RESEARCH METHODOLOGY & STATISTICS LECTURE 6: THE NORMAL DISTRIBUTION AND CONFIDENCE INTERVALS MSc(Addictions) Addictions Department

population units sample From sample to population… inference

Background to statistical inference normal distribution sampling distribution standard normal distribution area under the curve percentage points confidence intervals p-values (significance)

RESEARCH METHODS AND STATISTICS The normal distribution

Mean = 171.5cm Standard deviation = 6.5cm Reasonable description of most continuous variables – given large enough sample size

The normal distribution Reasonable description of most continuous variables – given large enough sample size Location determined by the mean Shape determined by standard deviation Total area under the curve sums to 1

The standard normal distribution Has a mean of 0 and a standard deviation of 1 mean standard deviation

The standard normal distribution Has a mean of 0 and a standard deviation of 1 Relates to any normally-distributed variable by conversion: standard normal deviate = observation – variable mean variable standard deviation Calculations using the standard normal distribution can be converted to those for a distribution with any mean and standard deviation

Area under the curve of the normal distribution Percentage of men taller than 180cm? – Area under the frequency distribution curve above 180cm – Standard normal deviate: ( )/6.5 = 1.31 sample SND mean standard deviation

Area under the curve of the normal distribution Percentage of men taller than 180cm? – Area under the frequency distribution curve above 180cm – Standard normal deviate: ( )/6.5 = 1.31 Percentage of men taller than 180cm is 9.51%

Percentage between 165cm and 175cm? – Find proportions below and above this – Subtract from 1 (remember: total area under the curve is 1) Area under the curve of a normal distribution – – =

Percentage between 165cm and 175cm? – Find proportions below and above this – Subtract from 1 (remember: total area under the curve is 1) 54.6% of men have a height between 165cm and 175cm Area under the curve of a normal distribution – – =

Percentage points of the normal distribution The SND expresses variable values as number of standard deviations away from the mean Exactly 95% of the distribution lies between and 1.96 – The z-score of 1.96 is therefore 5% percentage point 2.5% 95%

COMPUTER EXERCISE The normal distribution

Distributions and the area under the curve graph-interactive.php

Exercises 1.Drag the mean and standard deviation left and right to see the effect on the bell curve 2.My variable has mean = 6 and standard deviation = 0.9 What proportion of observations are between 5 and 7? How does this change when standard deviation = 2? Hint: click on “Show probability calculation” 3.Verify that 95% of observations are within 2 standard deviations of the mean for any distribution Hint: the red dashed lines are standard deviation units

RESEARCH METHODS AND STATISTICS Sampling distributions and confidence intervals

Sampling distributions population sample 6 mean

Sampling distributions population sample 5 mean 6

Sampling distributions population sample 6 mean 6 5

Sampling distributions population sample sampling distribution of the mean sampling distribution

Relationship between distributions population sample sampling distribution mean the distribution of the mean is normal even if the distribution of the variable is not

Relationship between distributions population sample sampling distribution standard deviation standard deviation √sample size standard error how precisely the population mean is estimated by the sample mean

95% confidence interval for a mean population sample mean mean x s.e. mean x s.e. 95% probability that sample mean is within 1.96 standard errors of the population mean

95% confidence interval for a mean population sample mean mean x s.e. mean x s.e. 95% probability that population mean is within 1.96 standard errors of the sample mean mean?

95% confidence interval for a mean population sample mean mean x s.d. √size mean x s.d. √size 95% probability that population mean is within 1.96 standard errors of the sample mean mean?

Sampling and inference population sample mean mean? sampling distribution

Interpreting confidence intervals Don’t say: “There is a 95% probability that the population mean lies within the confidence interval” The population mean is unknown but it is a fixed number The confidence interval varies between samples 1.Take multiple random, independent samples 2.For each, calculate 95% confidence interval 3.On average, 19/20 (95%) of the confidence intervals will overlap the true population mean

COMPUTER EXERCISE Confidence intervals

Modify Java settings 1.Go to the Java Control Panel (On Windows Click Start and then type Configure Java) 2.Click on the Security tab 3.Click on the Edit Site List button 4.Click the Add button 5.Type 6.Click the Add button again 7.Click Continue and OK on the security window dialogue box

Creating confidence intervals

Exercises 1.How does altering the sample size affect the confidence intervals calculated? 2.When the population distribution is skewed, how does this affect the confidence intervals calculated?