4.
3 NORMAL PROBABILITY
DISTRIBUTIONS
The Most Important Probability
Distribution in Statistics
Normal Distributions
A random variable X with mean and
standard deviation is normally distributed if
its probability density function is given by
2
xx2
11 (1(1/ /22))
ff((xx)) ee xx
22
where
where 33..14159
14159...... and 22..71828
and ee 71828......
The Shape of Normal
Distributions
Normal distributions are bell shaped, and
symmetrical around
90 110
Why symmetrical? Let = 100. Suppose x = 110. Now suppose x = 90
2 2 2 2
110 100 10 90 100 10
1 (1/ 2) 1 (1/ 2) 1 (1/ 2) 1 (1/ 2)
f (110 ) e e f (90) e e
2 2 2 2
Normal Probability
Distributions
The expected value (also called the
mean) E(X) (or )can be any number
The standard deviation can be any
nonnegative number
The total area under every normal curve
is 1
There are infinitely many normal
distributions
Total area =1; symmetric
around µ
The effects of and
How does the standard deviation affect the shape of f(x)?
= 2
=3
=4
How does the expected value affect the location of f(x)?
= 10 = 11 = 12
µ = 3 and = 1
X
0 3 6 8 9 12
A family of bell-shaped curves that differ
only in their means and standard
deviations.
µ = the mean of the distribution
= the standard deviation
µ = 3 and = 1
X
0 3 6 9 12
µ = 6 and = 1
X
0 3 6 9 12
µ = 6 and = 2
X
0 3 6 8 9 12
µ = 6 and = 1
X
0 3 6 8 9 12
P(6 < X < 8) µ = 6 and = 2
X
0 3 6 9 12
Probability = area under the density curve
P(6a < X < 8)
b = area under the density curve
between 6a and 8.
b
X
P(6 < X < 8) µ = 6 and = 2
X
0 3 6 8 9 12
Probability = area under the density curve
6 8
P(6a < X < 8)
b = area under the density curve
between 6a and 8.
b
6 8 X
Probability = area under the density curve
6 8
P(6a < X < 8)
b = area under the density curve
between 6a and 8.
b
6 8 X
Probabilities: f(x) P(a < X < b)
area under
graph of f(x)
a b X
P(a < X < b) = area under the density curve
between a and b. b
P(a X b) = f(x)dx
P(X=a) = 0 a
P(a < x < b) = P(a < x < b)
Standardizing
Suppose X~N(
Form a new random variable by
subtracting the mean from X and
dividing by the standard deviation :
(X
This process is called standardizing the
random variable X.
Standardizing (cont.)
(X is also a normal random
variable; we will denote it by Z:
Z = (X
has mean 0 and standard deviation
1:
E(Z) = = 0; SD(Z) =
The probability distribution of Z is called
the standard normal distribution.
Standardizing (cont.)
If X has mean and stand. dev. , standardizing
a particular value of x tells how many standard
deviations x is above or below the mean .
Exam 1: =80, =10; exam 1 score: 92
Exam 2: =80, =8; exam 2 score: 90
Which score is better?
92 80 12
z1 1.2
10 10
90 80 10
z2 1.25
8 8
90 on exam 2 is better than 92 on exam 1
µ = 6 and = 2
X
0 3 6 8 9 12
(X-6)/2
µ = 0 and = 1
.5 .5
Z
-3 -2 -1 0 1 2 3
Pdf of a standard normal rv
A normal random variable x has the
following pdf:
1 ( x )
2
2 2
f ( x) 1
e , x
2
Z ~ N (0,1) substitute 0 for and 1 for
pdf for the standard normal rv becomes
1 2
1 z
( z) e 2 , z
2
Standard Normal Distribution
.5 .5
Z
-3 -2 -1 0 1 2 3
Z = standard normal random variable
= 0 and = 1
Important Properties of Z
#1. The standard normal curve is
symmetric around the mean 0
#2. The total area under the curve is 1;
so (from #1) the area to the left of 0 is
1/2, and the area to the right of 0 is 1/2
Finding Normal Percentiles by Hand
(cont.)
Table Z is the standard Normal table. We have to convert
our data to z-scores before using the table.
The figure shows us how to find the area to the left when
we have a z-score of 1.80:
Areas Under the Z Curve:
Using the Table
P(0 < Z < 1) = .8413 - .5
= .3413
.50
.3413 .1587
Z
0 1
Standard normal probabilities have been
calculated and are provided in table Z.
The tabulated probabilities correspond P(- <Z<z0)
to the area between Z= - and some z0
Z = z0
Example – continued X~N(60, 8)
X 60 70 60
P ( X 70) P
8 8
P ( z 1.25) 0.8944
0.8944
0.8944
0.8944
P(z < 1.25) = 0.8944 0.8944
0.8944
In this example z0 = 1.25
Examples
Area=.3980
0 1.27 z
P(0 z 1.27) = .8980-.5=.3980
A2
0
.55
P(Z .55) = A1
= 1 - A2
= 1 - .7088
= .2912
Examples
Area=.4875
Area=.0125 -2.24 0 z
P(-2.24 z 0) =.5 - .0125 = .4875
P(z -1.85) = .0322
Examples (cont.)
.9968
A1 A2
A
A1 z
-1.18 0 2.73
.1190
P(-1.18 z 2.73) = A - A1
= .9968 - .1190
= .8778
vi) P(-1≤ Z ≤ 1)
.6826
.1587 .8413
P(-1 ≤ Z ≤ 1) = .8413 - .1587 =.6826
6. P(z < k) = .2514
.2514 .5 .5
-.67
Is k positive or negative?
Direction of inequality; magnitude of probability
Look up .2514 in body of table; corresponding entry is -.67
Examples (cont.) viii)
.7190
.2810
250 275
P ( X 250) P( Z )
43
25
P( Z ) P ( Z .58) 1 .2810 .7190
43
Examples (cont.) ix)
.8671
.1230
.9901
ix) P (225 x 375)
P 22543 275 x 43275 37543 275
P ( 1.16 z 2.33) .9901 .1230 .8671
X~N(275, 43) find k so that P(x<k)=.9846
.9846P ( x k ) P x 275 k 275
43 43
P z k 275
43
k 275 2.16 ( from standard normal table)
43
k 2.16( 43)275367.88
P( Z < 2.16) = .9846
.9846
Area=.5
.4846
.1587
0 2.16 Z
Example
Regulate blue dye for mixing paint; machine
can be set to discharge an average of
ml./can of paint.
Amount discharged: N(, .4 ml). If more than
6 ml. discharged into paint can, shade of
blue is unacceptable.
Determine the setting so that only 1% of
the cans of paint will be unacceptable
Solution
X =amount of dye discharged into can
X ~N( , .4); determine so that
P ( X 6) .01
Solution (cont.)
X =amount of dye discharged into can
X ~N( , .4); determine so that
P ( X 6) .01
.01 P ( x 6) P x
.4 6
.4
P z 6
.4
6
.4 2.33(from standard normal table)
= 6-2.33(.4) = 5.068
