normcdf(-1e99,55,49,3.5) = Table A: In the appendix of your book. This table is for Standard Normal Distribution. Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

9 Example #1 Let the random variable X, be the weight of a box of Lucky Charms. This random variable has a Normal distribution with mean, µ = 12 oz and standard deviation, σ = 0.25 oz. 1. What is the percent of boxes that have a weight between oz and oz? 2. What is the percent of boxes that have a weight between 11.5 oz and 12.5 oz? Cathy Poliak, Ph.D. cathy@math.uh.edu Office in Fleming 11c Section (Department 4.3 of Mathematics University of Lecture Houston 10 ) / 38

10 3. What is the percent of boxes weigh between oz and oz? 4. What is the percent of boxes weigh between 11.5 oz and oz? 5. What is the percent of boxes weigh less than 12 oz? / 38

11 Standard Normal Distribution If X is an observation from a distribution that has mean µ and standard deviation σ,the standardized value of x is z = X µ σ = observation mean standard deviation This is called a z score. The standard Normal distribution is the Normal distribution with mean 0 and standard deviation 1 for any variable / 38

12 Key concepts for z-scores The z-score is the number of standard deviations a value is from the mean. Z -scores have no units They measure the distance an observation is from the mean in standard deviations. Positive z-scores indicate that the observation is above the mean. Negative z-scores indicate that the observation is below the mean. Z -scores usually are between 3 and 3. Anything beyond these two values indicates that the observation is extreme / 38

13 Example of Z-scores A certain town has a mean monthly high temperature in January of 35 F and a standard deviation of 8 F. This town also has a mean monthly high temperature in July of 75 F with a standard deviation of 10 F. In which month is it more unusual to have a day with a high temperature of 55 degrees? / 38

14 Another Example The score on a test has a mean of 75 with standard deviation 15. If I said your standard score (z-score) is 2.25, what is your actual test score? / 38

15 Finding Probabilities for the Standard Normal Distribution If X is a Normal distribution with mean, µ and standard deviation, σ, then the standard score for X, Z = (X µ) σ is also a Normal distribution with mean 0 and standard deviation 1. In R, if we do not indicate the mean and standard deviation, the default is 0, 1 respectively. The Z-table is the cumulative probabilities for the z-scores / 38

16 Using table A The vertical margin are the left most digits of a z-score. The top margin is the hundredths place of a z-score. The numbers inside the table represents the area from to that z-score. Remember that the standard Normal density curve is symmetric and the total area is equal to 1. Note: R can calculate these probabilities and also some calculators. Without having to convert to z-scores / 38

17 P(Z 1.52) P(Z -1.52) / 38

18 P(Z 1.52) = R: pnorm(-1.52) = , TI-83(84):normalcdf(-1e99,-1.52)= Table A: P(Z < z) z P(Z -1.52) / 38

19 P(Z 0.95) P(Z 0.95) / 38

20 P(Z 0.95) = R: 1 - pnorm(0.95) = , TI-83(84):normalcdf(0.95,-1e99)= Table A: P(Z < z) z P(Z 0.95)= 1 P( Z < 0.95) = = / 38

21 P(1.3 < Z < 1.72) P(1.3 < Z < 1.72) / 38

22 P(1.3 < Z < 1.72) = R: pnorm(1.72) - pnorm(1.3) = , TI-83(84):normalcdf(1.3,1.72)= z P(1.3 < Z < 1.72) = = / 38

23 Finding Standard Normal probabilities Using Table A The numbers inside the table, the four digit numbers between 0 and 1, are the cumulative probabilities or area to the left of a z-score under a standard Normal density curve. To determine the probability less than a z-score use the value directly from the table. P(Z < z) = value from table To determine the probability for greater than a z-score take one minus the value directly from the table. P(Z > z) = 1 P(Z < z) To determine the probability between two values find the difference between the areas directly from the table corresponding to each value. P(z 1 < Z < z 2 ) = P(Z < z 2 ) P(Z < z 1 ) / 38

24 Examples Find the following probabilities using Table A, R or your calculator. 1. P(Z 0.92) 2. P(Z 1.35) 3. P(Z 1.96) 4. P( 0.92 Z 1.96) / 38

25 Probability of amount of juice The amount of juice squeezed from each of these oranges in an orange grove is approximately Normally distributed, with a mean of 4.70 ounces and a standard deviation of 0.40 ounces. What is the probability that an orange squeezed from this grove has more than 5 ounces of juice? 1. State the problem in terms of a probability. P(X > 5) 2. Standardize the value. ( (X µ) P σ > ) (5 4.7) = P(Z > 0.75) / 38

26 P(X > 5) = P(Z > 0.75) 3. Draw a picture to show the desired area under the standard Normal curve. P(Z > 0.75) / 38

27 P(X > 5) = P(Z > 0.75) 4. Find the required area under the standard Normal curve using Table A z P(Z > 0.75) = 1 P(Z < 0.75) = = / 38

28 Using R or TI83(84) R: 1 - pnorm(5,4.7,.4) = or in TI-83(84):normalcdf(5,1e99,4.7,.4)= / 38

29 Finding a value when given a proportion Called inverse Normal. This is working Backwards using Z-Table. Finding the observed values when given a percent. In R: qnorm(proportion,mean,sd). In TI-83 or 84: invnorm(proportion,mean,sd) / 38

30 Backward Normal calculations Using Z-Table 1. State the problem. Since, Z-Table, qnorm and invnorm gives the areas to the left of z-scores, always state the problem in terms of the area to the left of x. Keep in mind that the total area under the standard Normal curve is Use Table A to find c. This is the value from the table not a value that we calculate. 3. Unstandardized to transform the solution from the z-score back to the original x scale. Solving for x using the equation gives the equation x = σ(c) + µ. c = x µ σ / 38

31 Examples to Work "Backwards" with the Normal Distribution Find the value of c so that: 1. P(Z < c) = P(Z > c) = P( c < Z < c) = / 38

32 MPG for Prius The miles per gallon for a Toyota Prius has a Normal distribution with mean µ = 49 mpg and standard deviation σ = 3.5 mpg. 25% of the Prius have a MPG of what value and lower? 1. We want c, such that P(Z < c) = That is we want to know what z-score cuts off the lowest 25%. P( Z <?) =0.25 z / 38

33 Find c such that P(Z < c) = From Table A, find something close to 0.25 inside the table. z P(Z <?) = 0.25 (closes value is ) z = (-0.6 row column ) / 38

34 Find c such that P(Z < c) = Unstandardized: x = σ(c) + µ = 3.5( 0.67) + 49 = This means that 25% of the Prius has a mpg of less than mpg. Using R: qnorm(0.25,49,3.5) = , TI-83(84):invNorm(0.25,49,3.5)= / 38

35 Top 10% Suppose you rank in the 10% of your class. If the mean GPA is 2.7 and the standard deviation is 0.59, what is your GPA? ( Assume a Normal distribution) 1. We want c, such that P(Z > c) = That is we want to know what z-score cuts off the highest 10%. P(Z >?) = 0.10 z / 38

36 Find c such that P(Z > c) = From Table A, the areas are below or to the left of a z-score thus we want to find something close to 0.90 inside the table. z P(Z <?) = 0.90 (close value is ) z = 1.28 (1.2 row column ) / 38

37 Find c such that P(Z > c) = Unstandardized: x = σ(c) + µ = 0.59(1.28) = This means that your gpa is if you rank at the 10% of your class. In R: qnorm(0.9,2.7,0.59) = , TI-83(84):invNorm(0.9,2.7,0.59)= / 38

38 Example Replacement times for televisions are normally distributed with a mean of 8.2 years and a standard deviation of 1.1 years (based on data from Getting Things Fixed, Consumer Reports). If you want to provide a warranty so that only 1% of the televisions will be replaced before the warranty expires, what is the time length of the warranty? These are in years / 38