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Chapter 6

The Normal
Distribution and
Other Continuous
Distributions

PowerPoint to accompany:

Continuous Probability Distributions


A continuous random variable is a variable that can assume any
value on a continuum (can assume an infinite number of values)
These can potentially take on any value, depending only on the ability
to measure accurately
Thickness of an item
Time required to complete a task
Weight, in grams
Height, in centimetres

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The Normal Distribution


Probability
Distributions
Continuous
Probability
Distributions
Normal
Uniform
Exponential
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The Normal Distribution

Bell-shaped

f(X)

Symmetrical

Mean, median and mode are equal


Central location is determined by the mean,

Mean
Spread is determined by the standard deviation, = Median

= Mode
The random variable X has an infinite theoretical
range: + to

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Many Normal Distributions

By varying the parameters and , we obtain different


normal distributions

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The Normal Distribution Shape

f(X)

Changing shifts the


distribution left or right

Changing increases or
decreases the spread
(variability)

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The Normal Probability Density Function


The formula for the normal probability density function is

f(X)

1
(1/2)[(X )/] 2
e
2

Where e = the mathematical constant approximated by 2.71828


= the mathematical constant approximated by 3.14159
= the population mean
= the population standard deviation
X = any value of the continuous variable
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Translation to the Standardised Normal Distribution


Any normal distribution (with any mean and standard deviation
combination) can be transformed into the standardised
normal distribution (Z)

Translate any X to the


Standardised Normal (the Z
distribution) by subtracting
from any particular X value
the population mean and
dividing by the population
standard deviation:

X
Z

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The Standardised Normal Probability Density


Function
The formula for the standardised normal probability density
function is

f(Z)

1
(1/2)Z 2
e
2

Where e = the mathematical constant approximated by 2.71828


= the mathematical constant approximated by 3.14159
Z = any value of the standardised normal distribution
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The Standardised Normal Distribution


Also known as the Z distribution
Mean is 0
Standard deviation is 1
f(Z)

1
0

Values above the mean have positive Z-values Values below


the mean have negative Z-values
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Standardised Normal Distribution Example


If X is distributed normally with mean of 100 and standard
deviation of 50, the Z value for X = 200 is

X
Z

200

100

50

2.0

This says that X = 200 is two standard deviations (2 increments


of 50 units) above the mean of 100

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Comparing X and Z Units

100
0

200
2.0

X
Z

( = 100, = 50)
( = 0, = 1)

Note that the distribution is the same, only the scale has
changed. We can express the problem in original units (X) or in
standardised units (Z)
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Finding Normal Probabilities


Probability is measured by the area under the curve

f(X)

P (a X b )
= P (a < X < b )

a
13

(Note that the


probability of any
individual value is zero
since the X axis has an
infinite theoretical
range: + to

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P(X)1.0

Probability as Area Under the Curve

The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below
f(X)

P( X)

0.5

P( X ) 0.5

0.5

0.5

14

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Empirical Rules
What can we say about the distribution of values around the mean?
There are some general rules:

f(X)

1 encloses approx 68.26 % of


observations

-1

+1

68.26%
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Empirical Rules
2 covers approx 95.44% of observations
3 covers approx 99.73% of observations

95.44%
16

2
x

99.73%

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The Standardised Normal Table


The Cumulative Standardised Normal table
in the textbook (Appendix Table E.2) gives
the probability less than a desired value for Z
Once Z<-6 the values listed become so small as
to be effectively 0 in area

0.9772
Example:
P(Z < 2.00) = 0.9772

17

0 2.00

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The Standardised Normal Table


The column gives the value of Z to
the second decimal point
Z
The row shows
the value of Z to
the first decimal
point

0.00

0.0

0.02

The value within the

0.1
.
.
.
2.0

0.01

table gives the


probability from
.9772

Z = +6 down to the
desired Z value

P(Z 2.0
< 2.00) =
0.9772
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General Procedure for Finding Probabilities


To find P(a < X < b) when X is distributed normally:
1.

Draw the normal curve for the


problem in terms of X

2.

Translate X-values to Z-values and


put Z values on your diagram

3.

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Use the Standardised Normal Table

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Finding Normal Probabilities


Suppose X is normally distributed with mean 8.0 and standard
deviation 5.0. Find P(X < 8.6)

8.6

8.0

5.0

0.12

Therefore, P(X < 8.6) if the same as P(Z < 0.12)


=8
= 10

8 8.6
0 0.12
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X scale
Z scale

Solution: Finding P(Z < 0.12)


Standardised Normal Probability
Table (Portion)

.00

.01

.02

P(X < 8.6)


= P(Z < 0.12)
.5478

0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478


0.2 .5793 .5832 .5871
0.3 .6179 .6217 .6255
21

0.00 0.12

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Z scale

Upper Tail Probabilities


Suppose X is normally distributed with mean 8.0
and standard deviation 5.0
Now find P(X > 8.6) = P (Z > 0.12)
We already know
P(Z < 0.12 = 0.5478)

Total area under curve is 1.0

0.5478

0.4522

We also know that total


area under the curve
can only ever be 1.0
(100%)
Thus, to find P(Z > 0.12)
= 1.0 P(Z < 0.12)
= 1.0 0.5478 = 0.4522
22

0 0.12

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Z scale

Probability Between Two Values


Suppose X is normal with mean 8.0 and standard deviation 5.0.
Find P(8 < X < 8.6)
Calculate two sets of Z-values
(at X=8 and at X=8.6)

Z1

X
Z2

8
5

8.6

8
5

0.12

8 8.6
0 0.12

X
Z

P(8 < X < 8.6)


= P(0 < Z < 0.12)
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Solution: Finding P(0 < Z < 0.12)


P(8 < X < 8.6)
Table E.2 (Portion)
Z

.00

= P(0 < Z < 0.12)


= P(Z < 0.12) P(Z 0)
.01

.02

= 0.5478 - .5000 = 0.0478

0.0 .5000 .5040 .5080


0.5000
0.1 .5398 .5438

.5478

0.2 .5793 .5832 .5871


0.3 .6179 .6217 .6255
0.00 0.12 Z scale
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Probabilities in the Lower Tail


P(7.4 < X < 8)
= P(-0.12 < Z < 0)
= P(Z < 0) P(Z -0.12)

Suppose X is normally
distributed with mean 8.0
and standard deviation
5.0

= 0.5000 - 0.4522 = 0.0478


Now find P(7.4 < X < 8)
The normal distribution is
symmetric, so this
probability is the same
as P(0 < Z < 0.12)

0.4522

7.4 8.0
-0.12 0
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X
Z

Finding the X Value for a Known Probability

1. Draw a normal curve placing all known


values on it such as mean of X and Z
2. Shade in area of interest and find
cumulative probability
3. Find the Z value for the known probability
4. Convert to X units using the formula

X Z
Note* This formula is simply our Z formula rearranged in
terms of X
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Finding the X Value for a Known Probability Example


Suppose X is normal with mean 8.0 and standard deviation
5.0
Now find the X value so that only 20% of all values are below
this X
Steps 1 and 2
0.2000

?
?
27

8.0
0

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X
Z

Finding the X Value for a Known Probability Example

Step 3. Find the Z value for the known probability


Table E.2 (Portion)

Z
-0.9

.03

.04

.05

20% area in the lower


tail is consistent with
a Z value of -0.84
(closest)

.1762 .1736 .1711

-0.8 .2033 .2005 .1977


-0.7

.2327 .2296 .2266


?

8.0
-0.84 0
28

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X
Z

Finding the X Value for a Known Probability Example


Step 4. Convert to X units using the formula

X Z
8.0 ( 0.84 )5.0

Note Z = -0.84 (not +0.84)


since we are dealing with the
left hand side of the curve

3.80
So 20% of the values from a distribution with mean 8.0 and
standard deviation 5.0 are less than 3.80

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The Uniform Distribution


Probability
Distributions

The uniform distribution is


a probability distribution
that has equal
probabilities for all
possible outcomes of
the random variable
Also called a rectangular
distribution
30

Continuous
Probability
Distributions

Normal
Uniform
Exponential

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The Uniform Distribution


The Continuous Uniform Distribution

f(X) =

1
ba

if a X b

otherwise

where
f(X) = value of the density function at any X value
a = minimum value of X
b = maximum value of X
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Characteristics of the Uniform Distribution


The mean of a uniform distribution is

ab

2
The standard deviation is

32

(b-a)
12

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Uniform Distribution Example for the Range 2X6

f(X) =

1
6 - 2 = 0.25

for 2 X 6

f(X)
0.25

ab 26

4
2
2
33

(b-a)2

12

(6-2)2
1.1547
12

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Uniform Distribution Example to find P(3 X 5)

P(3 X 5) = (Base)(Height) = (2)(0.25) = 0.5

f(X)
0.25

2
34

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Normal Approximation to the Binomial Distribution

The binomial distribution is a discrete distribution whereas the normal


distribution is continuous

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Normal Approximation to the Binomial Distribution


General rule: The normal distribution can be used to approximate
the binomial distribution if

np 5 and

n(1 p) 5

The closer p is to 0.5, the better the normal approximation to the


binomial
The larger the sample size n, the better the normal approximation to
the binomial

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Normal Approximation to the Binomial Distribution


The mean and standard deviation of the binomial distribution
are
= np

np(1 p)

Transform binomial to normal using

X
Z

37

the formula:

X np
np(1 p)

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