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Chapter 7

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0% found this document useful (0 votes)
22 views

Chapter 7

Uploaded by

Ahmad bader
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 7: The Normal and Other Continuous Models

Assigning probabilities when your sample space is not a finite set of numbers, but rather a continuous interval is a
bit different. We cannot assign individual probabilities to all possible outcomes; so instead, we use the area
under a density curve to represent the probability of the random variable taking values in that interval.

The probability density function for a continuous random variable X is a curve such that:
1. The total area under the curve is one.
2. The area under the curve for a particular interval is the probability that X is in that interval.

Example (Uniform model)

Use the density curve below to answer the following question:


What percent of the observations lie between 0.5 and 1.2?

0 2

Normal random variables are the most common type of continuous random variables.
The density curve for a normal distribution is a bell-shaped normal curve.

Attributes of the Normal Curve: Notation:

• Symmetric: Mean= 
• Standard Deviation= 
• The entire area under the curve is 100%, or 1

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Review: Standardizing with Z-Scores:
The standard deviation is the most common measure of spread used for normal curves and is a natural ruler for
comparing individual values to the mean. To determine how many standard deviations the value is away from the
mean, we can standardize this value.

X−X X −
So, Z= or Z=
s 

The z-score tells us how many standard deviation an observation is above or below the mean.

When we standardize into Z-scores:


o Shape of the distribution does not change
o The center does change. The mean becomes 0.
o The spread does change. The standard deviation becomes 1.

The Empirical Rule states that for any normal or approximately normal distribution, approximate percentages or
proportions under the curve can be estimated. It is often called the 68-95-99.7% Rule.
Empirical Rule
68% of the observations are within one standard deviation of the mean
95% of the observations are within two standard deviations of the mean
99.7% of the observations are within three standard deviations of the mean

Example #1: In the last quarter of 2008, a group of 64 mutual funds had a mean return of 2.4% with a standard
deviation of 5.6%. Assume the return on the group of funds follows a normal distribution. Use the Empirical
Rule (draw and label a curve as part of your answer)
a. What percentage of the funds would have returns between -8.8% and 19.2%?

b. For the distribution of mutual fund returns, the worst 2.5% will have a return of less than what amount?

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Practice Problems:

1. A student got her verbal GRE scores back (GRE scores are normally distributed). The student got a 580 and
was at the lower 16th percentile. The report said the standard deviation of the GRE scores was 48. What is
the mean of the scores?

Use the following information to answer questions 2-4:


In 2009, Stat119 exam scores followed a normal distribution with a mean of 75 points. Unfortunately, the value of
the standard deviation and all of the other data got lost, except one
Z-score. This Z-score was -2, with a corresponding raw exam score of 60.

2. Find the standard deviation of that exam’s results (show work)

Answer:

3. Assume now that the mean for the exam was 70 with a standard deviation of 7. Using the Empirical Rule,
an estimate for the proportion of values between 49 and 77 is:

A) 0.68 B) 0.8385 C) 0.975 D) 0.815 E) 0.95

Answer:

4. For the exam with mean 70 and standard deviation 7, what score would a student have to get in order for
97.5% of the scores to be above that value?

A) 49 B) 56 C) 63 D) 84 E) 91

Answer:

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The Standard Normal Curve:
Standardizing is a technique to help us determine percentages, proportions, probabilities, or area under the curve for
any set of data. The new values are unit-less. The requirement is that the data must be normally or approximately
normally distributed. We will use TABLE Z from your text.

Finding Normal Percentiles using Table Z:

Example #1:
Use the Z table to find the following: Draw the picture first, shade the region you want and look up the Z in Table 2
to find the proportion to the left of that z-score. The proportion is also known as probability that the value of a
particular member of a population will fall in the given interval.

a. P(Z<-1.42)=

b. P(Z  1.95) =

c. P(-1.02<Z  2.57) =

Example #2: Women’s heights


Assume that college women’s heights follow a normal curve with a mean height of 65 inches and a standard
deviation of 2.7 inches.

a) Find the probability a college woman, selected at random, is shorter than 62 inches?

b) Find the probability a college woman, selected at random, is more than 68 inches tall?

c) Find the probability a college woman, selected at random, is between 60 and 68 inches tall?

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Example #3:
According to an article in Newsweek, the rate of water pollution in China is more than twice that measured in the
US and more than three times the amount measured in Japan. The mean emission of organic pollutants is 11.7
million pounds per day in China. Assume the water pollution in China is normally distributed throughout the year
with a standard deviation of 2.8 million pounds of organic emissions per day.

a) What is the probability that on any given day the water pollution in China is at least 15 million pounds per day?

b) What is the probability that on any given day the water pollution in China is between 6.2 and 9.3 million
pounds per day?

Inverse Normal Probability Calculations: Un-standardizing


Sometimes the proportion or percentage is given and you must find the corresponding Z-score and un-standardize
the value by finding the X-value

STEPS:

• Draw the picture


• Identify the Z-value from the given value of the proportion - look up the proportion in the MIDDLE of Table
A.
• Solve for X:

X −
Z=  X=

Example #1: In a standard normal model, what value(s) of z cut(s) off the region described? Draw a picture.
a) The lowest 10%

b) The highest 30%

c) The middle 70%

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Example #2:
The distribution of heights of college women is normal, with mean 65 inches and standard deviation 2.7 inches.
a) Find the height such that 10% of college women are shorter than that height.

b) Determine the two heights that make up the middle 90%.

Example #3: An athletic association wants to sponsor a footrace. The time it takes to run the course is normally
distributed with a mean of 58.6 minutes, and a standard deviation of 3.9 minutes
a) The association decides to have a tryout run, and eliminate the slowest 30% of the racers. What should the
cutoff time be in the tryout run for elimination?

b) What is the value of the first quartile for this distribution?

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How can you assess Normality?

Normal probability plots give a visual way to determine if a distribution is approximately normal.

If the distribution is close to normal, the plotted points will lie close to a line. Systematic deviations from a line
indicate a non-normal distribution.

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Practice Problems:

1. For each situation below, find the missing parameter.

 = 20, 25% above 22, =

= 20% below 100,  = 15

2. A World Health Organization study of health in various countries reported that in Canada, systolic blood
pressure readings have a mean of 122 and a standard deviation of 16. It is known that the distribution of
systolic blood pressure is normal.

a) What is the probability a Canadian selected at random has systolic blood pressure between 100 and 135?

b) High systolic blood pressures can be very dangerous. What systolic blood pressure represents the
boundary for the upper 7% of blood pressures?

3. SAT scores are normally distributed with a mean of 500 and a standard deviation of 100.The SAT testing
center claims that the middle 60% of test scores represent the “typical” or “average” student. Students
scoring outside of this range are either mediocre students or advanced students. Find the two test scores
representing the middle 60%.

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4. Suppose that the distribution for the amount spent by students vacationing for a week in Florida is
normally distributed with a mean of $650 and a standard deviation of $120.

a) What is the probability that a randomly selected student vacationing for a week in Florida will spend
between $500 and $900?

b) Only 8% of students will spend more than what amount?

5. Wildlife biologists believe that the weights of adult trout can be described by a normal model with a
standard deviation of 1.2 pounds. If only 7% of adult trout weigh more than 5 pounds what is the mean
weight (in pounds) of adult trout?

A. 3.224 B. 6.776 C. 5.624 D. 4.376 E. 4.928

Work:

6. A radar unit is used to measure the speed of automobiles on an expressway during rush-hour traffic. The
speeds of individual automobiles are normally distributed with a mean of 62 mph. Find the standard
deviation of all speeds if 3% of the automobiles travel faster than 72 mph.

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Example #2: Suppose individuals with a certain gene have a 0.70 probability of eventually contracting a certain
disease.

a. If 100 individuals with the gene participate in a lifetime study, what is the distribution of the random
variable, X, describing the number of individuals who will contract the disease?

b. Suppose in the study from the problem above you found 78 of the individuals contracted the disease. Does
this seem too high? Justify your answer by finding the probability that at least 78 individuals contract the
disease.

Example #3: Eighty percent of all patrons at a local restaurant request water with their meal.
Suppose we randomly select 7 customers.
Which statement below describe the correct distribution of X= number of patrons that request water with their
meal?
A. X ~ B(7, 0.80) B. X ~ AN(5.6, 1.058) C. X ~ N(5.6, 1.058)
D. X~B(5.6, 1.058) E. X ~ AN(7, 0.80)

Answer:

What is the probability that at least 5 of the 7 customers selected will request water with their meal?

Answer:

Suppose we now take a larger random sample of 119 customers. What are the mean and standard deviation of the
number that request water with their meal?

x = x =

Using the mean and standard deviation from above, what is the probability that at most 100 of the 119 customers
selected will request water with their meal?

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