Continuous Probability Distributions

Dr. Huma Basheer

Continuous Probability Distributions

Learning Objective;
OBJECTIONS
•Recognize and understand continuous probability distributions.
 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 of Figure 6.2, which
approximately describes many phenomena that occur in nature, industry, and research.

Examples:
➢ Physical measurements in areas such as meteorological experiments
➢ Rainfall studies
➢ Errors in scientific measurements are extremely well approximated by a normal distribution
➢ Measurements of manufactured parts are often more than
adequately explained with a normal distribution
 Normal Distribution
• In 1733, Abraham DeMoivre developed the mathematical equation of the normal
curve. The normal distribution is often referred to as the Gaussian distribution, in
honor of Karl Friedrich Gauss (1777–1855), who also derived its equation from a
study of errors in repeated measurements of the same quantity.
Normal Distribution /Gaussian distribution
A continuous random variable X follows normal distribution if it values fall into a smooth bell-shaped curve, which is
symmetric around the mean i.e. it looks the same on each side when cut down the middle

Characteristics or Properties

Normal distribution is characterized by its mean ( µ ) and its standard deviation ( σ ).

➢ The total area under the Curve is 1
➢ Normal distribution has Mean = median = mode and symmetry about the center
➢ 50% of values less than the mean and 50% of values greater than mean
➢ Normal distribution follows the empirical rule also known as the 68-95-99.7 rule.

If X is Normally distributed with mean µ and standard deviation σ , we write X ~N(µ, σ),
Here µ and σ are the parameters of the distribution. The probability density of the
normal distribution is given by
Parameters of the Normal Distribution

Mean
The mean is the central tendency of the distribution. It defines
the location of the peak for the bell curve. Most values cluster
around the mean. On a graph, changing the mean shifts the
entire curve left or right on the X-axis.

Standard deviation
The standard deviation determines how far away from the
mean the values tend to fall. It represents the typical distance
between the observations and the average. It also defines the
width of the bell curve.
Position & Shape off Normal Distribution Depend on
mean ( µ ) and its standard deviation ( σ ).
Position & Shape off Normal Distribution Depend on
mean ( µ ) and its standard deviation ( σ ).
Position & Shape off Normal Distribution Depend on
mean ( µ ) and its standard deviation ( σ ).
Characteristics or Properties
 The Empirical Rule for the Normal Distribution

When we have normally distributed data, the P(μ - σ ≤ X ≤ μ + σ) = .6826.

standard deviation becomes particularly
valuable. We can use it to determine the
proportion of the values that fall within a
specified number of standard deviations from
the mean. For example, in a normal P(μ - 2σ ≤ X ≤ μ + 2σ) = .9544
distribution, 68% of the observations fall
within +/- 1 standard deviation from the
mean. This property is part of the Empirical
Rule, which describes the percentage of the
data that fall within specific numbers of P(μ - 3σ ≤ X ≤ μ + 3σ) = .9544
standard deviations from the mean for bell-
shaped curves.
A
Standard Normal Distribution and Standard Scores

As we’ve seen above, the normal distribution has many different shapes depending on the parameter
values. However, the standard normal distribution is a special case of the normal distribution where the
mean is zero and the standard deviation is 1. This distribution is also known as the Z-distribution.
The following graph shows a standard normal distribution, which is probably the most widely used
probability distribution. The standard normal distribution is also known as the “bell curve.” Lots of
natural phenomenon fit the bell curve, including heights, weights and IQ scores. The normal curve is
a continuous probability distribution, so instead of adding up individual probabilities under the
curve we say that the total area under the curve is 1.
 Why is it important to study standard normal distribution
➢ The SND allows us to make comparison across the infinitely many normal distributions that
exist in the world. When we standarize a normal distribition, then mean becomes 0 and
standard deviation beomes 1. This allows us to calculate the probability of certain values
occuring in our distribution, or to compare data sets with different means and standard
deviations.
➢ It can help us to make decisions about our data

Let's understand this with the help of an example.

Suppose here are two students Hamnah and Aqsa. Hamnah gets 65 marks in Maths exam and
Aqsa gets 80 marks in English exam. Now, if we are asked to tell who performed better with
respect to others, we cannot say that Aqsa did better than Hamnah by just looking at the
scores. As, the variability may be different. That is to say that the way students performed in
English may be different from the way they performed in Maths exam. So, direct comparison
by just looking at the scores will not work.
Example 6.2
Example 6.4
Example 6.5
Example 5: Example 6:

Or we can calculate
P(Z>-0.5) = 1- P(Z< -0.5)
= 1- 0.3085=0.6915
Example 1: Scores of an exam are normally distributed with a mean of 65 and
standard deviation of a 9. Find the percent of sore
(a) which is less than 54. [P(x ˂ 54)]
Solution: Steps of the solution and it's computation
Steps Evaluation
Step 1: Compute Z Here µ = 65 , σ = 9, X = 5
Z = (X - µ)/ σ = (54 – 65)/9 = -1.22

Step 2: Student realize [X~N ( µ , σ ) Z~N ( 0 , 1)] P(X ˂ 54) = P(Z ˂ -1.22)

Step 3: Graphing and shading the region and determine the

value using Z-score Table

Step 4: Compute the required probability P(x ˂ 54) = P(Z˂ -1.22) = 0.1112

Step 5: Finally, percent of score percent of score, which is less than 54 is 11.12% (of the
shaded region)
Example 2: Scores of an exam are normally distributed with a mean of 65 ad
standard deviation of a 9. Find the percent of sore (b) at least 80 [P(x ≥ 80)]

Solution: Steps of the solution and it's computation

Steps Evaluation
Step 1: Compute z1 Here µ = 65 , σ = 9, x1 = 80
z1 = (x1- µ)/ σ = (80 – 65)/9 = 1.67
Step 2: Student realize [X~N ( µ , σ ) Z~N ( 0 , P(x ≥ 80) = P(x > 80) Continuous distributions
1)] we will determine
P(X > 80) = P(Z >1.67) = 1- P(Z ˂ 1.67)
Step 3: Graphing and shading the region and
determine the value using Z-score Table

Step 4: Compute the required probability As, P (Z ˂1.67) = 0.9525

So, P (X> 80) = P (Z> 1.67)
=1- P(Z ˂ 1.67)
= 1- 0.9525 = 0.0475
Step 5: Finally, percent of score Percent of score, which is at least 80 is 4.75%
Example 3: Scores of an exam are normally distributed with a mean of 65
and standard deviation of a 9. Find the percent of sore (c) between 70 and86

Solution: Steps of the solution and it's computation

Steps Evaluation
Step 1: Compute Z1 and Z2 Here µ = 65 , σ = 9, x1 = 70, x2 = 86
z1 = (x1- µ)/ σ = (70 – 65)/9 = 0.56
z2 = (x2- µ)/ σ = (86 – 65)/9 = 2.33
Step 2: Student realize [X~N ( µ , σ ) Z~N ( 0 , 1)] P(70< X < 86) = P(0.56 <Z< 2.33)

Step 3: Graphing and shading the region and determine the

value using Z-score Table

Step 4: Compute the required probability P(70< X < 86) = P(0.56 <Z< 2.33)
= P(Z<2.33) - P(Z ˂ 0.56)
= 0.9901- 0.7123 = 0.2778
Step 5: Finally, percent of score Percent of score, which is between 70 and 86 is 27.78%
Example 4:

Solution: Steps of the solution and it's computation

Steps Evaluation
Step 1: As we know

Step 2:

Step 3:

Step 4: P(-0.64 ˂ Z ˂ 0.43) = P(-0.64 ˂ Z ˂ 0) + P(0˂ Z ˂ 0.43)

= [P(Z˂0˂0.64)]+[P(0˂ Z ˂ 0.43)]
=[ P(Z˂0.64) - P(Z˂0)]+[P(Z˂0.43) - P(Z˂0)]
= [0.7389-0.5000]+[0.6664-0.5000]
= 0.2389 + 0.1664= 0.4053
Step 5: Finally, percent of score Percent of score, which is between -0.64 and 0.43
is 40.53%
End