IT1807
Normal Distributions
How a Continuous Probability Distribution Differs from a Discrete Probability Distribution?
1. A continuous probability distribution cannot be expressed in tabular form. Instead, an equation or formula is used
to describe it.
2. The probability that a continuous random variable will assume a particular value is zero.
Normal distribution (aka Gaussian distribution) is the most popular and useful continuous probability distribution for a
random variable, x. It describes data by two parameters:
• The mean of the distribution (µ) – The mean of the distribution determines the location of the center of the graph,
thus, changing its values will shift the average or center of the normal distribution. The overall shape of the
distribution remains the same.
• The standard deviation of the distribution (δ) – The standard deviation determines the height and width of the
graph, hence, differing its values will either flattens out the normal curve or the normal curve becomes steeper. As
the standard deviation, becomes smaller, the normal distribution becomes steeper. When the standard deviation
becomes larger, the normal distribution tends to flatten out or become broader.
The graph of a normal distribution is called the normal curve.
Properties of the Normal Curve
1. The normal distribution curve is symmetric about the mean (the shape are same on both sides).
For a distribution that is symmetrical and bell-shaped (in particular, for a normal distribution):
o Approximately 68% of the data values will lie within 1 standard deviation on each side of the mean.
o Approximately 95% of the data values will lie within 2 standard deviations on each side of the mean.
o Approximately 99.7% (or almost all) of the data values will lie within 3 standard deviations on each side of
the mean.
2. The mean, median, and mode are equal.
3. The normal curve is asymptotic (it never touches the x-axis).
4. The total area under the part of a normal distribution curve is 1.00 or 100%.
5. The normal curve area may be sub-divided into at least three standard scores each to the left and to the right of the
vertical axis. Along the horizontal line, the distance from one integral standard score to the next integral standard
score is measured by the standard deviation.
The Relationship Between Z and X This shifts the mean of X to zero
Formula:
𝑋−
𝑍=
δ
This changes the shape of the curve
where Z = standard score
• X = the value of any particular observation or measurement
• μ = the mean of the distribution
• δ = standard deviation of the distribution
Using the Z table
1. Go to the row that represents the leading digit of the Z-value and the first digit after the decimal point.
2. Go to the column that represents the second digit after the decimal point of the Z-value.
3. Intersect the row and column. The “intersection” number represents P(0 < z < Z).
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IT1807
Uniform Probability Distribution
Uniform distribution (aka Rectangular probability distribution) is a continuous distribution in which the same height, of the
function, is obtained over a range of values.
for a ≤ x ≤ b
Where:
• a = the smallest value the variable can accept
• b = the largest value the variable can accept
• μ = the mean of the distribution
• δ = standard deviation of the distribution
The length of the rectangular base is (𝑏𝑏−𝑎𝑎) and the total area of the under the curve of probability distribution function
should be 1. Thus,
Therefore,
Sample Problem 1: You arrive into a building and are about to take an elevator to your floor. Once you call the elevator, it
will take between 0 and 40 seconds to arrive to you. We will assume that the elevator arrives uniformly between 0 and 40
seconds after you press the button. What is the probability that elevator takes less than 15 seconds to arrive?
Solution:
• In this case the interval of probability distribution = [a = 0 and b = 40].
• Interval of probability distribution of successful event = [0 seconds, 15 seconds]. The probability 𝑃(𝑥 < 15)
• Hence the probability that elevator takes less than 15 seconds to arrive = 0.375
Exponential Probability Distribution
Exponential distribution (aka negative exponential distribution) is a continuous distribution often used to measure the time
that elapses between two occurrences of an event (the time between arrivals). Some examples are:
• Time required to complete a questionnaire
• Time between vehicle arrivals at a toll booth
• Distance between major defects in a highway
𝒇(𝑿) = 𝝁𝒆−𝝁𝒙 , 𝑿 ≥ 𝟎
𝟏 𝟏
𝑬𝒙𝒑𝒆𝒄𝒕𝒆𝒅 𝒗𝒂𝒍𝒖𝒆 = ; 𝑽𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 𝟐
𝝁 𝝁
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Where:
• X = random variable (service times).
• x = time
If X is an exponential random variable, then we can calculate probabilities by:
o 𝑃 (𝑋 > 𝑥) = 𝑒 −𝜇𝑥
o 𝑃 (𝑋 < 𝑥) = 1 − 𝑒 −𝜇𝑥
o 𝑃 (𝑥1 < 𝑋 < 𝑥2 ) = 𝑃 (𝑋 < 𝑥2 ) − 𝑃 (𝑋 < 𝑥1 ) = 𝑒 −𝜇𝑥1 − 𝑒 −𝜇𝑥2
• µ = average number of units the service facility can handle in a specific period of time
• e = 2.718 (the base of natural logarithms)
Sample Problem 2: The mechanic of Joemuff Mufflers and Headers can install three (3) new mufflers per hour, and this
service time is exponentially distributed. What is the probability that the time to install a new muffler would be ½ hour or
less?
Solution:
Given:
X = exponentially distributed service time
μ = 3 per hour
x = ½ hour = 0.5 hour
Thus, the probability that the mechanic will install a muffler in 0.5 hour is about a 77.687%.
References:
Chapter 2 Probability Concepts and Applications (2012) Retrieved from: https://slideplayer.com/slide/4881052/
Chapter 3 Random Variables (n. d.) Retrieved from: https://www.slideserve.com/elvina/complete-business-statistics
Chapter 5 Discrete and Continuous Probability Distributions (2005) Retrieved from: https://slideplayer.com/slide/5144009/
Chapter 6 Continuous Probability Distributions (n. d.) Retrieved from: https://www.slideserve.com/hayes-nguyen/chapter-6-
continuous-probability-distributions
Chapter 6 Continuous Probability Distributions. (2002) Retrieved from: https://slideplayer.com/slide/5935344/
Chapter 6: Normal Probability Distributions (n. d.) Retrieved from: https://slideplayer.com/slide/5964498/
Chapter 8 Continuous Probability Distributions. (2005) Retrieved from: https://slideplayer.com/slide/5181201/
Continuous Probability Distributions (n. d.) Retrieved from: https://slideplayer.com/slide/9767236/
Continuous Probability Distributions (n. d.) Retrieved from: https://slideplayer.com/slide/7050195/
Section 6-1 Introduction to Normal Distributions (2012) Retrieved from: https://slideplayer.com/slide/12371442/
The Normal Curve and Z-scores (2018) Retrieved from: https://slideplayer.com/slide/2825665/
The Normal Distribution (2006) Retrieved from: https://slideplayer.com/slide/11572886/
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