Percentiles and intervals about the mean for the Normal Distribution.

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251distrex4 12/2/04 (Open this document in 'Page Layout' view!)

Percentiles and intervals about the mean for the Normal Distribution.

We already know the four rules below from the previous section ( 251disrtex2 )

1) The Standardized Distribution is symmetrical about zero.

2) The area under the Normal curve, like the area under the curve for all continuous distributions, is 1 and since the zero is the halfway point (median) under the curve, this implies the that P

 z

0

.

5 and P

 z

0

.

5 .

3) The standard notation to say that a given distribution is Normal with a certain mean and standard deviation is ~ N

,

. This means that, if z represents a variable with the Standardized

Normal distribution, we write z ~ N 0 , a standard deviation of 100 we write x

and if x is Normally distributed with a mean of 50 and

~ N

50 , 100

.

4) Any probability for a Normally distributed variable can be found using the Standardized

Normal Distribution by using the transformation z

 x

.

If we solve this for x , we find x

   z

Since there is no particular reason to repeat the problems from class, here are some that I had available that seem to cover all the bases.

Assume that x ~ N 2 9 . Do the following: a. Find x

.

24

(the 76 th percentile.) b. Find the x

.

76

(What percentile is this?). c. Find a symmetrical interval about the mean with 76% probability.

.

Solution: Material in italics below is a description of the diagrams you were asked to make or a general explanation, and the written description will not be part of your solution.

In general, for the following problems 1) the values of z you need here must came from the z-table (Table of the Standardized Normal Distribution), not the t-table because they aren't on the t-table. You can find values like z

.

25

or z

.

40

on the t-table, but I didn't ask for them. 2) Numbers like z

.

24

are values of z not probabilities, you can't find them by taking 0.24 on the z part of the table and then reading a probability and claiming that it is a value of z . a. . Find the 76 th percentile of x ~ N 2 9 .

Make a diagram: Show a Normal curve with a mean at zero. Show z

.

24

, the 76 th percentile, as a point above zero with 24% above it and 26% between it and zero. The area below zero is 50%, so that the entire area below it is 76%..

From the diagram, we want one point z

.

24

so that P

 z

 z

.

24

.

7600 or P

0

 z

 z

.

24 the interior of the Standardized Normal table the closest we can come to .2600 is P

0

 z

.

2600

0 .

71

. From

.

2611 .

We thus decide that

2

0 .

71

 

2

 z

.

24

6 .

39

0 .

71

8 .

39 .

, so the value of x can then be written x

   z

.

24

To check this write P

 x

8 .

39

P

 z

8 .

39

9

2



.

7611

.

76

P

 z

0 .

71

P

 z

0

 

0

 z

71

.

5

.

2611

251distrex4 12/2/04 b. Find the 24 th percentile. of x ~ N 2 9 .

Make a diagram: Show a Normal curve with a mean at zero. Show

 z

.

24

as a point below zero with 24% below it and 26% between it and zero. The area above zero is 50%..

From the diagram, we want one point

P

P

 z

0

 z

.

76

 z

 z

.

24

,2600 is P

0

.

2400

 z

 z

.

76

. We can also see that

.

2600

0 .

71 x can then be written

P

 z z

.

76

.

24

(It’s

 z

0

 z

.

76

because 76% is above it.) so that

.

2600 . Because z

.

76

  z

.

24

,

. From the interior of the Standardized Normal table the closest we can come to

.

2611 x

  

. We thus decide that z

.

76

 

2

0 .

71

 

2 z

.

24

6 .

39

0 .

71

or

4 .

39 z

.

76

.

  z

.

24

 

0 .

71 , so the value of

To check this write

P

 z

0

 

0 .

71

P

 x

 z

0

4 .

39

.

5

.

2611

P

 z

.

2389

4 .

39

9

2



.

24

P

 z

 

0 .

71

 c. A symmetrical interval about the mean with 76% probability for x ~ N 2 9 .

Make a diagram: Show a Normal curve with a mean at zero. Show above it and 38% between it and zero. Show z

.

12

as a point above zero with 12%

 z

.

12

as a point below zero with 12% below it and 38% between it and zero The area between

 z

.

12

and z

.

12

is thus twice 38% or 76%.

From the diagram, we want two points,

The upper point, z

.12

will have P

0 z

.12

and

 z

 z

.

12

 z

 .88

76

, so that

%

2

.

3800

.

88 z z

.

12

.

7600 .

, and by symmetry z

.

88

  z

.

12

. (We split 76% in halves around zero.) From the interior of the Normal table the closest we can come to .3800 is

P

0

 

.

.

3790 or P

0

 

.

.

3810 . So the point we want is roughly half way between 1.17 and 1.18. Either 1.17 or 1.18 would be acceptable in an assignment unless you can find a more exact value in the last line of the t table.

We are best off using z

.

12

The interval for x can then be written

P

8 .

575

 x

12 .

575

.

76 .

, and making our interval for is -1.175 to 1.175. x

   z

.

12

  

.

 

 

.

or -8.575 to 12.575 or

To check this P

8 .

575

 x

12 .

575

P



8 .

575

9

2

 z

12 .

575

9

2



P

1 .

175

 z

1 .

175

2 P

0

 z

1 .

175

2 (.

3800 )

.

7600 .

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