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Normal Distribution

Awareness Program

Dr. Attia Hussien Gomaa


Maintenance Engineering Consultant
Engineering service - American University in Cairo (AUC)

2008

Data Measurement
Histogram Plot
500$

Lower Specification
Limit

Upper Specification
Limit

No. of Minor Maint. WOs

0$

The Normal Distribution


By far the most important and widely used density curve
is that describing the normal distribution. The
normal distribution is the bell curve that is found in
many settings.

A normal distribution is symmetric, bell-shaped, and is


completely defined by its mean, , and its standard
deviation, .

1
f(x)
e
2

1 x

Mean & Standard Deviation

From:http://www.gifted.uconn.edu/siegle/research/Normal/instructornotes.html

N(10,2)
N(12,2)

N(10, 4)

Process
Mean
Range
Variance
Sigma

A
10
6-14
4
2

B
10
8-12
1
1

C
10
9-11
0.25
0.50

The 68-95-99.7 Rule

N(, )

68%

95%
99.7%

3 2

2 3

Suppose that the prices of new homes in Wake


county are described well by a normal
distribution with mean $170,000 and standard
deviation $20,000. What percentage of houses
cost between $150,000 and $190,000?

68%

150

170

190

Suppose that the prices of new machines are


described well by a normal distribution with
mean $170,000 and standard deviation
$20,000. What percentage of machine cost less
than $210,000?

50%+47.5%=97.5%

50%

47.5%

170

210

Standardizing Observations: z-scores


The universality of the 68-95-99.7 Rule points out the
fact that all normal distributions share certain
properties. It turns out that if we measure in units of
standard deviations, , all normal distributions are the
same. We standardize a value by calculating a zscore telling us how many standard deviation units
away from the mean, , it is:

Suppose that the prices of new machines are


described well by a normal distribution with
mean $170,000 and standard deviation
$20,000. What percentage of machine cost
between $150,000 and $190,000?

150,000 170,000
1
For $150,000: z
20,000
190,000 170,000
1
For $190,000: z
20,000

The Standard Normal Distribution


The N(0,1) distribution is called the standard normal
distribution. If a variable X has a N(, ) distribution,
then the standardized variable

has a N(0,1) distribution. This property allows us to


carry out virtually all calculations involving normal
distributions by using the N(0,1) distribution.

Find the area under the standard normal density curve


left of -1.54.

Answer: 0.0630

-1.54

Weighting times on a customer service phone line


follow a normal distribution with mean 8 minutes and
standard deviation 2 minutes. What percentage of
callers wait more than 11 minutes?

11 10
z
0.5
2
The area right of 11 is equal to 1
minus the area left of 11, which is
equal to 1 minus the area left of
0.5 under the N(0,1) curve. Using
Table A we find:
1 - 0.6915 = 0.3085

Calculations using the standard normal distribution fall


into one of three categories:
1. L(z) = Area left of z. Directly from Table A.
2. R(z) = Area right of z. R(z) = 1 - L(z)
3. B(zLo, zHi) = Area between zLo and zHi.
B(zLo, zHi) = L(zHi) - L(zLo)

Weighting times on a customer service phone line


follow a normal distribution with mean 8 minutes and
standard deviation 2 minutes. Above what length are
the longest 25% of the calls?
Using Table A, we find that the z-score
corresponding to R(z) = 0.25 is z=0.675.
We can now invert the standardization
Formula to find the call length:

x 10
0.675
2
0.25

x 2 0.675 10 11.35

Areas and Probabilities


Cumulative probability:
F (a) p( X a)
Normal Curve
Cumulative Probability

probability density

1 F (a) p(a X )

-3

-1

0
Z

a=X

Areas and Probabilities (2)


Probability ofNormal
an Interval
Curve
probability density

Interval Probability

F (2) F (1) p(1 X 2)

-4

-3

-2

-1

0
Z