8/6/2019

Continuous Probability
Distribution

Normal Distribution
• The normal distribution is the most
important probability distribution in
statistics.
• Its graph (bell-shaped curve) is called the
normal curve.
• Ex: physical measurements in
meteorological experiments, rainfall
studies and measurements of
manufactured parts

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Normal Distribution
The density of the normal random
variable X, with mean 𝜇 and variance 𝜎 2 , is
1
1 − 2 𝑥−𝜇 2
𝑛 𝑥; 𝜇, 𝜎 = 2𝜋 𝜎
𝑒 2𝜎 , −∞ < 𝑥 < ∞,

The mean and variance of 𝑛 𝑥; 𝜇, 𝜎 are

𝜇 and 𝜎 2 , respectively. The standard
deviation is 𝜎.

Normal Distribution
The graph of a normal distribution is a
bell-shaped curve that extends indefinitely
in both directions.

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Normal Distribution

The normal curve (sometimes called

standard curve)

Normal Distribution

Normal curves with μ1 < μ2 and σ1=σ2

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Normal Distribution

Normal curves with μ1 = μ2 and σ1 < σ2

Normal Distribution

Normal curves with μ1 < μ2 and σ1 < σ2

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Properties of Normal Curve

• A probability distribution is said to be normal if
the mean, median and mode coincides at a
single point.
• The mode, which is the point on the horizontal
axis where the curve is a maximum, occurs at
𝑥 = 𝜇.
• The curve is symmetric about a vertical axis
through the mean 𝜇.

Properties of Normal Curve

• The curve has its points of inflection at x = 𝜇 ±
𝜎; it is concave downward if 𝜇 − σ < 𝑋 < 𝜇 + 𝜎
and is concave upward otherwise.
• The right and left tails of the normal curve are
asymptotic with respect to the horizontal axis.
• The total area under the curve is equal to 1 or
100%.

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The Empirical Rule

The 68-95-99.7 Rule of the Normal Curve
• About 68% of the area under the curve falls within
1 standard deviation of the mean. (−1 < 𝑧 < 1)
• About 95% of the area under the curve falls within
2 standard deviations of the mean. (−2 < 𝑧 < 2)
• About 99.7% of the area under the curve falls
within 3 standard deviations of the mean. (−3 <
𝑧 < 3)

Areas under the Normal Curve

The curve of any continuous probability
distribution or density function is constructed so
that the area under the curve bounded by two
ordinates 𝑥 = 𝑥1 and 𝑥 = 𝑥2 equals the
probability that the random variable X assumes a
value between 𝑥 = 𝑥1 and 𝑥 = 𝑥2 .

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Areas under the Normal Curve

The distribution of a normal random
variable with mean 0 and variance 1 is
called a standard normal distribution.

Areas Normal Distributions

Probability is the area

under the curve! P (c  X  d )= ?
f(X)

X
c d

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Which Table???

Each distribution
has its own table?
Infinitely Many Normal Distributions imply
Infinitely Many Tables to Look Up!

Standard Normal Distribution

Since there are many normal curves, often it is important to

standardize, and refer to a STANDARD NORMAL
DISTRIBUTION (or curve) where the mean  = 0 and the  =1

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The z-Score
Fortunately, we are able to transform all the
observations of any normal random variable 𝑥 to a new
set of observations of a normal random variable 𝑧. The
formula is:
x−μ
z=
σ
where: x = score (observation)
μ = mean
σ = standard deviation
z = z-score

THE Z-TABLE
This table summarizes the cumulative probability
distribution for Z (i.e. P[Z  z])
Examples:
1. P[Z  0] = 0.5
2. P[Z  1.25] = 0.8944
3. P[Z  1.96] = 0.9750
0z
P[Z  z]

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Standardizing
Example
X− 6.2 − 5
Z=  = 10 = 0.12
Normal Distribution Standard Normal Distribution
 = 10
Z = 1

= 5 Z = 0

6.2 X 0.12 Z

Solution: The Cumulative

Standardized Normal Curve
Cumulative Standard Normal Distribution Table (Portion)
Z .00 .01 .02 Shaded Area Z =0 Z =1
Exaggerated
0.0 .5000 .5040 .5080 .5478

0.1 .5398 .5438 .5478 Z = 0.12

0.2 .5793 .5832 .5871

0
0.3 .6179 .6217 .6255 Probabilities

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P (2.9  X  7.1) = .1664

X− 2.9 − 5 X − 7.1− 5

Z= = = −.21 Z= = = .21
 10  10

Normal Distribution Standardized Normal Curve

 = 10 .0832 Z =1
.0832

2.9 7.1 X −0.21 0.21 Z

= 5 Z = 0

P (2.9  X  7.1) = .1664

(continued)
Cumulative Standard Normal
Distribution Table (Portion)
Z .00 .01
Z = 0 Z =1
.02
.5832
0.0 .5000 .5040 .5080
Shaded Area
0.1 .5398 .5438 .5478 Exaggerated

0.2 .5793 .5832 .5871 0

Z = 0.21
0.3 .6179 .6217 .6255

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Example:
P (2.9  X  7.1) = .1664
(continued)

Cumulative Standard Normal

Distribution Table (Portion) Z = 0 Z =1
Z .00 .01 .02
.4168
-03 .3821 .3783 .3745 Shaded Area
Exaggerated
-02 .4207 .4168 .4129

-0.1 .4602 .4562 .4522 0

Z = -0.21
0.0 .5000 .4960 .4920

Example: P ( X  8) = .3821
X− 8−5
Z= = = .30
 10
Normal Distribution Standard Normal
 = 10 Distribution
 Z =1
.3821

8 X 0.30
= 5 Z = 0 Z

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Example: P ( X  8) = .3821
(continued)
Cumulative Standard Normal
Distribution Table (Portion) Z = 0 Z =1
Z .00 .01 .02
.6179
0.0 .5000 .5040 .5080 Shaded Area
Exaggerated
0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871 0

Z = 0.30
0.3 .6179 .6217 .6255

Finding Z Values for Known Probabilities

What is Z Given area between Cumulative Standard Normal
0 and Z is 0.1217 ?
Distribution Table (Portion)
Z = 0 Z =1 Z .00 .01 0.2
.1217 0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871

0
Z = .31 0.3 .6179 .6217 .6255

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RULES IN COMPUTING PROBABILITIES

P[Z = a] = 0
P[Z  a] can be obtained directly
from the Z-table
P[Z  a] = 1 – P[Z  a]
P[Z  -a] = P[Z  +a]
P[Z  -a] = P[Z  +a]
P[a1  Z  a2] = P[Z  a2] – P[Z  a1]

Areas under the Normal Curve

1. Given a standard normal distribution, find
the area under the curve that lies
a. to the right of z=1.84
b. between z=-1.97 and z=0.86

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Areas under the Normal Curve

2. Given a standard normal distribution, find
the value of k such that
a. P(Z>k) = 0.3015
b. P(k<Z<-0.18) = 0.4197

Areas under the Normal Curve

3. Given a random variable X having a
normal distribution with 𝜇 = 50 𝑎𝑛𝑑 𝜎 = 10,
find the probability that X assumes a value
between 45 and 62.

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Areas under the Normal Curve

4. Given that X has a normal distribution
with μ = 300 𝑎𝑛𝑑 𝜎 = 50, find the probability
that X assumes a value greater than 362.

Areas under the Normal Curve

5. Given a normal distribution with μ =
40 𝑎𝑛𝑑 𝜎 =6, find the value of x that has
a. 45% of the area to the left
b. 14% of the area to the right

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Areas under the Normal Curve

6. If the random variable has a normal
distribution, what are the z values
corresponding to x1 = μ – 2𝜎 and x2 = μ +
2𝜎 . What is the probability?

Applications of the Normal Distribution

1. A certain type of storage battery lasts, on
average, 3.0 years with a standard deviation of
0.5 year. Assuming that the battery lives are
normally distributed, find the probability that a
given battery will last less than 2.3 years.

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Applications of the Normal Distribution

2. An electrical firm manufactures light bulbs that
have a life, before burn-out, that is normally
distributed with mean equal to 800 hours and a
standard deviation of 40 hours. Find the
probability that a bulb burns between 778 and
834 hours.

Applications of the Normal Distribution

3. In an industrial process the diameter of a ball
bearing is an important component part. The
buyer sets specifications on the diameter to be
3.0 ± 0.01 cm. The implication is that no part
falling outside these specifications will be
accepted. It is known that in the process the
diameter of a ball bearing has a normal
distribution with mean μ = 3.0 and standard
deviation σ = 0.005. On the average, how many
manufactured ball bearings will be scrapped?

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Applications of the Normal Distribution

4. Gauges are used to reject all components for
which a certain dimension is not within
specification 1.50 ± 𝑑 . It is known that this
measurement is normally distributed with mean
1.50 and standard deviation 0.2. Determine the
value d such that the specifications “cover” 95%
of the measurements.

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