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a)
2
Identify the normal distribution, N ( , )
b)
c)
Normal Distribution
The normal distribution is the most important continuous
distribution in statistic. Examples of measurements which
follow the normal distribution are
Normal Distribution
For a normally distributed variable X with mean and
standard deviation , the probability density function can
be written as
1
f ( x) =
e
2
1 x 2
< x <
Normal Distribution
f (x)
x
= mean = median = mode
Characteristics of Normal Distribution :
a)
b)
c)
d)
e)
bell shaped
the curve is symmetrical about the mode, median, mean
x can range in the value from to +
the total area under the curve is 1
the curve never touches the x - axis ( asymptote )
1
f) the maximum value for f (x) is approximately (0 .4 )
=0
1
f ( x) =
e
2
1
z2
1
f ( z) =
e2
2
< x <
< z <
Example 1
a) P ( Z 0.5)
0.3085
0.5
P ( Z 0.5) = 0.3085
b) P ( Z 1.0)
0.1587
1.0
P ( Z 1.0) = 0.1587
=
-1.86
0.0314
1.86
=
0
2.2
0.4861
2.2
2.2
=
1.96
-1.96
1.96
0.4750
1.96
f) P ( Z > 1.2)
= 1 P ( Z > 1.2)
= 1 0.1151
= 0.8849
-1.2
0.8849
1.2
g) P ( Z > 1)
= P ( Z > 1 or Z < 1)
= P ( Z > 1 + Z < 1)
= P ( Z > 1 + Z > 1)
= 2 P ( Z > 1)
= 2(2.1587) = 0.3174
-1
1
+
h) P ( Z < 1)
= P (1 < Z < 1)
= 1 2 P ( Z > 1)
= 1 2(0.1587) = 0.6826
=
0
-1
Example 2
Find the following probabilities
a)
b)
c)
d)
P ( Z 2.12)
P ( Z > 0.951)
P ( Z < 1.25)
P ( Z < 1.052)
Solution:
a) P ( Z 2.12) = 0.0170
2.12
-0.951
Solution:
c) P ( Z < 1.25) = P ( Z 1.25)
= 0.1056
-1.25
1.25
d) P ( Z < 1.052)
= 1 P ( Z 1.052)
= 1 0.1469
= 0.8531
1.052
Example 3
Find the following probabilities
a)
b)
c)
d)
Solution:
a) P (0.50 < Z < 2.50)
= P ( Z 0.50) P ( Z 2.50)
0.5 2.5
= 0.3085 0.00621
= 0.30229
b) P (2.05 < Z < 0.45)
= P ( Z 0.45) P ( Z 2.05)
= 0.3264 0.0202
= 0.3062
-2.05
Solution:
c) P (0.42 < Z < 1.345)
= 1 P ( Z 0.42) P ( Z 1.345)
= 1 0.3372 0.0885
= 0.5743
1.345
-0.42
-0.42
Example 4
Find the values of a
a) P ( Z > a ) = 0.3594
b) P ( Z < a ) = 0.0985
c) P (0.3 < Z < a ) = 0.0269
d) P (0.5 < Z < a ) = 0.5321
e) P (a < Z < a ) = 0.7062
Solution:
0.3594
a) P ( Z > a ) = 0.3594
a = 0.36
b) P ( Z < a ) = 0.0985
P ( Z a ) = 0.0985
a = 1.29
a = 1.29
0.0985
0.0985
-a
Therefore, a = 0.23
0.0269
0.0269
-0.3
-a
0.3
1 P ( Z a ) 0.3085 = 0.5321
P ( Z a ) = 1 0.3085 0.5321
P ( Z a ) = 0.1594
a =1
=
-0.5
+
a
0.5
0.7062
-a
Example 5
1. Let X ~ N (25,36). Find the following probabilities
a) P ( X > 28)
b) P ( X < 30)
c) P (23 < X < 27)
d) P ( X 25 < 12)
2. If X ~ N (50,9), find the value of k if P ( X > k ) = 0.2546
Solution:
X
Z=
X ~ N (25,36)
X 25
=
~ N (0,1)
6
X 25 28 25
a) P ( X > 28) = P
>
6
6
X 25
= P
> 0.5
6
0.3085
0.5
Solution:
X
Z=
X ~ N (25,36)
X 25
=
~ N (0,1)
6
X 25 30 25
b) P ( X < 30) = P
<
6
6
X 25
= P
< 0.8333
6
= 0.7967
0.83
Solution:
X
Z=
X ~ N (25,36)
X 25
=
~ N (0,1)
6
23 25 X 25 27 25
c) P (23 < X < 27) = P
<
<
6
6
6
-0.33
0.33
Solution:
X
Z=
X ~ N (25,36)
X 25
=
~ N (0,1)
6
6
6
6
= P( 2 < Z < 2 )
= 1 2 P(Z > 2 )
= 1 2(0.0228)
= 0.9544
-2
X ~ N (50,9)
Solution:
X
Z=
X 50
=
~ N (0,1)
3
2. P ( X > k ) = 0.2546
X 50 k 50
P
>
= 0.2546
3
3
k 50
P Z >
= 0.2546
3
k 50
Let Q
= 0.2546
3
From tables, Q(0.66) = 0.2546
k 50
Then
= 0.66
3
k = 51.98
0.2546
0.66