Stats - Normal Distribution


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What is the notation for $X$ being a random variable following a normal distribution with mode $\mu$ and standard deviation $\sigma$?

\[X ~ N(\mu, \sigma^2)\]

PHOTO NORMAL DISTRIBUTION What is this?

The normal distribution.

What is the area under the normal distribution?

\[1\]

What is required for a random variable $X$ to follow a normal distribution?

It has to be continious.

How would you find $P(170 < X < 190)$ for the normal distribution?

Find the area under the curve between $170$ and $190$.

What proportion of data is within one standard deviation ($\pm\sigma$) of the mean in a normal distribution?

\[0.68\]

What proportion of data is within two standard deviations ($\pm2\sigma$) of the mean in a normal distribution?

\[0.95\]

What proportion of data is within three standard deviations ($\pm3\sigma$) of the mean in a normal distribution?

\[0.997\]

2021-06-10

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\[P(X < a) = 0.1\]

How can you solve something like this?? Use the inverse normal distribution on the calculator.

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\[P(16 < X < a) = 0.3\]

How can you rewrite something like this??

\[P(X < a) = 0.3 + P(X < 16)\]

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\[P(X > a) = 0.7\]

How can you REWRITE something like this??

\[P(X < a) = 1 - 0.7 = 0.3\]

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\[P(b < X < 16) = 0.4\]

How can you rewrite something like this??

\[P(X < b) = P(X < 16) - 0.4\]

2021-06-24

\(P(X < a) = 0.1\) How can you solve something like this?

Use the inverse normal distribution on the calculator.

\(P(16 < X < a) = 0.3\) How can you rewrite something like this?

\[P(X < a) = 0.3 + P(X < 16)\]

\(P(X > a) = 0.7\) How can you REWRITE something like this?

\[P(X < a) = 1 - 0.7 = 0.3\]

\(P(b < X < 16) = 0.4\) How can you rewrite something like this?

\[P(X < b) = P(X < 16) - 0.4\]

Why do we standardise normally-distrubted variables?

So that we can use standard results and values for probabilities.

What is the mean of the standard normal distribution?

\[0\]

What is the standard deviation of the standard normal distribution?

\[1\]
How could you rewrite
\[P(Z > a) = 0.4\]

??

\[P(Z > a) = 1-0.4 = 0.6\]
How could you rewrite
\[P(0 < z < a) = 0.4\]

??

\[P(Z < a) = 0.5 + 0.4 = 0.9\]
How could you rewrite
\[P(-a < Z < a) = 0.4\]

??

\[P(-a < Z < 0) = \frac{0.4}{2} = 0.2 \\\\ P(-a < Z < 0) = 0.2 \\\\ P(Z < a) = 1 - 0.2 = 0.8\]

2021-06-29

You know

\[X \sim N(\mu, 3^2)\]

and

\[P(x < 20) = 0.2\]

What is the process, but not the calculations, in order to find the value of $\mu$??

  • Find the equivalent standardised $Z$ value such that $P(z < 20) = 0.8$.
  • Undo the coding for $Z$ and solve for $\mu$.

####

\[P(X < 20) = 0.2\]

has been transformed into

\[P(Z < 0.84162) = 0.8\]

for $X \sim N(\mu, 3^2)$. What’s the next step??

\[0.84162 = \frac{20 - \mu}{3}\]

2021-07-08

How would you write that $Z$ follows a standard normal distribution?

\[Z \sim N(0, 1^2)\]

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\[X \sim B(n, p)\]

What is the value of $\mu$ for approximating the binomial distribution with the normal distribution??

\[\mu = np\]

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\[X \sim B(n, p)\]

What is the value of $\sigma$ for approximating the binomial distribution with the normal distribution??

\[\sigma = \sqrt{np(1 - p)}\]

How can you use the standard normal distribution for a random variable $X$?

Code the data so that it fits.

What is the coding for converting $X$ to a normally distributed $X$?

\[Z = \frac{X - \mu}{\sigma}\]

What’s another way of writing $P(Z < a)$?

\[\Phi(a)\]

2021-09-08

How could you rewrite \(P(Z > a) = 0.4\)?

\[P(Z > a) = 1-0.4 = 0.6\]
If a population $X$ is
\[X \sim N(\mu, \sigma^2)\]

What is the sample distribution for repeatedly sampling that population with a size of $n$??

\[\bar{X} \sim N\left(\mu, \frac{\sigma^2}{n}\right)\]

How could you rewrite \(P(0 < z < a) = 0.4\)?

\[P(Z < a) = 0.5 + 0.4 = 0.9\]

How could you rewrite \(P(-a < Z < a) = 0.4\)?

\[P(-a < Z < 0) = \frac{0.4}{2} = 0.2 \\\\ P(-a < Z < 0) = 0.2 \\\\ P(Z < a) = 1 - 0.2 = 0.8\]

What are the two conditions for approximating the binomial distribution $X \sim B(n, p)$ using the normal distribution?

  • $n$ is large
  • $p \approx 0.5$

2021-10-22

\(X \sim B(n, p)\) What is the value of $\mu$ for approximating the binomial distribution with the normal distribution?

\[\mu = np\]

\(X \sim B(n, p)\) What is the value of $\sigma$ for approximating the binomial distribution with the normal distribution?

\[\sigma = \sqrt{np(1 - p)}\]
How would you code the data for
\[\bar{X} \sim N(\mu, \frac{\sigma^2}{n})\]

for $z$??

\[z = \frac{\bar{x} - \mu}{\sigma / \sqrt{n}}\]

What is a continuity correction?

Approximating a discrete range using a continous one.

Why can’t you use $P(Y = 1)$ instead of $P(X = 1)$ when approximating a binomially-distrubted $X$ with a normal distribution?

The normal distribution is continous whereas the binomial distribution is discrete.

What is the two-step process for doing continuity correction?

  • If $>$ or $<$, convert to $\ge$ or $\le$
  • Enlarge the range by $0.5$ at each end

If you have 10 things you want to sample the mean of, and you sample them over and over again with a sample size of 4, what are you creating?

A distribution of sample means.

If a population $X$ is \(X \sim N(\mu, \sigma^2)\) What is the sample distribution for repeatedly sampling that population with a size of $n$?

\[\bar{X} \sim N\left(\mu, \frac{\sigma^2}{n}\right)\]

What is the formula for the variance of a sample distribution of size $n$?

\[\frac{\sigma^2}{n}\]

2022-03-01

If you want to halve the standard deviation around the true mean in a sample distribution of size $n$, what factor do you need to increase the size of the sample by?

\[\times 4\]

What two distributions do you write down when doing a hypothesis test for the normal distribution?

  • $X \sim N(\mu, \sigma^2)$
  • $\bar{X} \sim N(\mu, \frac{\sigma^2}{n})$

2022-05-16

How would you find
\[P(T < 2 \vert T > 0)\]

??

\[\frac{P(0 < T < 2)}{P(T > 0)}\]

What’s another name for the standard deviation of the distribution of sample means?

The standard error of the mean.

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\[X ~ N(\mu, \sigma^2)\]

What would you “solve” to find the median value of a new distribution where $X$ cannot be less than $0$??

\[\frac{P(X > t)}{P(X > 0)} = 0.5\]

2022-05-17

What is the “distribution of sample means” often abbreviated to?

The sampling distribution.




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