Notes for February 11 and 13

Reverse look-up of z scores: Percentiles to z-scores, z-scores to raw scores

So far, we only use the percentile look-up table if we know a data set is normally distributed. In these cases, we are given the average mux and the standard deviation sigmax and find a z-score z(x) for a raw score x using this formula.

z(x) = (x - mux)/sigmax

We can then use this z-score to look up a percentile on the orange look-up table.  

Example: For men, the average height is 70.5 inches (5' 10.5") and the standard deviation is 2.8 inches. What is the z-score for a man 6'0" tall (72 inches)?

z(72) = (72 -70.5)/2.8 = 1.5/2.8 = 0.535714..., which rounded to the nearest hundredth is 0.54. Using our lookup table in row 0.5 and column 0.04, we get .7054, which means a man 6'0" is as tall or taller than 70.54% of the male population. Subtracting from 100%, we can also say that 29.46% of the male population is 6'0" or taller.

What if instead we wanted to find the cut-off height for the 75th percentile of men. What we have to find is when the table has two consecutive numbers that look like this

... .74xx .75xx ...

What that would mean is that between those two z-score will be the cutoff for the 75th percentile. Looking on the positive side of the chart we find

0.6 ... .7486 .7517 ...

In the columns 0.06 and 0.07. This means the 75th percentile lies in between 0.66 and 0.67. Since .7486 is .0014 below .7500 and .7517 is .0017 above, it's fair to say the 75th percentile is about half way in between, and 0.665 is a good approximation.

Now that we have a z-score, we use this formula to find the raw score x.

x = mux + z(x) × sigmax

In this case we get

x = 70.5" + 0.665 × 2.8 = 70.5" + 1.862" = 72.362" = 6" 0.4"

This says the 75th percentile of men's heights is at just below six feet and one half inch tall.

What about the percentage of men between 5'11" and 6'2". Here were find the percentages for both hieghts, then subtract the smaller percentage from the larger.

6'2" = 74", and z(74) = (74-70.5)/2.8 = 3.5/2.8 = 1.25

z = 1.25 corresponds to 0.8944

5'11" = 71" and z(71) = (71-70.5)/2.8 = 0.5/2.8 = 0.17857... = 0.18

z = 0.18 corresponds to 0.5714

0.8944 - .5714 = 0.323, which says about 32.3% of men fall between exactly 5'11" and exactly 6'2" tall.

The Central Limit Theorem 

 If we have a normally distributed population and take a random sample, z(x-bar) is different from z(x) by changing the standard deviation. The simplest way to compute z(x-bar) is to take the z-score the normal way then multiply by the square root of n, the size of the sample. For example, if 10 men averaged to a height of 6'0", they would have a different z-score and correspond to a different proportion of the population.

 z(72) = (72 -70.5)/2.8 × sqrt(10) = 1.694..., which rounds to 1.69. Looking up in row 1.6 and column 0.09, we get .9545.  This says a sample of 10 men averaging 6'0" tall is taller than 95.45% of all samples of ten men, and only 4.55% of all samples of ten men are shorter than that.

This rule is called the Central Limit Theorem. We will be using it to try to get estimates of the average of a population using the average of a sample that is assumed to be representative.

Notes for 4 February 2014

Two different versions of standard deviation of a numerical data set, sx and sigmax

The two formulas here are standard deviations for a numerical data set. When we have a sample, we use sx. When the data set is a population, we use sigmax. We get two different values because the denominator in the first case is n-1 and N in the latter case. The reason for this is degrees of freedom.

The idea of degrees of freedom is to count how much information you need to get an answer. For example, if a football game ends in regulation we know that

final score = score in 1st + score in 2nd + score in 3rd + score in 4th

There are five pieces of information, but if you have any four of these numbers, you can find the fifth. Here we would say the degrees of freedom are 4, which is 5-1. For example, if we know the Seahawks scored 43 points total in the Super Bowl, and the scored 8 points in the first quarter, 14 points in the second quarter and 14 points in the third, we can figure out how much they scored in the 4th quarter without being told.

score in 4th = final score - score in 1st - score in 2nd - score in 3rd = 43 - 8 - 14 - 14 = 7

This is a situation where the degrees of freedom are n-1, just like with the standard deviation of the sample. The idea is that if we know the average and somehow we get all the scores except for one, we can find the last score by multiplying the average by n then subtracting all the scores we know to find the one score we don't know.

A new way to measure data: z-scores

 
We can compare two sets of data against one another using the averages (x-bar or mux) and the standard deviation (sx or sigmax) with a formula known as the z-score. We subtract the average from the raw score x. If x is above average, we will get a positive number, if x is below average, we will get a negative number. (if x is exactly at teh average, we'll get zero.) We then divide by the standard deviation to get the z-score. This tells us how many standard deviations we are away from average, either high or low.

Here is an example using the American and National League final standings last year. The data set we will check out is the number of wins. I will treat both leagues as samples of all of Major League Baseball and the reason there is a difference in the average wins is because of inter-league play.



American League:
x-bar = 81.3
sx = 13.7

National League:
x-bar = 80.7
sx = 11.1

The AL had slightly more wins, but their standard deviation is higher because the data is more spread out, largely because the Houston Astros were so terrible. In any data set, we can use z-scores to find outliers.

z is greater than 3: The score is very unusually high
z is greater than 2: The score is unusually high
z is less than -3: The score is very unusually low
z is less than -2: The score is unusually low

The Astros had 51 wins, so their z-score is (51-81.3)/13.7 = -2.21. They are the only team in either league that can be considered an outlier, either high or low. 

We can also compare teams in the different leagues. For example, both the As and the Braves had 96 wins, but because they are in different leagues they won't have the same z-score.

z-score for As: (96-81.3)/13.7 = 1.07
z-score for Braves: (96-80.7)/11.1 = 1.38

What this would say is that it was more impressive for the Braves to win 96 that for the As. A big part of this is that the Athletics played 19 games against the Astros, winning 15 and losing 4. The Braves never played the Astros, and that alone meant they got the same number of wins against a tougher set of opponents, which accounts for their higher z-score.

Z-scores in normally distributed sets

Not every set can be assumed to be normally distributed. Usually, we will be told a set is normally distributed and be given both mux and sigmax. If we have such a set, we can take a raw score and turn it into a percentile using the look-up table we got on the orange hand-out on Tuesday. Let's take an example.

It is assumed that IQ scores are normally distributed, where the average is 100 and the standard deviation is 15. This would say an IQ of 110 has a z-score of (110-100)/15 = 0.67. Because of our assumption, we can use the look-up table to find the percentile for an IQ of 110.

1. Use the Positive z-score side
2. Look in the row next to the 0.6 label in bold
3. Look in the column labeled 0.07.

The value at that position on the table is .7486. What this means is that 74.86% of the population has an IQ of 110 or less. If we subtract 74.86% from 100%, we get 25.14%. Rounding to the nearest percent, this means the 110 IQ is at about the cutoff for the 75th percentile.

We will discuss this in greater detail on Tuesday, February 11.