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Chapter 4_Probability and Normal Distribution

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Chapter 4_Probability and Normal Distribution

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Course Code - Course Name

Chapter x – Chapter Name

Chapter 4: Probability & Normal


Distribution
Learning Outcome:
- Describe features of Normal Distribution
- Determine probability using the Normal Distribution Curve
.

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Chapter x – Chapter Name

NORMAL DISTRIBUTION

• Refers to a bell shaped curve used to represent the distribution of real valued
random variables in statistics.
• The normal distribution curve is governed by a general principle which states that,
when the number of random variables to be represented is very large, their
graphical representation drawn from their independent distributions tends to be
normally distributed.
• Many natural phenomenons such as heights of people, blood pressure, test scores,
error in measurements etc. follow a normal distribution pattern.

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www.veritas.edu.my 4
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Chapter x – Chapter Name

The Normal Distribution:

The Normal curve is a mathematical abstraction which conveniently describes


("models") many frequency distributions of scores in real-life.

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Properties of the Normal Distribution: Chapter x – Chapter Name

1. It is bell-shaped and asymptotic at the extremes.

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2. It's symmetrical around the mean.

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3. The mean, median and mode all have same value.

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4. It can be specified completely, once mean and SD are known.

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5. The area under the curve is directly proportional to the relative frequency of
observations.

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e.g. here, 50% of scores fall below the mean, as does 50% of the area under the
curve.

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e.g. here, 85% of scores fall below score X, corresponding to 85% of the area
under the curve.

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Relationship between the normal curve and the standard deviation: Course Code - Course Name
Chapter x – Chapter Name

All normal curves share this property: the SD cuts off a constant proportion of the
distribution of scores:-
frequency

68%

95%

99.7%

-3 -2 -1 mean +1 +2
+3
Number of standard deviations either side of mean School of Education and Humanities
Course Code - Course Name
About 68% of scores fall in the range of the mean plus and minus 1 SD; Chapter x – Chapter Name

95% in the range of the mean +/- 2 SDs;


99.7% in the range of the mean +/- 3 SDs.

e.g. IQ is normally distributed (mean = 100, SD = 15).


68% of people have IQs between 85 and 115 (100 +/- 15).
95% have IQs between 70 and 130 (100 +/- (2*15).
99.7% have IQs between 55 and 145 (100 +/- (3*15).

68%

85 (mean - 1 SD) 115 (mean + 1 SD)

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Probabilities are depicted by areas under the curve

• Total area under the curve is 1


• The area in red is equal to p(z > 1)
• The area in blue is equal to p(-1< z
<0)
• Since the properties of the normal
distribution are known, areas can be
looked up on tables or calculated on
computer.

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Chapter x – Chapter Name

Standardize the Normal Distribution

ZX  
Normal
Distribution  Standardized Normal Distribution

  z = 1

 X Z =0 Z
One table!
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Course Code - Course Name
z-scores: Chapter x – Chapter Name

z-scores are "standard scores".


A z-score states the position of a raw score in relation to the mean of the distribution,
using the standard deviation as the unit of measurement.

raw score  mean


z 
standard deviation
1. Find the difference between a score and the mean of the
set of scores.
for a population :
2. Divide this difference by the SD (in order to assess how big
X  μ it really is).
z 
σ

for a sample :
X - X
z  School of Education and Humanities
s
Raw score distributions:
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Chapter x – Chapter Name

A score, X, is expressed in the original units of measurement:

X = 236
X = 65

X 50 s  10 X 200 s  24

z = 1.5

X 0 s 1

z-score distribution:
X is expressed in terms of its deviation from the mean (in SDs).
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Did Sara improve? Course Code - Course Name
Chapter x – Chapter Name

• Score in pretest was 18 and post test was 42


• Sara’s score did increase. From 18 to 42.
• But her relative position in the Class decreased.

Pretest Post test


Observation 18 42
Mean 17 49
Standard deviation 3 49
Z score 0.33 -0.14
17
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z-scores transform our original scores into scores with a mean of 0 and an SDCourse
ofCode
Chapter 1. - Course Name
x – Chapter Name

Raw IQ scores (mean = 100, SD = 15)


z for 100 = (100-100) / 15 = 0, z for 115 = (115-100) / 15 = 1,
z for 70 = (70-100) /15 = -2, etc.

raw: 55 70 85 100 115 130 145


z-score: -3 -2 -1 0 +1 +2 +3
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Chapter x – Chapter Name

Why use z-scores?


1. z-scores make it easier to compare scores from distributions using different
scales.

e.g. two tests:


Test A: Fred scores 78. Mean score = 70, SD = 8.
Test B: Fred scores 78. Mean score = 66, SD = 6.
Did Fred do better or worse on the second test?

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Course Code - Course Name
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Test A: Fred’s z-score, z = (78-70) / 8 = 1.00


Test B: Fred’s z-score , z = (78 - 66) / 6 = 2.00

Conclusion: Fred did much better on Test B.

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2. z-scores enable us to determine the relationship between one score and the rest of the
Chapter x – Chapter Name

scores, using just one table for all normal distributions.


e.g. If we have 480 scores, normally distributed with a mean of 60 and an SD of 8, how
many would be 76 or above?
(a) Graph the problem:

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(b) Work out the z-score for 76:


z = (X - X) / sd = (76 - 60) / 8 = 16 / 8 = 2.00

(c) We need to know the size of the area beyond z (remember - the area under the Normal
curve corresponds directly to the proportion of scores).

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Course Code - Course Name

Many statistics books have z-score tables, giving us this information: Chapter x – Chapter Name

(a)
z (a) Area between mean (b) Area
and z beyond z
0.00 0.0000 0.5000
0.01 0.0040 0.4960
(b)
0.02 0.0080 0.4920
: : :
1.00 0.3413 * 0.1587
: : :
2.00 0.4772 + 0.0228
: : :
3.00 0.4987 # 0.0013 School of Education and Humanities
Course Code - Course Name
Chapter x – Chapter Name

0.0228

(d) So: as a proportion of 1, 0.0228 of scores are likely to be 76 or more.


As a percentage, = 2.28%
As a number, 0.0228 * 480 = 10.94 scores.

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Course Code - Course Name

How many scores would be 54 or less? Chapter x – Chapter Name

Graph the problem:

z = (X - X) / s = (54 - 60) / 8 = - 6 / 8 = - 0.75


Use table by ignoring the sign of z : “area beyond z” for 0.75 = 0.2266. Thus 22.7% of
scores (109 scores) are 54 or less.
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Course Code - Course Name
Word comprehension test scores: Chapter x – Chapter Name

Normal person no. correct: mean = 92, SD = 6 out of 100


Brain-damaged person's no. correct: 89 out of 100.
Is this person's comprehension significantly impaired?

Step 1: graph the problem:


Step 2: convert 89 into a z-score: ?

z = (89 - 92) / 6 = - 3 / 6 = - 0.5


89 92

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Chapter x – Chapter Name

Step 3: use the table to find the ?


"area beyond z" for our z of -
0.5:
Area beyond z = 0.3085 89 92
z-score value: Area between the Area beyond z:
mean and z:
0.44 0.17 0.33
Conclusion: .31 (31%) of normal 0.45 0.1736 0.3264
0.46 0.1772 0.3228
people are likely to have a 0.47 0.1808 0.3192
0.48 0.1844 0.3156
comprehension score this low or 0.49 0.1879 0.3121
0.5 0.1915 0.3085
lower. 0.51 0.195 0.305
0.52 0.1985 0.3015
0.53 0.2019 0.2981
0.54 0.2054 0.2946
0.55 0.2088 0.2912
0.56 0.2123 0.2877
0.57 0.2157 0.2843
0.58 0.219 0.281
0.59 0.2224 0.2776
0.6 0.2257 0.2743
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0.61 0.2291 0.2709

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