probability & the normal distribution statistics for the social sciences psychology 340 spring...
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Probability &
The Normal Distribution
Statistics for the Social SciencesPsychology 340
Spring 2010
PSY 340Statistics for the
Social Sciences Reminders
• Quiz 2 due Thursday
• Homework 3 due Tues, Feb 2
• Exam 1 Thurs Feb. 11
PSY 340Statistics for the
Social Sciences Basics of Probability
• Probability– Expected relative frequency of a particular outcome
• Outcome– The result of an experiment
Probability = Possible successful outcomes
All possible outcomes
PSY 340Statistics for the
Social Sciences Flipping a coin example
What are the odds of getting a “heads”?
One outcome classified as heads=
1
2= 0.5
Probability = Possible successful outcomes
All possible outcomes
Total of two outcomes
n = 1 flip
PSY 340Statistics for the
Social Sciences Flipping a coin example
What are the odds of getting two “heads”?
Number of heads
2
1
1
0
One 2 “heads” outcome
Four total outcomes
= 0.25
This situation is known as the binomial # of outcomes = 2n
n = 2
PSY 340Statistics for the
Social Sciences Flipping a coin example
What are the odds of getting “at least one heads”?
Number of heads
2
1
1
0
Four total outcomes
= 0.75
Three “at least one heads” outcome
n = 2
PSY 340Statistics for the
Social Sciences Flipping a coin example
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT
Number of heads3
2
1
0
2
2
1
1
2n = 23 = 8 total outcomes
n = 3
PSY 340Statistics for the
Social Sciences Flipping a coin example
Number of heads3
2
1
0
2
2
1
1
X f p
3 1 .125
2 3 .375
1 3 .375
0 1 .125Number of heads0 1 2 3
.1
.2
.3
.4
prob
abil
ity
.125 .125.375.375
Distribution of possible outcomes(n = 3 flips)
PSY 340Statistics for the
Social Sciences Flipping a coin example
Number of heads0 1 2 3
.1
.2
.3
.4
prob
abil
ity
What’s the probability of flipping three heads in a row?
.125 .125.375.375 p = 0.125
Distribution of possible outcomes(n = 3 flips)
Can make predictions about likelihood of outcomes based on this distribution.
PSY 340Statistics for the
Social Sciences Flipping a coin example
Number of heads0 1 2 3
.1
.2
.3
.4
prob
abil
ity
What’s the probability of flipping at least two heads in three tosses?
.125 .125.375.375 p = 0.375 + 0.125 = 0.50
Can make predictions about likelihood of outcomes based on this distribution.
Distribution of possible outcomes(n = 3 flips)
PSY 340Statistics for the
Social Sciences Flipping a coin example
Number of heads0 1 2 3
.1
.2
.3
.4
prob
abil
ity
What’s the probability of flipping all heads or all tails in three tosses?
.125 .125.375.375 p = 0.125 + 0.125 = 0.25
Can make predictions about likelihood of outcomes based on this distribution.
Distribution of possible outcomes(n = 3 flips)
PSY 340Statistics for the
Social Sciences Hypothesis testing
Can make predictions about likelihood of outcomes based on this distribution.
Distribution of possible outcomes(of a particular sample size, n)
• In hypothesis testing, we compare our observed samples with the distribution of possible samples (transformed into standardized distributions)
• This distribution of possible outcomes is often Normally Distributed
PSY 340Statistics for the
Social Sciences The Normal Distribution
• The distribution of days before and after due date (bin
width = 4 days).
0 14-14
Days before and after due date
PSY 340Statistics for the
Social Sciences The Normal Distribution
• Normal distribution
PSY 340Statistics for the
Social Sciences The Normal Distribution
• Normal distribution is a commonly found distribution that is symmetrical and unimodal. – Not all unimodal, symmetrical curves are Normal, so be careful
with your descriptions
• It is defined by the following equation:
€
1
2πσ 2e−(X −μ )2 / 2σ 2
1 2-1-2 0-3 3Z-scores
PSY 340Statistics for the
Social Sciences
Estimating Probabilities in a Normal Distribution
50%-34%-14% rule
1 2-1-2 0
50%
-3 3
Number of heads
0 1 2 3
.1
.2
.3
.4
prob
abili
ty
.125 .125.375.375
Same logic as before
PSY 340Statistics for the
Social Sciences
Estimating Probabilities in a Normal Distribution
50%-34%-14% rule
50%
1 2-1-2 0
34.13%
13.59%
-3 3
PSY 340Statistics for the
Social Sciences
Estimating Probabilities in a Normal Distribution
1 2-1-2 0
Similar to the 68%-95%-99% rule
13.59%2.28%
34.13%
13.59%2.28%
34.13%
68%
-3 3
PSY 340Statistics for the
Social Sciences
Estimating Probabilities in a Normal Distribution
1 2-1-2 0
Similar to the 68%-95%-99% rule
13.59%2.28%
34.13%
13.59%2.28%
34.13%
-3 3
95%
PSY 340Statistics for the
Social Sciences The Unit Normal Table
z
0
:
:
1.00
:
:
2.31
2.32
• Gives the precise proportion of scores (in z-scores) above or below a given score in a Normal distribution
• There are many ways that this table gets organized
• Learn to understand what is in the table• What do the numbers represent?
• The normal distribution is often transformed into z-scores.
Understand your table
z0
PSY 340Statistics for the
Social Sciences The Unit Normal Table
– Contains the proportions of a Normal distribution
– Proportion between the z-score and left side of the distribution
– Proportion in the tail to the right of corresponding z-scores
– Proportion between the z-score and the mean
• Note: This means that this table lists only positive Z scores
• The normal distribution is often transformed into z-scores.
In tail
Understand your table
Z Prop in Body
Prop in tail
Prop btwn mean and z
0.000.010.02
::
1.0:
1.3::
4.00
.5000
.5040
.5080::
.8413:
.9032::
.99997
.5000
.4960
.4920::
.1587:
.0968::
.00003
.0000
.0040
.0080::
.3413:
.4032::
.49997
From the left side of the dist.
z0
PSY 340Statistics for the
Social Sciences The Unit Normal Table
z .00 .01
0
:
:
1.0
:
:
2.3
2.4
:
0.5000
:
:
0.1587
:
:
0.0107
0.0082
:
0.4960
:
:
0.1562
:
:
0.0104
0.0080
:
– Contains the proportions in the tail to the left of corresponding z-scores of a Normal distribution
• This means that the table lists only positive Z scores
• The different columns give the second decimal place of the z-score
• The normal distribution is often transformed into z-scores.
In tail
The unit normal table I have provided on-line (see ‘statistical tables’ link at top of labs)
Understand your table
z0
PSY 340Statistics for the
Social Sciences The Unit Normal Table
z Mean to Z In tail
0
:
:
1.00
:
:
2.31
2.32
:
0.0000
:
:
0.3413
:
:
0.4896
0.4898
:
0.5000
:
:
0.1587
:
:
0.0104
0.0102
:
– Contains the proportions– Proportion between the z-score and the
mean– Proportion in the tail to the left of
corresponding z-scores of a Normal distribution
• Note: This means that this table lists only positive Z scores
• The normal distribution is often transformed into z-scores.
Mean to Z
In tail
Understand your table
z0
PSY 340Statistics for the
Social Sciences The Unit Normal Table
z .00 .01
-3.4
-3.3
:
:
0
:
:
1.0
:
:
3.3
3.4
0.0003
0.0005
:
:
0.5000
:
:
0.8413
:
:
0.9995
0.9997
0.0003
0.0005
:
:
0.5040
:
:
0.8438
:
:
0.9995
0.9997
– Contains the proportions to the left of corresponding z-scores of a Normal distribution
• This table lists both positive and negative Z scores
• The normal distribution is often transformed into z-scores.
From the left side of the dist.
Another common way the unit normal table is presented in textbooks
Understand your table
z0
PSY 340Statistics for the
Social Sciences Using the Unit Normal Table
1. Convert raw score to Z score (if necessary)
2. Draw normal curve, where the Z score falls on it, shade in the area for which you are finding the percentage
3. Make rough estimate of shaded area’s percentage (using 50%-34%-14% rule)
• Steps for figuring the percentage below a particular raw or Z score:
Z Prop in Body
Prop in tail
Prop btwn mean and z
0.000.010.02
::
1.0:
1.3::
4.00
.5000
.5040
.5080::
.8413:
.9032::
.99997
.5000
.4960
.4920::
.1587:
.0968::
.00003
.0000
.0040
.0080::
.3413:
.4032::
.49997
z =X−M
SD
PSY 340Statistics for the
Social Sciences Using the Unit Normal Table
4. Find exact percentage using unit normal table– Use your sketch and
understanding of the table
5. Check the exact percentage is within the range of the estimate from Step 3
• Steps for figuring the percentage below a particular raw or Z score:
Z Prop in Body
Prop in tail
Prop btwn mean and z
0.000.010.02
::
1.0:
1.3::
4.00
.5000
.5040
.5080::
.8413:
.9032::
.99997
.5000
.4960
.4920::
.1587:
.0968::
.00003
.0000
.0040
.0080::
.3413:
.4032::
.49997
PSY 340Statistics for the
Social Sciences
Suppose that you got a 630 on the SAT. What percent of the people who take the SAT get your score or worse?
SAT Example problems
• The population parameters for the SAT are: μ = 500, σ = 100, and it is Normally distributed
€
z =X − μ
σ=
630 − 500
100=1.3 From the table:
z(1.3) =.0968 μ-1-2 1 2
That’s 9.68% above this score
So 90.32% got your score or worse
PSY 340Statistics for the
Social Sciences The Normal Distribution
• You can go in the other direction too– Steps for figuring Z scores and raw scores from
percentages (or proportions):1. Draw normal curve, shade in approximate area for the percentage (using the 50%-34%-14% rule)
2. Make rough estimate of the Z score where the shaded area starts
3. Find the exact Z score using the unit normal table- So now you’re looking for a percentage/proportion in the body of the table,
and then looking to see what z-score it corresponds to
4. Check that your Z score is similar to the rough estimate from Step 2
5. If you want to find a raw score, change it from the Z score
PSY 340Statistics for the
Social Sciences Testing Hypotheses
• Looking ahead:– Core logic of hypothesis testing
• Considers the probability that the result of a study could have come about if the experimental procedure had no effect
€
test statistic =observed difference
difference expected by chance
How do we determine this?
Based on standard error or an estimate of the standard error
Z =(X−μX )
σ X
• “Studies” typically look not at single scores, but rather samples of scores. So we need to think about the probability of getting samples with particular characteristics (means).
• Next time:– The distribution of sample means