Sampling Distributions and the Normal Probability Distribution

GROUP 2

Outline
Key Terms The Normal Probability Distribution Sampling Distributions Applications to Engineering Program Bibliography

Key Terms
Population: Any set of objects having some common observable characteristics, for example all students of the University of Guyana Sample: Any subset of a population is a sample of that population, for example University of Guyana Students from the Faulty of Technology

Key Terms
The Population Mean: A measure of central tendency that gives a description of the population. It can be found by

=
=1

=1

N Population Size x Random variable P(x) Probability of x occuring

Key Terms
The Sample Mean: A measure of central tendency that gives a description of the sample. It can be found by

=
=1

=1

n Sample Size x Random variable P(x) Probability of x occuring

Key Terms
The Population Variance: A measure of dispersion that gives a description of how data points in the population vary about their mean. It can be found by

=
=1

=
=1

N Population Size x Random variable - Population Mean P(x) Probability of x occuring

Key Terms
The Sample Variance: A measure of dispersion that gives a description of how data points in the sample vary about their mean. It can be found by

=
=1

=
=1

n Population Size x Random variable - Sample Mean P(x) Probability of x occuring

Key Terms
Standard Deviation: A more standardized measure of how the data points vary about their mean. It can be found by = 2

The Normal Distribution

The Normal (or Gaussian) distribution is a continuous probability distribution that has a bellshaped probability density function, known as the Gaussian function or informally the bell curve

The Normal Distribution

The Normal Distribution has the following Probability Density Function = 1
1 2 2

2 - The Standard Deviation - The Mean

The Normal Distribution

The Normal Distribution

The normal distribution curve is bell-shaped. The mean, median, and mode are equal and located at the center of the distribution.

The normal distribution curve is unimodal .

The curve is symmetrical about the mean.

The Normal Distribution

The curve is continuous. The curve never touches the x axis. The shape and position of the normal distribution curve depend on two parameters, the mean and the standard deviation.

The Normal Distribution

The Normal Distribution

The Normal Distribution

The total area under the normal distribution curve is equal to 1.00 or 100%. The area under the normal curve that lies within
one standard deviation of the mean is approximately
0.68 (68%). two standard deviations of the mean is approximately 0.95 (95%). three standard deviations of the mean is approximately 0.997 ( 99.7%).

The Normal Distribution

The Normal Distribution

If a random variable x is distributed normally, then the probability of it having a value between X1 and X2 can be found by =
2 1

1 2

1 2 2

dx

The Normal Distribution

f(X)

< x < X2) P ( X1

(Note that the probability of any individual value is zero)

X1

X2

The Standard Normal Distribution

The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1. In a standard normal distribution, the x values represents the distance from the mean. The distance of any random variable from the mean of its distribution is known as the standard normal score or the z-score.

The Standard Normal Distribution

The Standard Normal Distribution

The z-score can be calculated by = x Random Variable The distribution mean The distribution standard deviation

The Standard Normal Distribution

Considering these developments our probability density function becomes = 1 2
1 2 2

Using z-scores
Finding the probability of a random variable occurring by utilizing the area under the probability density curve, i.e, 2 1 2 1 = 2 dx 1 2 tends to get complicated because numerical methods are necessary to evaluate the integrals.

Using z-scores
These probabilities can be found by utilizing the zscores. To do this we need to use what is called a standard normal table or z-table.

Using z-scores
The table is read by using the rows to find the first digit, and the columns to find the second digit of a Zscore. To find 0.49, first look down the rows to find 0.4 and then across the columns to 0.09 and 0.6879 will be the result.

Using z-scores
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359 0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753 0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141 0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517 0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879 0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224

Using z-scores
To find the area to the left of a positive z score, simply read this directly off the standard normal distribution table.

Using z-scores
To find the area to the right of a positive z score, begin by reading off the area in the standard normal distribution table and subtract the area from the table from 1.

Using z-scores
Due to the symmetry of the normal distribution, finding the area to the right of a negative z score is equivalent to the area to the left of the corresponding positive z score.

Using z-scores
Likewise finding the area to the left of a negative z score is equivalent to the area to the right of the corresponding positive z score.

Using z-scores
To find the area between two positive z-scores we first find the corresponding areas of the two scores and then we subtract the larger from the smaller.

Using z-scores
To find the area between two positive z-scores or two negative z-scores we first find the corresponding areas of the two scores and then we subtract the larger from the smaller.

Using z-scores
To find the area between a positive and a negative zscore, we subtract the area to the left of the negative z score from the area to the left of the positive z score.

Sampling Distributions
A sampling distribution is exactly what it says a distribution of a sample. In most situations, it is impractical to gather information from an entire population, hence a sample is taken. We may then calculate a statistic from that sample, for example the mean. The probability distribution of this statistic is called a sampling distribution.

Sampling Distributions
Based on the Central Limit Theorem, a sampling distribution can be considered as an accurate description of its population and as such can be used for analysis of the population. The Central Limit Theorem simply states that The sampling distribution of the mean of a random sample drawn from any population is approximately normal for a sufficiently large sample size. A large enough sample size is normally taken as 30.

Sampling Distributions
One type of sampling distribution is a distribution of the sample mean. The best way to highlight this is through an example.

Sampling Distributions
Consider a fair die that is thrown infinite times. If we let the random variable X be the number of dots on the die face, the we get the following probability distribution:
X P(X) 1 1/6 2 1/6 3 1/6 4 1/6 5 1/6 6 1/6

Sampling Distributions
The mean, variance and standard deviation can also be calculated

=
=1 6

=
=1

1 + 2 + 3 + 4 + 5 + 6 = = 3.5 6 6

Sampling Distributions

2 =
=1 6

3.5 6

=
=1

Tabulating the calculation:

Sampling Distributions

2 =
=1
6

3.5 6

2 =
=1

13.5 2 23.5 2 33.5 2 43.5 2 53.5 2 + 6 + 6 + 6 + 6 6

63.5 2 6

2 = 2.92 Also

= 2.92 = 1.71

Sampling Distributions
If we check the probability of any of those mean values occurring we get

Sampling Distributions
If consider two fair dice (i.e. n = 2) all possible samples would be X 1 2 3 4 5 6 1 1,1 1,2 1,3 1,4 1,5 1,6 2 2,1 2,2 2,3 2,4 2,5 2,6 3 3,1 3,2 3,3 3,4 3,5 3,6 4 4,1 4,2 4,3 4,4 4,5 4,6 5 5,1 5,2 5,3 5,4 5,5 5,6 6 6,1 6,2 6,3 6,4 6,5 6,6

Sampling Distributions
Further the means of each sample will be
1 2 2 4 5 6 1 1 1.5 2 2.5 3 3.5 2 1.5 2 2.5 3 3.5 4 3 2 2.5 3 3.5 4 4.5 4 2.5 3 3.5 4 4.5 5 5 3 3.5 4 4.5 5 5.5 6 3.5 4 4.5 5 5.5 6

Sampling Distributions

1.0
1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0

1/36
2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36

Sampling Distributions
Comparing the distributions -

Sampling Distributions
P(X)
0.18 0.16 0.14 0.12 0.10 0.08 0.06 0.04 0.02 1 2 3 4 5 6

Sampling Distributions
X
0.18 0.16 0.14 0.12 0.10 0.08 0.06 0.04 0.02 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6

Sampling Distributions
It can be seen that the distribution of the sample mean is far more normally distributed than the population distribution. If we find the mean of the sample means 1 + 1.5 + 2 + 2.5 + 3 + 3.5 + 4 + 4.5 + 5 + 5.5 + 6 = 36 = 3.5

Sampling Distributions
Likewise we can calculate the variance and standard deviation of the sample means

2 =
=1

Sampling Distributions

1
1.5 2 2.5 3 3.5 4 4.5 5 5.5 6

- 2.5
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5

6.25 1/36
4 2/36 2.25 3/36 1 4/36 0.25 5/36 0 6/36 0.25 5/36 1 4/36 2.25 3/36 4 2/36 6.25 1/36

0.17
0.22 0.19 0.11 0.03 0.03 0.11 0.19 0.22 0.17 1.46

Total

Sampling Distributions
= 1.46 = 1.21

Sampling Distributions
Hence we can conclude that = 2 = 2 We can generalize this to: = 2 2 =

Sampling Distributions
For a sampling distribution the standard deviation of the distribution is considered as the standard error The standard error of the mean can be found by: Or, when sampling without replacement 1

Applications
It was found that the mean length of 100 parts produced by a lathe was 20.05 mm with a standard deviation of 0.02 mm with a normal distribution. Find the probability that a part selected at random would have a length (a) between 20.03 mm and 20.08 mm (b) between 20.06 mm and 20.07 mm (c) less than 20.01 mm (d) greater than 20.09 mm.

Applications
The average gain of a yagi antenna produced by a company is 28dB with a standard deviation of 2dB. Find the probability of a random antenna having a gain between 27dB and 31 dB. Assume the variable is normally distributed.

Applications
An assembly plant has a bin full of steel rods, for which the diameters follow a normal distribution with a mean of 7.00 mm and a variance of 0.100 mm2, and a bin full of sleeve bearings, for which the diameters follow a normal distribution with a mean of 7.50 mm and a variance of 0.100 mm2. What percentage of randomly selected rods and bearings will not fit together?

Bibliography
Bourne, M. (n.d.). The z-Table. Retrieved February 25, 2012, from Interactive Mathematics: http://www.intmath.com/counting-probability/ztable.php CK12.ORG. (n.d.). Normal Distribution. Retrieved February 25, 2012, from CK12: http://www.ck12.org/flexbook/chapter/8578 DeCoursey, W. J. (2003). Statistics and Probaility with Engineering Applications. United States of America: Elsevier Science.

Bibliography
EducatorVids2. (n.d.). Sampling Distributions. Retrieved February 25, 2012, from YouTube: http://www.youtube.com/watch?v=XcpGS17PUaM &feature=related http://en.wikipedia.org/wiki/Normal_distribution. (n.d.). Normal Distribution. Retrieved February 25, 2012, from Wikipedia: http://en.wikipedia.org/wiki/Normal_distribution

Bibliography
Interactive Mathematics. (n.d.). 14. Normal Probability Distributions. Retrieved February 25, 2012, from Interactive Mathematics: http://www.intmath.com/counting-probability/14normal-probability-distribution.php KhanAcademy. (n.d.). Probability Density Functions. Retrieved February 25, 2012, from YouTube: http://www.youtube.com/watch?v=Fvi9A_tEmXQ &feature=relmfu

 KhanAcademy. (n.d.). Statistics: Sample Variance. Retrieved February 25, 2012, from YouTube: http://www.youtube.com/watch?v=Qf3RMGXRh8&feature=BFa&list=SP1328115D3D8A2566&lf=list_relat ed KhanAcademy. (n.d.). Statistics: Standard Variation. Retrieved February 25, 2012, from YouTube: http://www.youtube.com/watch?v=HvDqbzu0i0E&feat ure=BFa&list=SP1328115D3D8A2566&lf=list_related KhanAcademy. (n.d.). Statistics: Variance of a Population. Retrieved February 25, 2012, from YouTube: http://www.youtube.com/watch?v=6JFzI1DDyyk&featu re=BFa&list=SP1328115D3D8A2566&lf=list_related

Bibliography

Bibliography
No Title. (n.d.). Retrieved February 25, 2012, from http://wwwstat.stanford.edu/~naras/jsm/NormalDensity/Nor malDensity.html Penn State Univeristy. (n.d.). Sampling Distribution of the Sample Mean. Retrieved February 25, 2012, from SAT 414/SAT 415: https://onlinecourses.science.psu.edu/stat414/node /173

Bibliography
pfomby. (n.d.). The Normal Distribution. Retrieved February 25, 2012, from YouTube: http://www.youtube.com/watch?v=zXFse8GqtoQ Stat Trek. (n.d.). Probability Distributions. Retrieved February 25, 2012, from Stat Trek: http://stattrek.com/probabilitydistributions/probability-distribution.aspx?Tutorial=Stat Stat Trek. (n.d.). Sampling Distributions. Retrieved February 25, 2012, from Stat Trek: http://stattrek.com/sampling/samplingdistribution.aspx?Tutorial=Stat

Bibliography
Wikipedia. (n.d.). Sample(statistics). Retrieved February 25, 2012, from Wikipedia: http://en.wikipedia.org/wiki/Sample_%28statistics%29 Wikipedia. (n.d.). Standard normal table. Retrieved February 25, 2012, from Wikipedia: http://en.wikipedia.org/wiki/Standard_normal_table Wikipedia. (n.d.). Statistical Population. Retrieved February 25, 2012, from Wikipedia: http://en.wikipedia.org/wiki/Statistical_population