+ 
Normal distribution 
Slides edited by Valerio Di Fonzo for www.globalpolis.org 
Based on the work of Mine Çetinkaya-Rundel of OpenIntro 
The slides may be copied, edited, and/or shared via the CC BY-SA license 
Some images may be included under fair use guidelines (educational purposes)
Obtaining Good Samples 
● Unimodal and symmetric, bell shaped curve 
● Many variables are nearly normal, but none are exactly 
normal 
● Normal Distribution has two parameters and it is denoted as 
N(μ, σ) → Normal with mean μ and standard deviation σ
Heights of males 
“The male heights on OkCupid very 
nearly follow the expected normal 
distribution -- except the whole thing is 
shifted to the right of where it should be. 
Almost universally guys like to add a 
couple inches.” 
“You can also see a more subtle vanity at 
work: starting at roughly 5' 8", the top of 
the dotted curve tilts even further 
rightward. This means that guys as they 
get closer to six feet round up a bit more 
than usual, stretching for that coveted 
psychological benchmark.” 
http://blog.okcupid.com/index.php/the 
-biggest-lies-in-online-dating
Heights of females 
“When we looked into the 
data for women, we were 
surprised to see height 
exaggeration was just as 
widespread, though without 
the lurch towards a 
benchmark height.” 
http://blog.okcupid.com/index.php/the 
-biggest-lies-in-online-dating
Normal distributions 
with different parameters
SAT scores are distributed nearly normally with mean 1500 and 
standard deviation 300. ACT scores are distributed nearly 
normally with mean 21 and standard deviation 5. A college 
admissions officer wants to determine which of the two 
applicants scored better on their standardized test with respect 
to the other test takers: Pam, who earned an 1800 on her SAT, 
or Jim, who scored a 24 on his ACT?
Standardizing with Z scores 
Since we cannot just compare these two raw scores, we instead compare 
how many standard deviations beyond the mean each observation is. 
● Pam's score is (1800 - 1500) / 300 = 1 standard deviation above the 
mean. 
● Jim's score is (24 - 21) / 5 = 0.6 standard deviations above the mean. 
As we can see, Pam 
performed better than Jim
Standardizing with Z scores (cont.) 
These are called standardized scores, or Z scores. 
● Z score of an observation is the number of standard 
deviations it falls above or below the mean. 
● Z score of mean = 0 
● Z scores are defined for distributions of any shape, but 
only when the distribution is normal can we use Z scores 
to calculate percentiles. 
● Observations that are more than 2 SD away from the 
mean (|Z| > 2) are usually considered unusual.
Percentiles 
● Percentile is the percentage of observations that fall below a 
given data point. 
● Graphically, percentile is the area below the probability 
distribution curve to the left of that observation.
Calculating percentiles -- 
using computation 
There are many ways to compute percentiles/areas under the 
curve. R: 
Applet: www.socr.ucla.edu/htmls/SOCR_Distributions.html
Computing percentiles using applet 
http://bitly.com/dist_calc
Calculating percentiles using tables
Practice
Practice 
Z = 1.28 [1.2 (vertical table) + 0.08 (horizontal table)]
68-95-99.7 Rule 
For nearly normally distributed data, 
● about 68% falls within 1 SD of the mean, 
● about 95% falls within 2 SD of the mean, 
● about 99.7% falls within 3 SD of the mean. 
It is possible for observations to fall 4, 5, or more standard deviations away from the 
mean, but these occurrences are very rare if the data are nearly normal.
Describing variability using the 
68-95-99.7 Rule 
SAT scores are distributed nearly normally with mean 1500 and standard deviation 
300. 
● ~68% of students score between 1200 and 1800 on the SAT. 
● ~95% of students score between 900 and 2100 on the SAT. 
● ~$99.7% of students score between 600 and 2400 on the SAT.
Number of hours of sleep 
on school nights 
Mean = 6.88 hours, SD = 0.92 hrs
Number of hours of sleep 
on school nights 
Mean = 6.88 hours, SD = 0.92 hrs 
72% of the data are within 1 SD of the mean: 6.88 ± 0.93
Number of hours of sleep 
on school nights 
Mean = 6.88 hours, SD = 0.92 hrs 
72% of the data are within 1 SD of the mean: 6.88 ± 0.93 
92% of the data are within 1 SD of the mean: 6.88 ± 2 x 0.93
Number of hours of sleep 
on school nights 
Mean = 6.88 hours, SD = 0.92 hrs 
72% of the data are within 1 SD of the mean: 6.88 ± 0.93 
92% of the data are within 1 SD of the mean: 6.88 ± 2 x 0.93 
99% of the data are within 1 SD of the mean: 6.88 ± 3 x 0.93
Evaluating normal distribution
Normal distribution
NBA players have more variable heights than other people. 
As we can see, the plot shows a left skew.
Normal distribution
Six sigma 
The term six sigma process comes from the notion that if one 
has six standard deviations between the process mean and 
the nearest specification limit, as shown in the graph, 
practically no items will fail to meet specifications. 
http://en.wikipedia.org/wiki/Six_Sigma

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Normal distribution

  • 1. + Normal distribution Slides edited by Valerio Di Fonzo for www.globalpolis.org Based on the work of Mine Çetinkaya-Rundel of OpenIntro The slides may be copied, edited, and/or shared via the CC BY-SA license Some images may be included under fair use guidelines (educational purposes)
  • 2. Obtaining Good Samples ● Unimodal and symmetric, bell shaped curve ● Many variables are nearly normal, but none are exactly normal ● Normal Distribution has two parameters and it is denoted as N(μ, σ) → Normal with mean μ and standard deviation σ
  • 3. Heights of males “The male heights on OkCupid very nearly follow the expected normal distribution -- except the whole thing is shifted to the right of where it should be. Almost universally guys like to add a couple inches.” “You can also see a more subtle vanity at work: starting at roughly 5' 8", the top of the dotted curve tilts even further rightward. This means that guys as they get closer to six feet round up a bit more than usual, stretching for that coveted psychological benchmark.” http://blog.okcupid.com/index.php/the -biggest-lies-in-online-dating
  • 4. Heights of females “When we looked into the data for women, we were surprised to see height exaggeration was just as widespread, though without the lurch towards a benchmark height.” http://blog.okcupid.com/index.php/the -biggest-lies-in-online-dating
  • 5. Normal distributions with different parameters
  • 6. SAT scores are distributed nearly normally with mean 1500 and standard deviation 300. ACT scores are distributed nearly normally with mean 21 and standard deviation 5. A college admissions officer wants to determine which of the two applicants scored better on their standardized test with respect to the other test takers: Pam, who earned an 1800 on her SAT, or Jim, who scored a 24 on his ACT?
  • 7. Standardizing with Z scores Since we cannot just compare these two raw scores, we instead compare how many standard deviations beyond the mean each observation is. ● Pam's score is (1800 - 1500) / 300 = 1 standard deviation above the mean. ● Jim's score is (24 - 21) / 5 = 0.6 standard deviations above the mean. As we can see, Pam performed better than Jim
  • 8. Standardizing with Z scores (cont.) These are called standardized scores, or Z scores. ● Z score of an observation is the number of standard deviations it falls above or below the mean. ● Z score of mean = 0 ● Z scores are defined for distributions of any shape, but only when the distribution is normal can we use Z scores to calculate percentiles. ● Observations that are more than 2 SD away from the mean (|Z| > 2) are usually considered unusual.
  • 9. Percentiles ● Percentile is the percentage of observations that fall below a given data point. ● Graphically, percentile is the area below the probability distribution curve to the left of that observation.
  • 10. Calculating percentiles -- using computation There are many ways to compute percentiles/areas under the curve. R: Applet: www.socr.ucla.edu/htmls/SOCR_Distributions.html
  • 11. Computing percentiles using applet http://bitly.com/dist_calc
  • 14. Practice Z = 1.28 [1.2 (vertical table) + 0.08 (horizontal table)]
  • 15. 68-95-99.7 Rule For nearly normally distributed data, ● about 68% falls within 1 SD of the mean, ● about 95% falls within 2 SD of the mean, ● about 99.7% falls within 3 SD of the mean. It is possible for observations to fall 4, 5, or more standard deviations away from the mean, but these occurrences are very rare if the data are nearly normal.
  • 16. Describing variability using the 68-95-99.7 Rule SAT scores are distributed nearly normally with mean 1500 and standard deviation 300. ● ~68% of students score between 1200 and 1800 on the SAT. ● ~95% of students score between 900 and 2100 on the SAT. ● ~$99.7% of students score between 600 and 2400 on the SAT.
  • 17. Number of hours of sleep on school nights Mean = 6.88 hours, SD = 0.92 hrs
  • 18. Number of hours of sleep on school nights Mean = 6.88 hours, SD = 0.92 hrs 72% of the data are within 1 SD of the mean: 6.88 ± 0.93
  • 19. Number of hours of sleep on school nights Mean = 6.88 hours, SD = 0.92 hrs 72% of the data are within 1 SD of the mean: 6.88 ± 0.93 92% of the data are within 1 SD of the mean: 6.88 ± 2 x 0.93
  • 20. Number of hours of sleep on school nights Mean = 6.88 hours, SD = 0.92 hrs 72% of the data are within 1 SD of the mean: 6.88 ± 0.93 92% of the data are within 1 SD of the mean: 6.88 ± 2 x 0.93 99% of the data are within 1 SD of the mean: 6.88 ± 3 x 0.93
  • 23. NBA players have more variable heights than other people. As we can see, the plot shows a left skew.
  • 25. Six sigma The term six sigma process comes from the notion that if one has six standard deviations between the process mean and the nearest specification limit, as shown in the graph, practically no items will fail to meet specifications. http://en.wikipedia.org/wiki/Six_Sigma