Section 4

The Normal Distribution

1

Learning Objectives
Areas ARE probabilities
Normal and standard normal
distribution
Calculating probabilities of normally
distributed variables
Assessing normality

Assessing Normality
Before you can use ANY theory about
the normal distribution, you MUST know
that your data is normally distributed
(bell shaped).
How do we do this?
Histogram (sufficiently large samples)
Normal probability plot (any size sample).

Both can be done by hand or in

Minitab.
3

Assessing Normality:
Histograms
Straightforward; just make sure your
histogram looks roughly like a bell
curve.
We have seen this in Section 2, part 1.
Your sample size must be large enough
so that the shape of the histogram is
clearly bell shaped.
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Assessing Normality:
Histograms

Assessing Normality:
Histograms
Is this data normally distributed?

Difficult to tell because

Well see another way to determine
normality at the end of the section.
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Normal Distribution
A normal distribution can have any
mean and standard deviation.
Mean determines the
Centre

Standard deviation determines the

Spread

Normal Distribution
Notation: A normal distribution with
mean and standard deviation is
denoted as: ~ N(, 2).
Example: A normal distribution with
mean 17 and standard deviation 3 is
denoted
Example: ~ N (88.2, 25) has
8

Normal Distribution
Match the description with the graph.
N(3, 0.7)
N(-2, 1)
N(3, 2.8)

Areas and Probabilities

Consider a RELATIVE FREQUENCY
histogram (with bars of width 1).

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Areas and Probabilities

0.35
0.30
0.25
0.20
0.15
0.10
0.05
2 3 4 5 6 7 8 9
Whats the probability that an observation is between
3 and 4?
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Areas and Probabilities

0.35
0.30
0.25
0.20
0.15
0.10
0.05
2 3 4 5 6 7 8 9
What is the AREA of the bar between 312and 4?

Areas and Probabilities

Therefore, AREA equals
PROBABILITY!
This will be used for the rest of the
course.

13

Another Look at Area

0.35
0.30
0.25
0.20
0.15
0.10
0.05
2

Compare area of BAR with area under GRAPH between 3, 4.

14

Area and Probability

Therefore, the area under the NORMAL
CURVE and the PROBABILITY of an
observation being in a certain class are
about the same.
Well therefore use NORMAL CURVE
AREAS to represent PROBABILITIES
for the rest of the course!
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Area Under the Normal Curve:

Mathematics
If you have ever taken calculus, you
know that finding area under a function
is called
Finding areas under the normal curve
is the same.

16

Areas Under the Normal

Curve: Mathematics
The area under a normal curve as an
integral:

1
Shaded Area
2

e
a

( x )2
2 2
17

dx

Areas Under the Normal

Curve: Tables
Normally find areas by looking them up
in a table.
A table called Areas under the
standard normal curve is posted on
Moodle.
This table is for areas under a normal
curve with = 0 and = 1 ONLY.
Called standard normal curve.
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Properties of Standard Normal

(Z) Curve
The TOTAL area under the entire curve
is

Why?

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Properties of Standard Normal

(Z) Curve
The curve (and therefore, areas) are
SYMMETRIC.
Area = 0.5 on each side of zero

20

Finding Areas Under Standard

Normal Curve: Table
The margins of the table give the Z
value (observations on horizontal axis
of normal curve).
The inside of the table gives the areas
to the LEFT of the specified Z value.
Stated another way, the inside of the
table gives the PROBABILITY that an
observation will be LESS than the one
specified.
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How to Use the Z Table

Whats the area to the left of Z = 0.68?
1. Draw curve and shade in area.

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How to Use the Z Table

2. Look up 0.68 in Z table: Look up 0.6

in side margin, and 0.08 in top row.
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How to Use the Z Table

Whats the area to the RIGHT of
Z = 1.32?

24

How to Use the Z Table

Whats the area BETWEEN Z = - 0.97
and Z = 2.05.

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How to Use the Z Table

Find the Z score having an area of
0.126 to its LEFT.
Area = 0.126

Look up 0.126 INSIDE the BODY of the

table, and trace back to the Z value.
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How to Use the Z Table

Find the Z score having an area of 0.93
Area = 0.93
to its RIGHT.

27

Z Notation
Z = Z value having area to its
RIGHT.
Example: On the previous slide, we
found
Z0.93 = -1.48

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Z Notation
Example: Find Z0.05

Area = 0.05

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How to Use the Z Table

Find the Z scores which enclose a
CENTRAL area of 0.8.

Area =
0.8
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In Class Exercise 4.1

1. Find the area to the left of Z = -1.96.
2. Find the area to the right of Z = - 0.48.
3. Find the area between Z = 0.21 and
Z = 2.62.
4. Find Z0.75 .
5. Find the Z scores which bound a
central area of 0.9.
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Areas Under General Normal

Curves
Previous method works ONLY if your
data is normally distributed with
Mean 0 ( = 0)
Standard deviation 1 ( = 1)

Real world data will NOT usually have

those characteristics.
How to find areas / probabilities when
your normal distribution has some other
mean and standard deviation? 32

Areas Under General Normal

Curves
Answer: Convert your observation(s)
so that they have mean 0 and standard
deviation 1 ( = 0 and = 1).
Just use the
to do this
(section 2 part 2).
Then use the standard normal table as
usual!
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Example
IQ scores are normally distributed with
mean 100 and standard deviation 16.
Find the probability that a randomly
selected individual has
a. An IQ less than 99. Answer:
0.4761
b. An IQ higher than 92.
Answer:
0.6915
c. An IQ between 115 and
140. Answer:

x
Z

0.1674
34

Back - Conversion
Sometimes youll need to convert a Z
score back into original data (x).
Just rearrange the Z score formula
for x:

x
Z

x Z
35

Example
For IQs (mean = 100, standard
deviation = 16).
What IQ is above 40% of all others?
Answer: x =
96
What IQ is the third quartile?
Answer: x =
110.72
What minimum IQ must you
have in order

to be in the top 1%?

Answer: x =
137.28
36

In Class Exercise 4.2

The resting heart rate (RHR) of healthy
humans is normally distributed with
mean 65 beats/min and standard
deviation 5.3 beats/min. Find the
probability that a person has
a. An RHR above 81 beats/min.
b. An RHR between 51 and 68 beats/min.
c. What RHR bounds the lowest 15% of all
RHRs?
37

Assessing Normality
Recall: If the sample is large enough, a
histogram is sufficient to determine if
the data is normal.
If the sample is small, or if the
histogram doesnt clarify the matter, we
do a NORMAL PROBABILITY PLOT.

38

Assessing Normality: Normal

Probability Plots
A Normal Probability Plot
Ranks the original raw data (x axis).
Assigns a normal score percentile to
each data point (y axis).
These normal score percentiles are what
youd EXPECT to see IF the data was
normally distributed.

Well see how to do these by hand and

by Minitab (usually use Minitab).
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Assessing Normality: Normal

Probability Plots by Hand
Procedure:
1. Put data into INCREASING order.
2. Find the NORMAL SCORE of each data
point using the NORMAL SCORE table
(posted on Moodle).
a) Find the sample size in top margin.
b) Use the side margin for the rank (ordered
position) of each point.

3. Plot the raw data (x axis) vs. the Nscores

(y axis).
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Assessing Normality: Normal

Probability Plots by Hand
If the plot is ROUGHLY like a line, then
the data IS NORMALLY DISTRIBUTED.
If there are LARGE SYSTEMATIC
CHANGES from a line (like curves, etc),
then the data is NOT normally
distributed.

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Assessing Normality: Normal

Probability Plots by Hand

N
o
r
m
a
l

S
c
o
r
e

N
o
r
m
a
l

S
c
o
r
e

Data

Data
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Normal Probability Plot by

Hand: Example
Determine whether this data is normally
distrubuted: 5.6, 10.1, 3.4, 7.8, 12.9.
1. Arrange into INCREASING order:
3.4, 5.6, 7.8, 10.1, 12.9.
2. Find the normal score of each data
point.
Note that for this dataset, n = 5.
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Normal Probability Plot by

Hand: Example (continued)
Use the normal score table to find the
normal scores of each point.
Observation Normal
Score

Point to be
plotted

3.4

-1.18

(3.4, -1.18)

5.6

-0.5

(5.6, -0.5)

7.8

(7.8, 0)

10.1

0.5

(10.1, 0.5)

12.9

1.18

(12.9, 1.18)

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Normal Probability Plot by

Hand: Example (continued)
Plot these points and see if its roughly
linear:

45

Normal Probability Plot by

Hand: Example (continued)
Conclusion:

46

In Class Exercise 4.3

Determine if the following data set is
normally distributed:
2, 7, 11, 16, 16.2, 16.8, 17, 22.

47

Normal Probability Plots in

Minitab
Minitab does the plot slightly differently
(plots percentiles on the y axis), but the
conclusion that we would draw is the
same.
Minitab is actually better because it
gives envelopes.
These are TOLERANCES FOR
NORMALITY (more on this shortly).
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Normal Probability Plots in

Minitab for our Example
Envelopes (tolerances for normality)

Plot with fitted line

49

Normal Probability Plots in

Minitab: Guidelines
A set of data can be considered
normally distributed from a Minitab
Normal Probability Plot, if:
The data appears linear
OR
All data points fall within the envelopes.

If the data is very curved AND does

NOT fall within the envelopes, it is NOT
normally distributed.
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Normal or Not?

51

Normal or Not?

52

Normal or Not?

53

Normal or Not?

54

In Class Exercise 4.4

Determine if the normal probability plots
given on the next slides show whether
or not the data is normally distributed.

55

In Class Exercise 4.4:

Normal or Not?

56

In Class Exercise 4.4:

Normal or Not?

57