Lecture Notes: Using Z-Scores and Probability in Normal Distribution
Introduction
Objective: To learn how to convert a value to a Z-score and find the probability of that value.
Scenario: Analyze total cholesterol levels among men.
Statistics:
Mean cholesterol level: 209 mg/dL
Standard deviation: 35 mg/dL
Assumption: Cholesterol levels follow a normal distribution.
Key Concepts
Normal Distribution
Defined by mean and standard deviation.
Mean (midpoint) is 209 mg/dL.
Standard deviation unit changes the value by 35 mg/dL.
Z-Score Calculation
Formula: [ Z = \frac{X - \text{Mean}}{\text{Standard Deviation}} ]
Example: Cholesterol level of 225 mg/dL
Calculate Z-score.
Verify sign (positive if above mean, negative if below mean).
Estimate number of standard deviations away.
Scenarios
Probability of Cholesterol Less Than 225 mg/dL
Calculate Z-score for 225 mg/dL: 0.46
Estimate Probability:
More than 0.5 (mean is 0.5)
Between 0.5 and 0.84 using empirical rule
Z-Table Lookup: Probability is 0.6772
Percentage Conversion: Approximately 68% of men have levels less than 225 mg/dL.
Proportion of Cholesterol More Than 225 mg/dL
Same Z-score: 0.46
Area to the Right:
Total area under curve is 1
Subtract area to the left (0.6772) from 1
Proportion Result: 0.3228
Interpretation: About 32% of men have levels greater than or equal to 225 mg/dL.
Probability Between Two Values: 174 mg/dL and 244 mg/dL
Z-Scores: 174 mg/dL = -1; 244 mg/dL = +1
Empirical Rule: 68% of data falls within one standard deviation.
Probability Calculation:
From Z < -1 to Z > +1 = 0.6826
Approximation: 68%
Real-Life Example
Tallest and Shortest Men:
Sultan (Tallest): 251 cm, Z-score of 9.5
Probability is extremely low.
He (Shortest): 74 cm, Z-score of -12.6
Application: Used in growth percentiles for children.
Additional Notes
Empirical Rule:
95% within 2 standard deviations more precisely 1.96 standard deviations.
When calculating probabilities to four decimal places, 1.96 is used for accuracy.
Conclusion
Understanding Z-scores and normal distribution are crucial for statistical analysis in real-life scenarios, such as health statistics and developmental progress measurements.