NORMAL DISTRIBUTION

The most important continuous probability distribution in the entire field of statistics is
the normal distribution. Its graph, called the normal curve, is the bell-shaped curve in the
figure below, which describes so many sets of data that occur in nature, industry, and research.

In 1733 Abraham DeMoivre developed the mathematical equation of the normal curve. It
provided a basis upon which much of the theory of inductive statistics is founded. The normal
distribution is also referred to as the Gaussian distribution in honor of Karl Friedrich Gauss
(1777-1885), who also derived its equation from a study of errors in repeated measurements of
the same quantity.

A continuous random variable X having the bell-shaped distribution of the figure above is
called a normal random variable. The mathematical equation for the probability distribution of
the normal variable depends upon the two parameters namely, the mean, , and the standard
deviation, .

DEFINITION

A random variable X with probability density function

 x   
2

1
f  x    x  
2
2
e for
2

has a normal distribution with parameters and , where      , and   0 . Also,

E X    V  X 2
and

Once  and  are specified, the normal curve is completely determined. For example, if
 =50 and  = 5, then the function values (ordinates of the points) can easily be computed for
various values of x and the curve drawn.

The following properties of the normal curve are:

 1. The mode, which is the point on the horizontal axis where the curve is a maximum,
occurs at x = .
2. The curve is symmetric about a vertical axis through the mean .
3. The curve has its points of inflection at x=μ ± σ, is concave downward if
μ−σ < X < μ+ σ, and is concave upward otherwise.
4. The normal curve approaches the horizontal axis asymptotically as we proceed in
either direction away from the mean.
5. The total area under the curve and above the horizontal axis is equal to 1.

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 x-values x = x1 and x = x2, equals the probability

that the random variable X assumes a value between x = x1 and x = x2. Thus, for the normal

curve shown below,

x2
P  x1  X  x2    f  x  dx
x1

 x   
2
x2 1

2
2
e dx
x1
2

The normal curve is dependent on the mean and standard deviation of the distribution

under investigation. The area under the curve between x1 and x2 must then also depend on the

values  and .
 The difficulty encountered in solving integrals of normal density functions necessitates

the tabulation of normal curve areas for quick reference. However, it would be a hopeless task to

attempt to set up separate tables for every conceivable value of  and . Fortunately, we are able

to transform all the observations of any random variable X to a new set of observations of a

normal random variable Z with mean zero and variance 1. This can be done by means of the

transformation formula

X 
Z


Whenever X assumes a value x, the corresponding value Z is given by z x = ( x−μ ) /σ . Therefore, if

X falls between the values x = x1 and x = x2, the random variable Z will fall between the
corresponding values z 1=( x 1−μ ) /σ and z 2=( x 2−μ ) /σ .

DEFINITION

A normal random variable with μ=0 and σ 2=1 is called a standard normal
random variable. A standard random variable is denoted as Z and the distribution
of Zis called a standard normal distribution.

Some useful results concerning a normal distribution are summarized in the figure below.

From the above figure, we can read that

 P      X       0.6826
P    2  X    2   0.9544
P    3  X    3   0.9972

The area under a normal probability density function beyond 3  from the mean is quite small.

Because more than 0.9972 of the probability of a normal distribution is within the interval
   3 ,   3  , 6 is often referred to as the width of a normal distribution.

If the x-score is transformed to z-score, the figure above will be changed to the figure below.
(Note: For z-distribution,  = 0 and  = 1.)

EXAMPLE 9: Assume that the current measurements in a strip of wire follow a normal

distribution with a mean of 10 milliamperes and a variance of 4 milliamperes2. What is the

probability that a measurement exceeds 13 milliamperes.

Solution: We are given x  13 ,   10 and   2 . We substitute them to the

transformation formula to convert the x-value to the z – value. (Note: The subscript is the x-value
to be transformed to the z – value.)

x   13  10
z13    1.5
 2
 P  X  13 P  Z  1.5 
We denote the required probability as and this is equal to . The shaded
portion in the figure below is the desired probability.

The Standard Normal Table at the end of this lesson provides probabilities between the

mean
   0 and
z
. For z  1.5 , the reading from the table is
P  0  Z  1.5   0.4332

P  Z  0   0.5
Since

P  Z  1.5   P  Z  0   P  0  Z  1.5   0.5  0.4332  0.0668

then

P  X  13  0.0668
Therefore,

EXAMPLE 10: The weights of the packages shipped from a certain company are
approximately normally distributed with a mean of 20.0 kg and a standard deviation of 5.0 kg.
Determine the probability that

a) X  24.0kg
b) X  10.0kg
c) 10.5kg  X  24.5kg
d) 25.4kg  X  30.6kg

Solution: We transform first the x-values to z-values where   20.0 and   5.0 .
Thus,

a) For x  24.0 ,
x   24.0  20.0
z24.0    0.80
 5.0
The shaded portion in the figure below gives the desired probability.
 P  0  Z  0.80   0.2881
From the Standard Normal Table, , so that

P  X  24.0   P  Z  0.80   0.5  0.2881  0.2119

b) For x  10.0 ,
10.0  20.0
z10.0   2.00
5.0

The shaded portion in the figure below gives the desired probability.

P  0  Z  2.0   0.4772
From the Standard Normal Table, , so that

P  X  10.0   P  Z  2.00   0.5  0.4772  0.9772

c) For x  10.5 and x  24.5 ,

10.5  20.0
z10.5   1.90
5.0
24.5  20.0
z24.5   0.90
5.0
The shaded portion in the figure below gives the desired probability.
 P  0  Z  1.90   0.4713
From the Standard Normal Table, , and
P  0  Z  0.90   0.3159
. Adding these two probabilities gives us

P  10.5  X  24.5   0.4713  0.3159  0.7872

d) For x  25.4 and x  30.6 ,

25.4  20.0
z25.4   1.08
5.0
30.6  20.0
z30.6   2.12
5.0

The shaded portion in the figure below gives the desired probability.

P  0  Z  2.12   0.4830 P  0  Z  1.08   0.3599

From the Standard Normal Table, and .
(Note: The entry in the table for z = 1.08 is 0.3529. This value is a typographical error as the
correct area is 0.3599). Subtracting these two probabilities gives us

P  25.4  X  30.6   0.4830  0.3599  0.1231

P  Z  z   0.05
EXAMPLE 11: Find the value z such that .

Solution: We are asked to find the value of the random variable Z such that the area
to its right under the normal curve is 0.05. This area is the shaded region shown below.
Now, the Standard Normal Table is used in reverse. We search through the probabilities to find
the value that corresponds to 0.45. We do not find exactly 0.45 but this value is between 0.4495
and 0.4505 with respective z-values of 1.64 and 1.65, that is

P  0  Z  1.64   0.4495 and P  0  Z  1.65   0.4505

By interpolation, we just get the average of these z-values, that is

1.64  1.65 0.4495  0.4501

z  1.645 for P  0.45
2 2

Thus,

P  Z  1.645   0.5  0.45  0.05

Therefore, the answer is z  1.645 .

EXAMPLE 12: Assume that in the detection of a digital signal, the background noise
follows a normal distribution with a mean of 0 volt and a standard deviation of 0.45 volt. If the
system assumes a digital one has been transmitted (a) when the voltage exceeds 0.9, what is the
probability of detecting a digital one when none was sent? and (b) determine symmetric bounds
about 0 that include 99% of all noise readings.

Solution: (a) Let the random variable X denote the voltage of noise. The requested
P  X  0.9  x  0.9 to
probability is . We transform the standard value with
  0 and   0.45 .

0.9  0
z0.9   2.0
0.45

The shaded region in the figure below provides the desired probability.

P  X  0.9   P  Z  2.0   0.5  0.4772  0.0228

Thus,

This probability can be described as the probability of a false detection.

 P   x  X  x   0.99
(b) We are asked to find x such that . The shaded portion in each of
the figures below is the desired probability. Due to symmetry, the value 0.495 is one-half of
0.99.

The equivalent figures are mathematically expressed as

P   x  X  x   P   z  Z  z   0.99

z
The boundaries can be found by searching through the probabilities in the Standard Normal
Table that corresponds to 0.495. We do not find 0.495 exactly but this is between the
probabilities 0.4949 and 0.4951 with respective z-values of 2.57 and 2.58, that is

P  0  Z  2.57   0.4949 and P  0  Z  2.58   0.45951

By interpolation, we just get the average of these z-values, that is

2.57  2.58 0.4949  0.4951

z  2.575 for P  0.495
2 2

Thus,

P  2.575  Z  2.575   2  0.495   0.99

We transformed these z-values to the corresponding x-values using the transformation formula
with a mean of 0 volt and a standard deviation of 0.45 volt.

X 
ZX  gives XZ    Z


x2.575  0  0.45  2.575   1.159 and x2.575  0  0.45  2.575   1.159

Therefore the x-boundaries are 1.159 and 1.159 .

HOMEWORK #8
Directions: Copy the following problems then answer them. Graph the normal curve and shade
the region of the desired probabilities. Write your solution and answer neatly on short bond
papers. Do not write at the back. (Note: Use your own handwriting. Printed copies are not
allowed.) Submission of this activity will be on the first classroom meeting in April together with
Homework #6 and #7. Be safe and healthy. Good luck.

1. Use the Standard Normal Table to determine the following probabilities for the standard
normal random variable Z.
P  Z  1.35 
a)
P  Z  2.25 
b)
P  Z  1.75 
c)
P  0.55  Z  3.42 
d)
P  0.95  Z  1.95 
e)
P  Z  1.45 or Z  1.45 
f)
2. Assume Z has a standard normal distribution. Use the Standard Normal Table to
determine the value for z that solves each of the following.
P  Z  z   0.3962
a)
P  Z  z   0.01
b)
P  Z  z   0.10
c)
P  Z  z   0.7019
d)
P   z  Z  z   0.9312
e)
P  Z  z or Z  z   0.02
f)
3. Assume X is normally distributed with a mean of 12 and standard deviation of 4.
Determine the following.
P  X  15 
a)
P  X  15 
b)
P  10  X  20 
c)
P  1  X  18 
d)
P  1  X  8 
e)
P  X  14 or X  24 
f)
4. Assume X is normally distributed with a mean of 20 and standard deviation of 5.
Determine the value for x that solves each of the following.
P  X  x   0.9922
a)
P  X  x   0.95
b)
P  x  X  20   0.17
c)
P  20  X  x   0.485
d)
P   x  X  20  x   0.95
e)
P   x  X  20  x   0.99
f)
5. Completion times for an assembly operation among a group of workers had a mean of 80
seconds and a standard deviation of 10 seconds. Can you count on a completion time of
93 seconds being on the extreme 10% of all completion times if the distribution of times
is normal? Justify your answer.
6. A normal random variable X has an unknown mean  and standard deviation  = 2. If the
probability that X exceeds 7.5 is 0.8023, find .
7. A normal random variable X has an unknown mean  and standard deviation . The
probability that X exceeds 4 is 0.9722, and the probability that X exceeds 5 is 0.9332.
Find  and .
8. The tensile strength of paper modelled by a normal distribution has a mean of 35 pounds
per square inch and a standard deviation of 2 pounds per square inch.
a) What is the probability that the strength of a sample is less than 40 lb/sq2?
b) If the specifications require the tensile strength to exceed 30 lb/sq 2, what proportion
of the samples is scrapped?
9. The fill volume of an automated filling machine used for filling cans of carbonated
beverage is normally distributed with a mean of 12.4 fluid ounces and a standard
deviation of 0.1 fluid ounce.
a) What is the probability a fill volume is less than 12.0 fluid ounces?
b) If all cans less than 12.1 or greater than 12.6 ounces are scrapped, what proportion of
cans is scrapped?
c) Determine specifications that are symmetric about the mean that include 99% of all
cans.
10. The reaction time of a driver to visual stimulus is normally distributed with a mean of 0.4
second and a standard deviation of 0.05 second.
a) What is the probability that a reaction requires more than 0.5 seconds?
b) What is the probability that a reaction requires between 0.4 and 0.5 seconds? What is
the reaction time that is exceeded 90% of the time?
References:

Montgomery, Douglas C. and G. C. Runger (1999). Applied Statistics and Probability for
Engineers. John Wiley & Sons, Inc., New York.

Olvido, Lucrecia R., et al. (2007). Elementary Statistics. Ricrich Printing and Publishing.
Pasig City.

Walpole, Ronald E. and R. H. Myers (1985). Probability and Statistics for Engineers and
Scientists. Macmillan Publishing Company. London.
 kajidataonline.com

q=normal+curve+areas&sxsrf=ALeKk02knTOZyE_ZBL_QmxHy_086SGq_xQ:158466
1757722&tbm=isch&source