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Understanding Normal Probability Distributions

Mar 9, 2025

Module 13 Wrap Up: Probability Distribution for Normal Continuous Quantitative Variables

Continuous Random Variables

  • Continuous random variables are not limited to distinct values (e.g., foot length, weight).
  • Cannot display the probability distribution for these variables using tables or histograms.
  • Use a probability density curve to assign probabilities to intervals of x values.
  • Probabilities are found by calculating the area under the curve.

Normal Probability Density Curve

  • Used to model probability distribution for variables such as weight, shoe sizes, and foot lengths.
  • Normal curves are mathematical models:
    • μ (mu) represents the mean.
    • σ (sigma) represents the standard deviation.
  • Greek letters indicate that the normal curve is a mathematical model, not a real data distribution.
  • Represents a perfect bell-shaped distribution.

Empirical Rule

  • 68% of observations fall within one standard deviation of the mean.
  • 95% within two standard deviations.
  • 99.7% within three standard deviations.

Z-scores

  • Used to standardize values from different distributions.
  • Measures how far x is from the mean in standard deviations.
  • Z-score interpretation:
    • A z-score of 1 means the x value is one standard deviation above the mean.

Standard Normal Distribution

  • Distribution of z-scores is also a normal probability density curve.
  • This curve is called the standard normal distribution.
  • Use an applet with the standard normal curve to find probabilities for any normal distribution.

Working with Probabilities and X Values

  • Can work backwards to find the x value for a given probability.
  • Use different outputs to work backwards from probabilities to x values.
  • Applet used to find x values corresponding to quartiles and percentiles.