NORMAL DISTRIBUTION
Normal Distribution A random variable “Z” is normally distributed
If “n” is very large neither “p” (probability of with mean 0 and standard deviation is 1 then
success) nor “q” (probability of failure) is very 1 12 z2
small then binomial distribution is converted into f z;0,1 = e
a distribution which is called as normal 2π
distribution. z
Probability Density Function of Normal
Distribution Properties of Normal Distribution
If X N(μ, σ) the we can write the probability (Second Prof. A/2021)
density function of normal distribution as Following are the properties of normal
1 x μ
2 distribution:
e 2 σ x
1
It is bell shaped probability distribution.
f x =
σ 2π Continuous Distribution: The normal
where X → Random variable distribution is a continuous distribution that
x → Value of random variable ranges from to. Mathematically
μ → Mean of the distribution written as R x X : < x < +
σ → standard deviation of the distribution
Total Probability: The total area under the
22 normal curve is always unity (one). i.e.
π → Constant = 3.14159 . . .
7 P < X < + = 1
23 Symmetrical Distribution: The normal
e → Constant = 2.71828 . . .
8 probability distribution is a symmetrical
f(x) → Ordinate of the normal curve distribution. Thus
(i) Mean = Median = Mode = μ
Normal Frequency Distribution (ii) All odd order moments about mean are
If we multiplied the normal distribution by “N” always zero. i.e. μ1 = μ3 = … = μ2n+1 = 0
the number of sets of experiments, we get the (iii) The lower quartile Q1 and the upper
normal frequency distribution. The equation of quartile Q3 are equidistant from its mean
normal frequency distribution is μ.
2
1 x μ
Mode: Normal distribution curve is uni-
e 2 σ x
1
Y = N. modal (single peaked). i.e. (it has only mode
σ 2π
= μ).
Shape of Normal Distribution
Even Moments: Even order moments about
The graph of a normal probability density
mean are
function is called a normal curve. The probability
n!
density function for a normal random variable has μn = σ 2 ; Where “n” is even
n
n
uni-modal, symmetrical and bell shaped.
2 !
2
Standard Normal Variable 2
X μ
Results: μ 2 = σ and μ 4 = 3σ4
2
The variable Z = , which measures the
σ
Moment Ratios:
deviation of X from mean in units of standard
deviation is called the standardized variable. μ32
Coefficient of skewness is β1 = 3 = 0
A variable having mean zero and variance one. μ2
(OR) A variable which is deviated from its mean
μ4
and divided by its standard deviation is called as Coefficient of kurtosis is β2 = =3
standard normal variable. It denoted by “Z” and μ 22
mathematically written as Maximum Ordinate: Maximum ordinate of
Variable Mean of Variable the normal curve is at X = μ and its value is
Z=
Standard Deviation of Variable 1
Here σ 2π
E(Z) = 0 and V(Z) = 1. Quartiles and Quartile Deviation: The lower
and upper quartiles are equidistance from the
mean and are at a distance of 0.6745σ closer to the X – axis but always stays above
i.e. Q1 = μ – 0.6745σ & Q3 = μ + 0.6745σ it.
and Q.D. = 0.6745σ
2 The curve has a single peak in the middle
σ
3 and tapers off gradually at both ends and
Mean Deviation: never meets the X – axis.
4 Q. Find mean and S.D. in terms of quartiles.
M.D. = 0.7979σ σ or
5 Also find Q.D.
2 We have
M.D. = σ Q1 = μ – 0.6745σ & Q3 = μ + 0.6745σ
π By adding the values of Q1 and Q3, we get
Special areas under the curve Q1 Q3
P(μ – 0.6745σ < X < μ + 0.6745σ) = 0.50 2μ = Q1 + Q3 μ=
2
μ ± 0.6745σ covers 50% area
By subtracting Q1 from Q3, we get
Q3 Q1 = μ 0.6745σ μ 0.6745σ
P(μ – 1 σ < X < μ + 1 σ) = 0.6827
μ ± 1σ covers 68.27% area Q3 Q1 = 1.3490 σ
Q Q1
σ= 3
P(μ – 2 σ < X < μ + 2 σ) = 0.9545 1.3490
μ ± 2σ covers 95.45% area We know that
Q3 Q1
Q.D. =
P(μ – 3 σ < X < μ + 3 σ) = 0.9973 2
μ ± 3σ covers 99.73% area Replace the values of Q1 and Q3
Points of Inflexion: The points of inflexion
Q.D. =
μ 0.6745σ μ 0.6745σ
of the normal distribution are equidistant 2
from mean μ , they are 1.3490σ
X = μ – σ and X = μ + σ Q.D. =
Asymptotic Curve: The normal curve is 2
asymptotic to the X – axis, that is | x | grows Q.D. = 0.6745σ
without bound, the curve gets closer and
SOLUTION
QUESTION
A certain type of medicine expires on the average 3.0 years with a standard deviation of 0.5 year. Assume
that the medicine lives are normally distributed, find the probability that a given medicine will expire less
than 2.4 years. (Second Prof. A/2016)
SOLUTION
Given that = 3, = 0.5
P(X < 2.4) = ?
X
Z=
σ
2.4 3.0
Z=
0.5
Z = 1.2
P(X < 2.4) = P(Z < – 1.2 )
P(X < 2.4) = 0.5 – P(– 1.2 < Z < 0)
P(X < 2.4) = 0.5 – 0.2849
P(X < 2.4) = 0.2151
QUESTION
A filling machine is regulated so that it discharges an average of 190 ml per bottle. If the amount of
discharge is normally distributed with a standard deviation of 16 ml, what fraction of the bottles will contain
between 180 and 210 ml? (Second Prof. 2nd A/2016)
SOLUTION
Given that = 190, = 16
P(180 < X < 210) = ?
X
Z=
σ
180 190
Z1 =
16
Z1 = 0.63
210 190
Z2 =
16
Z2 = 1.25
P(180 < X < 210) = P(– 0.63 < Z < 1.25)
P(180 < X < 210) = P(– 0.63 < Z < 0) + P(0 < Z < 1.25)
P(180 < X < 210) = 0.2357 + 0.3944
P(180 < X < 210) = 0.6301
QUESTION
A certain type of storage battery lasts on the average 3.5 years with a standard deviation of 0.8 years.
Assuming that battery lives are normally distributed, find the probability that a given battery will last less
than 2.5 years. (Second Prof. A/2017)
SOLUTION
Given that = 3.5, = 0.8
P(X < 2.5) = ?
X
Z=
σ
2.5 3.5
Z=
0.8
Z = 1.25
P(X < 2.5) = P(Z < – 1.25)
P(X < 2.5) = 0.5 – P(– 1.25 < Z < 0)
P(X < 2.5) = 0.5 – 0.3944
P(X < 2.5) = 0.1056
QUESTION
If the average height of miniature poodles in 30 centimeters, with a standard deviation of 4.1 centimeters
what percentage of miniature poodles exceed 35 centimeters in height assuming that the height follow a
normal distribution. (Second Prof. A/2021)
SOLUTION
Given that = 30, = 4.1
P(X > 35) = ?
X
Z=
σ
35 30
Z=
4.1
Z = 1.22
P(X > 35) = P(Z > 1.22)
P(X > 35) = 0.5 – P(0 < Z < 1.22)
P(X > 35) = 0.5 – 0.3888
P(X > 35) = 0.1112
QUESTION
Suppose that weights of 2000 male students are normally distributed with mean 150 pounds and standard
deviation 20 pounds. Find the number of students with weights (i) less than or equal to 110 pounds (ii)
between 125 and 135 pounds (iii) geater than geater than 145 pounds (Second Prof. 2A/2017)
SOLUTION
Given that N = 2000, = 150, = 20
NP(X ≤ 110) = ?
X
Z=
σ
110 150
Z=
20
Z = 2
NP(X ≤ 110) = 2000P(Z < – 2)
NP(X ≤ 110) = 2000[0.5 – P(– 2 < Z < 0)]
NP(X ≤ 110) = 2000(0.5 – 0.4772)
NP(X ≤ 110) = 2000(0.0228)
NP(X ≤ 110) = 45.6
Hence the expected number of students with weight less than or equal to 110 pounds are 46.
NP(125 ≤ X ≤ 135) = ?
X
Z=
σ
125 150
Z1 =
20
Z1 = 1.25
135 150
Z2 =
20
Z2 = 0.75
NP(125 ≤ X ≤ 135) = 2000P(– 1.25 ≤ Z ≤ – 0.75)
NP(125 ≤ X ≤ 135) = 2000[P(– 1.25 ≤ Z ≤ 0) – P(– 0.75 ≤ Z ≤ 0)]
NP(125 ≤ X ≤ 135) = 2000(0.3944 – 0.2734)
NP(125 ≤ X ≤ 135) = 2000(0.1210)
NP(125 ≤ X ≤ 135) = 242
Hence the expected number of students with weights between 125 and 135 pounds are 242.
NP(X > 145) = ?
X
Z=
σ
145 150
Z=
20
Z = 0.25
NP(X > 145) = 2000P(Z > – 0.25)
NP(X > 145) = 2000[P(– 0.25 < Z < 0) + 0.5]
NP(X > 145) = 2000(0.0987 + 0.5)
NP(X > 145) = 2000(0.5987)
NP(X > 145) = 1197.4
Hence the expected number of students with weights geater than 145 pounds are 1197.
Area table for Normal Distribution
0 1 2 3 4 5 6 7 8 9
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0754
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1638 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2258 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2518 0.2549
0.7 0.2580 0.2612 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2996 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.4531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.2849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3680 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4516 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4705 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0. 4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4959 0.4957 0.4959 0. 4960 0.4961 0.4962 0.4936 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 04977. 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4993 0.4993 0.4993
3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997
3.5 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998
3.6 0.4998 0.4998 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.7 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.8 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.9 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
