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Lab 4 Normal Distributions in Excel

This document discusses normal distributions and how to calculate probabilities and percentiles using Excel functions. It provides exercises to calculate probabilities for a normal distribution with mean 50 and standard deviation 10, check if a sample of car speeds follows a normal distribution by comparing percentiles to theoretical normal values, and simulate exam marks for a class by generating random normal variables.

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0% found this document useful (0 votes)
85 views

Lab 4 Normal Distributions in Excel

This document discusses normal distributions and how to calculate probabilities and percentiles using Excel functions. It provides exercises to calculate probabilities for a normal distribution with mean 50 and standard deviation 10, check if a sample of car speeds follows a normal distribution by comparing percentiles to theoretical normal values, and simulate exam marks for a class by generating random normal variables.

Uploaded by

Lex
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Lab 4 Normal Distributions in Excel

Normal Probabilities in Excel


If a Normal distribution has mean m and standard deviation s,

=NORM.DIST(x, m, s, TRUE) gives the probability P of getting a value


less than x;

=NORM.INV(P, m, s) gives the value of x which cuts off


probability P in the lower tail.

Exercise 1 Calculating probabilities


If X has a Normal distribution with mean 50 and s.d. 10, use Excel to calculate

(a) Pr(X<60) __________ (b) Pr(X>40) __________ (c) Pr(55<X<58) __________

What are the quartiles of X? Q1: __________ Q2: __________ Q3: __________

Exercise 2 Testing Normality


The following data are the speeds (in mph) of a sample of 20 cars travelling on a main road:

55.4 47.9 67.5 70.2 21.4 50.9 55.0 96.7 82.1 59.9 mean=56.35
42.0 61.9 57.5 52.5 49.9 47.4 35.0 64.9 55.7 53.2 s.d.=15.99

We may want to check if the distribution looks normal. There are too few data to draw a histogram.

In the sample, what speed are 10% of cars doing less than or equal to? _________

What speed would 10% be less than in a Normal distribution with this mean and s.d.? ______

If we do a similar calculation for 15%, 20%, 25% etc, we will be able to see how well the sample
speeds match their Normal equivalent values. The problem comes with 0% and 100%, because
the Normal distribution extends to infinity in both directions. To get around this we pretend
there are actually 21 data. Then the worst cases are that 1/21 of our data are less than or equal to
21.4 and 20/21 are less than or equal to 96.7.

To do these calculations in Excel:


1) Enter the speeds in A2:A21.
2) Calculate the mean in H1 and standard deviation in H2.
3) In B2 calculate the rank =RANK(A2,A$2:A$21,1) of the speed A2.
Copy down to B21.
4) In C2 calculate the fraction = B2/21 of the data less than or equal to the speed in A2, and
copy down
5) In D2 calculate the equivalent Normal speed =NORMINV(C2, H$1, H$2), and copy down
6) Now draw an XY (Scatter) plot of Column D against Column A.
This is the Normal Probability Plot and it should look like the one overleaf.

120MP Lab4
If the data matched their Normal equivalents perfectly, the plot would be the straight line “y = x”.

Do you think the speeds did follow a Normal distribution? ____________________________

Exercise 3 Simulating Normality


To simulate an observation from a Normal distribution with mean M and standard deviation S, use
the Excel cell formula =NORM.INV( RAND( ), M, S ).
Assuming a Normal distribution, simulate the exam marks (out of 100) for a class of 80 students by
choosing sensible values for M and S. Do the marks look realistic?

120MP Lab4

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