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4 - Standard Normal Distribution

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13 views

4 - Standard Normal Distribution

Uploaded by

sweethoney5005
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Standard Normal

Distribution
Standard Normal Distribution
! is the number of standard deviations above the mean.

If again we use IQ distributed as then: This formula makes sense if you think about
(in your head!) the definition above. For an IQ of 130:
as expected.

IQ Z
100 0 ?  represents the coding:

130 2 ? and . is known as a standard normal distribution.


85 -1 ?
165 4.333
?
62.5 -2.5
?
The 0 and 1 of are the result of the coding. If we’ve subtracted from each value the mean of
the normal distribution is now 0. If we’ve divided all the values by the standard deviation is
now
Standard Normal Distribution
The point of coding in this context is that all different possible normal distributions become a single
unified distribution where we no longer have to worry about the mean and standard deviation.
It means for example when we calculate , this will always give the same probability regardless of the
original distribution.

It also means we can look up probabilities in a -table:

𝜙 ( 𝑎 )=𝑃 ( 𝑍 < 𝑎) ! is the cumulative distribution for the standard


normal distribution. The values of can be found in a -
table.
This is a traditional z-table in the old A This is from the new formula booklet. This is sometimes
Level syllabus (but also found known as a ‘reverse z-table’, because you’re looking up the z-
0 𝑎 elsewhere). You no longer get given this value for a probability. Beware: here it the probability of
and are expected to use your calculator. exceeding rather than being up to . Let’s use it…
Examples
[Textbook] The random variable . Write in terms of for some value of .
(a) (b)

𝑃 ( 𝑋 ≥55 )
a b

? ?
‘Standardise’ to turn into .

[Textbook] The systolic blood pressure of an adult population, mmHg, is modelled as a


normal distribution with mean 127 and standard deviation 16. A medical research wants
to study adults with blood pressures higher than the 95 th percentile. Find the minimum
blood pressure for an adult included in her study.
A sketch will help you
visualise whether you Looking at the table, we see that the top 5%
expect a positive or corresponds to a -value of 1.6449.
negative value of .

? Use formula as soon as


you determine .

5%
0 𝑧
Further Examples
(a) Determine
(b) Determine
(c) Determine the such that
(d) Determine the such that
a
𝑃 ( 𝑍>−1.3?)=𝑃 ( 𝑍<1.3 ) Fro Tip: Either changing <
to/from > or changing the sign
(+ to/from -) has the effect of
“”. However, if you change

𝑃 (−2<𝑍<1)=𝑃 ( 𝑍<1)− 𝑃 ( 𝑍<−2)


b
−1.3 0 1.3 both, the “”s cancel out!

?
𝑃 ( 𝑎<𝑍<𝑏 )= 𝑃 ( 𝑍<𝑏 ) −𝑃 ( 𝑍<𝑎 )
c
From the second sketch we can see that
our value is in the bottom half, so it is
0.7 negative. However, our table only gives d By symmetry, if 0.6 at
positive values of .
the centre, must be 0.2
0 0.5244 From the graphs on the left, we can see
at each tail.
?
by symmetry that the value for the top
30% must be the negation of the -value
?
for the bottom 30% (i.e. top 70%).
0.2
0.6 0.2

−0.5244
0.7
0
𝑃 ( 𝑍 >𝑎 ) =0.7 −𝑎 0𝑎
Test Your Understanding
1 IQ is distributed with mean 100 and standard deviation 15. Using an
appropriate table, determine the IQ corresponding to the
(a) top 10% of people.
(b) bottom 20% of people.

a
2 If , determine, in terms of :
? (a)
(b)
b a

? ?
b
3 Find the such that:
(a) ?
(b)

a Using appropriate
sketch: ?
b
𝑃 ( 𝑍>𝑎?) =0.15
Exercise 3D
Pearson Stats/Mechanics Year 2
Page 49

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