4.

3 NORMAL PROBABILITY
DISTRIBUTIONS
The Most Important Probability
Distribution in Statistics
Normal Distributions
 A random variable X with mean  and
standard deviation is normally distributed if
its probability density function is given by

2
xx2
11 (1(1/ /22))  

ff((xx)) ee     xx  
 22
where 
where 33..14159
14159...... and 22..71828
and ee  71828......
 The Shape of Normal
Distributions
Normal distributions are bell shaped, and
symmetrical around 

90  110
Why symmetrical? Let  = 100. Suppose x = 110. Now suppose x = 90
2 2 2 2
 110  100   10   90  100    10 
1  (1/ 2)  1  (1/ 2)  1  (1/ 2)  1  (1/ 2) 
         
f (110 )  e  e f (90)  e  e
 2  2  2  2
 Normal Probability
Distributions
 The expected value (also called the
mean) E(X) (or )can be any number
 The standard deviation  can be any
nonnegative number
 The total area under every normal curve
is 1
 There are infinitely many normal
distributions
Total area =1; symmetric
around µ
The effects of  and 
How does the standard deviation affect the shape of f(x)?
= 2
 =3
 =4

How does the expected value affect the location of f(x)?

 = 10  = 11  = 12
  µ = 3 and  = 1

X
0 3 6 8 9 12

A family of bell-shaped curves that differ

only in their means and standard
deviations.
µ = the mean of the distribution
 = the standard deviation
  µ = 3 and  = 1

X
0 3 6 9 12

µ = 6 and  = 1


X
0 3 6 9 12
 
µ = 6 and  = 2

X
0 3 6 8 9 12

µ = 6 and  = 1


X
0 3 6 8 9 12
P(6 < X < 8) µ = 6 and  = 2

X
0 3 6 9 12

Probability = area under the density curve

P(6a < X < 8)
b = area under the density curve
between 6a and 8.
b
X
P(6 < X < 8) µ = 6 and  = 2

X
0 3 6 8 9 12

Probability = area under the density curve

6 8
P(6a < X < 8)
b = area under the density curve
between 6a and 8.
b
6 8 X
Probability = area under the density curve
6 8
P(6a < X < 8)
b = area under the density curve
between 6a and 8.
b
6 8 X
Probabilities: f(x) P(a < X < b)
area under
graph of f(x)
a b X

P(a < X < b) = area under the density curve

between a and b. b

P(a  X  b) = f(x)dx
P(X=a) = 0 a

P(a < x < b) = P(a < x < b)

 Standardizing
 Suppose X~N(
 Form a new random variable by
subtracting the mean  from X and
dividing by the standard deviation :
(X
 This process is called standardizing the
random variable X.
 Standardizing (cont.)
 (X is also a normal random
variable; we will denote it by Z:
Z = (X
 has mean 0 and standard deviation
1:
E(Z) =  = 0; SD(Z) = 

 The probability distribution of Z is called
the standard normal distribution.
 Standardizing (cont.)
 If X has mean  and stand. dev. , standardizing
a particular value of x tells how many standard
deviations x is above or below the mean .
 Exam 1: =80, =10; exam 1 score: 92
Exam 2: =80, =8; exam 2 score: 90
Which score is better?

92  80 12
z1   1.2
10 10
90  80 10
z2   1.25
8 8
90 on exam 2 is better than 92 on exam 1
 µ = 6 and  = 2

X
0 3 6 8 9 12
(X-6)/2

µ = 0 and  = 1

.5 .5

Z
-3 -2 -1 0 1 2 3
 Pdf of a standard normal rv
 A normal random variable x has the
following pdf:
1  ( x  ) 
2
 2 2 
f ( x)  1
e  ,   x  
 2
Z ~ N (0,1) substitute 0 for  and 1 for 
pdf for the standard normal rv becomes
1 2
1  z
 ( z)  e 2 ,   z 
2
Standard Normal Distribution

.5 .5

Z
-3 -2 -1 0 1 2 3

Z = standard normal random variable

 = 0 and  = 1
 Important Properties of Z
#1. The standard normal curve is
symmetric around the mean 0
#2. The total area under the curve is 1;
so (from #1) the area to the left of 0 is
1/2, and the area to the right of 0 is 1/2
 Finding Normal Percentiles by Hand
(cont.)
 Table Z is the standard Normal table. We have to convert
our data to z-scores before using the table.
 The figure shows us how to find the area to the left when
we have a z-score of 1.80:
Areas Under the Z Curve:
Using the Table
P(0 < Z < 1) = .8413 - .5
= .3413

.50

.3413 .1587
Z
0 1
 Standard normal probabilities have been
calculated and are provided in table Z.
The tabulated probabilities correspond P(- <Z<z0)
to the area between Z= - and some z0

Z = z0
 Example – continued X~N(60, 8)
 X  60 70  60 
P ( X  70) P   
 8 8 
P ( z  1.25) 0.8944
0.8944
0.8944
0.8944
P(z < 1.25) = 0.8944 0.8944
0.8944
In this example z0 = 1.25
 Examples
Area=.3980

0 1.27 z

 P(0  z  1.27) = .8980-.5=.3980

 A2

0
.55

P(Z  .55) = A1
= 1 - A2
= 1 - .7088
= .2912
 Examples
Area=.4875

Area=.0125 -2.24 0 z

 P(-2.24  z  0) =.5 - .0125 = .4875

P(z  -1.85) = .0322
 Examples (cont.)

.9968

A1 A2
A
A1 z
-1.18 0 2.73
.1190

 P(-1.18 z 2.73) = A - A1
 = .9968 - .1190
 = .8778
vi) P(-1≤ Z ≤ 1)

.6826
.1587 .8413

P(-1 ≤ Z ≤ 1) = .8413 - .1587 =.6826

 6. P(z < k) = .2514

.2514 .5 .5

-.67

Is k positive or negative?
Direction of inequality; magnitude of probability
Look up .2514 in body of table; corresponding entry is -.67
 Examples (cont.) viii)

.7190

.2810

250  275
P ( X  250) P( Z  )
43
 25
P( Z  ) P ( Z   .58) 1  .2810 .7190
43
 Examples (cont.) ix)

.8671

.1230
.9901

ix) P (225  x 375)

P  22543 275  x 43275  37543 275 
P ( 1.16  z 2.33) .9901  .1230 .8671
 X~N(275, 43) find k so that P(x<k)=.9846


.9846P ( x  k )  P x  275  k  275
43 43


P z  k  275
43

 k  275 2.16 ( from standard normal table)
43
 k  2.16( 43)275367.88
 P( Z < 2.16) = .9846

.9846

Area=.5
.4846
.1587
0 2.16 Z
 Example
 Regulate blue dye for mixing paint; machine
can be set to discharge an average of 
ml./can of paint.
 Amount discharged: N(, .4 ml). If more than
6 ml. discharged into paint can, shade of
blue is unacceptable.
 Determine the setting  so that only 1% of
the cans of paint will be unacceptable
 Solution
X =amount of dye discharged into can
X ~N( , .4); determine  so that
P ( X  6) .01
 Solution (cont.)
X =amount of dye discharged into can
X ~N( , .4); determine  so that
P ( X  6) .01
.01 P ( x  6) P  x 
.4  6 
.4  
P z  6 
.4 
6 
 .4 2.33(from standard normal table)
  = 6-2.33(.4) = 5.068