Normal Distributions: Properties, Z-Scores, and Percentiles - Prof. Bryan Griffin, Study notes of Linguistics

The properties of normal distributions, including their bell-shaped, symmetrical, and unimodal nature. It discusses central tendency measures like mean, median, and mode, and introduces the concept of standard normal distributions and z-scores. The document also covers the calculation of z-scores and their interpretation in terms of relative position and standard deviations.

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Notes 2: Normal Distribution and Standard Scores
1. Normal Distributions
• bell shaped: symmetrical, unimodal, and smooth (meaning that there is an unlimited number of
observations so a polygon or histogram will show a smooth distribution)
• central tendency: mean, median, and mode are identical (note that a normal distribution may have
any mean and any variance, e.g., the population distribution of IQs supposedly has µ = 100 and σ =
15, whereas the population of verbal SAT scores supposedly has µ = 500 and σ = 100 and both IQ
and SAT could be normally distributed)
• standard normal, unit normal curve, z-distribution: a normal distribution with µ = 0.00 and σ = σ
2
=
1.00; any normally distributed data set with scores transformed to z scores will have a standard
normal distribution; similarly, any non-normally distributed data with scores transformed to z scores
will retain their non-normal shape (z scores do not change shape of distribution)
• area: the area under the normal distribution can be found in a table of z scores, such as the one
provided on the next page
2. Relative Position and Standard Scores
• relative position: relative position or relative standing refers to the position of a particular score in
the distribution relative to the other scores in the distribution, e.g., percentile ranks, PR; relative
position is similar to the concept of norm-referenced interpretations found with many common tests
• standard scores: a standard score in one in which the mean and standard deviation of the distribution
will have pre-defined values, e.g., z scores have a M of 0.00 and s of 1.00; note that PR are not
standard scores
• z score: z scores provide a measure of the relative standing for a score within a distribution based
upon two things, the mean and standard deviation; z scores are standard scores since M = 0.00 and s
= 1.00; the formula for a sample is:
z =
SD
XX āˆ’ =
s
XX āˆ’
• interpretation of z scores: since z’s are expressed in standard deviations unit from the mean, a z of 1
implies that the raw score is 1 standard deviation above the mean of the distribution; if z is -2, then
the corresponding raw score is 2 standard deviations below the group mean; a z of -1.34 indicates
that the raw score is 1.34 standard deviations below the mean of the group
• mean, variance of z: the mean of z scores is 0.00, and the standard deviation (and variance) of z
scores is 1.00.
• shape of original distribution: if one transforms a set of raw scores into z scores, the transformation
does not change the shape of the original distribution; if the original distribution was normally
distributed, then the z score distribution will remain normally distributed; if the original distribution
was bimodal, then the z score distribution will be bimodal—transforming Xs into z scores changes
only the mean and variance of the distribution, with the transformed mean equal to 0.00 and the
transformed variance equal to 1.00
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Notes 2: Normal Distribution and Standard Scores

  1. Normal Distributions
  • bell shaped: symmetrical, unimodal, and smooth (meaning that there is an unlimited number of observations so a polygon or histogram will show a smooth distribution)
  • central tendency: mean, median, and mode are identical (note that a normal distribution may have any mean and any variance, e.g., the population distribution of IQs supposedly has μ = 100 and σ = 15, whereas the population of verbal SAT scores supposedly has μ = 500 and σ = 100 and both IQ and SAT could be normally distributed)
  • standard normal, unit normal curve, z-distribution: a normal distribution with μ = 0.00 and σ = σ^2 = 1.00; any normally distributed data set with scores transformed to z scores will have a standard normal distribution; similarly, any non-normally distributed data with scores transformed to z scores will retain their non-normal shape (z scores do not change shape of distribution)
  • area: the area under the normal distribution can be found in a table of z scores, such as the one provided on the next page
  1. Relative Position and Standard Scores
  • relative position: relative position or relative standing refers to the position of a particular score in the distribution relative to the other scores in the distribution, e.g., percentile ranks, PR; relative position is similar to the concept of norm-referenced interpretations found with many common tests
  • standard scores: a standard score in one in which the mean and standard deviation of the distribution will have pre-defined values, e.g., z scores have a M of 0.00 and s of 1.00; note that PR are not standard scores
  • z score: z scores provide a measure of the relative standing for a score within a distribution based upon two things, the mean and standard deviation; z scores are standard scores since M = 0.00 and s = 1.00; the formula for a sample is:

z = SD

X āˆ’ X =

s

X āˆ’ X

  • interpretation of z scores: since z’s are expressed in standard deviations unit from the mean, a z of 1 implies that the raw score is 1 standard deviation above the mean of the distribution; if z is -2, then the corresponding raw score is 2 standard deviations below the group mean; a z of -1.34 indicates that the raw score is 1.34 standard deviations below the mean of the group
  • mean, variance of z: the mean of z scores is 0.00, and the standard deviation (and variance) of z scores is 1.00.
  • shape of original distribution: if one transforms a set of raw scores into z scores, the transformation does not change the shape of the original distribution; if the original distribution was normally distributed, then the z score distribution will remain normally distributed; if the original distribution was bimodal, then the z score distribution will be bimodal—transforming Xs into z scores changes only the mean and variance of the distribution, with the transformed mean equal to 0.00 and the transformed variance equal to 1.

Z Table: Shows the amount of the distribution falling between the Z and the mean. The

leftmost column has the z value with an accuracy of tenths and the topmost column adds

 - Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0. accuracy to the hundredths. 
  • 0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.
  • 0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.
  • 0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.
  • 0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.
  • 0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.
  • 0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.
  • 0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.
  • 0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.
  • 0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.
  • 0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.
  • 1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.
  • 1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.
  • 1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.
  • 1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.
  • 1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.
  • 1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.
  • 1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.
  • 1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.
  • 1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.
  • 1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.
  • 2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.
  • 2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.
  • 2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.
  • 2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.
  • 2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.
  • 2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.
  • 2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.
  • 2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.
  • 2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.
  • 2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.
  • 3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.
  • 3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.
  • 3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.
  • 3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.
  • 3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.
  • 3.5 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.
  • 3.6 0.4998 0.4998 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.
  • Any z-value greater than 3.69 (or less than –3.69) has area of.

and the proportion of scores below z = 0.67 is .2486 + .50 = .7486 or 74.86%.

Exercise 1 Determine the proportion of scores that:

(1) fall between the mean (z = 0.00) and 1.33; between 0.00 and -.93? (2) are less than or equal to 1.5; less than or equal to -.75? (3) are greater than or equal to 1.4; greater than or equal to -.83? (4) are between -1.0 and 1.5; between 1.0 and 1.3; between -1.3 and -1.1? (5) are greater than 1.96 and less than -1.96; (6) < -2.576 and > 2.576?

  1. Xs to z (X → z), finding area under normal curve Remember that converting a distribution of raw scores to z scores will not change the shape of the original distribution, so if the raw score distribution is not normal, then the corresponding z score distribution will not be normal.

For raw scores that are normally distributed, one may convert raw scores into z scores and then find the proportion of scores above or below certain raw scores.

Exercise 2 Assuming that SAT scores are normally distributed with a M = 500 and SD = 100, provide answers to the following:

(1) find the proportion of scores between 627 and the mean; (2) find the proportion of scores between 427 and the mean; (3) find the proportion of scores below 627; (4) find the proportion of scores below 427; (5) find the proportion of scores above 427; (6) find the proportion of scores above 527; (7) find the proportion of scores above 500; (8) find the proportion of scores between 720 and 755; (9) find the proportion of scores between 420 and 380; (10) find the proportion of scores between 540 and 380.

  1. Percentile Rank (PR), z → PR A percentile rank (PR) indicates that a certain percentage of scores lie below a certain score in a distribution. It indicates where a certain score is in relation to other scores.

If a set of scores is normally distributed, you may find the percentile rank using a z table after converting the X to z. The formula for PR is:

PR = (proportion below z)

Exercise 3 Determine the appropriate PRs.

(1) What is the PR for z = -0.33?

(2) What is the PR for z = 1.20? (3) What is the PR for z = 0.00? (4) What is the PR for z = -2.00?

  1. Percentile Ranks (PR) Misuse Note that PRs tend to change quickly for small changes in raw scores near the middle of a distribution of raw scores, but changes less quickly for raw scores that are further from the mean. Thus, a difference of one PR, say from 50 to 51 or from 90 to 91, does not indicate the same amount of change in raw score units.

For example, the difference in IQ units for PRs of 50 to 55 is 100 to 102—only two IQ points. However, as one moves further from the IQ mean, the difference of 5 percentile rank points represents a greater difference in IQ points. For instance, a change in PR from 90 to 95 corresponds to a change of IQ points from 119 to 125—a 6 point difference.

Because difference in PR do not represent uniform differences in raw scores, one should not use descriptive and inference statistics on PR that require equal intervals, such as M, s, s^2 , etc..

  1. Skewed Distributions
  • skewness: the degree of asymmetry of a distribution from a normal distribution; the greater the skew of a distribution, the greater the difference (in standardized units) between the three primary measures of central tendency.
  • positive skew: this type of distribution has an elongated tail in the positive direction on a number line; the order of the measures of central tendency, from smallest to largest, is mode, median, and mean
  • negative skew: this type of distribution has an elongated tail in the negative direction on a number line; the order of the measures of central tendency, from smallest to largest, is mean, median, and mode
  1. Kurtosis This refers to the peakedness of a distribution; there are three types of kurtosis: āˆ— platykurtic: flat or broad distributions; more extreme scores than normal āˆ— mesokurtic: normal distributions āˆ— leptokurtic: slender or narrow, more peaked in appearance; fewer extreme scores than normal