13 - 1

Module 13: Normal Distributions

This module focuses on the normal distribution
and how to use it.
Reviewed 05 May 05/ MODULE 13
13 - 2
Sampling Distributions
Individual
observations
Means for
n = 5
Means for
n = 20
149 153.0 151.6
146
.
.
.
146.4
.
.
.
151.3
.
.
.
= 150 lbs = 150 lbs = 150 lbs
o
2
= 100lbs

o = 10 lbs

2
2 2
20 lbs
x
n
o
o = =
2
2 2
5 lbs
x
n
o
o = =
4.47 lbs
x
n
o
o = = 2.23 lbs
x
n
o
o = =
13 - 3
The normal distribution is defined by the density
function:



This function happens to be
Symmetrical,
Bell-shaped,
and easy to use tables are available.
2
1
2
1
( )
2
x
f x e

o
o t

| |

|
\ .
=
Normal Distribution Density Function
13 - 4
%
%
P
r
o
b
a
b
i
l
i
t
y

/

%

Normal Distribution
13 - 5
Population Distributions
13 - 6
Population Distributions
13 - 7
We can use the normal tables to obtain probabilities
for measurements for which this frequency distribution
is appropriate. For a reasonably complete set of
probabilities, see TABLE MODULE 1: NORMAL
TABLE.
This module provides most of the z-values and
associated probabilities you are likely to use; however,
it also provides instructions demonstrating how to
calculate those not included directly in the table.
Using the Normal Tables
13 - 8
Normal Tables (contd.)
The table is a series of columns containing numbers
for z and for P(z). The z represents the z-value for a
normal distribution and P(z) represents the area under
the normal curve to the left of that z-value for a
normal distribution with mean = 0 and standard
deviation = 1.

13 - 9
Using the Normal Tables
Z
(1) Area Below z = -2; P(z < -2) = 0.0228
2
(0,1)
0
1
N

o
=
=
13 - 10
Using the Normal Tables
Z
2
(0,1)
0
1
N

o
=
=
(2) Area Below z = -1; P(z < -1) = 0.1587
13 - 11
Using the Normal Tables
Z
2
(0,1)
0
1
N

o
=
=
(1) Area Below z = +2; P(z > +2) = 0.0228
13 - 12
Using the Normal Tables
Z
2
(0,1)
0
1
N

o
=
=
(2) Area Below z = +1; P(z > +1) = 0.1587
13 - 13
Using the Normal Tables
2
(0,1)
0
1
N

o
=
=
(3) Area Below z = 0; P(z > 0) = 0.5000
Z
13 - 14
Calculating the Area Under the Normal Curve
Z
2
(0,1)
0
1
N

o
=
=
(1) Area between -1, +1; P( -1 < z < +1)
up to z = +1: .8413
up to z = -1 : .1587
.6826
13 - 15
Calculating the Area Under the Normal Curve
Z
2
(0,1)
0
1
N

o
=
=
(2) Area between -2, +2; P( -2 < z < +2)
up to z = +2: .9772
up to z = -2 : .0228
.9544
13 - 16
Calculating the Area Under the Normal Curve
2
(0,1)
0
1
N

o
=
=
(3) Area between -2, +1; P( -2 < z < +1)
up to z = +1: .8413
up to z = -2 : .0228
.8185
Z
13 - 17
Standard Normal Distribution
2
(0,1)
0
1
N

o
=
=
(1) Values of z that bracket middle 95%
-1.96 to +1.96
Z
13 - 18
Standard Normal Distribution
2
(0,1)
0
1
N

o
=
=
(1) Values of z that bracket middle 99%
-2.576 to +2.576
Z
13 - 19
Calculating z-values
and ~ (0,1) Z N
If ~ ( , ) x x X N o
then the corresponding z value for x is given as


x
x
x
z

o

=
i.e.
z
= 0 and o
z
2
= 1
13 - 20
; if ~N( 150,10) . . 150, 10
150 150
when = 150; 0
10
170 150 20
when = 170; 2
10 10
x
x x
x
x
z X i e
x z
x z

o
o

= = =

= =

= = =
Calculating z-values
2
~ (0,1)
0
1
z
z
Z N

o
=
=
Z


~ ( , )
150
10
x x
x
x
X N o

o
=
=
110 120 130 140 150 160 170 180 190
2 x x o
2 x x o +
1 x x o
3 x x o
1 x x o + x
3 x x o +
13 - 21
The following questions reference a normal distribution with a
mean = 150 lbs, a variance o
2
= 100 lbs
2
, and a standard
deviation o = 10 lbs. Such a distribution is often indicated by
the symbols N(,o) = N(150, 10).

1. What is the likelihood that a randomly selected
individual observation is within 5 lbs of the population
mean = 150lbs?

2. What is the likelihood that a mean from a random
sample of size n = 5 is within 5 lbs of = 150 lbs?


3. What is the likelihood that a mean from a random
sample of size n = 20 is within 5 lbs of = 150 lbs?
Some Questions
13 - 22
Solution to Question 1
0.38292
X
155 150
0.5
10
Upper x
Upper
x
x
z

o


= = =
Area between z
upper
and z
lower
= 0.38292
145 150
0.5
10
Lower x
Lower
x
x
z

o

= = =
, Area up to z
upper
= 0.69146
, Area up to z
lower
= 0.30854

~ (150,10)
1
150
10
x
x
X N
n
lbs
lbs

o
=
=
=
13 - 23
Solution to Question 2
Area between z
upper
and z
lower
= 0.73728
0.73728
155 150
1.12
4.47
Upper x
Upper
x
x
z

o


= = =
145 150
1.12
4.47
Lower x
Lower
x
x
z

o

= = =
, Area up to z
upper
= 0.86864
, Area up to z
lower
= 0.13136


~ ( , )
5
150
10
4.47
5
x x
x
x
X N
n
n
o

o
o
=
=
= = =
X
13 - 24
Solution to Question 3
0.97490
155 150
2.24
2.23
Upper x
Upper
x
x
z

o


= = =
145 150
2.24
2.23
Lower x
Lower
x
x
z

o

= = =
, Area up to z
upper
= 0.98745
, Area up to z
lower
= 0.01255
Area between z
upper
and z
lower
= 0.97490


~ ( , )
20
150
2.23
x x
x
x
X N
n
lbs
lbs
n
o

o
o
=
=
= =
X
13 - 25
1
150
10
n
lbs
lbs

o
=
=
=
0.38292
5
150
= 4.47 x
n
lbs
lbs
n

o
o
=
=
=
20
150
= 2.23 x
n
lbs
lbs
n

o
o
=
=
=
0.73728
0.97490
13 - 26
When centered about = 150 lbs, what
proportion of the total distribution does an
interval of length 10 lbs cover?
How many standard deviations long must an
interval be to cover the middle 95% of the
distribution?

From - (??) standard deviations to + (??)
standard deviations covers (??) % of the
distribution?

All these questions require that the value for be
known and that it be placed in the center of these
intervals.
Some More Questions