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  • Hi, I'm Adriene Hill, and Welcome back to Crash Course Statistics.

  • This is the episode you've been waiting for. The episode we designed this shelf for. The episode that

  • you have heard a lot about. (NORMAL DIST MONTAGE)

  • Well, today, we'll get to see why we talk SO MUCH about the normal distribution.

  • INTRO

  • Things like height, IQ, standardized test scores, and a lot of mechanically generated

  • things like the weight of cereal boxes are normally distributed, but many other interesting

  • things from blood pressure, to debt, to fuel efficiency just aren't.

  • One reason we talk so much about normal distributions is because distributions of means are normally

  • distributed, even if populations aren't.

  • The normal distribution is symmetric, which means its mean, median and mode are all the

  • same value. And it's most popular values are in the middle, with skinny tails to either side.

  • In general, when we ask scientific questions, we're not comparing individual scores or

  • values like the weight of one blue jay, or the number of kills from one League of Legends game,

  • we're comparing groups--or samples--of them. So we're often concerned with the

  • distributions of the means, not the population.

  • In order to meaningfully compare whether two means are different, we need to know something

  • about their distribution: the sampling distribution of sample means. Also called the sampling

  • distribution for short.

  • And before we go any further, I want to say that the distribution of sample means is not

  • something we create, we don't actually draw an infinite number of samples to plot and

  • observe their means. This distribution, like most distributions, is a description of a process.

  • Take income. Income is skewed….so we might think the distribution of all possible mean

  • incomes would also be skewed. But they're actually normally distributed.

  • In the real population there are people that make a huge amount of money. Think Oprah,

  • Jeff Bezos, and Bill Gates. But when we take the mean of a group of three randomly selected

  • people, it becomes much less likely to see extreme mean incomes because in order to have

  • an income that's as high as Oprah's, you'd need to randomly select 3 people with pretty

  • high incomes, instead of just one.

  • Since scientific questions usually ask us to compare groups rather than individuals,

  • this makes our lives a lot easier, because instead of an infinite amount of different

  • distributions to keep track of, we can just keep track of one: the normal distribution.

  • The reason that sampling distributions are almost always normal is laid out in the Central

  • Limit Theorem. The Central Limit Theorem states that the distribution of sample means for

  • an independent, random variable, will get closer and closer to a normal distribution

  • as the size of the sample gets bigger and bigger, even if the original population distribution

  • isn't normal itself.

  • As we get further into inferential statistics and making models to describe our data, this

  • will become more useful. Many inferential techniques in statistics rely on the assumption

  • that the distribution of sample means is normal, and the Central Limit Theorem allows us to

  • claim that they usually are.

  • Let's look at a simulation of the Central Limit Theorem in action.

  • For our first example, imagine a discrete, uniform distribution. Like dice rolls. The

  • distribution of values for a single dice roll looks like this:

  • With a sample size of 1--the regular distribution of dice values--there's one way to get a

  • 1, one way to get a 2, one way to get a 3….and so on.

  • But we want to look at the mean of say...2 dice rolls, meaning our sample size is 2.

  • With two dice. Let's first look at all the sums of the dice rolls we can get:

  • 2,3,4,5,6,7,8,9,10,11,12

  • There's only one way to get 2 and 12, either two ones, or two 6's, but there's 6 ways

  • to get 7, [1,6],[2,5], [3,4] or [6,1],[5,2], and [4,3]...which lends significance to the

  • number 7 - which is the number you'll roll most often.

  • But back to means, we have the possible sums, but we want the mean, so we'll divide each

  • total value by two, giving us this distribution:

  • Even though our population distribution is uniform, The distribution of sample means

  • is looking more normal, even with a sample size of 2. As our sample size gets bigger

  • and bigger, the middle values get more common, and the tail values are less and less common.

  • We can use the multiplication rule from probability to see why that happens.

  • If you roll a die one time, the probability of getting a 1--the lowest value--is ⅙.

  • When you increase the number of rolls to two, the probability of getting a mean of 1, is

  • now 1/36, ortimes ⅙, since you have to get two 1's to have a mean of 1.

  • Getting a mean value of 2 is a little bit easier since you can have a mean roll of 2

  • both by rolling two 2's, but also by rolling a 3 and a 1, or a 1 and a 3. So the probability

  • is 3(1/36).

  • If we had the patience to roll a die 20 times, the probability of getting a mean roll value

  • of 1 would be (⅙)^20 since the only way to get a mean of 1 on 20 dice rolls is to

  • roll a one. Every. Single. Time. So you can see that even with a sample size of only 20,

  • the means of our dice rolls will look pretty close to normal.

  • The mean of the distribution of sample means is 3.5, the same as the mean of our original

  • uniform distribution of dice rolls, and this is always true about sampling distributions:

  • Their mean is always the same as the population they're derived from. So with large samples,

  • the sample means will be a pretty good estimate of the true population mean.

  • There are two separate distributions we're talking about.

  • There is the original population distribution that's generating each individual die roll,

  • and there is a distribution of sample means that tells you the frequency of all the possible

  • sample means you could get by drawing a sample of a certain size--here 20--from that original

  • population distribution. Again, population distribution. And sampling distribution of sample means.

  • But while the mean of the distribution of sample

  • means is the same as the population's, it's standard deviation is not, which might be

  • intuitive since we saw how larger sample sizes render extreme values--like a mean roll value

  • of 1 or 6--very unlikely, while making values close to the mean more and more likely.

  • And it doesn't just work for uniform population distributions. Normal population distributions

  • also give normal distributions of sample means, as do skewed distributions, and this weird looking guy:

  • In fact, with a large sample, any distribution with finite variance will have a distribution

  • of sample means that is approximately normal.

  • This is incredibly useful. We can use the nice, symmetric and mathematically pleasant

  • normal distribution to calculate things like percentiles, as well as how weird or rare

  • a difference between two sample means actually is.

  • The standard deviation of a distribution of sample means is still related to the original

  • standard deviation. But as we saw, the bigger the sample size, the closer your sample means

  • are to the true population mean, so we need to adjust the original population standard

  • deviation somehow to reflect this. The way we do it mathematically is to divide

  • by the square root of n--our sample size.

  • Since we divide by the square root of n, as n gets big, the standard deviation--or sigma--gets

  • smaller.. which we can see in these simulations of sampling distributions of size 20, 50,

  • and 100. The larger the sample size, the skinnier the distribution of sample means.

  • For example, say you grab 5 boxes of strawberries at your local grocery store--you're making

  • the pies for a pie eating contest--and weigh them when you get home. The mean weight of

  • a box of strawberries from your grocery store is 15oz.

  • But that means that you don't have quite enough strawberries. You thought that the

  • boxes were about 16oz, and you wonder if the grocery store got a new supplier that gives

  • you a little less.

  • You do a quick Google search and find a small farming company's blog. They package boxes

  • of strawberries for a local grocery store, they list the mean weight of their boxes--16oz--and

  • the standard deviation--1.25 oz.

  • That's all the information we need to calculate the distribution of sample means for a sample

  • of 5 boxes. Part of the mathematical pleasantness of the normal distribution is that if you

  • know the mean and standard deviation, you know the exact shape of the distribution.

  • So you grab your computer and pull up a stats program to plot the distribution of sample

  • means with a mean of 16oz and a standard deviation of 1.25 divided by the square root of 5--the

  • sample size.

  • We call The standard deviation of a sampling distribution the standard error so that we

  • don't get it confused with the population standard deviation, it's still a standard

  • deviation, just of a different distribution.

  • Our distribution of sample means for a sample of 5 boxes looks like this.

  • And now that we know what it looks like, we can see how different the mean strawberry

  • box weights of 15oz really is.

  • When we graph it over the distribution of sample means, we can see that it's not too

  • close to the mean of 16oz, but it's not too far either...We need a more concrete way

  • to decide whether the 15oz is really that far away from the mean of 16oz.

  • It might help if we had a measure of how different we expect one sample mean to be from the true

  • mean, luckily we do: the standard error which tells us the average distance between a sample

  • mean and the true mean of 16oz.

  • This is where personal judgement comes in. We could decide for example, that if a sample

  • mean was more than 2 standard errors away from the mean, we'd be suspicious. If that

  • was the case then maybe there was some systematic reduction in strawberries, because it's

  • unlikely our sample mean was randomly that different from the true mean.

  • In this case our standard error would be 0.56. If we decided 2 standard errors was too far

  • away, we wouldn't have much to be suspicious about. Maybe we should hold off leaving a

  • nasty comment on the strawberry farmers blog.

  • Looking at the distribution of sample means helped us compare two means, but we can also

  • use sampling distributions to compare other parameters like proportions, Regression Coefficients,

  • or standard deviations, which also follow the Central Limit Theorem.

  • The CLT allows us to use the same tools, like a distributions, with all different kinds

  • of questions. You may be interested in whether your favorite baseball team has better batting

  • averages, and your friend may care about whether Tylenol cures her headache faster than ibuprofen.

  • Thanks to the CLT you can both use the same tools to find your answers.

  • But when you look at things on a group level instead of the individual level, all these

  • diverse shapes and the populations that make them converge to one common distribution:

  • the normal distribution.

  • And the simplicity of the normal distribution allows us to make meaningful comparisons between

  • groups like whether hiring managers hire fewer single mothers, or whether male chefs make

  • more money. These comparisons help us know where things fit in the world.

  • Thanks for watching. I'll see you next time.

Hi, I'm Adriene Hill, and Welcome back to Crash Course Statistics.

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The Normal Distribution: Crash Course Statistics #19

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    林宜悉 posted on 2020/03/30
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