WorldClass Statistics · Distributions of random variables

Normal distribution

In this chapter, we discuss statistical distributions that frequently arise in the context of data analysis or statistical inference. We start with the normal distribution in the first section, which is used frequently in later chapters of this book. The remaining sections will occasionally be referenced but may be considered optional for the content in this book.

Among all the distributions we see in practice, one is overwhelmingly the most common. The symmetric, unimodal, bell curve is ubiquitous throughout statistics. Indeed it is so common, that people often know it as the normal curve or normal distribution,1 shown in Figure 4.1. Variables such as SAT scores and heights of US adult males closely follow the normal distribution.

A bell-shaped curve that is symmetric about its center is shown. This is the normal distribution. From the left, the curve starts low, grad lifting off the horizontal axis before more steeply rising, before it starts to rise more slowly and flattens at its peak. From the peak, it starts to decrease slowly and then more steeply, before gradually flattening out as it approaches the horizontal axis. This is the bell-shaped normal distribution, an it is the shape of many distributions we will encounter throughout this book. In general, going forward, this bell-shaped distribution shape should be remembered whenever the normal distribution is discussed.

Figure 4.1. A normal curve.

Normal distribution facts

Many variables are nearly normal, but none are exactly normal. Thus the normal distribution, while not perfect for any single problem, is very useful for a variety of problems. We will use it in data exploration and to solve important problems in statistics.

Normal distribution model

The normal distribution always describes a symmetric, unimodal, bell-shaped curve. However, these curves can look different depending on the details of the model. Specifically, the normal distribution model can be adjusted using two parameters: mean and standard deviation. As you can probably guess, changing the mean shifts the bell curve to the left or right, while changing the standard deviation stretches or constricts the curve. Figure 4.2 shows the normal distribution with mean 00 and standard deviation 11 in the left panel and the normal distributions with mean 1919 and standard deviation 44 in the right panel. Figure 4.3 shows these distributions on the same axis.

Two normal distributions are shown. The first has a center of 0 and a standard deviation of 1, where the two tails of the normal distribution curve are essentially indistinguishable from a height of 0 for values less than -3 or larger than positive 3. The second normal distribution is centered at 19 and has a standard deviation of 4, where the height of the distribution is indistinguishable from 0 when it is more than 3 standard deviations from the mean.

Figure 4.2. Both curves represent the normal distribution. However, they differ in their center and spread.
Two normal distributions are shown on the same plot. The first has a mean of 0 and a standard deviation of 1. The second has a mean of 19 and a standard deviation of 4. One important property visible in the plot is, because distributions are required to have an area of 1, the normal distribution with a standard deviation of 1 appears much narrower and but also much taller than the second distribution that has a standard deviation of 4.

Figure 4.3. The normal distributions shown in Figure 4.2 but plotted together and on the same scale.

If a normal distribution has mean μ\mu and standard deviation σ\sigma, we may write the distribution as N(μ,σ)N(\mu, \sigma). The two distributions in Figure 4.3 may be written as N(μ=0,σ=1)andN(μ=19,σ=4)\begin{aligned} N(\mu=0,\sigma=1) \quad \text{and} \quad N(\mu=19,\sigma=4) \end{aligned} Because the mean and standard deviation describe a normal distribution exactly, they are called the distribution’s parameters. The normal distribution with mean μ=0\mu = 0 and standard deviation σ=1\sigma = 1 is called the standard normal distribution.

Guided Practice 4.1

Write down the short-hand for a normal distribution with2
(a) mean 5 and standard deviation 3,
(b) mean -100 and standard deviation 10, and
(c) mean 2 and standard deviation 9.

Standardizing with Z-scores

often want to put data onto a standardized scale, which can make comparisons more reasonable.

Example 4.2

Table 4.4 shows the mean and standard deviation for total scores on the SAT and ACT. The distribution of SAT and ACT scores are both nearly normal. Suppose Ann scored 1300 on her SAT and Tom scored 24 on his ACT. Who performed better?


We use the standard deviation as a guide. Ann is 1 standard deviation above average on the SAT: 1100+200=13001100{} + 200{} = 1300{}. Tom is 0.5 standard deviations above the mean on the ACT: 21+0.5×6=2421{} + 0.5{} \times 6{} = 24{}. In Figure 4.5, we can see that Ann tends to do better with respect to everyone else than Tom did, so her score was better.

SAT ACT
Mean 1100 21
SD 200 6

Figure 4.4. Mean and standard deviation for the SAT and ACT.
Ann's and Tom's scores shown against the SAT and ACT distributions, which are each shown as normal distributions. The SAT distribution has a mean of 1100 and a standard deviation of 200, while the ACT distribution has a mean of 21 and standard deviation of 6. Ann's score is 1300 for the SAT, and Tom's score is 24 for the ACT. Based on their positioning in their respective plots, it is evident that Ann has a higher relative value for her SAT distribution than Tom has for his ACT score.

Figure 4.5. Ann’s and Tom’s scores shown against the SAT and ACT distributions.

Example 4.2 used a standardization technique called a Z-score, a method most commonly employed for nearly normal observations but that may be used with any distribution. The Z-score of an observation is defined as the number of standard deviations it falls above or below the mean. If the observation is one standard deviation above the mean, its Z-score is 1. If it is 1.5 standard deviations below the mean, then its Z-score is -1.5. If xx is an observation from a distribution N(μ,σ)N(\mu, \sigma), we define the Z-score mathematically as Z=x−μσ\begin{aligned} Z = \frac{x - \mu}{\sigma} \end{aligned} Using μSAT=1100\mu_{SAT} = 1100{}, σSAT=200\sigma_{SAT} = 200{}, and xAnn=1300x_{_{\text{Ann}}} = 1300{}, we find Ann’s Z-score: ZAnn=xAnn−μSATσSAT=1300−1100200=1\begin{aligned} Z_{_{\text{Ann}}} = \frac{x_{_{\text{Ann}}} - \mu_{_{\text{SAT}}}} {\sigma_{_{\text{SAT}}}} = \frac{1300{} - 1100{}}{200{}} = 1{} \end{aligned}

The Z-score

The Z-score of an observation is the number of standard deviations it falls above or below the mean. We compute the Z-score for an observation xx that follows a distribution with mean μ\mu and standard deviation σ\sigma using Z=x−μσ\begin{aligned} Z = \frac{x - \mu}{\sigma} \end{aligned}

Guided Practice 4.3

Use Tom’s ACT score, 24, along with the ACT mean and standard deviation to find his Z-score.3

Observations above the mean always have positive Z-scores, while those below the mean always have negative Z-scores. If an observation is equal to the mean, such as an SAT score of 1100, then the Z-score is 00.

Guided Practice 4.4

Let XX represent a random variable from N(μ=3,σ=2)N(\mu=3, \sigma=2), and suppose we observe x=5.19x=5.19.
(a) Find the Z-score of xx.
(b) Use the Z-score to determine how many standard deviations above or below the mean xx falls.4

Guided Practice 4.5

Head lengths of brushtail possums follow a normal distribution with mean 92.6 mm and standard deviation 3.6 mm. Compute the Z-scores for possums with head lengths of 95.4 mm and 85.8 mm.5

We can use Z-scores to roughly identify which observations are more unusual than others. An observation x1x_1 is said to be more unusual than another observation x2x_2 if the absolute value of its Z-score is larger than the absolute value of the other observation’s Z-score: ∣Z1∣>∣Z2∣|Z_1| > |Z_2|. This technique is especially insightful when a distribution is symmetric.

Guided Practice 4.6

Which of the observations in Guided Practice 4.5 is more unusual?6

Finding tail areas

It’s very useful in statistics to be able to identify tail areas of distributions. For instance, what fraction of people have an SAT score below Ann’s score of 1300? This is the same as the percentile Ann is at, which is the percentage of cases that have lower scores than Ann. We can visualize such a tail area like the curve and shading shown in Figure 4.6.

A normal distribution is shown that is centered at 1100 with a standard deviation of 200. The region to the left of 1300 (where Z equals 1) is shaded, which appears to represent about 80% of the area under the distribution.

Figure 4.6. The area to the left of ZZ represents the fraction of people who scored lower than Ann.

There are many techniques for doing this, and we’ll discuss three of the options.

  1. The most common approach in practice is to use statistical software. For example, in the program R, we could find the area shown in Figure 4.6 using the following command, which takes in the Z-score and returns the lower tail area:
    .....> pnorm(1)
    .....[1] 0.8413447
    According to this calculation, the region shaded that is below 1300 represents the proportion 0.841 (84.1%) of SAT test takers who had Z-scores below Z=1Z = 1. More generally, we can also specify the cutoff explicitly if we also note the mean and standard deviation:
    .....> pnorm(1300, mean = 1100, sd = 200)
    .....[1] 0.8413447

    There are many other software options, such as Python or SAS; even spreadsheet programs such as Excel and Google Sheets support these calculations.

  2. A common strategy in classrooms is to use a graphing calculator, such as a TI or Casio calculator. These calculators require a series of button presses that are less concisely described. You can find instructions on using these calculators for finding tail areas of a normal distribution in the OpenIntro video library:

    www.openintro.org/videos

  3. The last option for finding tail areas is to use what’s called a probability table; these are occasionally used in classrooms but rarely in practice. Appendix C.1 contains such a table and a guide for how to use it.

We will solve normal distribution problems in this section by always first finding the Z-score. The reason is that we will encounter close parallels called test statistics beginning in Chapter 5; these are, in many instances, an equivalent of a Z-score.

Normal probability examples

SAT scores are approximated well by a normal model, N(μ=1100,σ=200)N(\mu = 1100{}, \sigma = 200{}).

Example 4.7

Shannon is a randomly selected SAT taker, and nothing is known about Shannon’s SAT aptitude. What is the probability Shannon scores at least 1190 on her SATs?


First, always draw and label a picture of the normal distribution. (Drawings need not be exact to be useful.) We are interested in the chance she scores above 1190, so we shade this upper tail:

A normal distribution with a mean of 1100 and standard deviation of 200 has the area below the distribution shaded for horizontal values larger than 1300.

The picture shows the mean and the values at 2 standard deviations above and below the mean. The simplest way to find the shaded area under the curve makes use of the Z-score of the cutoff value. With μ=1100\mu = 1100{}, σ=200\sigma = 200{}, and the cutoff value x=1190x = 1190{}, the Z-score is computed as Z=x−μσ=1190−1100200=90200=0.45\begin{aligned} Z = \frac{x - \mu}{\sigma} = \frac{1190{} - 1100{}}{200{}} = \frac{90}{200{}} = 0.45{} \end{aligned} Using statistical software (or another preferred method), we can find the area left of Z=0.45Z = 0.45{} as 0.6736. To find the area above Z=0.45Z = 0.45{}, we compute one minus the area of the lower tail:

A full shaded normal distribution is shown, then a "minus" sign, then a normal distribution with most of its region shaded up to a little above the mean, then an equals sign, and then a normal distribution with an area in the upper tail shaded. Above those images is the text "1.0000 minus 0.6736 equals 0.3264". This visualization is intended to show how we can think of finding an upper tail of the normal distribution as taking the entire area below the distribution (which has a value of 1) and subtracting a portion of the area to the left to get an area to the right.

The probability Shannon scores at least 1190 on the SAT is 0.3264.

Always draw a picture first, and find the Z-score second

For any normal probability situation, always always always draw and label the normal curve and shade the area of interest first. The picture will provide an estimate of the probability. After drawing a figure to represent the situation, identify the Z-score for the value of interest.

Guided Practice 4.8

If the probability of Shannon scoring at least 1190 is 0.3264, then what is the probability she scores less than 1190? Draw the normal curve representing this exercise, shading the lower region instead of the upper one.7

Example 4.9

Edward earned a 1030 on his SAT. What is his percentile?


First, a picture is needed. Edward’s percentile is the proportion of people who do not get as high as a 1030. These are the scores to the left of 1030.

A normal distribution with mean 1100 and standard deviation 200 is shaded from the left up to a vertical line a little below the distribution mean. This area is labeled as "40% (0.40)".

Identifying the mean μ=1100\mu=1100{}, the standard deviation σ=200\sigma=200{}, and the cutoff for the tail area x=1030x=1030{} makes it easy to compute the Z-score: Z=x−μσ=1030−1100200=−0.35\begin{aligned} Z = \frac{x - \mu}{\sigma} = \frac{1030{} - 1100{}}{200{}} = -0.35{} \end{aligned} Using statistical software, we get a tail area of 0.3632. Edward is at the 36th36^{th} percentile.

Guided Practice 4.10

Use the results of Example 4.9 to compute the proportion of SAT takers who did better than Edward. Also draw a new picture.8

Finding areas to the right

Many software programs return the area to the left when given a Z-score. If you would like the area to the right, first find the area to the left and then subtract this amount from one.

Guided Practice 4.11

Stuart earned an SAT score of 1500. Draw a picture for each part.
(a) What is his percentile?
(b) What percent of SAT takers did better than Stuart?9

Based on a sample of 100 men, the heights of male adults in the US is nearly normal with mean 70.0” and standard deviation 3.3”.

Guided Practice 4.12

Mike is 5’7” and Jose is 6’4”, and they both live in the US.
(a) What is Mike’s height percentile?
(b) What is Jose’s height percentile?
Also draw one picture for each part.10

The last several problems have focused on finding the percentile (lower tail) or the upper tail for a particular observation. What if you would like to know the observation corresponding to a particular percentile?

Example 4.13

Erik’s height is at the 40th40^{th} percentile. How tall is he?


As always, first draw the picture.

In this case, the lower tail probability is known (0.40), which can be shaded on the diagram. We want to find the observation that corresponds to this value. As a first step in this direction, we determine the Z-score associated with the 40th40^{th} percentile. Using software, we can obtain the corresponding Z-score of about -0.25.

Knowing ZErik=−0.25Z_{Erik} = -0.25 and the population parameters μ=70\mu = 70 and σ=3.3\sigma = 3.3 inches, the Z-score formula can be set up to determine Erik’s unknown height, labeled xErikx_{_{\text{Erik}}}: −0.25=ZErik=xErik−μσ=xErik−703.3\begin{aligned} -0.25 = Z_{_{\text{Erik}}} = \frac{x_{_{\text{Erik}}} - \mu}{\sigma} = \frac{x_{_{\text{Erik}}} - 70}{3.3} \end{aligned} Solving for xErikx_{_{\text{Erik}}} yields a height of 69.18 inches. That is, Erik is about 5’9”.

Example 4.14

What is the adult male height at the 82nd82^{nd} percentile?


Again, we draw the figure first.

A normal distribution with mean 70 and standard deviation 3.3 is shaded from the left up to a vertical line a bit above the distribution mean. The shaded area to the left of the vertical line is labeled as "82% (0.82)" and the upper, unshaded tail is labeled "18% (0.18)".

Next, we want to find the Z-score at the 82nd82^{nd} percentile, which will be a positive value and can be found using software as Z=0.92Z = 0.92. Finally, the height xx is found using the Z-score formula with the known mean μ\mu, standard deviation σ\sigma, and Z-score Z=0.92Z = 0.92: 0.92=Z=x−μσ=x−703.3\begin{aligned} 0.92 = Z = \frac{x-\mu}{\sigma} = \frac{x - 70}{3.3} \end{aligned} This yields 73.04 inches or about 6’1” as the height at the 82nd82^{nd} percentile.

Guided Practice 4.15

The SAT scores follow N(1100,200)N(1100{}, 200{}).11
(a) What is the 95th95^{th} percentile for SAT scores?
(b) What is the 97.5th97.5^{th} percentile for SAT scores?

Guided Practice 4.16

Adult male heights follow N(70.0N(70.0”,3.3, 3.3”)).12
(a) What is the probability that a randomly selected male adult is at least 6’2” (74 inches)?
(b) What is the probability that a male adult is shorter than 5’9” (69 inches)?

Example 4.17

What is the probability that a random adult male is between 5’9” and 6’2”?


These heights correspond to 69 inches and 74 inches. First, draw the figure. The area of interest is no longer an upper or lower tail.

A normal distribution is shown with mean 70 and standard deviation 3.3. An area from just below the mean (69) up to a value further into the right tail (74) is shaded.

The total area under the curve is 1. If we find the area of the two tails that are not shaded (from Guided Practice 4.16, these areas are 0.38210.3821 and 0.11310.1131), then we can find the middle area:

A plot is shown where we take the full distribution (1.0000), subtract off a lower tail (0.3821) and a small upper tail (0.1131), leaving a normal distribution with just a segment shaded, from just below the mean to a modest amount above the mean, and this last shaded area is labeled 0.5048.

That is, the probability of being between 5’9” and 6’2” is 0.5048.

Guided Practice 4.18

SAT scores follow N(1100,200)N(1100{}, 200{}). What percent of SAT takers get between 1100 and 1400?13

Guided Practice 4.19

Adult male heights follow N(70.0N(70.0”,3.3, 3.3”)). What percent of adult males are between 5’5” and 5’7”?14

68-95-99.7 rule

Here, we present a useful rule of thumb for the probability of falling within 1, 2, and 3 standard deviations of the mean in the normal distribution. This will be useful in a wide range of practical settings, especially when trying to make a quick estimate without a calculator or Z-table.

A normal distribution is shown. The central region, from one standard deviation below the mean to one standard deviation above the mean, is shaded blue and is labeled with a value of 68%. The region further out to two standard deviations below the mean to two standard deviations above the mean is shaded green (besides the portion shaded blue) and is labeled with a value of 95%. The region further out to three standard deviations below the mean to three standard deviations above the mean is shaded yellow (besides the portions shaded green or blue) and is labeled with a value of 99.7%. Those percentages -- 68%, 95%, and 99.7% -- represent the portions of the area below a normal distribution within 1, 2, and 3 standard deviations of the mean.

Figure 4.7. Probabilities for falling within 1, 2, and 3 standard deviations of the mean in a normal distribution.

Guided Practice 4.20

Use software, a calculator, or a probability table to confirm that about 68%, 95%, and 99.7% of observations fall within 1, 2, and 3, standard deviations of the mean in the normal distribution, respectively. For instance, first find the area that falls between Z=−1Z=-1 and Z=1Z=1, which should have an area of about 0.68. Similarly there should be an area of about 0.95 between Z=−2Z=-2 and Z=2Z=2.15

It is possible for a normal random variable to fall 4, 5, or even more standard deviations from the mean. However, these occurrences are very rare if the data are nearly normal. The probability of being further than 4 standard deviations from the mean is about 1-in-15,000. For 5 and 6 standard deviations, it is about 1-in-2 million and 1-in-500 million, respectively.

Guided Practice 4.21

SAT scores closely follow the normal model with mean μ=1100\mu = 1100{} and standard deviation σ=200\sigma = 200{}.16
(a) About what percent of test takers score 700 to 1500?
(b) What percent score between 1100 and 1500?

Exercises

Exercise 4.1

Area under the curve, Part I. What percent of a standard normal distribution N(μ=0,σ=1)N(\mu=0, \sigma=1) is found in each region? Be sure to draw a graph.

  1. Z<−1.35Z < -1.35

  2. Z>1.48Z > 1.48

  3. −0.4<Z<1.5-0.4 < Z < 1.5

  4. ∣Z∣>2|Z| > 2

Exercise 4.2

Area under the curve, Part II. What percent of a standard normal distribution N(μ=0,σ=1)N(\mu=0, \sigma=1) is found in each region? Be sure to draw a graph.

  1. Z>−1.13Z > -1.13

  2. Z<0.18Z < 0.18

  3. Z>8Z > 8

  4. ∣Z∣<0.5|Z| < 0.5

Exercise 4.3

GRE scores, Part I. Sophia who took the Graduate Record Examination (GRE) scored 160 on the Verbal Reasoning section and 157 on the Quantitative Reasoning section. The mean score for Verbal Reasoning section for all test takers was 151 with a standard deviation of 7, and the mean score for the Quantitative Reasoning was 153 with a standard deviation of 7.67. Suppose that both distributions are nearly normal.

  1. Write down the short-hand for these two normal distributions.

  2. What is Sophia’s Z-score on the Verbal Reasoning section? On the Quantitative Reasoning section? Draw a standard normal distribution curve and mark these two Z-scores.

  3. What do these Z-scores tell you?

  4. Relative to others, which section did she do better on?

  5. Find her percentile scores for the two exams.

  6. What percent of the test takers did better than her on the Verbal Reasoning section? On the Quantitative Reasoning section?

  7. Explain why simply comparing raw scores from the two sections could lead to an incorrect conclusion as to which section a student did better on.

  8. If the distributions of the scores on these exams are not nearly normal, would your answers to parts (b) - (f) change? Explain your reasoning.

Exercise 4.4

Triathlon times, Part I. In triathlons, it is common for racers to be placed into age and gender groups. Friends Leo and Mary both completed the Hermosa Beach Triathlon, where Leo competed in the Men, Ages 30 - 34 group while Mary competed in the Women, Ages 25 - 29 group. Leo completed the race in 1:22:28 (4948 seconds), while Mary completed the race in 1:31:53 (5513 seconds). Obviously Leo finished faster, but they are curious about how they did within their respective groups. Can you help them? Here is some information on the performance of their groups:

  • The finishing times of the Men, Ages 30 - 34 group has a mean of 4313 seconds with a standard deviation of 583 seconds.

  • The finishing times of the Women, Ages 25 - 29 group has a mean of 5261 seconds with a standard deviation of 807 seconds.

  • The distributions of finishing times for both groups are approximately Normal.

Remember: a better performance corresponds to a faster finish.

  1. Write down the short-hand for these two normal distributions.

  2. What are the Z-scores for Leo’s and Mary’s finishing times? What do these Z-scores tell you?

  3. Did Leo or Mary rank better in their respective groups? Explain your reasoning.

  4. What percent of the triathletes did Leo finish faster than in his group?

  5. What percent of the triathletes did Mary finish faster than in her group?

  6. If the distributions of finishing times are not nearly normal, would your answers to parts (b) - (e) change? Explain your reasoning.

Exercise 4.5

GRE scores, Part II. In Exercise 4.3 we saw two distributions for GRE scores: N(μ=151,σ=7)N(\mu=151, \sigma=7) for the verbal part of the exam and N(μ=153,σ=7.67)N(\mu=153, \sigma=7.67) for the quantitative part. Use this information to compute each of the following:

  1. The score of a student who scored in the 80th80^{th} percentile on the Quantitative Reasoning section.

  2. The score of a student who scored worse than 70% of the test takers in the Verbal Reasoning section.

Exercise 4.6

Triathlon times, Part II. In Exercise 4.4 we saw two distributions for triathlon times: N(μ=4313,σ=583)N(\mu=4313, \sigma=583) for Men, Ages 30 - 34 and N(μ=5261,σ=807)N(\mu=5261, \sigma=807) for the Women, Ages 25 - 29 group. Times are listed in seconds. Use this information to compute each of the following:

  1. The cutoff time for the fastest 5% of athletes in the men’s group, i.e. those who took the shortest 5% of time to finish.

  2. The cutoff time for the slowest 10% of athletes in the women’s group.

Exercise 4.7

LA weather, Part I. The average daily high temperature in June in LA is 77^F with a standard deviation of 5^F. Suppose that the temperatures in June closely follow a normal distribution.

  1. What is the probability of observing an 83^F temperature or higher in LA during a randomly chosen day in June?

  2. How cool are the coldest 10% of the days (days with lowest high temperature) during June in LA?

Exercise 4.8

CAPM. The Capital Asset Pricing Model (CAPM) is a financial model that assumes returns on a portfolio are normally distributed. Suppose a portfolio has an average annual return of 14.7% (i.e. an average gain of 14.7%) with a standard deviation of 33%. A return of 0% means the value of the portfolio doesn’t change, a negative return means that the portfolio loses money, and a positive return means that the portfolio gains money.

  1. What percent of years does this portfolio lose money, i.e. have a return less than 0%?

  2. What is the cutoff for the highest 15% of annual returns with this portfolio?

Exercise 4.9

LA weather, Part II. Exercise 4.7 states that average daily high temperature in June in LA is 77^F with a standard deviation of 5^F, and it can be assumed that they to follow a normal distribution. We use the following equation to convert ^F (Fahrenheit) to ^C (Celsius): C=(F−32)×59.C = (F - 32) \times \frac{5}{9}.

  1. Write the probability model for the distribution of temperature in ^C in June in LA.

  2. What is the probability of observing a 28^C (which roughly corresponds to 83^F) temperature or higher in June in LA? Calculate using the ^C model from part (a).

  3. Did you get the same answer or different answers in part (b) of this question and part (a) of Exercise 4.7? Are you surprised? Explain.

  4. Estimate the IQR of the temperatures (in ^C) in June in LA.

Exercise 4.10

Find the SD. Cholesterol levels for women aged 20 to 34 follow an approximately normal distribution with mean 185 milligrams per deciliter (mg/dl). Women with cholesterol levels above 220 mg/dl are considered to have high cholesterol and about 18.5% of women fall into this category. What is the standard deviation of the distribution of cholesterol levels for women aged 20 to 34?

Notes

  1. It is also introduced as the Gaussian distribution after Frederic Gauss, the first person to formalize its mathematical expression. ↩

  2. (a) N(μ=5,σ=3)N(\mu=5,\sigma=3). (b) N(μ=−100,σ=10)N(\mu=-100, \sigma=10). (c) N(μ=2,σ=9)N(\mu=2, \sigma=9). ↩

  3. ZTom=xTom−μACTσACT=24−216=0.5Z_{Tom} = \frac{x_{\text{Tom}} - \mu_{\text{ACT}}} {\sigma_{\text{ACT}}} = \frac{24{} - 21{}}{6{}} = 0.5{} ↩

  4. (a) Its Z-score is given by Z=x−μσ=5.19−32=2.19/2=1.095Z = \frac{x-\mu}{\sigma} = \frac{5.19 - 3}{2} = 2.19/2 = 1.095. (b) The observation xx is 1.095 standard deviations above the mean. We know it must be above the mean since ZZ is positive. ↩

  5. For x1=95.4x_1=95.4 mm: Z1=x1−μσ=95.4−92.63.6=0.78Z_1 = \frac{x_1 - \mu}{\sigma} = \frac{95.4 - 92.6}{3.6} = 0.78. For x2=85.8x_2=85.8 mm: Z2=85.8−92.63.6=−1.89Z_2 = \frac{85.8 - 92.6}{3.6} = -1.89. ↩

  6. Because the absolute value of Z-score for the second observation is larger than that of the first, the second observation has a more unusual head length. ↩

  7. We found this probability in Example 4.7: 0.6736.
    ↩

  8. If Edward did better than 36% of SAT takers, then about 64% must have done better than him.
    ↩

  9. We leave the drawings to you. (a) Z=1500−1100200=2→0.9772Z = \frac{1500{} - 1100{}}{200{}} = 2{} \to 0.9772. (b) 1−0.9772=0.02281 - 0.9772 = 0.0228. ↩

  10. First put the heights into inches: 67 and 76 inches. Figures are shown below.
    (a) ZMike=67−703.3=−0.91 → 0.1814Z_{\text{Mike}} = \frac{67 - 70}{3.3} = -0.91\ \to\ 0.1814. (b) ZJose=76−703.3=1.82 → 0.9656Z_{\text{Jose}} = \frac{76 - 70}{3.3} = 1.82\ \to\ 0.9656.
    ↩

  11. Short answers: (a) Z95=1.6449→1429Z_{95} = 1.6449 \to 1429 SAT score. (b) Z97.5=1.96→1492Z_{97.5} = 1.96 \to 1492 SAT score. ↩

  12. Short answers: (a) Z=1.21→0.8869Z = 1.21 \to 0.8869, then subtract this value from 1 to get 0.1131. (b) Z=−0.30→0.3821Z = -0.30 \to 0.3821. ↩

  13. This is an abbreviated solution. (Be sure to draw a figure!) First find the percent who get below 1100 and the percent that get above 1400: Z1100=0.00→0.5000Z_{1100{}} = 0.00 \to 0.5000 (area below), Z1400=1.5→0.0668Z_{1400} = 1.5 \to 0.0668 (area above). Final answer: 1.0000−0.5000−0.0668=0.43321.0000 - 0.5000 - 0.0668 = 0.4332. ↩

  14. 5’5” is 65 inches (Z=−1.52Z = -1.52). 5’7” is 67 inches (Z=−0.91Z = -0.91). Numerical solution: 1.000−0.0643−0.8186=0.11711.000 - 0.0643 - 0.8186 = 0.1171, i.e. 11.71%. ↩

  15. First draw the pictures. Using software, we get 0.6827 within 1 standard deviation, 0.9545 within 2 standard deviations, and 0.9973 within 3 standard deviations. ↩

  16. (a) 700 and 1500 represent two standard deviations below and above the mean, which means about 95% of test takers will score between 700 and 1500. (b) We found that 700 to 1500 represents about 95% of test takers. These test takers would be evenly split by the center of the distribution, 1100, so 95%2=47.5%\frac{95\%}{2} = 47.5\% of all test takers score between 1100 and 1500. ↩

Credit and licence

“4.1 Normal distribution” is from OpenIntro Statistics, Fourth Edition, by David M Diez, Mine Çetinkaya-Rundel and Christopher D Barr, shared under a CC BY-SA 3.0 license. WorldClass Statistics is a derivative of OpenIntro Statistics, shared under the same license; the original book may be found at openintro.org/book/os.

Source: https://www.openintro.org/book/os/

Licence: CC BY-SA 3.0 (creativecommons.org/licenses/by-sa/3.0/). You may share and adapt it under the same licence, with this credit. WorldClass adapted the formatting only: the text is the authors', with interactive parts and links to other sites left out.

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