anthony j greene1 computing probabilities from the standard normal distribution
TRANSCRIPT
Anthony J Greene 1
Computing Probabilities From the Standard Normal Distribution
Table B.1
p. 687
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Table B.1A
Closer Look
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dx
deP
x
x
X 2
1
22 2/)(
22
1
The Normal Distribution: why use a table?
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From x or z to PTo determine a percentage orprobability for a normally distributed variable
Step 1 Sketch the normal curve associated with the variable
Step 2 Shade the region of interest and mark the delimiting x-values
Step 3 Compute the z-scores for the delimiting x-values found in Step 2
Step 4 Use Table B.1 to obtain the area under the standard normal curve delimited by the z-scores found in Step 3
Use Geometry and remember that the total area under the curve is always 1.00.
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From x or z to PFinding percentages for a normally distributed variable from areas under the standard normal curve
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Finding percentages for a normally distributed variable from areas under the standard normal curve
1. , are given.
2. a and b are any two values of the variable x.
3. Compute z-scores for a and b.
4. Consult table B-1
5. Use geometry to find desired area.
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Given that a quiz has a mean score of 14 and an s.d. of 3, what proportion of the class will score between 9 & 16?
1. = 14 and = 3.
2. a = 9 and b = 16.
3. za = -5/3 = -1.67, zb = 2/5 = 0.4.
4. In table B.1, we see that the area to the left of a is 0.0475 and that the area to the right of b is 0.3446.
5. The area between a and b is therefore 1 – (0.0475 + 0.3446) = 0.6079 or 60.79%
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Finding the area under the standard normal curve to the left of z = 1.23
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What if you start with x instead of z?
z = 1.50: Use Column C; P = 0.0668
What is the probability of selecting a random student who scored above 650 on the SAT?
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Finding the area under the standard normal curve to the right of z = 0.76
The easiest way would be to use Column C, but lets use Column B instead
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Finding the area under the standard normal curve that lies between z = –0.68 and z = 1.82
One Strategy: Start with the area to the left of 1.82, then subtract the area to the right of -0.68.
P = 1 – 0.0344 – 0.2483 = 0.7173
Second Strategy: Start with 1.00 and subtract off the two tails
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Determination of the percentage of people having IQs between 115 and 140
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From x or z to PReview of Table B.1 thus far
Using Table B.1 to find the area under the standard normal curve that lies
(a) to the left of a specified z-score,
(b) to the right of a specified z-score,
(c) between two specified z-scores
Then if x is asked for, convert from z to x
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From P to z or x Now the other way around
To determine the observations corresponding to a specified percentage or probability for a normally distributed variable
Step 1 Sketch the normal curve associated the the variable
Step 2 Shade the region of interest (given as a probability or area
Step 3 Use Table B.1 to obtain the z-scores delimiting the region in Step 2
Step 4 Obtain the x-values having the z-scores found in Step 3
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From P to z or xFinding z- or x-scores corresponding to a given region.
Finding the z-score having area 0.04 to its left
Use Column C: The z corresponding to 0.04 in the left tail is -1.75
x = σ × z + μ
If μ is 242 σ is 100, thenx = 100 × -1.75 + 242
x = 67
zx
xz
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The z Notation
The symbol zα is used to denote the z-score having area α (alpha) to its right under the standard normal curve. We read “zα” as “z sub α” or more simply as “z α.”
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The z notation : P(X>x) = α
This is the z-score that demarks an area under the curve with P(X>x)= α
P(X>x)= α
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The z notation : P(X<x) = α
This is the z-score that demarks an area under the curve with P(X<x)= α
P(X<x)= α
Z
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The z notation : P(|X|>|x|) = α
This is the z-score that demarks an area under the curve with P(|X|>|x|)= α
P(|X|>|x|)= α
α/2 α/21- α
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Finding z 0.025
Use Column C: The z corresponding to 0.025 in the right tail is 1.96
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Finding z 0.05
Use Column C: The z corresponding to 0.05 in the right tail is 1.64
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Finding the two z-scores dividing the area under the standard normal curve into a middle 0.95 area and two outside 0.025 areas
Use Column C: The z corresponding to 0.025 in both tails is ±1.96
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Finding the 90th percentile for IQs
z0.10 = 1.28
z = (x-μ)/σ
1.28 = (x – 100)/16
120.48 = x
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What you should be able to do
1. Start with z-or x-scores and compute regions
2. Start with regions and compute z- or x-scores
zx
xz