2 ND S E M E S T E R - 3RD QUART ER STATISTICS & PROBABILITY LESSON 5 – THE NORMAL DISTRIBUTION AND ITS PROPERTIES Learning Competency with code The learner illustrates a normal random variable and its characteristics (M11/12SP-IIIc-1) NORMAL DISTRIBUTION A normal distribution is a continuous, symmetric, bell-shaped distribution of a variable. PROPERTIES OF THE NORMAL DISTRIBUTION 1. A normal distribution curve is bellshaped. 2. The mean, median, and mode are equal and are located at the center of the distribution. PROPERTIES OF THE NORMAL DISTRIBUTION 3. A normal distribution curve is unimodal (i.e., it has only one mode). 4. The curve is symmetric about the mean, which is equivalent to saying that its shape is the same on both sides of a vertical line passing through the center. PROPERTIES OF THE NORMAL DISTRIBUTION 5. The curve is continuous ; that is, there are no gaps or holes. For each value of X, there is a corresponding value of Y. 6. The curve never touches the x axis. Theoretically, no matter how far in either direction the curve extends, it never meets the x axis —but it gets increasingly closer. PROPERTIES OF THE NORMAL DISTRIBUTION 7. The total area under a normal distribution curve is equal to 1.00, or 100%. 8. The area under the part of a normal curve that lies within 1 standard deviation of the mean is approximately 0.68, or 68%; within 2 standard deviations, about 0.95, or 95%; and within 3 standard deviations, about 0.997, or 99.7%. IMPORTANT NOTES ABOUT THE NORMAL DISTRIBUTION • Normal distribution depends on two factors : the mean μ and the standard deviation σ. • The mean determines the location of the center of the bell-shaped curve. Thus, a change in the value of the mean shifts the graph normal curve to the right or to the left. of the NORMAL AND SKEWED DISTRIBUTIONS When the data values are evenly distributed about the mean, a distribution is said to be a symmetric distribution . NORMAL AND SKEWED DISTRIBUTIONS When the majority o f the data values fall to the right of the mean, the distribution is said to be a negatively or left -skewed distribution . NORMAL AND SKEWED DISTRIBUTIONS When the majority o f the data values fall to the left of the mean, a distribution is said to be a positively or right -skewed distribution . NORMAL AND SKEWED DISTRIBUTIONS The “tail” of the curve indicates the direction of skewness (right is positive, left is negative). IMPORTANT NOTES ABOUT THE NORMAL DISTRIBUTION (a) The mean represents the balancing point of the graph of the distribution. (b) The mode represents the “high point” of the probability density function. (c) The median represents the point where 50% of the area under the distribution is to the left and 50% of the area under the distribution is to the right. IMPORTANT NOTES ABOUT THE NORMAL DISTRIBUTION ▪ For symmetric distributions with a single peak, such as the normal curve, Mean = Median = Mode. ▪ The standard deviation determines the shape of the graphs (particularly, the height and width of the curve). When the standard deviation is large, the normal curve is short and wide, while a small value for the standard deviation yields a skinnier and taller graph. The curve above on the left is shorter and wider than the curve on the right, because the curve on the left has a bigger standard deviation In figure 2, the two normal curves are identical in form but are centered at different positions along the horizontal axis. In figure 3, the two normal curves centered at exactly the same position on the horizontal axis, but the curve with larger standard deviation is lower and spreads out farther. In figure 4, two curves centered at different positions on the horizontal axis and their shapes reflect the deviation. two different values of standard HISTORICAL NOTES ON THE NORMAL CURVE ▪ The French-English mathematician Abraham de Moivre first described the use of the normal distribution in 1733 when he was developing the mathematics of chance, particularly for approximating the binomial distribution. Marquis de Laplace used the normal distribution as a model of measuring errors. Adolphe Quetelet and Carl Friedrich Gauss popularized its use. Quetelet used the normal curve to discuss “the average man” with the idea of using the curve as some sort of an ideal histogram while Gauss used astronomical data in 1809. the normal curve to analyze HISTORICAL NOTES ON THE NORMAL CURVE ▪ In some disciplines, such as engineering, the normal distribution is also called the Gaussian distribution (in honor of Gauss who did not first propose it!). The first unambiguous use of the term “normal” distribution is attributed to Sir Francis Galton in 1889 although Karl Pearson's consistent and exclusive use of this term in his prolific writings led to its eventual throughout the statistical community. adoption WHY IS THE NORMAL DISTRIBUTION CONSIDERED THE MOST IMPORTANT CURVE IN STATISTICS? (a) Many random variables are either normally distributed normally or, at least, distributed . approximately Heights, weights, examination scores, the log of the length of life of random some equipment variables that normally distributed . are among a few are approximately WHY IS THE NORMAL DISTRIBUTION CONSIDERED THE MOST IMPORTANT CURVE IN STATISTICS? (b) It is easy for mathematical statisticians to work with the normal curve . A number of hypothesis tests and the regression model are based on the assumption that the underlying data have normal distributions . EXAMPLE Assume that 68.3 % of grade 11 students have score between 34 and 48 out of 50- point quiz and the data are normally distributed. a. Find the mean and standard deviation b. Construct the normal normal distribution curve of the ANSWER EXAMPLE ANSWER TRY THIS! Construct a normal curve . TRY THIS! a. Find the mean and standard deviation. b. Construct the normal curve of the normal distribution.