Standard Normal Distribution

Lecture 5

Dave Brocker

Farmingdale State College

Standard Normal Distribution

What do we know about normal distributions?

Standard Normal Distribution

Properties and Principles

The 4 properties of a standard normal distribution are:

  • They are shaped like a bell (“bell curve”).

  • They are symmetric.

  • They are unimodal.

  • The mean = median = mode.

Standard Deviation

Standard deviation is in the scale of the variable (x).

  • A standard deviation of 1 means a distance of 1 on the scale used to measure the variable.

Standard Normal Distribution

Example 1

Jonas scores a 98 on the exam. The average grade on the exam was 97 with a standard deviation of 1.

  • Find Jonas’ score on the normal distribution.

Standard Normal Distribution

Where do most scores fall in relation to the mean?

  • Most scores fall within one standard deviation of the mean.

  • “Within one standard deviation” means +1 as well as -1 standard deviation.

Standard Normal Distribution

Percentages and Proportions

  • 68.3% of the data will fall within 1 SD of the mean.

  • 95.4% of the data will fall within 2 SD of the mean.

  • 99.7% of the data will fall within 3 SD of the mean.

Standard Normal Distribution

Example 1

Students’ ratings of the Netflix Original Dark (range = 1- 10) form a normal distribution with m = 6 and s = 1.

  • What percentage of Students rate it a 7 or higher?

  • What percentage of Students rate it at least a 4?

  • What percentage of Students rate it an 8 or lower?

Standard Normal Distribution

Where should we put the mean?

Standard Normal Distribution

Where should we put the mean?

Standard Normal Distribution

Mean: 6 | Standard Deviation: 1

Standard Normal Distribution

Example 1:

Students’ ratings of the Netflix Original Dark form a normal distribution with m = 6 and s = 1.

  • What percentage of Students rate the Netflix Original Dark a 7 or higher?

    • 15.8%

Standard Normal Distribution

Example 1:

Students’ ratings of the Netflix Original Dark form a normal distribution with m = 6 and s = 1.

  • What percentage of Students rate the Netflix Original Dark at least a 4?

    • 2.2%

Standard Normal Distribution

Example 1:

Students’ ratings of the Netflix Original Dark form a normal distribution with m = 6 and s = 1.

  • What percentage of Students rate the Netflix Original Dark an 8 or lower?

    • 97.6%

Z-scores

What does it do?

A z-score tells you, in standard deviation units how far the x-value is from the mean.

  • Z-scores are better than using raw SD,

  • When the SD is a decimal, it is hard to find the exact point under the standard normal curve.

Z-scores

Rule of Thumb

  • The distance from the mean to the 1 on this standard normal curve is equal to the SD.

Z-scores

Rule of Thumb

  • The distance from the mean to the 1 on this standard normal curve is equal to z=1.

Z-scores:

Find: Z = 1 | Z = -2 | Z = 0.5

Z-scores]

What do they do!

Z-scores re-express the original data points (the x’s) in a way that intuitively lets us know:

  • How close the x is to the mean (AKA how much this particular participant is like the average person in the sample)

  • Where it falls in the dispersion of the distribution (AKA how different this particular participant is from the majority of people in the sample)

Calculating

Z-scores

  • Subtract the mean from each X value.

  • Divide by the standard deviation.

Tip

\[ z = \frac{x-\bar{x}}{s} \]

Z-scores

Z-Scores are calculated by

  • Centering the X values on the mean: When we center the mean (AKA mean-centering), we set the mean to 0.

  • Dividing by the standard deviation

  • When we divide by the SD, the space from the mean is expressed in standard deviations.

Z-scores

A Familiar Face: \(\bar{x} = 20\)

xx-xbar(x-xbar)^2
10-10100
10-10100
2000
3010100
3010100

Z-scores

Formula in Action

Tip

\[z =\frac{x-\bar{x}}{s} = \frac{20-10}{s}=\frac{-10}{s}\]

Tip

\[s^2 = \frac{\sum(x-\bar{x}^2)}{n-1} = \frac{400}{4} = 100 = \sqrt{100} = s\]

Z-scores

xx-xbar(x-xbar)^2z
10-10100-1
10-10100-1
20000
30101001
30101001

Z-scores

  • We made the mean = 0: When you mean-center a distribution, you shift it along the number line.

  • We made the SD = 1: When you divide a distribution by the SD, you shrink the distribution down.

  • BUT: The shape of the distribution remains the same.

Z-scores

  • Shift distribution along the number line.

  • Shrink distribution down.

  • The shape of the distribution remains the same.

Z-Scores

Why Do We Care?

  • A z-score tells me where my score falls in SD units.

  • I can then look at this standard normal curve, and estimate what percentage of people did better or worse than me.

Z-Scores

Why Do We Care?

The mean score for Exam 1 was a 92 with a standard deviation of 3.

  • Esmeralda scored an 86.

  • What percent of the class scored better than Esmeralda?

Z-Scores

Why Do We Care?

\(z=\frac{x-\bar{x}}{s} = \frac{86-92}{3} = -2\)

  • 98% of the class did better than Esmeralda.

Z-Scores

The mean score for Exam 1 was a 92 with a standard deviation of 3.

Jonas scored a 95.

  • What percent of the class scored better than Jonas?

\[ z = \frac{95-92}{3} = 1 \]

  • 16% scored higher than Jonas.