The Normal Distribution

The Normal Distribution

The normal distribution is the most important of all probability distributions. It is

applied directly to many practical problems, and several very useful distributions
are based on it.

Characteristics

1. They are approximately symmetrical, and the mode is close to the centre of the
distribution.

2. The mean, median, and mode are close together.

3. The shape of the distribution can be approximated by a bell: nearly flat on top,
then decreasing more quickly, and then decreasing more slowly toward the tails of
the distribution. This implies that values close to the mean are relatively frequent,
and values farther from the mean tend to occur less frequently

The probability density function for the normal distribution is given by

Where μ is the mean of the theoretical distribution, σ is the standard deviation, and

π = 3.14159 ... This density function extends from –∞ to +∞. Its shape is shown in

Figure below

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 Because the normal probability density function is symmetrical, the mean,
median and mode coincide at x = μ. Thus, the value of μ determines the
location of the center of the distribution, and the value of σ determines its
spread.

We have seen that probabilities for a continuous random variable are given by
integration of the probability density function. Then normal probabilities are given
by integration probability density function for the normal distribution , or the
areas under the corresponding curve.

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 That constant is determined by the requirement that F(∞) = 1

The two Equations represent an infinite number of normal distributions with

various values of the parameters μ and σ. A simpler form in a single curve is
obtained by a change of variable.

Then z is a ratio between (x – μ) and σ. It represents the number of standard

deviations between any point and the mean. Since x, μ, and σ all have the same
units in any particular case, z is dimensionless. Since μ and σ are constants for any
particular distribution, differentiation of last equation

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It can be seen from fig. that show bellowing that almost all the area under the curve
is between Z= +3 , Z=-3 . Therefore, the practical width of the normal distribution
is about six standard deviations.

The standard normal cumulative distribution function, Φ(z), as a function of z, is

defined as follows:

It corresponds to the area under the curve

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Using Tables for the Normal Distribution

Table A1 in Appendix A gives values of the cumulative normal probability as a

function of z, the number of standard deviations from the mean. Part of Table A1 is
shown below

Table A1 gives values of Z0 (–3.7, –3.6, ... –0.1, –0.0 ; 0.0, 0.1, ... 3.7, 3.8) along
the left-hand side and right-hand side of the table over two pages. The numbers
along the top of the table give smaller increments, ΔZ = –0.09, –0.08... –0.01, 0.00
on the first page, and on the second page 0.00, 0.01... 0.08, 0.09. The value of Z for
a particular row and column is the sum of the value of z0 for that row (along the
sides) plus the increment, ΔZ, for that column (along the top of the table).

Z = Z0 + ΔZ

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Say we want Φ(–0.76): we look for the row labeled Z0 = –0.7 along the sides and
the column labeled ΔZ = –0.06 along the top (since –0.76 = (–0.7) + (–0.06)) and
read Φ(–0.76) = 0.2236. The diagram at the top of the table towards the right
indicates that Φ(z) corresponds to the area under the curve to the left of a particular
value of z (here Z = –0.76). Suppose that instead we want Φ(+0.76). This is given
on the second page of Table A1 in Appendix A. As before, we look for the
applicable row, labeled Z0 = 0.7 along the sides, and the column labeled ΔZ = 0.06
(since 0.76 = 0.7 + 0.06). For this value of z we read from the table that Φ(0.76) =
0.7764. Because the distribution is symmetrical, there must be a simple relation
between Φ(–0.76) and Φ(+0.76), or in general between Φ(–Z) and Φ(+Z). That
relation is:

Φ(−Z 1 ) =1 –Φ( + Z1 )

or in this case Φ(–0.76) = 1 – Φ(+0.76) = 1 – 0.7764 = 0.2236. Of course that

means that Φ(–0.00) = Φ(+0.00) = 0.5000, so half of the total area under the curve
is to the left of z = 0, the mean and median and mode of the distribution

Example

a) What is the probability that Z for a normal

probability distribution is between

–0.76 and +0.76?

b) What is the probability that Z for a normal

probability distribution is smaller than –0.76
or larger than +0.76?

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Check: Between them, parts (a) and (b) cover all possible results:

Then Pr{[–0.76 < Z < +0.76] + [(Z < –0.76) ∩ (Z > + 0.76]} = 0.5528 + 0.4472

= 1.0000 (check) Because the normal distribution is used so frequently, it is

important to become familiar with Table A1. The reader should note that other
forms of tables for the normal distribution are also in common use. One form gives
the probability of a result in one tail of the distribution, that is Pr [Z > z1] for z1 ≥
0, or Pr [Z < z1] for z1 ≤ 0. A variation gives the probability corresponding to both
tails together. Another type gives the probability of a result between the mean and
z2 standard deviations from the mean, that is Pr [Z < Z2] for Z2 ≥ 0, or Pr [Z > Z2]
for z2 ≤ 0. These different forms of tables must not be confused. Confusion is
reduced because a small graph at the top of a table almost always indicates which
area corresponds to the values given.

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Example :A city installs 2000 electric lamps for street lighting. These lamps have a
mean burning life of 1000 hours with a standard deviation of 200 hours. The
normal distribution is a close approximation to this case.

a) What is the probability that a lamp will fail in the first 700 burning hours?

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c) How many lamps are expected to fail between 900 and 1300 burning hours?
This is a continuation of part (b). The expected number of failures is given by the
total number of lamps multiplied by the probability of failure in that interval. Then
the expected number of failures = (2000) (0.6247) = 1249.4 or 1250 lamps.
Because the burning life of each lamp is a random variable, the actual number of
failures between 900 and 1300 burning hours would be only approximately 1250.

d) What is the probability that a lamp will burn for exactly 900 hours?

Since the burning life is a continuous random variable, the probability of a life of
exactly 900 burning hours (not 900.1 hours or 900.01 hours or 900.001 hours, etc.)
is zero. Another way of looking at it is that there are an infinite number of possible
lifetimes between 899 and 901 hours, so the probability of any one of them is one
divided by infinity, so zero

e) What is the probability that a lamp will burn between 899 hours and 901 hours

before it fails?

Since this is an interval rather than a single exact value, the probability of failure in
this interval is not infinitesimal (although in this instance the probability is small).

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Q3: Six hundred paving stones were examined for cracks, and 15 were found to be
cracked. The same 600 stones were then examined for discoloration, and 27 were
found to be discolored. A total of 562 stones were neither cracked nor discolored.
One of the 600 stones is selected at random.

a )Find the probability that it is cracked, discolored, or both.

b) Find the probability that it is both cracked and discolored.

c) Find the probability that it is cracked but not discolored

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