normal distribution بسم الله الرحمن الرحیم اردیبهشت 1390

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Page 1: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Normal Distribution

الرحیم الرحمن الله بسم

1390اردیبهشت

Page 2: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Length of Right Foot

Nu

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87654321

4 5 6 7 8 9 10 11 12 13 14

Suppose we measured the right foot length of 30 persons and graphed the results.

Assume the first person had a 10 inch foot. We could create a bar graph and plot that person on the graph.

If our second subject had a 9 inch foot, we would add her to the graph.

As we continued to plot foot lengths, a pattern would begin to emerge.

Slide from Del Siegle

Page 3: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Length of Right Foot

87654321

4 5 6 7 8 9 10 11 12 13 14

If we were to connect the top of each bar, we would create a frequency polygon.

Notice how there are more people (n=6) with a 10 inch right foot than any other length. Notice also how as the length becomes larger or smaller, there are fewer and fewer people with that measurement. This is a characteristics of many variables that we measure. There is a tendency to have most measurements in the middle, and fewer as we approach the high and low extremes.

Nu

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ize

Slide from Del Siegle

Page 4: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Length of Right Foot

87654321

4 5 6 7 8 9 10 11 12 13 14

Nu

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f P

eop

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You will notice that if we smooth the lines, our data almost creates a bell shaped curve.

Slide from Del Siegle

Page 5: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

87654321

4 5 6 7 8 9 10 11 12 13 14Length of Right Foot

Nu

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f P

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ith

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You will notice that if we smooth the lines, our data almost creates a bell shaped curve.

This bell shaped curve is known as the “Bell Curve” or the “Normal Curve.”

Slide from Del Siegle

Page 6: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

n=512

n=256

n=128

n=64

n=32

n=16

n=8

n=4

Page 7: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Whenever you see a normal curve, you should imagine the bar graph within it.

12 13 14 15 16 17 18 19 20 21 22

Points on a Quiz

Nu

mb

er

of

Stu

de

nts 9

87654321

Slide from Del Siegle

Page 8: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

نرمال توزیع

•. است پیوسته نوع از توزیع این

•. باشد می قرینه و ای زنگوله شکل به آن منحنی

عالمت • با آن در .μمیانگین شود می داده نشان

حرف • با معیار .бانحراف شود می داده نشان•. باشند می توزیع پارامتر دو معیار انحراف و میانگین

Page 9: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

نرمال توزیع

میانگین μمقدار • دقیق محل ،می مشخص افقی خط روی را

کند.

• ، معیار شکل бانحراف ،. کند می تعیین را توزیع

مقدار یک دارای هریک و بسیارند نرمال های منحنی μتعداد. бو باشند می

Page 10: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

68.2%

نرمال توزیع

Page 11: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

68.2%

نرمال توزیع

Page 12: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

The mean,

12 13 14 15 16 17 18 19 20 21 22

Points on a Quiz

Nu

mb

er

of

Stu

de

nts 9

87654321

12+13+13+14+14+14+14+15+15+15+15+15+15+16+16+16+16+16+16+16+16+ 17+17+17+17+17+17+17+17+17+18+18+18+18+18+18+18+18+19+19+19+19+ 19+ 19+20+20+20+20+ 21+21+22 = 867

867 / 51 = 17

Now lets look at quiz scores for 51 students.

Slide from Del Siegle

Page 13: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

The mean, mode,

12 13 14 15 16 17 18 19 20 21 22

Points on a Quiz

Nu

mb

er

of

Stu

de

nts 9

87654321

12

13 13

14 14 14 14

15 15 15 15 15 15

16 16 16 16 16 16 16 16

17 17 17 17 17 17 17 17 17

18 18 18 18 18 18 18 18

19 19 19 19 19 19

20 20 20 20

21 21

22

Slide from Del Siegle

Page 14: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

The mean, mode, and median

12 13 14 15 16 17 18 19 20 21 22

Points on a Quiz

Nu

mb

er

of

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nts 9

87654321

12, 13, 13, 14, 14, 14, 14, 15, 15, 15, 15, 15, 15, 16, 16, 16, 16, 16, 16, 16, 16, 17, 17, 17, 17, 17, 17, 17, 17, 17, 18, 18, 18, 18, 18, 18, 18, 18, 19, 19, 19, 19, 19, 19, 20, 20, 20, 20, 21, 21, 22

will all fall on the same value in a normal distribution.

Slide from Del Siegle

Page 15: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

نرمال توزیع خصوصیات

•. است احتماالت توزیع یک نرمال توزیعیا ( – یک با برابر منحنی زیر .100سطح باشد%) می

•. است قرینه توزیع ، نرمال توزیعکه – قائمی خط چپ طرف در منحنی زیر سطح نصف

طرف در دیگر نصف و دارد قرار گذرد می میانگین از. آن راست

Page 16: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

If your data fits a normal distribution, approximately 68% of your subjects will fall within one standard deviation of the mean.

Slide from Del Siegle

Page 17: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

If your data fits a normal distribution, approximately 68% of your subjects will fall within one standard deviation of the mean.

Approximately 95% of your subjects will fall within two standard deviations of the mean.

Slide from Del Siegle

Page 18: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

If your data fits a normal distribution, approximately 68% of your subjects will fall within one standard deviation of the mean.

Approximately 95% of your subjects will fall within two standard deviations of the mean.

Over 99% of your subjects will fall within three standard deviations of the mean.

Slide from Del Siegle

Page 19: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

If your data fits a normal distribution, approximately 68% of your subjects will fall within one standard deviation of the mean.

Approximately 95% of your subjects will fall within two standard deviations of the mean.

Over 99% of your subjects will fall within three standard deviations of the mean.

Page 20: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

The number of points that one standard deviations equals varies from distribution to distribution. On one math test, a standard deviation may be 7 points. If the mean were 45, then we would know that 68% of the students scored from 38 to 52.

24 31 38 45 52 59 63Points on Math Test

30 35 40 45 50 55 60Points on a Different Test

On another test, a standard deviation may equal 5 points. If the mean were 45, then 68% of the students would score from 40 to 50 points.

Slide from Del Siegle

Page 21: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Length of Right Foot

87654321

4 5 6 7 8 9 10 11 12 13 14

Data do not always form a normal distribution. When most of the scores are high, the distributions is not normal, but negatively (left) skewed.

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Skew refers to the tail of the distribution.

Because the tail is on the negative (left) side of the graph, the distribution has a negative (left) skew.

Slide from Del Siegle

Page 22: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Length of Right Foot

87654321

4 5 6 7 8 9 10 11 12 13 14

Nu

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When most of the scores are low, the distributions is not normal, but positively (right) skewed.

Because the tail is on the positive (right) side of the graph, the distribution has a positive (right) skew.

Slide from Del Siegle

Page 23: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

When data are skewed, they do not possess the characteristics of the normal curve (distribution).

For example, 68% of the subjects do not fall within one standard deviation above or below the mean.

The mean, mode, and median do not fall on the same score.

The mode will still be represented by the highest point of the distribution, but the mean will be toward the side with the tail and the median will fall between the mode and mean.

Slide from Del Siegle

Page 24: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

When data are skewed, they do not possess the characteristics of the normal curve (distribution). For example, 68% of the subjects do not fall within one standard deviation above or below the mean. The mean, mode, and median do not fall on the same score. The mode will still be represented by the highest point of the distribution, but the mean will be toward the side with the tail and the median will fall between the mode and mean.

mean

median

mode

Negative or Left Skew Distribution

mean

median

mode

Positive or Right Skew Distribution

Slide from Del Siegle

Page 25: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

استاندارد نرمال توزیع

•: که نرمال توزیع– ، باشد μمیانگین صفر با برابر ،معیار، – یک бانحراف با برابر ،

باشد برابر نرمال توزیع یک میانگین که مواقعی در

باشد نمی یک با برابر معیار انحراف و صفر باتبدیل با نرمال Z؛ جدول از براحتی توان می

. نمود استفاده استاندارد

Page 26: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Z Score (Standard Score)

• Z = X - μ

نمره • واحد Zمقدار در میانگین از تفاوت ، . نماید می بیان را معیار انحراف

نمره • می Z مقدار محاسبه اعشار عدد دو تا ،گردد.

σ

Page 27: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390
Page 28: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Tables

• Areas under the standard normal curve

(Appendices of the textbook)

Page 29: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین

افراد • در طبیعی قلب ضربان بگیرید نظر درمیانگین با بوده نرمال توزیع دارای 70سالم

معیار انحراف دقیقه 10و در ضربه) Mean = 70 and Standard Deviation =10 beats/min(

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 30: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین # 1

: اساس این بر

باالی) 1 منحنی از بخشی در 80چه ضربهگیرد؟ می قرار دقیقه

Modified from Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 31: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین 1 #منحنی

15.9 %

13.6%

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

2.14%0.13%

Page 32: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین # 2

باالی) 2 منحنی از بخشی در 90چه ضربهگیرد؟ می قرار دقیقه

Modified from Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 33: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

2.3 %

2.14%

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

تمرین 2 #منحنی

0.13%

Page 34: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین # 3

بین) 3 منحنی از بخشی ضربه 50 - 90چهگیرد؟ می قرار دقیقه در

Modified from Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 35: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

95.4 %

47.7%

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

تمرین 3 #منحنی

47.7%

Page 36: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین # 4

باالی) 4 منحنی از بخشی در 100چه ضربهگیرد؟ می قرار دقیقه

Modified from Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 37: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

0.15 %

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

تمرین 4 #منحنی

0.15%

Page 38: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین # 5

از) 5 کمتر منحنی از بخشی در 40چه ضربهباالی یا قرار 100دقیقه دقیقه در ضربه

گیرد؟ می

Modified from Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 39: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

0.3 %

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

تمرین 5 #منحنی

0.15%0.15%

Page 40: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Solution/Answers

1) 15.9% or 0.159

2) 2.3% or 0.023

3) 95.4% or 0.954

4) 0.15 % or 0.0015

5) 0. 15 % or 0.0015 (for each tail)The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

Page 41: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

Application/Uses of Normal Distribution

• It’s application goes beyond describing distributions

• It is used by researchers and modelers.

• The major use of normal distribution is the role it plays in statistical inference.

• The z score along with the t –score, chi-square and F-statistics is important in hypothesis testing.

• It helps managers/management make decisions.

Page 42: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

تمرین # 6

سالم ) 6 افراد در سیستولیک فشارخون اگرمیانگین با طبیعی بطور و 120نرمال

معیار شده 10انحراف توزیع جیوه متر میلیباشد:

زیر سطح سیستولیک خون فشار از مقداری چهپایین قسمت دو به را نرمال و% 95منحنی

کند؟% 5باالی می تقسیم

Page 43: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

The exercises are modified from examples in Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics, 2nd edition, 1994.

تمرین 6 #منحنی

5%

95%

Page 44: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

• Z = X - μσ

تمرین 6 #پاسخ

مقدار جدول از استفاده از Zبا کمتر مقادیر کهاز% 95 را منحنی زیر زیر% 5سطح سطح باالیی

آوریم . می بدست کند، می جدا منحنی1.645=Z

1.645 = X - 12010

10))(1.645 ) = X - 120

X = 136.45

Page 45: Normal Distribution بسم الله الرحمن الرحیم اردیبهشت 1390

خسته .نباشید