7.1 Properties of the Normal Distribution BETWEEN NUMBERS ● ● Sometimes we want to model a random variable that is equally likely between two limits Examples Choose a random time … the number of seconds past the minute is random number in the interval from 0 to 60 Observe a tire rolling at a high rate of speed … choose a random time … the angle of the tire valve to the vertical is a random number in the interval from 0 to 360 UNIFORM PROBABILITY DISTRIBUTION When “every number” is equally likely in an interval, this is a uniform probability distribution Any specific number has a zero probability of occurring The mathematically correct way to phrase this is that any two intervals of equal length have the same probability EXAMPLE ● ● For the seconds after the minute example Every interval of length 3 has probability 3/60 The chance that it will be between 14.4 and 17.3 seconds after the minute is 3/60 The chance that it will be between 31.2 and 34.2 seconds after the minute is 3/60 The chance that it will be between 47.9 and 50.9 seconds after the minute is 3/60 EXAMPLE CONTINUED ● ● For the seconds after the minute example Every individual value has probability 0 The chance that it will be exactly 13.4 seconds after the minute (i.e. between 13.4 and 13.4) is 0/60 or 0 The chance that it will be exactly 31.2 seconds after the minute (i.e. between 31.2 and 31.2) is 0/60 or 0 The chance that it will be exactly 47.9 seconds after the minute (i.e. between 47.9 and 47.9) is 0/60 or 0 ● We need to use a different way to specify the probabilities PROBABILITY DENSITY FUNCTION ● ● A probability density function is an equation used to specify and compute probabilities of a continuous random variable This equation must have two properties The total area under the graph of the equation is equal to 1 (the total probability is 1) The equation is always greater than or equal to zero (probabilities are always greater than or equal to zero) PROBABILITY This function method is used to represent the probabilities for a continuous random variable For the probability of X between two numbers Compute the area under the curve between the two numbers That is the probability PROBABILITY The probability of being between 4 and 8 The probability From 4 (here) To 8 (here) PROBABILITY ● An interpretation of the probability density function is The random variable is more likely to be in those regions where the function is larger The random variable is less likely to be in those regions where the function is smaller The random variable is never in those regions where the function is zero GRAPH OF PROBABILITY A graph showing where the random variable has more likely and less likely values More likely values Less likely values TIME EXAMPLE The time example … uniform between 0 and 60 All values between 0 and 60 are equally likely, thus the equation must have the same value between 0 and 60 TIME EXAMPLE CONTINUED The time example … uniform between 0 and 60 Values outside 0 and 60 are impossible, thus the equation must be zero outside 0 to 60 TIME EXAMPLE CONTINUED The time example … uniform between 0 and 60 Because the total area must be one, and the width of the rectangle is 60, the height must be 1/60 1/60 TIME EXAMPLE CONTINUED The time example … uniform between 0 and 60 The probability that the variable is between two numbers is the area under the curve between them 1/60 NORMAL CURVE The normal curve has a very specific bell shaped distribution The normal curve looks like NORMAL ● ● A normally distributed random variable, or a variable with a normal probability distribution, is a random variable that has a relative frequency histogram in the shape of a normal curve This curve is also called the normal density curve (a particular probability density function) INFLECTION POINT In drawing the normal curve, the mean μ and the standard deviation σ have specific roles The mean μ is the center of the curve The values (μ – σ) and (μ + σ) are the inflection points of the curve DIFFERENT NORMAL? There are normal curves for each combination of μ and σ The curves look different, but the same too Different values of μ shift the curve left and right Different values of σ shift the curve up and down NORMAL Two normal curves with different means (but the same standard deviation) The curves are shifted left and right NORMAL Two normal curves with different standard deviations (but the same mean) The curves are shifted up and down “NORMAL” PROPERTIES ● Properties of the normal density curve The curve is symmetric about the mean The mean = median = mode, and this is the highest point of the curve The curve has inflection points at (μ – σ) and (μ + σ) The total area under the curve is equal to 1 The area under the curve to the left of the mean is equal to the area under the curve to the right of the mean NORMAL PROPERTIES ● Properties of the normal density curve ● As x increases, the curve goes to zero … as x decreases, the curve goes to zero In addition, the empirical rule holds The area within 1 standard deviation of the mean is approximately 0.68 The area within 2 standard deviations of the mean is approximately 0.95 The area within 3 standard deviations of the mean is approximately 0.997 NORMAL PROPERTIES The curve is symmetric about the mean Because the curve is symmetric The mean = median = mode = μ The area under the curve to the left of the mean is equal to the area under the curve to the right of the mean NORMAL PROPERTIES ● The highest point of the curve is at x = μ ● This can be seen in a previous chart The total area is equal to 1 This is a complex calculation But it is true NORMAL PROPERTIES ● It has inflection points (where the concavity changes) at (μ – σ) and (μ + σ) ● This can be seen in a previous chart As x increases, the curve goes to zero … as x decreases, the curve goes to zero This is clear from the chart also NORMAL PROPERTIES ● The empirical rule is true Approximately 68% of the values lie between (μ – σ) and (μ + σ) Approximately 95% of the values lie between (μ – 2σ) and (μ + 2σ) Approximately 99.7% of the values lie between (μ – 3σ) and (μ + 3σ) REMINDER… An illustration of the Empirical Rule NORMAL CURVE The equation of the normal curve with mean μ and standard deviation σ is This is a complicated formula, but we will never need to calculate it (thankfully) AREA UNDER THE CURVE When we model a distribution with a normal probability distribution, we use the area under the normal curve to Approximate the areas of the histogram being modeled Approximate probabilities that are too detailed to be computed from just the histogram EXAMPLE Assume that the distribution of giraffe weights has μ = 2200 pounds and σ = 200 pounds EXAMPLE What is an interpretation of the area under the curve to the left of 2100? EXAMPLE It is the proportion of giraffes that weigh 2100 pounds and less HOW? ● How do we calculate the areas under a normal curve? If we need a table for every combination of μ and σ, this would rapidly become unmanageable We would like to be able to compute these probabilities using just one table The solution is to use the standard normal random variable HOW? The standard normal random variable is the specific normal random variable that has μ = 0 and σ=1 We can relate general normal random variables to the standard normal random variable using a Zscore calculation Z- SCORE If X is a general normal random variable with mean μ and standard deviation σ then is a standard normal random variable This equation connects general normal random variables with the standard normal random variable We only need a standard normal table EXAMPLE CONTINUED The area to the left of 2100 for a normal curve with mean 2200 and standard deviation 200 Z-SCORE To compute the corresponding value of Z, we use the Z-score Thus the value of X = 2100 corresponds to a value of Z = – 0.5 In the next section, we will learn how to use this to find the probability!!! SUMMARY Normal probability distributions can be used to model data that have bell shaped distributions Normal probability distributions are specified by their means and standard deviations Areas under the curve of general normal probability distributions can be related to areas under the curve of the standard normal probability distribution THE BIRTH WEIGHTS OF FULL-TERM BABIES ARE NORMALLY DISTRIBUTED WITH MEAN 3,400 GRAMS AND STANDARD DEVIATION 505 GRAMS a) Draw a normal curve with the parameters labeled b) Shade the region that represents the proportions of full-term babies who weigh more than 4,410 grams Suppose that the area under the curve to the right of x = 4,410 is .0228. Provide two interpretations of this result. c)