Professional Documents
Culture Documents
part I
STATISTICAL PROPERTIES OF THE NORMAL DISTRIBUTION SIMULATED IN AN EXCEL SPREADSHEET Ken Osborn kosborn@ebmud.com East Bay Municipal Utility District
START WITH A SIMPLE CASE OF A NORMALLY DISTRIBUTED SET OF DATA WITH A MEAN OF ZERO AND A STANDARD DEVIATION OF ONE
SIMULATING A NORMAL DISTRIBUTION 100 75 SEQUENCE 50 25 0 -1000 -750 -500 -250 0 250 500 750 1000 MEASUREMENT VALUE MEAN
1
SIGMA
SO WHERES THE DATA LOOKED LIKE A BLANK SLIDE ! NOW INCREASE SIGMA TO 100 AND KEEP THE MEAN AT ZERO WHAT WILL HAPPEN?
1000 RANDOM VALUES WITH MEAN = 0 AND SIGMA = 100 100 75 SEQUENCE 50 25 0 -1000 -750 -500 -250 0 250 500 750 1000 MEASUREMENT VALUE MEAN
100
SIGMA
SP R
CENTERED AT ZERO BUT LARGER SPREAD 100 75 SEQUENCE 50 25 0 -1000 -750 -500 -250 0 250 500 750 1000 MEASUREMENT VALUE MEAN
200
SIGMA
THE DATA ARE RANDOM BUT HAVE ORDER, PATTERN, AND SYMMETRY You don't believe this?
THE DATA WILL BE SORTED FROM LOW (on the left) TO HIGH (on the right) AND PLOTTED AS A RED CURVE WHAT WILL THE RED CURVE LOOK LIKE?
RANDOM DATA WITH SORTED OVERLAY 100 75 CUM PROBABILITY 50 25 0 -1000 -750 -500 -250 0 250 500 750 1000 MEASUREMENT VALUE MEAN
200
SIGMA
HOW WILL THE SHAPE OF THE RED CURVE CHANGE WHEN THE MEAN IS INCREASED?
CHANGE MEAN AND SHIFT THE CENTER 100 75 CUM PROBABILITY 50 25 0 -1000 -750 -500 -250 0 250 500 750 1000 MEASUREMENT VALUE MEAN
100 200
SIGMA
TRICK QUESTION!! DID YOU SEE THAT THE SHAPE DID NOT CHANGE THE CURVE SHIFTED HO R I Z O N T A L LY WITH THE CHANGE IN MEAN
CUM PROBABILITY
MEASUREMENT VALUE
LETS CHANGE SIGMA AND KEEP THE MEAN CONSTANT HOW WILL HAPPEN TO THE RED CURVE WHEN SIGMA INCREASES?
SIMULATING A NORMAL DISTRIBUTION 100 75 PROBABILITY 50 25 0 -1000 -750 -500 -250 0 250 500 750 1000 MEASUREMENT VALUE MEAN
MEA
100
SIGMA
SIG
INCREASE SIGMA FROM 200 TO 400 WILL THE CURVE SHIFT HORIZONTALLY, VERTICALLY, OR CHANGE SHAPE ?
400
SIGMA
IN SUMMARY
Randomness is not arbitrary Changing the mean translates the data plot Changing sigma rotates the data plot
COMING ATTRACTIONS