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NORMAL DISTRIBUTION

CHARACTERISTICS OF THE NORMAL


PROBABILITY DISTRIBUTION
 The shape of the normal curve is often illustrated as
a bell-shaped curve.
 Two parameters, µ (mean) and σ (standard
deviation),
 The µ controls the center and
 σ controls the spread.
 The normal curve is symmetric.
CHARACTERISTICS OF THE NORMAL
PROBABILITY DISTRIBUTION
 The total area under the curve is 1
 (.5 to the left of the mean

 and .5 to the right).

 Probabilities for the normal random variable are


given by areas under the curve.
Normal Probability Distribution

2
1  x −µ 
 PDF: 1 −  
f(x) = e 2 σ 

σ 2π

 µ = mean
 σ = standard deviation
 π = 3.14159
 e = 2.71828
Effect of varying parameters
µ & σ)

f(X)
B

A C

X
Empirical Rule
About 68% of the area lies
within 1 standard deviation
68% of the mean

−3σ −2σ −σ µ +σ +2σ +3σ


About 95% of the area lies
within 2 standard
deviations
About 99.7% of the area lies within 3
standard deviations of the mean
Continuous Random Variable
Probability
b
Probability Is Area P(a ≤ x ≤ b) = ∫ f ( x)dx
a
Under Curve!
f(x)

X
a b
Standard Normal Distribution
The normal distribution with parameter values
µ = 0 and σ = 1
The random variable is denoted by Z.
The pdf is
1 − z2 / 2
f ( z;0,1) = e −∞ < z < ∞
σ 2π
The cdf is
z
Φ( z ) = P( Z ≤ z ) = ∫ f ( y;0,1)dy
−∞
Standard Normal Distribution

Shaded area = Φ(z )


Standard
normal curve

0 z
Standard Normal Distribution
(Example)
Find the area under the standard normal curve to
the left of z = 1.95
Solution:
Standard Normal Distribution
(Example)

Let Z be the standard normal variable. Find (from table)

a. P( Z ≤ 0.85)

Area to the left of 0.85 = 0.8023

b. P(Z > 1.32)

1 − P( Z ≤ 1.32) = 0.0934
Standard Normal Distribution

c. P(−2.1 ≤ Z ≤ 1.78)
Determine the area to the left of 1.78 then subtract
the area to the left of –2.1.

= P( Z ≤ 1.78) − P( Z ≤ −2.1)
= 0.9625 – 0.0179
= 0.9446
Converting to the standard normal
distribution
 But what if the variable is not standard normal? The
statistical tables are only for standard normal variable z.
 Solution: convert the normal variable into a standard
normal variable by changing each x value into a z value.
 Once the variable is converted to a standard normal
variable, look at the standard normal tables for the
probabilities.
Standardize the Normal
Distribution
X −µ
Z=
Normal σ Standardized
Distribution Normal Distribution
σ σ=1

µ µ= 0 Z
X
One table!
Normal probability distribution
(Example)
 A food company produces cans of beans. The net weight
of a can of bean is normally distributed with mean 524
gm and standard deviation 3 gm. A can of bean is
randomly selected. Calculate the probability that the net
weight is:
(a) More than 526 gm.
(b) Less than 523 gm.
(c) Between 523 gm and 526 gm.
Normal probability distribution
(Example)
 526 − 524 
(a) P ( x > 526 ) = P  Z > 
 3 
= P( Z > 0.67)
= 1 − 0.7486
= 0.2514

 523 − 524 
(b) P ( x < 523) = P Z < 
 3 
= P( Z < −0.33)
= 1 − 0.6293
= 0.3707
Normal probability distribution
(Example)

(c) P (523 < x < 526) = P 523 − 524 < Z < 526 − 524 
 3 3 
= P (−0.33 < Z < 0.67)
= P ( Z < 0.67) − [1 − P( Z < 0.33)]
= 0.7486 − (1 − 0.6293)
= 0.7486 − 0.3707
= 0.3779
Normal probability distribution
(TRY)
 An oil company sells on average 15 gallons of oil per
week with a standard deviation of 6 gallons. What is
the probability that the oil company will sell more
than 20 gallons next week?
Thank
you