Normal Distribution 2012

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The Normal Distribution:

The Normal curve is a mathematical abstraction


which conveniently describes ("models") many
frequency distributions of scores in real-life.
length of time before someone
looks away in a staring contest:

length of pickled gherkins:


Francis Galton (1876) 'On the height and weight of boys aged 14, in town and
country public schools.' Journal of the Anthropological Institute, 5, 174-180:
Francis Galton (1876) 'On the height and weight of boys aged 14, in town and
country public schools.' Journal of the Anthropological Institute, 5, 174-180:

Height of 14 year-old children


16

country
14
town

12
frequency (%)

10

- 52 -54 -56 - 58 -60 - 62 -64 - 66 -68 -70


51 53 55 57 59 61 63 65 67 69
height (inches)
An example of a normal distribution - the length of
Sooty's magic wand...
Frequency of different wand lengths

Length of wand
Properties of the Normal Distribution:
1. It is bell-shaped and asymptotic at the extremes.
2. It's symmetrical around the mean.
3. The mean, median and mode all have same value.
4. It can be specified completely, once mean and
SD are known.
5. The area under the curve is directly proportional
to the relative frequency of observations.
e.g. here, 50% of scores fall below the mean, as
does 50% of the area under the curve.
e.g. here, 85% of scores fall below score X,
corresponding to 85% of the area under the curve.
Relationship between the normal curve and the
standard deviation:
All normal curves share this property: the SD cuts off a
constant proportion of the distribution of scores:-
frequency

68%

95%

99.7%

-3 -2 -1 mean +1 +2 +3
Number of standard deviations either side of mean
About 68% of scores fall in the range of the mean plus and minus 1 SD;
95% in the range of the mean +/- 2 SDs;
99.7% in the range of the mean +/- 3 SDs.

e.g. IQ is normally distributed (mean = 100, SD = 15).


68% of people have IQs between 85 and 115 (100 +/- 15).
95% have IQs between 70 and 130 (100 +/- (2*15).
99.7% have IQs between 55 and 145 (100 +/- (3*15).

68%

85 (mean - 1 SD) 115 (mean + 1 SD)


We can tell a lot about a population just from knowing
the mean, SD, and that scores are normally distributed.
If we encounter someone with a particular score, we can
assess how they stand in relation to the rest of their
group.
e.g. someone with an IQ of 145 is quite unusual (3 SDs
above the mean).
IQs of 3 SDs or above occur in only 0.15% of the
population [ (100-99.7) / 2 ].
z-scores:
z-scores are "standard scores".
A z-score states the position of a raw score in relation to
the mean of the distribution, using the standard
deviation as the unit of measurement.
raw score  mean
z 
standard deviation
1. Find the difference between a score
and the mean of the set of scores.
for a population :
2. Divide this difference by the SD (in
X  μ order to assess how big it really is).
z 
σ

for a sample :
X - X
z 
s
Raw score distributions:
A score, X, is expressed in the original units of measurement:

X = 236
X = 65

X  50 s  10 X  200 s  24

z = 1.5

X0 s  1

z-score distribution:
X is expressed in terms of its deviation from the mean (in SDs).
z-scores transform our original scores into scores with a
mean of 0 and an SD of 1.
Raw IQ scores (mean = 100, SD = 15)
z for 100 = (100-100) / 15 = 0, z for 115 = (115-100) / 15 = 1,
z for 70 = (70-100) / -2, etc.

raw: 55 70 85 100 115 130 145


z-score: -3 -2 -1 0 +1 +2 +3
Why use z-scores?
1. z-scores make it easier to compare scores from
distributions using different scales.

e.g. two tests:


Test A: Fred scores 78. Mean score = 70, SD = 8.
Test B: Fred scores 78. Mean score = 66, SD = 6.

Did Fred do better or worse on the second test?


Test A: as a z-score, z = (78-70) / 8 = 1.00
Test B: as a z-score , z = (78 - 66) / 6 = 2.00

Conclusion: Fred did much better on Test B.


2. z-scores enable us to determine the relationship
between one score and the rest of the scores, using just
one table for all normal distributions.
e.g. If we have 480 scores, normally distributed with a
mean of 60 and an SD of 8, how many would be 76 or
above?
(a) Graph the problem:
(b) Work out the z-score for 76:
z = (X - X) / s = (76 - 60) / 8 = 16 / 8 = 2.00

(c) We need to know the size of the area beyond z


(remember - the area under the Normal curve corresponds
directly to the proportion of scores).
Many statistics books (and my website!) have z-score
tables, giving us this information:

(a)
z (a) Area between (b) Area
mean and z beyond z
0.00 0.0000 0.5000
0.01 0.0040 0.4960
(b)
0.02 0.0080 0.4920
: : :
1.00 0.3413 * 0.1587
: : :
*
x 2 = 68% of scores
2.00 0.4772 + 0.0228 +
x 2 = 95% of scores
: : : #
x 2 = 99.7% of scores
3.00 0.4987 # 0.0013
(roughly!)
0.0228

(d) So: as a proportion of 1, 0.0228 of scores are likely to


be 76 or more.
As a percentage, = 2.28%

As a number, 0.0228 * 480 = 10.94 scores.


How many scores would be 54 or less?
Graph the problem:

z = (X - X) / s = (54 - 60) / 8 = - 6 / 8 = - 0.75


Use table by ignoring the sign of z : “area beyond z” for
0.75 = 0.2266. Thus 22.7% of scores (109 scores) are 54
or less.
Word comprehension test scores:
Normal no. correct: mean = 92, SD = 6 out of 100
Brain-damaged person's no. correct: 89 out of 100.
Is this person's comprehension significantly impaired?
Step 1: graph the problem:

?
Step 2: convert 89 into a z-score:

z = (89 - 92) / 6 = - 3 / 6 = - 0.5 89 92


Step 3: use the table to find ?
the "area beyond z" for our z
of - 0.5:

Area beyond z = 0.3085 89 92


z-score value: Area between the Area beyond z:
mean and z:
0.44 0.17 0.33
Conclusion: .31 (31%) of 0.45 0.1736 0.3264
normal people are likely to 0.46 0.1772 0.3228
0.47 0.1808 0.3192
have a comprehension score 0.48 0.1844 0.3156
this low or lower. 0.49 0.1879 0.3121
0.5 0.1915 0.3085
0.51 0.195 0.305
0.52 0.1985 0.3015
0.53 0.2019 0.2981
0.54 0.2054 0.2946
0.55 0.2088 0.2912
0.56 0.2123 0.2877
0.57 0.2157 0.2843
0.58 0.219 0.281
0.59 0.2224 0.2776
0.6 0.2257 0.2743
0.61 0.2291 0.2709
Conclusions:
Many psychological/biological properties are
normally distributed.

This is very important for statistical inference


(extrapolating from samples to populations - more
on this in later lectures...).

z-scores provide a way of


(a) comparing scores on different raw-score
scales;
(b) showing how a given score stands in relation to
the overall set of scores.
Conclusions:

The logic of z-scores underlies many statistical tests.

1. Scores are normally distributed around their mean.

2. Sample means are normally distributed around the


population mean.

3. Differences between sample means are normally


distributed around zero ("no difference").

We can exploit these phenomena in devising tests to


help us decide whether or not an observed difference
between sample means is due to chance.

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