WHEN IS A Z-SCORE BIG? NORMAL MODELS A Very Useful Model for Data µ = 3 and = 1 0 3 6 8 9 12 X Normal Models: A family of bell-shaped curves that differ only in their means and standard deviations. µ = the mean = the standard deviation Normal Models mean, denoted , can be any number The standard deviation can be any nonnegative number The total area under every normal model curve is 1 There are infinitely many normal models Notation: X~N(, ) denotes that data represented by X is modeled with a normal model with mean and standard deviation The Total area =1; symmetric around µ The effects of and How does the standard deviation affect the shape of the bell curve? = 2 =3 =4 How does the expected value affect the location of the bell curve? = 10 = 11 = 12 µ = 3 and = 1 0 3 6 3 12 µ = 6 and = 1 0 9 X 6 9 12 X 0 3 µ = 6 and = 2 6 8 3 12 µ = 6 and = 1 0 9 X 6 8 9 12 X µ = 6 and = 2 0 3 6 9 12 X area under the density curve between 6 and 8 is a number between 0 and 1 area under the density curve between 6 and 8 is a number between 0 and 1 Standardizing X~N(, Form a new normal model by subtracting the mean from X and dividing by the standard deviation : (X This process is called standardizing the normal model. Suppose Standardizing (cont.) is also a normal model; we will denote it by Z: Z = (X has mean 0 and standard deviation 1: = 0; = 1. , 1 The normal model Z is called the standard normal model. (X µ = 6 and = 2 0 3 6 8 9 12 X (X-6)/2 µ = 0 and = 1 .5 -3 -2 -1 .5 0 1 2 3 Z Standard Normal Model .5 -3 -2 -1 .5 0 1 2 3 Z Z~N(0, 1) denotes the standard normal model = 0 and = 1 Important Properties of Z #1. The standard normal curve is symmetric around the mean 0 #2. The total area under the curve is 1; so (from #1) the area to the left of 0 is 1/2, and the area to the right of 0 is 1/2 Standard normal areas have been calculated and are provided in table Z. Area between - and z0 The tabulated area corresponds to the area between Z= - and some z0 Z = z0 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359 0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753 0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015 … 1 … … … … 1.2 … 0.01 … 0.00 … z … … … … Example – begin with a normal model with mean 60 and stand dev 8 0.8944 Proportion of the area to the left of 70 under the original curve is the proportion 70 60 of the area to the left of = 1.25 8 under the standard normal Z curve = 0.8944 z 0.0 0.1 0.2 0.8438 0.8461 0.8849 0.8869 0.8888 0.05 0.5199 0.5596 0.5987 0.8485 0.8508 0.8531 0.8907 0.8925 0.8944 0.06 0.5239 0.5636 0.6026 0.07 0.5279 0.5675 0.6064 0.08 0.5319 0.5714 0.6103 0.09 0.5359 0.5753 0.6141 0.8554 0.8577 0.8599 0.8621 0.8962 0.8980 0.8997 0.9015 … … … 1.2 0.04 0.5160 0.5557 0.5948 … 0.8413 … 1 0.03 0.5120 0.5517 0.5910 … 0.02 0.5080 0.5478 0.5871 In this example z0 = 1.25 … 0.01 0.5040 0.5438 0.5832 … 0.00 0.5000 0.5398 0.5793 0.8944 0.8944 0.8944 0.8944 … … … … Areas Under the Z Curve: Using the Table Proportion of area above the interval from 0 to 1 = .8413 - .5 = .3413 .50 .3413 .1587 0 1 Z Example Area=.3980 0 Area between 0 and 1.27) = 1.27 z .8980-.5=.3980 Example A2 0 .55 Area to the right of .55 = A1 = 1 - A2 = 1 - .7088 = .2912 Example Area=.4875 Area=.0125 -2.24 Area 0 between -2.24 and 0 = z .5 - .0125 = .4875 Example Area to the left of -1.85 = .0322 Example .9968 A1 A1 .1190 A2 A -1.18 0 2.73 z Area between -1.18 and 2.73 = A - A1 = .9968 - .1190 = .8778 Example .6826 .1587 .8413 Area between -1 and +1 = .8413 - .1587 =.6826 Example Area to the right of 250 under original curve = area to the right of 250 275 25 Z= = = .58 43 43 under the standard normal curve = 1 .2810 = .7190 Example .8671 .1230 .9901 area between 225 and 375 = area under standard normal curve between z = (225 275) 43 = -1.16 and z = (375 275) 43 = 2.33; the area is .9901 .1230 = .8671 Example: from percentiles to scores, z in reverse. -.67 Is k positive or negative? Direction of inequality; magnitude of probability Look up .2514 in body of table; corresponding entry is -.67 N(275, 43); find k so that area to the left of k is .9846 .9846 = area to the left of k under N(275,43) curve = area to left of z = (k 275) 43 under N(0,1) curve k 275 = 2.16 (from 43 standard normal table) k = 2.16(43) 275 = 367.88 Area to the left of 2.16 = .9846 0.45 0.4 0.35 0.3 0.25 .9846 0.2 0.15 0.1 0.05 0 X -3 0 2.16 3 Underweight Cereal Boxes On a production line the amount of cereal dispensed into individual cereal boxes by an automatic filling machine can be described by a Normal model with mean 16.3 ounces and standard deviation 0.2 ounces. If the label on the cereal box reads 16.0 ounces, what percentage of the boxes will be underweight? Denote by X the amount of cereal dispensed into a box. X~N(16.3, 0.2) Underweight Cereal Boxes-2 Using Statcrunch What percentage of the cereal boxes will be underweight (less than 16.0)? X~N(16.3, 0.2) Use StatCrunch: • Click Stat button; • In drop-down menu point to Calculators; • In continuation menu click Normal. Underweight Cereal Boxes-3 Using Statcrunch What percentage of the cereal boxes will be underweight (less than 16.0)? X~N(16.3, 0.2) Use StatCrunch: • Input the required information (yellow); • Click Compute button Area to the left of 16.0 = 0.0668 Underweight Cereal Boxes-4 Using Statcrunch What percentage of the cereal boxes will be underweight (less than 16.0)? • Area to the left of 16.0 = 0.0668 • Conclusion: approximately 6.7% of the boxes will contain less than 16.0 ounces of cereal. • Example: determine the mean Regulate blue dye for mixing paint; machine can be set to discharge an average of ml./can of paint. Amount discharged: N(, .4 ml). If more than 6 ml. discharged into paint can, shade of blue is unacceptable. Determine the setting so that only 1% of the cans of paint will be unacceptable Solution X =amount of dye discharged into can X ~N( , .4); determine so that area to the right of 6 is .01 Solution (cont.) X =amount of dye discharged into can X ~N( , .4); determine so that the area to the right of x= 6 is .01. .01 = area to the right of x = 6 = area to the right of z = (6 ) .4 6.4 = 2.33(from standard normal table) = 6-2.33(.4) = 5.068 Are You Normal? Normal Probability Plots Checking your data to determine if a normal model is appropriate Are You Normal? Normal Probability Plots When you actually have your own data, you must check to see whether a Normal model is reasonable. Looking at a histogram of the data is a good way to check that the underlying distribution is roughly unimodal and symmetric. Are You Normal? Normal Probability Plots (cont) A more specialized graphical display that can help you decide whether a Normal model is appropriate is the Normal probability plot. If the distribution of the data is roughly Normal, the Normal probability plot approximates a diagonal straight line. Deviations from a straight line indicate that the distribution is not Normal. Are You Normal? Normal Probability Plots (cont) Nearly Normal data have a histogram and a Normal probability plot that look somewhat like this example: Are You Normal? Normal Probability Plots (cont) A skewed distribution might have a histogram and Normal probability plot like this: End of Normal Models