© 2003 Pearson Prentice Hall

Normal Distribution

5-1
 Continuous Probability
© 2003 Pearson Prentice Hall
Distribution Models

C o n t in u o u s
P r o b a b ilit y
D is t r ib u t io n

U n ifo r m N o rm a l E x p o n e n t ia l

5-2
 Continuous Probability
© 2003 Pearson Prentice Hall
Distribution Models

C o n t in u o u s
P r o b a b ilit y
D is t r ib u t io n

U n ifo r m N o rm a l E x p o n e n t ia l

5-3
 Continuous Random
© 2003 Pearson Prentice Hall
Variable Probability
d
Probability Is Area P(c  x  d)  c f ( x ) dx
Under Curve!
f(x)

X
c d

© 1984-1994 T/Maker Co.

5-4
 Importance of
© 2003 Pearson Prentice Hall
Normal Distribution
1. Describes Many Random Processes or
Continuous Phenomena
2. Can Be Used to Approximate Discrete
Probability Distributions
 Example: Binomial
3. Basis for Classical Statistical Inference

5-5
 Normal Distribution
© 2003 Pearson Prentice Hall

1. ‘Bell-Shaped’ & f(X )

Symmetrical
2. Mean, Median,
Mode Are Equal
X
3. ‘Middle Spread’ Is
1.33 
Mean
4. Random Variable Median
Has Infinite Range Mode

5-6
 Effect of Varying
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Parameters ( & )

f(X )
B

A C

5-7
 Normal Distribution
© 2003 Pearson Prentice Hall
Probability
Probability is
area under
curve!
d
P(c  x  d )   f ( x) dx
c
?
ff (( xx ))

xx
cc dd
5-8
 Infinite Number
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of Tables
Normal distributions differ by
mean & standard deviation.

f(X )

5-9
 Infinite Number
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of Tables
Normal distributions differ by Each distribution would
mean & standard deviation. require its own table.

f(X )

X
That’s an infinite number!
5 - 10
 Standardize the
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Normal Distribution

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 Standardize the
© 2003 Pearson Prentice Hall
Normal Distribution

Normal
Distribution


 X

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 Standardize the
© 2003 Pearson Prentice Hall
Normal Distribution
X 
Z
Normal  Standardized
Distribution Normal Distribution
  = 1

 X  = 0 Z
One table!
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 Standardizing Example
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5 - 14
 Standardizing Example
© 2003 Pearson Prentice Hall

Normal
Distribution

 = 10

= 5 6 .2 X
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 Standardizing Example
© 2003 Pearson Prentice Hall

X   6.2  5
Z   .12
 10
Normal
Distribution

 = 10

= 5 6 .2 X
5 - 16
 Standardizing Example
© 2003 Pearson Prentice Hall

X   6.2  5
Z   .12
 10
Normal Standardized
Distribution Normal Distribution

 = 10  = 1

= 5 6 .2 X = 0 .1 2 Z
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 Obtaining
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the Probability
Standardized Normal
Probability Table (Portion)
Z .00 .01 .02  = 1
0.0 .0000 .0040 .0080
.0478
0.1 .0398 .0438 .0478
0.2 .0793 .0832 .0871
= 0 .1 2 Z
0.3 .1179 .1217 .1255 Shaded area
Probabilities exaggerated
5 - 18
 Example
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P(3.8  X  5)

5 - 19
 Example
© 2003 Pearson Prentice Hall
P(3.8  X  5)

Normal
Distribution

 = 10

3 .8  = 5 X
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 Example
© 2003 Pearson Prentice Hall
P(3.8  X  5)
X   3.8  5
Z    .12
 10
Normal
Distribution

 = 10

3 .8  = 5 X
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 Example
© 2003 Pearson Prentice Hall
P(3.8  X  5)
X   3.8  5
Z    .12
 10
Normal Standardized
Distribution Normal Distribution

 = 10  = 1
.0478

3 .8  = 5 X -.1 2  = 0 Z
5 - 22 Shaded area exaggerated
 Example
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P(2.9  X  7.1)

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 Example
© 2003 Pearson Prentice Hall
P(2.9  X  7.1)

Normal
Distribution
 = 10

2 .9 5 7 .1 X
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 Example
© 2003 Pearson Prentice Hall
P(2.9  X  7.1)
X   2.9  5
Z    .21
 10
X   7.1  5
Normal Z   .21
Distribution  10

 = 10

2 .9 5 7 .1 X
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 Example
© 2003 Pearson Prentice Hall
P(2.9  X  7.1)
X   2.9  5
Z    .21
 10
X   7.1  5
Normal Z   .21 Standardized
Distribution  10
Normal Distribution
Normal Distribution
 = 10  = 1
.1664

.0832 .0832

2 .9 5 7 .1 X -.2 1 0 .2 1 Z
5 - 26 Shaded area exaggerated
 Example
© 2003 Pearson Prentice Hall
P(X  8)

5 - 27
 Example
© 2003 Pearson Prentice Hall
P(X  8)

Normal
Distribution
 = 10

 = 5 8 X
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 Example
© 2003 Pearson Prentice Hall
P(X  8)
X  8 5
Z   .30
 10
Normal
Distribution
 = 10

 = 5 8 X
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 Example
© 2003 Pearson Prentice Hall
P(X  8)
X  8 5
Z   .30
 10
Normal Standardized
Distribution Normal Distribution
 = 10  = 1
.5000
.3821
.1179

 = 5 8 X  = 0 .3 0 Z
5 - 30 Shaded area exaggerated
 Example
© 2003 Pearson Prentice Hall
P(7.1  X  8)

5 - 31
 Example
© 2003 Pearson Prentice Hall
P(7.1  X  8)

Normal
Distribution
 = 10

 = 5 7 .1 8 X
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 Example
© 2003 Pearson Prentice Hall
P(7.1  X  8)
X   7.1  5
Z   .21
 10
X  85
Normal Z   .30
Distribution  10

 = 10

 = 5 7 .1 8 X
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 Example
© 2003 Pearson Prentice Hall
P(7.1  X  8)
X   7.1  5
Z   .21
 10
X  85
Normal Z   .30 Standardized
Distribution  10
Normal Distribution
 = 10  = 1

.1179
.0347
.0832

 = 5 7 .1 8 X  = 0 .2 1 .3 0 Z
5 - 34 Shaded area exaggerated
 Normal Distribution
© 2003 Pearson Prentice Hall
Thinking Challenge
You work in Quality Control for
GE. Light bulb life has a
normal distribution with
= 2000 hours & = 200
hours. What’s the probability
that a bulb will last
A. between 2000 & 2400
hours?
B. less than 1470 hours?

5 - 35
 Solution*
© 2003 Pearson Prentice Hall
P(2000  X  2400)
X   2400  2000
Z   2.0
 200
Normal Standardized
Distribution Normal Distribution
 = 200  = 1

.4772

 = 2000 2400 X  = 0 2 .0 Z
5 - 36
 Solution*
© 2003 Pearson Prentice Hall
P(X  1470)
X   1470  2000
Z    2.65
 200
Normal Standardized
Distribution Normal Distribution
 = 200  = 1

.5000

.0040 .4960

1470  = 2000 X -2 .6 5  = 0 Z
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 Finding Z Values
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for Known Probabilities

5 - 38
 Finding Z Values
© 2003 Pearson Prentice Hall
for Known Probabilities
What is Z given
P(Z) = .1217?
 = 1
.1217

 = 0 ? Z
Shaded area
exaggerated
5 - 39
 Finding Z Values
© 2003 Pearson Prentice Hall
for Known Probabilities
What is Z given Standardized Normal
P(Z) = .1217? Probability Table (Portion)

 = 1 Z .00 .01 0.2

.1217
0.0 .0000 .0040 .0080

0.1 .0398 .0438 .0478

 = 0 ? Z 0.2 .0793 .0832 .0871

Shaded area 0.3 .1179 .1217 .1255

exaggerated
5 - 40
 Finding Z Values
© 2003 Pearson Prentice Hall
for Known Probabilities
What is Z given Standardized Normal
P(Z) = .1217? Probability Table (Portion)

 = 1 Z .00 .01 0.2

.1217
0.0 .0000 .0040 .0080

0.1 .0398 .0438 .0478

 = 0 .3 1 Z 0.2 .0793 .0832 .0871

Shaded area 0.3 .1179 .1217 .1255

exaggerated
5 - 41
 Finding X Values
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for Known Probabilities

5 - 42
 Finding X Values
© 2003 Pearson Prentice Hall
for Known Probabilities
Normal Distribution
 = 10

.1217

 = 5 ? X

5 - 43 Shaded areas exaggerated

 Finding X Values
© 2003 Pearson Prentice Hall
for Known Probabilities
Normal Distribution Standardized Normal Distribution
 = 10  = 1

.1217 .1217

 = 5 ? X  = 0 .3 1 Z

5 - 44 Shaded areas exaggerated

 Finding X Values
© 2003 Pearson Prentice Hall
for Known Probabilities
Normal Distribution Standardized Normal Distribution
 = 10  = 1

.1217 .1217

 = 5 ? X  = 0 .3 1 Z

X    Z    5   .3110   8.1
5 - 45 Shaded areas exaggerated
 Conclusion
© 2003 Pearson Prentice Hall

1. Defined Continuous Random Variable

2. Described the Uniform, Normal, &
Exponential Random Variables
3. Calculated Probabilities for Continuous
Random Variables
4. Approximated the Binomial Distribution
Using the Normal Distribution
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 End of Chapter

Any blank slides that follow are

blank intentionally.
 Use of the Normal
© 2003 Pearson Prentice Hall
Probability Table

a. P(z < 1.24) = .8925

______

b. .4452
P(0 < z < 1.60) = _______

c. .4911
P( - 2.37 < z < 0) = ______

5 - 48
 Normal Probability
© 2003 Pearson Prentice Hall

d. .9974
P( - 3 < z < 3 ) = ________

e. .9322
P( - 2.34 < z < 1.57 ) = _____

f. .0774
P( 1.24 < z < 1.88 ) = _______

5 - 49
 Normal Probability
© 2003 Pearson Prentice Hall

g. .2254
P( - 2.44 < z < - 0.73 ) = _______

h. .9495
P( z < 1.64 ) = __________

i. .0084
P( z > 2.39 ) = _________

5 - 50
 Normal Probability
© 2003 Pearson Prentice Hall

j. .9236
P ( z > - 1.43 ) = __________

k. .0034
P( z < - 2.71 ) = __________

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 Application of the
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Normal Curve
The amount of time it takes for a pizza delivery is
approximately normally distributed with a mean of 25
minutes and a standard deviation of 2 minutes. If you
order a pizza, find the probability that the delivery time
will be:

a. between 25 and 27 minutes. .3413

a. ___________

b. less than 30 minutes. .9938

b. __________

c. less than 22.7 minutes. .1251

c. __________
5 - 52
© 2003 Pearson Prentice Hall

Inverse Normal Distribution

Finding z scores when

probabilities (areas) are given

5 - 53
 Find the indicated z
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score:
Find the indicated z score:

.8907

0 z = 1.23

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 Find the indicated z
© 2003 Pearson Prentice Hall
score:

.6331
.3669
z = – 0.34

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 Find the indicated z
© 2003 Pearson Prentice Hall
score:

.3560
.8554

0 z = 1.06

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 Find the indicated z
© 2003 Pearson Prentice Hall
score:

.4792
.0208

z = – 2.04 0

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 Find the indicated z
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score:

.4900

0 z = 2.33

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 Find the indicated z
© 2003 Pearson Prentice Hall
score:

.005

z = – 2.575 0

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 Find the indicated z
© 2003 Pearson Prentice Hall
score:

A = .005 B

–z 0 z

If area A + area B = .01, z = __________

2.575 or  2.58
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