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Understanding Z-Scores and Normal Distribution

Nov 13, 2024

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.