Normal Distribution

Normalization Distribution
Thenormal distributionrefers to a family ofcontinuous
probability distributionsdescribed by the normal equation.
Normal equation.The value of the random variableYis:
Y = { 1/[ * sqrt(2) ] } * e-(x - )2/22
whereXis a normal random variable, is the mean, is
the standard deviation, is approximately 3.14159, andeis
approximately 2.71828.

Standard score
A standard score is thenormal random variableof
astandard normal distribution.
To transform a normal random variable (x) into an
equivalent standard score (z), use the following
formula:
z= (x- ) /
where is the mean, and is the standard
deviation.

What is a mean score?

A

mean score is an average score. It is the sum

of individual scores divided by the number of
individuals.

What is a standard deviation?

The

standard deviation is a numerical value

used to indicate how widely individuals in a
group vary. It is a measure of the average
distance of individual observations from the
group mean.

The Normal Curve

Normal distribution depends on two factors - the mean and the standard deviation.

Standard deviation is large, the

curve is short and wide

Standard deviation is small, the

curve is tall and narrow.

Probability and the Normal Curve

The normal distribution is a continuous probability
distribution. This has several implications for probability.

The total area under the normal curve is equal to 1.

The probability that a normal random variableXequals any

particular value is 0.

The probability thatXis greater thanaequals the area under the

normal curve bounded byaand plus infinity (as indicated by
thenon-shadedarea in the figure below).

The probability thatXis less thanaequals the area under the

normal curve bounded byaand minus infinity (as indicated by
theshadedarea in the figure below).

Empirical rule
Additionally, every normal curve (regardless of its mean or
standard deviation) conforms to the following "rule".

About 68% of the area under the curve falls within 1 standard
deviation of the mean.

About 95% of the area under the curve falls within 2 standard
deviations of the mean.

About 99.7% of the area under the curve falls within 3 standard
deviations of the mean.

Collectively, these points are known as theempirical ruleor

the68-95-99.7 rule. Clearly, given a normal distribution,
most outcomes will be within 3 standard deviations of the
mean.

Example 1:
A radar unit is used to measure speeds
of cars on a motorway. The speeds are
normally distributed with a mean of
90km/hr and a standard deviation of 10
km/hr. What is the probability that a car
picked at random is travelling at more
than 100 km/hr?

Solution:

Let x = random variable that represent the speed of cars

x has

We have to find the probability that x is higher than 100 or p( x > 100)
For x = 100
Z = ()/
Z = ( 100 90)/ 10
Z = 1 (Total area)
P(x > 90) = P (z >, 1) = [total area] [ area to the left of z = 1]
= 1 0.8413
= 0.1587
The probability that a car selected at a random has a speed greater than 100
km/hr is equal to 0.1587

Example 2:
The final exam scores in a statistics
class were normally distributed with a
mean of58and a standard deviation
of4. Find the probability that a randomly
selected student scored more than62on
the exam.

Reference:
http://www.mathportal.org/calculators/statistics-calculator/normal-distribution
-calculator.php
http://stattrek.com/online-calculator/normal.aspx