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Module 1e Test of Normality

This document provides an overview of normal distributions and techniques for assessing the normality of data sets. It defines key properties of the normal distribution including the mean, median and mode all being equal. Methods for examining normality discussed include descriptive statistics, box and whisker plots, normal probability plots and evaluating how well the data fits the empirical rule for normal distributions. References for creating normal probability plots and box and whisker charts in Excel are also provided.

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Lorifel Antonette Laoreno Tejero
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58 views

Module 1e Test of Normality

This document provides an overview of normal distributions and techniques for assessing the normality of data sets. It defines key properties of the normal distribution including the mean, median and mode all being equal. Methods for examining normality discussed include descriptive statistics, box and whisker plots, normal probability plots and evaluating how well the data fits the empirical rule for normal distributions. References for creating normal probability plots and box and whisker charts in Excel are also provided.

Uploaded by

Lorifel Antonette Laoreno Tejero
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Mathematical Statistics

Review of Basic
Statistical Concepts
(Test of Normality)
Learning Objectives:
At the end of this module, the students should be
able to:
1.Identify the properties of a normal distribution;
2.Differentiate between normal and non-normal distribution;
and
3.Use Excel in examining the normality of data set (e.g.
Descriptive Statistics, Box and whisker plot, Normal
probability plot, etc.).
Normal Distribution

• It is the most common continuous


distribution.

• Also known as the Gaussian distribution or


the bell curve.

• In this distribution, the probability that


various values occur within certain ranges
or intervals can be calculated.
Chap
1-3
The Normal Distribution
Properties

• Bell Shaped’
• Symmetrical
• Mean, Median and Mode are f(X)
equal
• Location is characterized by the
mean, μ
• Spread is characterized by the =Mean
= Median
standard deviation, σ
= Mode
• The random variable has an
infinite theoretical range: -∞ to
+∞
The Normal Distribution
Shape
A
B

By varying the parameters μ and σ, we obtain


different normal distributions
A
B

• Which distributions have the same mean (μ)


but have different standard deviations?
• Which distributions differ with respect to both
μ and σ?
The Normal Distribution
Shape
f(X) Changing μ shifts the
distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X
The Standardized Normal
Distribution
▪ Also known as the “Z” distribution
▪ Mean is 0
▪ Standard Deviation is 1
f(Z)

Z
0

Values above the mean have positive Z-values,


values below the mean have negative Z-values
Try this: Given the normal probability,
find the value of x
• Let X represent the time it takes (in seconds) to
download an image file from the internet.
• Suppose X is normal with mean 8.0 and standard
deviation 5.0
• Find X such that 20% of download times are less than X.

.2000

? 8.0 X
? 0 Z
Solution using Excel

.2000

? 8.0 X
? 0 Z

Note: Refer to page 15 in your textbook for excel step by step in a Standard Normal
Distribution, see also example on page 24
Assessing Normality
• It is important to evaluate how well the data set
is approximated by a normal distribution.
• Normally distributed data should approximate
the theoretical normal distribution:
• The normal distribution is bell shaped
(symmetrical) where the mean is equal to the
median.
• The empirical rule applies to the normal
distribution.(66.67%, 80%, 95%)
• The interquartile range of a normal
distribution is 1.33 standard deviations.
The Empirical Rule as applied
to the Normal distribution
• This rule states that for symmetrical bell-shaped data sets,
one can find that roughly two out of every three
observations are contained within a distance of 1 standard
deviation around the mean and roughly
Assessing Normality
• Construct charts or graphs
• For small- or moderate-sized data sets, do stem-
and-leaf display and box-and-whisker plot look
symmetric?
• For large data sets, does the histogram or
polygon appear bell-shaped?
• Compute descriptive summary measures
• Do the mean, median and mode have similar
values?
• Is the interquartile range approximately 1.33 σ?
• Is the range approximately 6 σ?
Assessing Normality
• Observe the distribution of the data set
• Do approximately 2/3 of the observations lie
within mean ± 1 standard deviation?
• Do approximately 80% of the observations lie
within mean ± 1.28 standard deviations?
• Do approximately 95% of the observations lie
within mean ± 2 standard deviations?
• Evaluate normal probability plot
• Is the normal probability plot approximately linear
with positive slope?
The Normal Probability Plot
A normal probability plot for data from a
normal distribution will be approximately
linear:

X
90

60

30

-2 -1 0 1 2 Z
The Normal Probability Plot
Left-Skewed Right-Skewed
X 90 X 90
60 60
30 30

-2 -1 0 1 2 Z -2 -1 0 1 2 Z

Rectangular
X 90
Nonlinear plots
60
indicate a deviation
30
from normality
-2 -1 0 1 2 Z
Exploratory Data Analysis
The Five Number Summary

• The five numbers that describe the


spread of data are:
• Minimum
• First Quartile (Q1)
• Median (Q2)
• Third Quartile (Q3)
• Maximum

Chap 3-17
Exploratory Data Analysis
The Box-and-Whisker Plot
• The Box-and-Whisker Plot is a graphical display
of the five number summary.

25% 25% 25% 25%


Exploratory Data Analysis
The Box-and-Whisker Plot
• The Box and central line are centered between the
endpoints if data are symmetric around the
median.

Min Q1 Median Q3 Max

• A Box-and-Whisker plot can be shown in either


vertical or horizontal format.
Chap 3-19
Exploratory Data Analysis
The Box-and-Whisker Plot

Left-Skewed Symmetric Right-Skewed

Q1 Q2Q3 Q1Q2Q3 Q1 Q2 Q3
Other ways of assessing normality of
data include:
Other ways of assessing normality of
data include:

• checking for outliers

Note: An outlier is a data value that lies more


than 1.5(IQR) units below Q1 or 1.5(IQR)
units above Q3 .
Guides in making Box and Whisker
Plot using Microsoft Excel

with earlier versions with latest versions of


of MS excel (2007, MS excel (2016 and up)
2010, 2013)
Guides in making a Normal
Probability Plot

.
References:
Berenson, M. L.,Krehbiel, T. C., Levine, D. M., & Stephan, D.
(2008). Statistics for Managers Using Microsoft Excel.
Pearson.
.

Bluman, G. (2018). Elementary statistics : a step by step


approach. New York: McGraw-Hill Education.

Statistical Analysis with Software Applications. Philippines:


McGraw-Hill Education.
References:
Contextures Inc. (2014). Create a Simple Box Plot - Box and
Whisker Chart - in Excel. Retrieved from
https://www.youtube.com/watch?v=ucWmfmXb1kk&t=5s
Hays, D. (2013). Excel 2010: Creating a Normal Probability
. Plot. Retrieved from
https://www.youtube.com/watch?v=1Ts2lYrXenE
Glen, S. (2015, February 16).Normal Probability Plot in
Excel . Retrieved from
https://www.youtube.com/watch?v=3BqWqECOqEc
MyExcelOnline.com. (2019, October 8). How to Create a Box
and Whisker Excel Chart in Excel 2016 & Excel 2019.
Retrieved from
https://www.youtube.com/watch?v=Pf8E7ryiKuI

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