The Normal Distribution

Statistical Analysis
Session 7
The Normal Distribution
2011 Statistical Analysis
Session 7 - 1
Session 7 Topics
The Standard Normal Distribution
Normal Approximation to the Binomial
Assessing Normality
Session 7 - 2
Continuous Probability
Distributions
Continuous Random Variable:
Values from Interval of Numbers
Absence of Gaps
Continuous Probability Distribution:

Distribution of a Continuous Variable
Most Important Continuous Probability

Distribution: the Normal Distribution
Session 7 - 3

Bell Shaped
Symmetrical
f(X)
Mean, Median and

Mode are Equal
Middle Spread
Equals 1.33 s
Random Variable has
Infinite Range
Mean
Median
Mode
Session 7 - 4

Abraham DeMoivre (1733)
f(X)
developed the
mathematical equation
Karl Friedrich Gauss
(1777-1855)
Derived the equation from
a study errors in repeated
measurements
Mean
Median
Mode
Session 7 - 5
The Mathematical Model

f(x) =
(-1/2)((x- )
f(x)
frequency of random variable X
3.14159 ;
population standard deviation
value of random variable (- < x < )
population mean
e = 2.71828
Session 7 - 6
The Mathematical Model

f(x) =
(-1/2)((x- )
Mean and Variance
E( X ) x
E X x
Session 7 - 7
Many Normal Distributions
There are
an Infinite
Number
Varying the Parameters and , we

obtain Different Normal Distributions.
Session 7 - 8
Normal Distribution:
Finding Probabilities
Probability is the
area under the
curve!
P (c x d )
f(X)
c
X
Session 7 - 9
Probability is the
area under the
curve!
P ( x1
f(X)
x2
x x2 ) n( x ; , )dx
x1
x1
x2
1
2
x2
x
12
dx
x1
X
The normal curve is dependent
on the mean and standard
Session 7 - 10
deviation of the distribution
Which Table?
Each distribution
has its own table?
Infinitely Many Normal Distributions Means

Infinitely Many Tables to Look Up!
Session 7 - 11
P ( x1 x x2 )
f(X)
x1
1
2
x2
x
12
x1
Transformation
x
z
x2
Session 7 - 12
dx
f(Z)
z 0
z 1
x
z
z1
z2
P ( z1 z z 2 )
1
2
z2
12 z 2
dz
z1
Session 7 - 13
The Standardized Normal

Distribution
f(Z)
P ( z1 z z 2 )
z 1
1
2
z2
12 z 2
dz
z1
z1
z 0
z2
Definition
The Distribution of a normal random variable with
mean 0 and variance 1 is called a standard normal
distribution
Session 7 - 14

Distribution
Normal
Distribution
6.2 5
X
0.12
10
Standardized
Normal Distribution
= 10
Z = 1
= 5 6.2 X
= 0 .12
Shaded Area Exaggerated
Session 7 - 15

Distribution
P (0 Z 0.12)
1
2
0.12
Z = 0 and Z = 1
12 z 2
dz
.0478
.0478
Z= 0
z = 0.12
Shaded Area
Exaggerated
Session 7 - 16

Distribution
Standardized Normal Probability
Table (Portion)
.00
.01
= 0 and = 1
Z
.0478
.02
0.0 .0000 .0040 .0080
0.1 .0398 .0438 .0478

0.2 .0793 .0832 .0871
z = 0.12
0.3 .0179 .0217 .0255

Probabilities
Shaded Area
Exaggerated
Session 7 - 17

Distribution
Using Mathlab 6.1
P (0 z 0.12)
1
2
0.12
12 z 2
dz
Session 7 - 18

Distribution
Using Microsoft Excel
0.5
Z = 0.12
.547758426 0.5
0.047758426
Session 7 - 19

Distribution
Example
Given a standard normal distribution, find
the area under the curve that lies
(a) to the right of z = 1.84
(b) between z= -1.97 and z =0.86
Session 7 - 20

Distribution
Solution
Given a standard normal
distribution, find the area
under the curve that lies
0.967116
0.032884
1 P( z 1.84)
1 0.967116
0.032884
z = 1.84
Session 7 - 21

Distribution
Solution
distribution, find the area
under the curve that lies
1 P( z 1.84)
1 0.9671
0.0329
Session 7 - 22
The Standardized
Normal Distribution
Solution
0.780686

distribution, find the area under
the curve that lies
P( z 0.86) P ( z 1.97)
-1.97
0.86
0.805105 0.024419
= 0.780686
Session 7 - 23

Distribution
Solution
distribution, find the area under
the curve that lies
P( z 0.86) P ( z 1.97)
0.8051 0.0244
0.7807
Session 7 - 24

Distribution
Example
Given a standard normal distribution, find
the value of k such that
(a) P(z > k) = 0.3015
(b) P(k < z < -0.18)= 0.4197
Session 7 - 25

Distribution
Solution
0.6985
0.3015

distribution, find the value of
k such that
(a) P(Z > k) = 0.3015
z=k
k = 0.52
Session 7 - 26

Distribution
Solution
k such that
(a) P(Z > k) = 0.3015
P(Z < k) = 0.6985
k = 0.52
Session 7 - 27

Distribution
Solution
k such that
(b) P(k < Z < -0.18)= 0.4197
P ( Z 0.18) 0.428576
P ( Z k ) 0.428576 0.4197
P ( Z k ) 0.008876
0.4197
0.0089
k
-0.18
k 2.37
Session 7 - 28

Distribution
Solution
distribution, find the value
of k such that
(b) P(k < Z < -0.18)= 0.4197
P ( Z 0.18) 0.428576
P ( Z k ) 0.008876
k 2.37
Session 7 - 29

Distribution
Example
Given a normal distribution, with 50
and 10 find the probability that
X assumes a value between 45 and 62
Session 7 - 30

Distribution
Solution 50 10
P (45 X 62) ?
0.576392
45 50
Z 45
0.5
10
62 50
Z 62
1.2
10
-0.5
1.2
P ( Z 1.2) P ( Z 0.5) 0.88493 0.308538

0.576392
Session 7 - 31

Distribution
Example
and 50 find the probability that
X assumes a value greater than 362
Session 7 - 32

Distribution
Solution 300 50
P ( X 362) ?
362 300
Z 362
1.24
50
P ( Z 1.24) ?
P ( Z 1.24) 1 P ( Z 1.24)
1 0.892512
0.892512
0.107488
1.24
0.107488
Session 7 - 33

Distribution
Example
and 6 find the value of X that
has
(a) 45% of the area to the left
(b) 14% of the area to the right
Session 7 - 34

Distribution
Solution 40 6
(a) 45% of the area to the left
x
z
P ( X x) 0.45
P ( Z 0.13) 0.45
0.45
z x
x 0.13(6) 40
x 39.22
Session 7 - 35

Distribution
Solution 40 6
(b) 14% of the area to the right
P ( X x) 0.14
P ( Z 1.08) 0.86
z x
x 1.08(6) 40
x 46.48
x
z
0.14
0.86
Session 7 - 36
Applications of the Normal

Distribution
Example
A certain type of storage battery lasts on the
average 3.0 years, with a standard deviation
of 0.5 year. Assuming that the battery lives
are normally distributed, find the probability
that a given battery will last less than 2.3
years
Session 7 - 37
Applications of the Normal

Distribution
Solution
0. 5
P ( X 2.3) ?
2.3 3
z
1.4
0.5
P ( Z 1.4) ?
P ( Z 1.4) 0.080757
-1.4
Session 7 - 38
Applications of Normal
Distribution
Example
An electrical firms manufacture light bulbs that
have a length of life that is normally distributed
with mean equal to 800 hours and a standard
deviation of 40 hours. Find the probability that a
bulb burns between 778 and 834 hours.
Session 7 - 39
Distribution
Solution
mean = 800
SD = 40
P(778 < X < 834)=?
-0.55 0.85
A = P(-0.55 < Z < 0.85)
= P(Z < 0.85)- P(Z< -0.55)
= 0.8023- 0.2912
= 0.5111
Session 7 - 40
Distribution
Example
In an industrial process the diameter of a ball
bearing is an important component part. The
buyer sets specifications on the diameter to be
3.0 0.01 cm. The implication is that no part
falling outside these specifications will be
accepted. It is known that in the process the
diameter of a ball bearing has a normal
distribution with mean 3.0 and standard
deviation 0.005. On the average, how many
manufactured ball bearing will be scrapped?
Session 7 - 41
Distribution
Solution mean = 3
SD = 0.005
Accepted = P( 2.99 < X< 3.01)
= P( -2 < Z < 2)
A = P(-2 < Z < 2)
= P(Z < 2)- P(Z< -2)
= 0.9772- 0.0228
= 0.9544
Scrapped = 1 0.9545
= 0.0456
A
-2
Z
2
4.56% of manufactured
ball bearings will be
scrapped
Session 7 - 42
Distribution
Example
Gauges are used to reject all components in
which a certain dimension is not within the
specification 1.50 d . It is known that this
measurement is normally distributed with mean
1.50 and standard deviation 0.2. Determine the
value d such that the specifications cover
95% of the measurements.
Session 7 - 43
Distribution
Solution
mean = 1.5
SD = 0.2
P(1.5 - d < X < 1.5 + d) = 95%

Find d
P(-1.96 < X < 1.96) = 95%
1.96 = ((1.5 + d) 1.5)/0.2
d = 1.96(0.2)
= 0.392
95%
-1.96
Z
1.96
95%
1.108 1.5Session1.892
7 - 44
Distribution
Example
A certain machine makes electrical resistors
having a mean resistance of 40 ohms and a
standard deviation of 2 ohms. Assuming that
the resistance follows a normal distribution and
can be measured to any degree of accuracy,
what percentage of resistors will have a
resistance that exceeds 43 ohms?
Session 7 - 45
Distribution
Solution
mean = 40 SD = 2
P(X > 43) = ?
P(Z > 1.5) = ?
0.0668
P(Z >1.5) = 1 P(Z< 1.5)

= 1 - 0.9332
= 0.0668
1.5
6.68% of the resistors
will have a resistance
greater than 43 ohms
Session 7 - 46
Distribution
Example
On an examination the average grade was 74
and the standard deviation was 7. If 12% of the
class are given As and the grades are curved to
follow a normal distribution, what is the lowest
possible A and the highest possible B.
Session 7 - 47
Distribution
Solution
mean = 74 SD = 7
12% are given A
12%
Find
lowest possible A
highest possible B
P(Z< 1.175 ) = 0.88

X = 7 ( 1.175 ) + 74
= 82.225
1.175
Therefore,
lowest possible A = 83
highest possible B = 82
Session 7 - 48
Distribution
Example
On an examination the average grade was 74
and the standard deviation was 7. If 12% of the
class are given As and the grades are curved to
follow a normal distribution.
Find the sixth decile
Session 7 - 49
Distribution
Solution
mean = 74 SD = 7
12% are given A
60%
Find the sixth decile

Z
P(Z< 0.2533 ) = 0.60
X = 7 ( 0.2533 ) + 74
= 75.77343 ~ 75.77
60% of the grades are

75 or less
Session 7 - 50
Normal Approximation to
the Binomial
Binomial Distribution
A Bernouli trial can result in a success with
probability p and a failure with probability q = 1-p.
Then the probability distribution of the binomial
random variable X, the number of successes in
independent trials, is
n x n x
b( x; n, p ) p q
x
x = 0, 1, 2, n
Session 7 - 51
the Binomial
b(x; 15, 0.4)
Session 7 - 52
the Binomial
Theorem 7.1
If X is a binomial random variable with mean =np
and variance 2 =npq, then the limiting form of the
distribution of
X np
Z
npq
As n
, is the standard normal distribution with
n(z; 0,1)
Session 7 - 53
the Binomial
b(x; 15, 0.4)
Figure 7.1. Normal Approximation of b(x;15,0.4)
0.25
0.2
= np = 6
0.15
2 = npq = 3.6
0.1
0.05
0
10 11 12 13 14 15
x
Session 7 - 54
the Binomial
b(x; 15, 0.4)
0.25
P(X=4 ) = b(4;15,0.4) = 0.1268
= np = 6
2 = npq = 3.6
0.2
0.15
0.1
0.05
0
10 11 12 13 14 15
x
Session 7 - 55
the Binomial
0.25
P(X=4 ) = b(4;15,0.4) = 0.1268
P(3.5< X< 4.5 ) = P(X<4.5)-P(X<3.5)
0.2
0.15
= P(Z<- 0.79)- P(Z<-1.32)

= 0.2148 0.0934
= 0.1214
0.1
0.05
0
3.5 4.5
7
x
10 11 12 13 14 15
Session 7 - 56
the Binomial
0.25
P(7<X< 9 ) = 0.3564
0.2
P(6.5< X< 9.5 ) = P(X<9.5)-P(X<6.5)
0.15
= P(Z<1.85)- P(Z<0.26)
= 0.9678 0.6026
= 0.3652
0.1
0.05
0
6
6.5
10 11 12 13 14 15
x
9.5
Session 7 - 57
the Binomial
Example
The probability that a patient recovers from a
rare blood disease is 0.4. If 100 people are
known to have contracted this disease, what is
the probability that less than 30 survive
Session 7 - 58
the Binomial
Solution
The probability that a patient recovers from a rare blood disease is
0.4. If 100 people are known to have contracted this disease, what
is the probability that less than 30 survive
P(X < 30) =?
= np = 40
2 = npq = 24
= 4.899
Z29.5 = (29.5 40)/4.899
= - 2.14
P(X < 29.5)

30
29.5
P( Z < - 2.14) = ?Session 7 - 59
the Binomial
Solution
The probability that a patient recovers from a rare blood disease is
0.4. If 100 people are known to have contracted this disease, what
is the probability that less than 30 survive P(X < 30) =?
p = 0.4 n = 100
= np = 40
2 = npq = 24
= 4.899
Z29.5 = - 2.14
Z
-2.14
P(Z < -2.14) =?

P(Z < -2.14) = 0.0162
Session 7 - 60
the Binomial
Example
A multiple-choice quiz has 200 questions each
with 4 possible answers of which only 1 is the
correct answer. What is the probability that
sheer guess-work yields from 25 to 30 correct
answers for 80 of the 200 problems about which
the student has no knowledge?
Session 7 - 61
the Binomial
Solution
A multiple-choice quiz has 200 questions each with 4 possible

answers of which only 1 is the correct answer. What is the
probability that sheer guess-work yields from 25 to 30 correct
answers for 80 of the 200 problems about which the student has
no knowledge?
P( 25 X 30) =?
p = 0.25
n = 80
= 3.873
P( 24.5 X 30.5) =?
= 20
24.5
30.5
Session 7 - 62
the Binomial
Solution

no knowledge?
P( 25 X 30) =?
p = 0.25
n = 80
P( 1.16 < Z < 2.71)
= P( Z < 2.71) -P(Z<1.16)
= 0.9966 0.8770
= 0.1196
=1
=0
1.16
Z
2.71
Session 7 - 63
the Binomial
Solution

no knowledge?
Binomial
0.1193
Normal
0.1196
Session 7 - 64
Assessing Normality
Compare Data Characteristics
to Properties of Normal
Distribution
Put Data into Ordered Array
Find Corresponding Standard
Normal Quantile Values
Plot Pairs of Points
Assess by Line Shape
Normal Probability Plot

for Normal Distribution
90
X 60
Z
30
-2 -1 0 1 2
Look for Straight Line!

Session 7 - 65
Normal Probability Plots

Left-Skewed
Right-Skewed
90
90
X 60
X 60
Z
30
-2 -1 0 1 2
-2 -1 0 1 2
Rectangular
U-Shaped
90
90
X 60
X 60
Z
30
-2 -1 0 1 2
30
30
-2 -1 0 1 2
Session 7 - 66
Session 7 Summary
Discussed Normal Distribution
Described Standard Normal Distribution
Illustrated Approximation to the Binomial
Assessed the Normality Assumptions
Session 7 - 67

The Normal Distribution

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The Normal Distribution

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Statistical Analysis

2011 Statistical Analysis

2011 Statistical Analysis

Continuous Probability Distribution:

Most Important Continuous Probability