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# Introduction

## The Normal Distribution

Area under the Curve
Percentiles

## Stat 491: Biostatistics

Chapter 5: Continuous Probability Distributions
Solomon W. Harrar
The University of Montana

Fall 2012

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## Continuous Random Variables:Their possible values form a

whole interval (range or continuum)
Example:The body temperature of a person.
Due to precision limitations of measuring instruments, every
random variable is virtually discrete.
However, when there are many possible values for a random
variable, it is sometimes mathematically useful to treat it as a
continuous random variable.

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## Consider the distribution of DBP in 30 to 44-year-old men.

In actual practice, this distribution is discrete because the
measurements are only accurate to within 2 mm Hg.
However, if we assume there is no measurement error, the
random variable can take a continuum of possible values.
Under this assumption the probability of specific values such
as 117.3 are zero.
Thus, we speak in terms of the probability that blood pressure
falls within a range of values.

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## Probability Density Function

The probability density function (pdf) of a continuous random
variable X is a function such that the area under the
density-function curve between any two points a and b is
equal to the probability that the probability that the random
variable X falls between a and b.
The pdf has large values in the regions of high probability and
small values in the regions of low probability.
The total area under the density-function curve over the entire
range of possible values for the random variable is 1.
The expected value and the standard deviation of a
continuous random variable have the same meaning as for the
discrete random variable.
Chapter 5: Continuous Probability Distributions

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## Probability Density Function Contd...

0.15
0.10
0.00

0.05

Relative Frequency

0.20

0.25

15

20

25
Body Mass Index

## Stat 491: Biostatistics

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Introduction
The Normal Distribution
Area under the Curve
Percentiles

Density

Normal Range

50

100

150

200

## Stat 491: Biostatistics

250

300

Introduction
The Normal Distribution
Area under the Curve
Percentiles

0.8
0.6

density

0.2
0.0

10

15

10

15

20

0.8
0.6

density

0.0

0.2

0.4
0.0

0.2

0.4

0.6

0.8

1.0

1.0

density

0.4

0.6
0.4
0.0

0.2

density

0.8

1.0

1.0

10

15

10

0
y

## Stat 491: Biostatistics

10

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## The Normal Probability Distribution

The normal probability density is a bell-shaped curve given by
the function:
2
1 (x)
1
e 2 2
f (x) =
2
where = 3.142 and e = 2.718.
Normal Curve for different combinations of and .

0.15

0.20

f(x)

0.10

= 10
= 3

=3

=3
= 20
0.05

= 10

=4

0.00

=5

10

10

20

## Stat 491: Biostatistics

30

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## The Normal Probability Distribution Contd...

The shape of a normal curve is completely determined by
and .
Many variables of interest have a mound-shaped frequency
distribution that can be approximated by a normal curve.
For such variables is the mean and 2 is the variance.
A normal curve with mean and variance 2 will generally be
referred to as N(, 2 ).
A random variable whose probability distribution is given by
the normal curve is called a normal (normally distributed)
random variable.

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## The Standard Normal Distribution

A normal distribution whose mean = 0 and variance 2 = 1
is known as the standard normal distribution, i.e standard
normal distribution is the same thing as N(0, 1).
It is a fact that if X has N(, 2 ) distribution then
Z=

(X )

## has N(0, 1) distribution.

Conversely, if Z has N(0, 1) distribution then X = Z + will
have N(, 2 ).
Area under any normal curve can be expressed as area under
the standard normal curve.
Chapter 5: Continuous Probability Distributions

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## Area under the normal curve to the left of a value a can be

obtained by the R command
pnorm(a,mu,sigma)
Area under the normal curve to the right of a value b can be
obtained by the R command
1-pnorm(b,mu,sigma)
Area under the normal curve in between the values a and b
where a b can be computed in R as
pnorm(b,mu,sigma)-pnorm(a,mu,sigma)

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Example

## The body mass index of professors has a normal distribution

with = 22.5 and = 2.
a. What is the probability of randomly selected professors will
have BMI less than 23?
b. Find the probability that X will be less than 16.
c. What is the percentage of professors whose BMI is greater
than 25.
d. Find the probability that X is between 21 and 25.
e. What percentage of the professors have BMI less than 22.5?
You dont need R for this one. pounds.

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## Example: The Empirical Rule

The probability associated with the normal curve forms the
basis for what is known as the Empirical Rule.
For measurements that have a normal-curve shaped smoothed
relative frequency distribution,
a. The percentage of
deviation to either
b. The percentage of
deviation to either
c. The percentage of
deviation to either

## the measurement that lie within 1 standard

side of the mean is
.
the measurement that lie within 2 standard
side of the mean is
.
the measurement that lie within 3 standard
side of the mean is
.

in general.

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

## The mean daily milk production of a herd of Guernsey cows

has a normal distribution with = 70 pounds and = 13
pounds.
a. What is the probability that the milk production for a cow
chosen at random will be less than 60 pounds?
b. What is the probability that the milk production for a cow
chosen at random will be greater than 90 pounds?
c. What is the probability that the milk production for a cow
chosen at random will be between 60 and 90 pounds?

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Percentiles
The (100 u)th percentile for a normal distribution, denoted
by xu , can be computed in R by using the command
qnorm(u,mu,sigma)
Find the quartiles of N(0, 1).
Find the quintiles of N(100, 25).
What is the median of N(50, 10)? You dont need R for this
one.
(100 u)th percentile xu of a N(, 2 ) and that of zu of
N(0, 1) are related as follows
xu = zu +

and zu =

xu
.

## Recall that xu is the uth quantile of the distribution of X .

Chapter 5: Continuous Probability Distributions

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Example

## Find the 80th percentile of a population having a normal

distribution with = 55 and = 3.

## Suppose the DBP in 35- to 44-year-old men is normally

distributed with mean 80 mm Hg and standard deviation 12
mm Hg. Find the upper and lower 5th percentiles of this
distribution.

## Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Homeworks