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Understanding Normal Probability Distributions

Mar 9, 2025

Module 13: Introduction to Normal Probability Distributions

Key Concepts

  • Normal Probability Curves: The area within one standard deviation of the mean equals 68% (0.68).
  • Probability of Values Outside One Standard Deviation: The leftover probability is calculated as 1 - 0.68 = 0.32.
    • This 0.32 is divided between the two tails of the distribution, meaning each tail has an area of 0.16.

Example: Probability of X > 1 SD

  • Question: What is the probability that an X value is more than one standard deviation above the mean?
  • Solution:
    • Total area under the curve = 1
    • Area within 1 SD = 0.68
    • Area outside 1 SD = 0.32 (0.16 in each tail)
    • Probability: 0.16 (for the tail to the right)

Example: Probability of Birth Weight < 100 Ounces

  • Context: Birth weights follow a normal distribution with a mean of 120 ounces and a SD of 20 ounces.
  • Calculation:
    • Mean = 120 ounces
    • 1 SD below mean = 100 ounces
    • Probability: Weight less than 100 ounces = Area left of 100 ounces = 0.16

Example: Probability of Birth Weight > 100 Ounces

  • Context: Same normal distribution as previous example.
  • Calculation:
    • Weights greater than 100 ounces include values greater than the mean and up to 1 SD above, plus additional tail.
    • Probability:
      • Area between 100 ounces and the mean = 0.68
      • Additional tail area (right of mean) = 0.16
      • Total Probability: 0.68 + 0.16 = 0.84 (84%)

Summary

  • Key Takeaways:
    • Normal distribution probabilities can be calculated based on standard deviations.
    • Areas under the curve add up to 1.
    • Symmetry of the normal distribution allows for division of probabilities across the tails.
    • Examples demonstrate how to compute probabilities using known mean and standard deviation values.