STAT 22000 Lecture Slides

Continuous Distributions and

Normal Distributions

Yibi Huang
Department of Statistics
University of Chicago
Outline

Coverage: Section 2.5 and 3.1 in the text.

• Continuous distribution (2.5)

• Normal distribution (3.1)

Please skip section 3.2.

1
Continuous distributions
Frequency Scale of Histograms

For histograms in a frequency scale,

bar height = count of observations in that bin.

Below is a histogram of the distribution of heights of US adults.

250000
200000
Frequency

150000
100000
50000
0
120 130 140 150 160 170 180 190 200 210
Height (cm)

2
Density Scale of Histograms

For a histogram in a density scale,

bar area = proportion of observations in that bin.

# of observations in the bin
So, bar height =
(total # of observations)(bin width)

0.030
0.025
Density

0.020
0.015
0.010
0.005
0.000
120 130 140 150 160 170 180 190 200 210
Height (cm)

Whichever scale is used, the shape of a histogram is not affected

since all bars are of the same width. 3
Density Scale of Histograms

In a density scale,

proportion of US adults that are 180-185 cm tall (≈ 5’11” to 6’1”)

= area under the histogram between 180-185 (shaded region)

0.030
0.025
Density

0.020
0.015
0.010
0.005
0.000
120 130 140 150 160 170 180 190 200 210
Height (cm)

In a density scale, the total area under a histogram is 1 (why?).

4
From Histograms to Density Curves

We might attempt to approximate a histogram by a smooth curve,

called a (probability) density function.

140 160 180 200

height (cm)

• A density curve is nonnegative,

i.e., always on or above the zero line.
• The total area under the density curve is always 1, or 100%. 5
From Histograms to Density Curves

Therefore, the proportion US adult between 180 cm and 185 cm

tall can be estimated as the shaded area under the curve.
(The exact proportion is the area under the histogram).

140 160 180 200

height (cm)

6
Continuous Random Variables & Density Curves

The probability distribution of a continuous random variable is

described by a density curve.

If Y is a continuous random variable, P (a < Y < b ) is the area

under the density curve of Y above the interval between a and b

a b

• Note: all continuous probability distributions assign zero

probability to every individual outcome: P (Y = y ) = 0

7
Example — Spinner

A spinner turns freely on its axis and slowly comes to a stop.

• Define a random variable X as the location of the pointer

when the spinner stops. It can be anywhere on a circle that is
marked from 0 to 1.
• Sample space S = { all numbers x such that 0 ≤ x < 1}

• P (0.3 < X < 0.7) =?

• P (X < 0.5 or X > 0.8) =?

• P (X = 0.75) =?

8
Density Curve for the Spinner Example

For the spinner example, the density curve for X is constant at 1 on

the interval [0, 1], and 0 elsewhere.

P (0.3 < X < 0.7) = 0.4 P (X < 0.5 or X > 0.8) = 0.7

9
Expected Value (=Mean) and Variance for a Continuous Random
Variable

If X is a continuous random variable with density curve f (x ), the

expected value or the mean of X is defined as the integral
Z ∞
µX = E (X ) = xf (x )dx
−∞
The variance of X is defined as the integral
Z ∞
σ2X = V (X ) = (x − µX )2 f (x )dx
−∞
in which µX is the mean of X .

The SD of X is the square root of the variance:

q
σX = SD (X ) = V (X ).

10
Example — Spinner

The density of X is a constant 1 on [0,1] and 0 elsewhere


1 if 0 ≤ x ≤ 1



f (x ) = 
0 if x < 0 or x > 1



The mean of X is
Z ∞ Z 1
1 21 1
µX = xf (x )dx = x · 1dx = x = ,
−∞ 0 2 0 2
the variance is
Z ∞ Z 1
1 1 1 1 1 1
V (X ) = (x − )2 f (x )dx = (x − )2 ·1dx = (x − )3 = .
−∞ 2 0 2 3 2 0 12

The SD is q p
SD (X ) = V (X ) = 1/12 ≈ 0.289.

11
Thank God ...

In STAT 220, you will NEVER have to do integration to find

probabilities or expected values or variances.

12
Normal distribution
Normal Distributions

Normal distributions (aka. Gaussian distributions) are a family of

symmetric, bell-shaped density curves defined by

a mean µ, and an SD σ

denoted as N (µ, σ). The formula for the N (µ, σ) curve is

1 x −µ 2
e− 2 ( ).
1
f (x ) = √ σ

σ 2π
σ
σ

µ µ

A normal distribution with µ = 0, and σ = 1 is called the standard

normal distribution, denoted as N (0, 1). 13
Normal Probabilities

If X has a normal distribution, then to find probabilities about X is

to find areas under a normal curve N (µ, σ).

µ c µ d
P (X < c ) P (X > d )

a µ b
P (a < X < b )

But,... there is no simple formula to find areas under a Normal

curve. Need to use softwares or the normal probability table. 14
The normal probability table (on p.428-429 in Text) gives

P (Z < z) = area of shaded region in

z
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
−3 . 4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .
−1 . 0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
−0 . 9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
−0 . 8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
−0 . 7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
−0 . 6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .
−0 . 0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641

E.g., for z = −0.83, look at the row −0.8 and the column 0.03.

P (Z < −0.83) = = 0.2033

−0.83 15
 z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
. . . . . . . . . . .
.. .. .. .. .. .. .. .. .. .. ..
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998

P (Z < 1.573) =
1.573
= between P (Z < 1.57) and P (Z < 1.58)
= between 0.9418 and 0.9429
Any value between 0.9418 and 0.9429 will be accepted in HWs and
exams.
16
Find Normal Probabilities inR

The R command pnorm() can find areas under the standard

normal N (0, 1) curve

> pnorm(-0.83)
[1] 0.2032694

> pnorm(1.573)
[1] 0.9421406

17
Finding Upper Tail Probabilities

P (Z > −0.83) = = −
−0.83 −0.83
= 1 − 0.2033 = 0.7967

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
−0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
−0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
−0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148

> 1 - pnorm(-0.83)
[1] 0.7967306
> # another way to find upper tail area
> pnorm(-0.83, lower.tail=FALSE)
[1] 0.7967306

18
 z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .
−0 . 9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
−0 . 8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
−0 . 7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857

P (−0.83 < Z < 2) = = −

−0.83 2 2 −0.83
= P (Z < 2) − P (Z < −0.83)
= 0.9772 − 0.2033 = 0.7739

> pnorm(2) - pnorm(-0.83)

[1] 0.7739805
19
Finding z for a Given Probability

E.g, we want to find the first quartile of the standard normal, i.e., what’s
the z such that

P (Z < z ) = shaded area in = 0.25?

z=?
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .
−0 . 7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
−0 . 6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
−0 . 5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
.. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . . . .

So the z is between −0.67 and −0.68 (about −0.675).

Finding the z such that P (Z < z ) equals a specific probability in R:

> qnorm(0.25)
[1] -0.6744898
20
Quartiles of the Standard Normal Distribution

The quartiles of the standard normal distributions are:

Q1 ≈ −0.675 . . . . . . (from the previous slide)

Q2 = 0 . . . . . . (why?)
Q3 ≈ 0.675 . . . . . . (why?)

The interquartile range (IQR) for the standard normal curve is

IQR = Q3 − Q1 ≈ 0.675 − (−0.675) ≈ 1.35

21
If P (Z > z ) = = 0.05, then z =?
z=?

This implies = 0.95, so z ≈ 1.645 (between 1.64 and 1.65).

z=?
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
1. 5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1. 6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1. 7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633

> qnorm(1-0.05)
[1] 1.644854
> qnorm(0.05, lower.tail=F) # alternative way
[1] 1.644854

Now we’ve learned how to find probabilities about the standard normal
N (0, 1). To compute probability about general normal distribution
N (µ, σ), we need to know about the Z score.
22
Example: SAT vs. ACT
SAT scores are distributed nearly normally with mean 1500 and
standard deviation 300. ACT scores are distributed nearly normally
with mean 21 and standard deviation 5. A college admissions offi-
cer wants to determine which of the two applicants scored better on
their standardized test with respect to the other test takers: Pam,
who earned an 1800 on her SAT, or Jim, who scored a 24 on his
ACT?

SAT ~ N(1500, 300) ACT ~ N(21, 5)

Jim
Pam

600 900 1200 1500 1800 2100 2400 6 11 16 21 26 31 36

23
Standardizing with Z scores

Since we cannot just compare these two raw scores, we instead

compare how many standard deviations beyond the mean each
observation is.
1800 − 1500
• Pam’s score is = 1 SD above the mean.
300
24 − 21
• Jim’s score is = 0.6 SD above the mean.
5

Jim
Pam

−2 −1 0 1 2
24
Standardizing with Z scores (cont.)

• These are called standardized scores, or Z scores.

• Z score of an observation is the number of SDs it falls above
or below the mean.
observation − mean
Z=
SD

• Z scores are defined for distributions of any shape, but only

when the distribution is normal can we use Z scores to
calculate normal probabilities.
• Observations that are more than 3 SD away from the mean
(|Z | > 3) are usually considered unusual.

25
Recap: Ways to Detect Outliers

• 1.5 IQR rule

• Observations with |Z-scores| > 3 (or sometimes > 2)
• Histograms
• Scatterplots

26
Calculating Normal Probabilities

Approximately what percent of students score below 1800 on the

SAT? Recall that SAT ∼ N (µ = 1500, σ = 300)

SAT
N(1500, 300)
600 900 1200 1500 1800 2100 2400

Z−score
N(0,1)
−3 −2 −1 0 1 2 3

The Z-score of 1800 is Z = (1800 − 1500)/300 = 1.

From the table (next slide), we can see that P (Z < 1) = 0.8413.
So about 84% of students score below 1800 on the SAT.
In R:
> pnorm(1800, mean = 1500, sd = 300)
[1] 0.8413447
27
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
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015

28
Quality control

At Heinz ketchup factory the amounts which go into bottles of ketchup

are supposed to be normally distributed with mean 36 oz. and standard
deviation 0.11 oz. Once every 30 minutes a bottle is selected from the
production line, and its contents are noted precisely. If the amount of
ketchup in the bottle is below 35.8 oz. or above 36.2 oz., then the bottle
fails the quality control inspection. What percent of bottles have less than
35.8 ounces of ketchup?

Let X = amount of ketchup

in a bottle:
X X ∼ N (µ = 36, σ = 0.11)
35.8 36 36.22

Z 35.8 − 36
Z= = −1.82
−1.82 0 2 0.11
29
 Second decimal place of Z
0.09 0.08 0.07 0.06 0.05 0.04 0.03 0.02 0.01 0.00 Z
.0183 .0188 .0192 .0197 .0202 .0207 .0212 .0217 .0222 .0228 −2 . 0
.0233 .0239 .0244 .0250 .0256 .0262 .0268 .0274 .0281 .0287 −1 . 9
.0294 .0301 .0307 .0314 .0322 .0329 .0336 .0344 .0351 .0359 −1 . 8
.0367 .0375 .0384 .0392 .0401 .0409 .0418 .0427 .0436 .0446 −1 . 7
.0455 .0465 .0475 .0485 .0495 .0505 .0516 .0526 .0537 .0548 −1 . 6
.0559 .0571 .0582 .0594 .0606 .0618 .0630 .0643 .0655 .0668 −1 . 5

Answer: 0.0344 = 3.44%

In R:

> pnorm(-1.82, mean = 0, sd = 1)

[1] 0.0343795

# or
> pnorm(35.8, mean = 36, sd = 0.11)
[1] 0.03451817

30
Practice

What percent of bottles pass the quality control inspection

(i.e., between 35.8 oz. and 36.2 oz.)?

= −

35.8 36 36.2 36 36.2 35.8 36

35.8 − 36 36.2 − 36
Z35.8 = = −1.82, Z36.2 = = 1.82
0.11 0.11

P (35.8 < X < 36.2) = P (−1.82 < Z < 1.82)

= P (Z < 1.82) − P (Z < −1.82)
= 0.9656 − 0.0344 = 0.9312
Answer: 93.12%.
31
Finding Cutoff Points For A Percentile
Body temperatures of healthy humans are distributed nearly normally with
mean 98.2◦ F and standard deviation 0.73◦ F. What is the cutoff for the
lowest 3% of human body temperatures?

0.09 0.08 0.07 0.06 0.05 Z

0.0233 0.0239 0.0244 0.0250 0.0256 −1.9
0.03
0.0294 0.0301 0.0307 0.0314 0.0322 −1.8
0.0367 0.0375 0.0384 0.0392 0.0401 −1.7
? 98.2

P (X < x ) = 0.03 ⇒ P (Z < −1.88) = 0.03

obs − mean x − 98.2
Z = ⇒ = −1.88
SD 0.73
x = (−1.88 × 0.73) + 98.2 = 96.8◦ F

In R:
> qnorm(0.03, m = 98.2, s = 0.73)
[1] 96.82702 32
Practice
Body temperatures of healthy humans are distributed nearly normally with
mean 98.2◦ F and standard deviation 0.73◦ F. What is the cutoff for the
highest 10% of human body temperatures?

Z 0.05 0.06 0.07 0.08 0.09

1.0 0.8531 0.8554 0.8577 0.8599 0.8621
0.90 0.10
1.1 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8944 0.8962 0.8980 0.8997 0.9015
98.2 ? 1.3 0.9115 0.9131 0.9147 0.9162 0.9177

P (X > x ) = 0.10 ⇒ P (Z < 1.28) = 0.90

obs − mean x − 98.2
Z = ⇒ = 1.28
SD 0.73
x = (1.28 × 0.73) + 98.2 = 99.1
◦
Answer: 99.1 F
> qnorm(0.9, m = 98.2, s = 0.73)
[1] 99.13553
33
68-95-99.7% Rule for Normal Distributions

µ − 3σ µ − 2σ µ−σ µ µ+σ µ + 2σ µ + 3σ µ + 4σ

68.27% ~ 68%
95.45% ~ 95%
99.73% ~ All but
1/4 of 1%
> pnorm(1) - pnorm(-1)
[1] 0.6826895
> pnorm(2) - pnorm(-2)
[1] 0.9544997
> pnorm(3) - pnorm(-3)
[1] 0.9973002 34