NORMAL DISTRIBUTION NOTES A random variable can be discrete or continuous.

A continuous random variable is a variable which can take on any value over a given interval. Continuous variables are measured, not counted. Items such as height, weight and time are continuous and can take on fractional values. Eg, a basketball player may be 6.8432 ft tall. There are many continuous probability distributions, such as, uniform distribution, normal distribution, the t distribution, the chi-square distribution, exponential distribution, and F distribution. We will concentrate on the normal distribution only.

Normal Distribution or Normal Curve The Normal distribution is probably one of the most important and widely used continuous distribution. It is known as a normal random variable, and its probability distribution is called a normal distribution. The following are the characteristics of the normal distribution:

Characteristics of the Normal Distribution: 1. It is bell shaped and is symmetrical about its mean. 2. It is asymptotic to the axis, i.e., it extends indefinitely in either direction from the mean. 3. It is a continuous distribution. 4. It is a family of curves, i.e., every unique pair of mean and standard deviation defines a different normal distribution. Thus, the normal distribution is completely described by two parameters: mean and standard deviation. See the following figure. 5. Total area under the curve sums to 1, i.e., the area of the distribution on each side of the mean is 0.5. 6. It is unimodal, i.e., values mound up only in the center of the curve. 7. The probability that a random variable will have a value between any two points is equal to the area under the curve between those points. Recall the Empirical Rule

Notation:

xN(, 2)

The parameters of the normal distribution are the mean, , and the standard deviation, .

Area under the curve Probability is given by the area under the curve. Therefore, the probability that the variable takes a single value equals zero. Calculus is normally used to find the area under a curve which is not a part of this course. We will use a table to find the required area. The Standard Normal Variable, z. A standard z table can be used to find probabilities for any normal curve problem that has been converted to z scores. For the table, refer to the formula sheet. The z distribution is a normal distribution with a mean of 0 and a standard deviation of 1. zN(0, 12)

It is necessary to standardize any other variable in order to use the standard normal tables.

If you have a z value and need to convert to an x value

x z

The following steps are helpfull when working with the normal curve problems:

1. Graph the normal distribution, and shade the area related to the probability you want to find. 2. Convert the boundaries of the shaded area from x values to the standard normal random variable z values using the z formula above. 3. Use the standard z table to find the probabilities or the areas related to the z values in step 2.

WORKSHEET NORMAL DISTRIBUTION FINDING AREAS UNDER THE STANDARD NORMAL CURVE For each of the following probabilities, sketch a graph showing the area under the standard normal curve, and use the normal tables to find the missing value. (a) P( z 1.95) = (b) P( 0 z 1.95) =

(c) P( z 2.5) =

(d) P( z 0.05)

(e) P( 1.52 z 2.0) =

(f) P( 2.5 z 2.5) =

(g) The value of a where P( z a) = 0.0495

(h) The value of b where P( z b) = 0.25

TRUE-FALSE QUESTIONS 1. 2. 3. 4. 5. 6. There is only one standard normal distribution. _________ There is an infinite number of normal distributions. __________ One of the characteristics of the normal distribution is that it is skewed. _________ One half of the unit normal distribution resembles perfectly the other half. _________ The unit normal distribution is unrelated to statistical inference. ___________ The asymtotic property of the unit normal distribution means that the ends of the curve extend in opposite directions toward the baseline of the horizontal axis and never touch it. _________ 7. 8. Standard scores are also known as z scores. _________ Z scores from one distribution can usually be compared with Z scores from another distribution, provided both distributions are normal in form. __________ 9. The amount of curve area cut off by a Z = -1.00 is the same as the amount of curve area cut off by a Z = +1.00, provided the curve is normal. _________ 10. 11. 12. 13. 14. 15. The mean, mode, and median occur at different points on the unit normal distribution. A badly skewed distribution is a normal distribution by definition. ________ The normal distribution has a probability function. _________ A curve whose left tail tapers off more than the right tail is negatively skewed. _______ The mean is larger than the median in a positively skewed distribution. _________ The bell-shaped curve is also known as a normal distribution. __________

MULTIPLE CHOICE 1. A continuous random variable is a random variable that can: a. assume only countable values b. assume any value in one or more intervals c. have no random sample d. assume no continuous random frequency 2.The relative frequency density for a class is obtained by dividing the: a. frequency of that class by the class width b. relative frequency of that class by the total frequency c. relative frequency of that class by the class width d. frequency of that class by the relative frequency 3.For a continuous random variable x, the probability that x assumes a value in an interval is: a. in the range zero to 1 b. greater than 1 c. less than zero d. greater than 2 4. For a continuous random variable x, the total area under the probability distribution curve of x is always: a. less than 1 b. greater than 1 c. equal to 1 d. between zero and 1 The normal probability distribution is applied to: a. a discrete random variable c. any random variable

5.

b. a continuous random variable d. a subjective random variable

6.Which of the following is not a characteristic of the normal distribution? a. The total area under the curve is 1.0 b. The curve is symmetric about the mean c. The value of the mean is always greater than the value of the standard deviation d. The two tails of the curve extend indefinitely 7. For a normal distribution, the z value for an x value that is to the left of the mean is always: a. equal to zero b. negative c. less than 1 d. positive 8. The tails of a normal distribution curve: a. meet the horizontal axis at z = 3.0 c. cross the horizontal axis at z = 4.0 13. The parameters of the normal distribution are: a. and c. , , and z

b. never meet or cross the horizontal axis d. are nonsymmetric b. , x, and d. , , z, and x

14. Converting z scores into raw scores means that we must know the: a. original mean and standard deviation. b. original variance and average deviation. c. original range and standard deviation. d. original mean and variance. 15. The normal distribution has: a. one tail

b. two tails.

c. three tails.

d. four tails.

16. For the standard normal distribution, the area to the left of z = l.35 is: a. .4115 b. .0885 c. .9115 d. .5855 17. For the standard normal distribution, the area between z = 0 and z = 1.97 is: a. .4713 b. .4761 c. .4745 d. .4756 18. For the standard normal distribution, the area between z = 0 and z = 2.13 is: a. .4834 b. .4821 c. .4893 d. .4838 19. For the standard normal distribution, the area to the right of z = .78 is: a. .2177 b. .7177 c. .7823 d. .2823 20. Let x have a normal distribution with a mean of 40 and a standard deviation of 5. The z value for x = 52 is: a. 2.00 b. 2.40 c. 1.75 d. .80 21. If the area under the standard normal curve from 0 to z is .3508 and z is positive, then z is: a. 1.00 b. 1.40 c. 1.04 d. 2.04 22. If the area under the standard normal curve from 0 to z is .4850 and z is negative, then z is: a. 2.17 b. 2.10 c. 3.03 d. 1.21

WORD PROBLEMS 1. Suppose the random variable, X, is defined as follows: X ~ N (45, 52). (a) Identify the probability distribution and name the parameters of this distribution whose Values are given in the brackets. [3] (b) If P(X < x) = 0.1587, find the value of x. 2. Suppose the random variable, X, is defined as follows: X ~ N (16, 52). [5]

(i). Identify the probability distribution and name the parameters of this distribution whose values are given in the brackets. [3] (ii). Find the value of P(X > 21). 3. A random variable has the following probability distribution:X ~ N (30, 42). Determine (i). (ii). (iii) P(X > 26) P(28.5 < X < 33.6) The value of k such that P(X > k) = 0.0020. [4] [4] [6] [3]

4. Suppose the length of life of Longlife batteries is normally distributed with = 36 months and = 4 months. The company guarantees the battery to last 30 months, if not they will replace the battery free of charge. (a) What percentage of the batteries will the company have to replace? (b) What percentage of the batteries will last between 30 months and 40 months? (c) What percentage of the batteries will last 36 months or more? (d) How long will 60% of the batteries last? [3] [3] [1] [4]

5. (a) A company produces fluorescent lightbulbs whose lifetimes are normally distributed with a mean of 100 hours and a standard deviation of 46 hours. (i) Find the probability that a randomly selected lightbulb will last at least 40 hours. (ii) Find the percentage of lightbulbs that will less than 40 hours. (iii) It is found that 26% of the lightbulbs last less than t hours. Find the value of t. [4] [2] [3]

6. Idaho Natural Produce Corporation ships potatoes to its distributors in bags whose weights are normally distributed with a mean weight of 50kg and standard deviation of 0.5kg. If a bag of potatoes is selected at random from a shipment, what is the probability that it weighs (a) less than 49kg (b) more than 51 kg (c) between 49 and 51 kg [3] [3] [3]

(d) If 2500 bags of potatoes are shipped to a particular distributor, approximately how many of these bags will between 49 and 51 kg? [2] (e) 9% of the bags of potatoes shipped to this distributor were below a certain weight, w. Find this weight. [5]