Normal Distribution

By

Dr. Mojgan Afshari

Properties Of Normal Curve

Normal curves are symmetrical. Normal curves are unimodal. Normal curves have a bell-shaped form. Mean, median, and mode all have the same value.

Contains an infinite number of cases

f(X)

Normal distributions differ by mean & standard deviation.

Empirical Rule For any normal curve, approximately 68% of the values fall within 1 standard deviation of the mean in either direction 95% of the values fall within 2 standard deviations of the mean in either direction 99.7% of the values fall within 3 standard deviations of the mean in either direction A measurement would be an extreme outlier if it fell more than 3 SD above or below the mean.

The 68-95-99.7 Rule

Heights of Adult Women

Since adult women in U.S. have a mean height of 65 inches with a SD of 2.5 inches and heights are bell-shaped, approximately
68% of adult women are between 62.5 and 67.5 inches, 95% of adult women are between 60 and 70 inches, 99.7% of adult women are between 57.5 and 72.5 inches.

Standard Scores
One use of the normal curve is to explore Standard Scores. Standard Scores are expressed in standard deviation units, making it much easier to compare variables measured on different scales. There are many kinds of Standard Scores. The most common standard score is the z scores. A z score states the number of standard deviations by which the original score lies above or below the mean of a normal curve.

The Standard Normal Curve

A normal curve with a mean of 0 and a standard deviation of 1 is called a standard normal curve. It is the curve that results when any normal curve is converted to standardized scores and is written as: Z ~ N (0, 1) Standardized Normal
Normal Distribution Distribution

=1

= 0

Direction of a Z-score
The sign of any Z-score indicates the direction of a score: whether that observation fell above the mean (the positive direction) or below the mean (the negative direction) If a raw score is below the mean, the zscore will be negative, and vice versa

Computing Z-Score

where:

Zx= standardized score for a value of X = number of standard deviations a raw score (X-score) deviates from the mean X= an interval/ratio variable X= the mean of X sx= the standard deviation of X

Standardized Scores
Standardized Score (standard score or z-score): observed value mean standard deviation

IQ scores have a normal distribution with a mean of 100 and a standard deviation of 16.

Suppose your IQ score was 116. Standardized score = (116 100)/16 = +1 Your IQ is 1 standard deviation above the mean. Suppose your IQ score was 84. Standardized score = (84 100)/16 = 1 Your IQ is 1 standard deviation below the mean.

A normal curve with mean = 0 and standard deviation = 1 is called a standard normal curve.

Example
X 6.2 5 Z= = .12 = 10
Normal Distribution Standardized Normal Distribution

= 10

=1

= 5 6.2 X

= 0 .12

X=40, 45, 50

Your score is 3SD below the mean

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Comparing Scores from Different Distributions

Interpreting a raw score requires additional information about the entire distribution. In most situations, we need some idea about the mean score and an indication of how much the scores vary. For example, assume that an individual took two tests in reading and mathematics. The reading score was 32 and mathematics was 48. Is it correct to say that performance in mathematics was better than in reading?

Z Scores Help in Comparisons

One method to interpret the raw score is to transform it to a z score. The advantage of the z score transformation is that it takes into account both the mean value and the variability in a set of raw scores.

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Did Sara improve?

Score in pretest was 18 and post test was 42 Saras score did increase. From 18 to 42. But her relative position in the Class decreased.
Pretest Observation Mean Standard deviation Z score 18 17 3 0.33 Post test 42 49 49 -0.14

Normal Distribution Probability

Probability is area under curve!
d

P(c x d) = f (x) dx
c

Example

P(X 8)

X 85 Z= = = .30 10

P( Z .30)
=.3821

Normal Distribution

Standardized Normal Distribution

= 10

=1

.3821

=5

=0

.30 Z

calculate the probability of scores between 2.9 and 7.1

P(2.9 X 7.1)

Normal Distribution

X 2.9 5 Z= = .21 = 10 X 7.1 5 = = .21 Z= 10

Standardized Normal Distribution

= 10

=1
.0832 .0832

.1664

2.9 5 7.1 X

-.21 0 .21

calculate the probability of scores between 3.8 and 5

P(3.8 X 5)
X 3.8 5 Z= = .12 = 10
Normal Distribution

Z=

55 = =0 10

Standardized Normal Distribution

= 10

=1
.0478

3.8 = 5

-.12 = 0

calculate the probability of scores between 7.1 and 8

P(7.1 X 8)
X 7.1 5 Z= = = .21 10 X 8 5 Z= = = .30 10

Normal Distribution

Standardized Normal Distribution

= 10

=1
.0347

=5

7.1 8

=0

.21 .30 Z

calculate the probability of scores between 2000 and 24000

P(2000 X 2400)
Z= Z=
Normal Distribution

2400 2000 = = 2.0 200 2000 2000 =0 = 200

Standardized Normal Distribution

= 200

=1

.4772
= 2000 2400

=0

2.0

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Conclusions
Z-score is defined as the number of standard deviations from the mean. Z-score is useful in comparing variables with very different observed units of measure. Z-score allows for precise predictions to be made of how many of a populations scores fall within a score range in a normal distribution.

Exercise

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What is the z score for your test: raw score = 80; mean = 75, S = 5?
X X z= S

80 75 z= =1 5

What is the z score of your friends test: raw score = 80; mean = 75, S = 10?
X X z= S

z=

80 75 = .5 10

Who do you think did better on their test? Why do you think this?

z>

72 65 = 1.4 5

68 65 = 0.6 5 P ( Z < 0.6) z= = 0.7257

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Z= Z=

63 65 = = 0.4 5 77 65 = 2.4 = 5

=
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