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Normal Distribution

Continuous Probability Distribution

Normal Distribution
One
of the most important examples of a continuous random distribution
Sometimes called Gaussian distribution
A normal distribution can be used to describe a variety of variables, such as
heights, weights, and temperatures.
A normal distribution corresponds to bell-shaped curves called the normal
curve.
The density function( mathematical equation) of this distribution is given by

Where

Normal Distribution Properties


1. A normal distribution curve is bell-shaped
2. The mean is located at the center of the distribution
3. A normal distribution curve is unimodal ( has only one mode)
4. The curve is symmetric about the mean, which is equivalent to saying that its
shape is the same on both sides of vertical line passing through the center.
5. The curve is continuous; that is, there are no gaps or holes. For each value of
X, there is a corresponding value of Y.
6. The curve never touches the x-axis.
7. The total area under a normal distribution curve is equal to 1 or 100%.
8. The area under the part of a normal curve that lies within 1 standard
deviation of the mean is approximately 0.68 or 68%; within 2
standard deviation, about 0.95 or 95%; and within 3 standard
deviations, about 0.997 or 99.7% as shown.

Sketching a Normal Distribution


Curve
Example

1. A trunk diameter of a certain variety of pine


tree is normally distributed with a mean of =150 cm and
a standard deviation of = 30 cm. Sketch a normal curve
that describes this distribution
Example 2. The heights of the same variety of pine tree
are also normally distributed. The mean height is =33 m
and the standard deviation is = 3 m. Sketch a normal
curve that describes this distribution

Standard Normal Distribution


A normal distribution with parameter values of mean =
0 (zero) and standard deviation = 1.
A random variable having a standard normal
distribution is called standard normal random
variable
Denoted by Z
The graph of f(z; 0, 1) is called the standard normal
curve or z curve.
All normally distributed variables can be transformed
into the standard normally distributed variable by using
the formula for the standard score.

Finding the Areas Under the Normal


Curve
The Table of areas under the normal curve is also known
as the z-table.
The area under the normal curve can be used as a
probability.
Four Steps in finding the areas under the normal curve
with given z-value.
1. Express the given z-value into a three digit form
2. Using the z-table, find the two digits on the left
column.
3. Match the third digit with the appropriate column on

Examples: Find the corresponding


areas of each of the following zvalues.
1. Z = 1.99 , 0.4767
2. Z = -1.16 , 0.3770
3. Z = 1.39 , 0.4177
4. Z = 1.68 , 0.4535
5. Z = -1.37 , 0.4147
6. Z = 0.96
7. Z = 1.74
8. Z = 2.18
9. Z = 2.69
10.Z = 3.00

The Z-Score
The
areas under the normal curve are given in terms of z-values
or scores.
The z-score locate X within a sample or within a population
Z-score for population data
Where, X given measurement , population mean,
population standard deviation
Z-score for sample data
Where, X given measurement , sample mean,
sample standard deviation

Example: Compute the


corresponding z-score

1. X = 362, = 300 and = 50 , z =1.24


2. X = 2.3 , = 3 and = 5
3. X = 778 , = 800 and = 40
4. X = 70 , and s = 8 , z = 1
5. X = 80 , and s = 2
6. X = 43 , and s = 2 , z = 1.5

Finding area under the standard distribution curve


1. Less than , below, at most , to the left of any z value : Look
up the z value in the table and take add the area from 0.5.
Take note take the sign of the z-score.

2. Greater than, at least, above , to the right of any z value :


Look up the z value and subtract the area from 0.5. Take
the sign of the z-score.

Finding area under standard distribution curve


3. Between any two z values. Look up both z values and
subtract the corresponding areas. Take the sign of the zscore.

Example: Find the area and shade the required region


1. Find the area to the left of z = 1.99

, 0.9767

2. Find the area to the right of z = -1.16

, 0.877

3. Find the area between z = 1.68 and z = -1.37


0.8682
4. Find the area to the right of z = 0.23
5. Find the area to the left z = - 1.43

Finding Areas under the standard


distribution curve using Microsoft
Excel
1. Finding the area to the left of any value of z.
In a blank cell type: NORMSDIST(z)
2. Find the area to the right of any value of z
In a blank cell type: 1 NORMSDIST(z)
3. Find the area between any two z values
In a blank cell type: NORMSDIST(upper z)
NORMSDIST(lower z)

Determining Probabilities
The area under the standard distribution curve
corresponds to the probability.
Probability Notation:
1. P(a<z<b)
The probability that the z-score is between a and b
2. P(z>a)
The probability that the z-score is greater than a
3. P(z<a)
The probability that the z-score is less than a

Example: Determining the


Probabilities
1. Given a standard normal distribution, find P(z<-1.65)
,0.0495
2. Given a standard normal distribution, find P(z>1.78)
, 0.0375
3. Given a standard normal distribution, find P(1.83<z<0.98) ,0.8029
4. Given a standard normal distribution, find P(z<-1.72)
5. Given a standard normal distribution, find P(z>0.54)
6. Given a standard normal distribution, find P(1.32<z<2.37)