Chapter 6. The Normal Distribution. McGraw-Hill, Bluman, 7 th ed., Chapter 6 1

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Transcription:

Chapter 6 The Normal Distribution McGraw-Hill, Bluman, 7 th ed., Chapter 6 1

Bluman, Chapter 6 2

Chapter 6 Overview Introduction 6-1 Normal Distributions 6-2 Applications of the Normal Distribution 6-3 The Central Limit Theorem 6-4 The Normal Approximation to the Binomial Distribution Bluman, Chapter 6 3

Chapter 6 Objectives 1. Identify distributions as symmetric or skewed. 2. Identify the properties of a normal distribution. 3. Find the area under the standard normal distribution, given various z values. 4. Find probabilities for a normally distributed variable by transforming it into a standard normal variable. Bluman, Chapter 6 4

Chapter 6 Objectives 5. Find specific data values for given percentages, using the standard normal distribution. 6. Use the central limit theorem to solve problems involving sample means for large samples. 7. Use the normal approximation to compute probabilities for a binomial variable. Bluman, Chapter 6 5

6.1 Normal Distributions Many continuous variables have distributions that are bell-shaped and are called approximately normally distributed variables. The theoretical curve, called the bell curve or the Gaussian distribution, can be used to study many variables that are not normally distributed but are approximately normal. Bluman, Chapter 6 6

Normal Distributions The mathematical equation for the normal distribution is: where e 2.718 3.14 y e population mean 2 2 ( X ) (2 ) 2 population standard deviation Bluman, Chapter 6 7

Normal Distributions The shape and position of the normal distribution curve depend on two parameters, the mean and the standard deviation. Each normally distributed variable has its own normal distribution curve, which depends on the values of the variable s mean and standard deviation. Bluman, Chapter 6 8

Normal Distributions Bluman, Chapter 6 9

Normal Distribution Properties The normal distribution curve is bell-shaped. The mean, median, and mode are equal and located at the center of the distribution. The normal distribution curve is unimodal (i.e., it has only one mode). The curve is symmetrical 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. Bluman, Chapter 6 10

Normal Distribution Properties The curve is continuous i.e., there are no gaps or holes. For each value of X, here is a corresponding value of Y. 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. Bluman, Chapter 6 11

Normal Distribution Properties The total area under the normal distribution curve is equal to 1.00 or 100%. The area under the normal curve that lies within one standard deviation of the mean is approximately 0.68 (68%). two standard deviations of the mean is approximately 0.95 (95%). three standard deviations of the mean is approximately 0.997 ( 99.7%). Bluman, Chapter 6 12

Normal Distribution Properties Bluman, Chapter 6 13

Standard Normal Distribution Since each normally distributed variable has its own mean and standard deviation, the shape and location of these curves will vary. In practical applications, one would have to have a table of areas under the curve for each variable. To simplify this, statisticians use the standard normal distribution. The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1. Bluman, Chapter 6 14

z value (Standard Value) The z value is the number of standard deviations that a particular X value is away from the mean. The formula for finding the z value is: z value - mean standard deviation z X Bluman, Chapter 6 15

Area under the Standard Normal Distribution Curve 1. To the left of any z value: Look up the z value in the table and use the area given. Bluman, Chapter 6 16

Area under the Standard Normal Distribution Curve 2. To the right of any z value: Look up the z value and subtract the area from 1. Bluman, Chapter 6 17

Area under the Standard Normal Distribution Curve 3. Between two z values: Look up both z values and subtract the corresponding areas. Bluman, Chapter 6 18

Please refer to your worksheet to take notes for the following examples. Show as much work as possible. Although there is a common trend, each example some variation. Bluman, Chapter 6 19

Example 6-1: Area under the Curve Find the area to the left of z = 1.99. The value in the 1.9 row and the.09 column of Table E is.9767. The area is.9767. Bluman, Chapter 6 20

Example 6-2: Area under the Curve Find the area to right of z = -1.16. The value in the -1.1 row and the.06 column of Table E is.1230. The area is 1 -.1230 =.8770. Bluman, Chapter 6 21

Example 6-3: Area under the Curve Find the area between z = 1.68 and z = -1.37. The values for z = 1.68 is.9535 and for z = -1.37 is.0853. The area is.9535 -.0853 =.8682. Bluman, Chapter 6 22

Example 6-4: Probability a. Find the probability: P(0 < z < 2.32) The values for z = 2.32 is.9898 and for z = 0 is.5000. The probability is.9898 -.5000 =.4898. Bluman, Chapter 6 23

Example 6-5: Probability Find the z value such that the area under the standard normal distribution curve between 0 and the z value is 0.2123. Add.5000 to.2123 to get the cumulative area of.7123. Then look for that value inside Table E. Bluman, Chapter 6 24

Example 6-5: Probability Add.5000 to.2123 to get the cumulative area of.7123. Then look for that value inside Table E. The z value is 0.56. Bluman, Chapter 6 25

#6-10 For the following problems, 1) Draw a diagram of the region described. 2) Find the area of the shaded region. 3) State your answer as a decimal or a %. Bluman, Chapter 6 26

#6 p(z< -1.65) -1.65 0 Bluman, Chapter 6 27

#7 p(z> 1.91) 0 1.91 Bluman, Chapter 6 28

#8-0.3 0 Bluman, Chapter 6 29

#9 0 2 Bluman, Chapter 6 30

#10-1.75 0 1.1 Bluman, Chapter 6 31

Write an expression for the region below; find the area 0 1.24 2.03 p(1.24 < z < 2.03) Bluman, Chapter 6 32

Write an expression for the region below; find the area -2.03-1.24 0 p( 2.03 < z < 1.24) Bluman, Chapter 6 33

Four possible answers Bluman, Chapter 6 34

Homework Sec 6.1 page 311: # 1-5 all, #7-45 do as many as you need! # 46-49 all. #49 is the building block to chapter 7. Bluman, Chapter 6 35