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Lecture 25-26-Normal Distribution

The document discusses the normal distribution. Some key points: 1. The normal distribution is a continuous, bell-shaped distribution with mean equal to median equal to mode. 2. It is the most important probability model in statistics. 3. The document provides examples of using the normal distribution and solving probability problems involving it. It also includes sample problems and solutions related to income distribution, exam grades, and word counts on pages.

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Rajesh Kabi
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94 views

Lecture 25-26-Normal Distribution

The document discusses the normal distribution. Some key points: 1. The normal distribution is a continuous, bell-shaped distribution with mean equal to median equal to mode. 2. It is the most important probability model in statistics. 3. The document provides examples of using the normal distribution and solving probability problems involving it. It also includes sample problems and solutions related to income distribution, exam grades, and word counts on pages.

Uploaded by

Rajesh Kabi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CIVL101

Lecture-25-26

Normal Distribution
Unit 5: Probability Distributions

Learning Outcomes:

To know about the Normal distribution.


Normal Distribution

Normal distribution is a continuous distribution.

Normal distribution is also called as Gaussian distribution.

It is the most important probability model in statistical analysis.

Originally, Normal distribution was derived as limiting case of Binomial


distribution when:

1. 𝑛 is very large that is 𝑛 → ∞

2. Neither 𝑝 nor 𝑞 is very small.


Properties of Normal Distribution

1. It is a bell-shaped distribution.

2. The total area of the normal curve is 1.

3. It is a continuous variable distribution.

4. It is a unimodal distribution.

5. Here, Mean = Median = Mode.


Normal Probability Curve (NPC)
Examples of Normal Distribution

1. Many distributions like Binomial, Poisson etc. can be approximated


by Normal distribution.

2. Statistical quality control in industry is based on the theory of normal


distribution.

3. Many sampling distribution like student’s t distribution, chi-squared


distribution etc. tend to normal distribution when the sample size is
large.
Probability density function of Normal Distribution

Let X be a continuous random variable having mean 𝜇 and variance 𝜎 2 .

𝑋−𝜇
𝑍=
𝜎

We call 𝑍 as the standard normal variate and we write 𝑍~𝑁(0,1).

The probability density function is given by:

1 𝑍 2
𝜑 𝑍 = 𝑒 − ൗ2 , −∞ <𝑍<∞
2𝜋
Polling Quiz

Which of the following is not true about Normal distribution?

(A) It is a continuous variable distribution.

(B) It is a unimodal distribution.

(C) Here, Mean ≠ Median ≠ Mode.

(D) The total area of normal curve is 1.


Problem 1. The random variable X is normally distributed with mean equal to 9
and standard deviation 3. Find the probabilities: (I) 𝑋 ≥ 15 (II) 𝑋 ≤ 15

(III) 0 ≤ 𝑋 ≤ 9.

[Given 𝑃 0 ≤ 𝑍 ≤ 2 = 0.4772, 𝑃 0 ≤ 𝑍 ≤ 3 = 0.4987]

Solution. We have μ = 9, 𝜎 = 3 and 𝑋~𝑁(9,9).


𝑋−𝜇 𝑋−9
The standard normal variate is 𝑍 = =
𝜎 3

15−9
(I) When 𝑋 = 15, 𝑍 = =2
3

𝑃 𝑋 ≥ 15 = 𝑃 𝑍 ≥ 2 = 0.5 − 𝑃(0 ≤ 𝑍 ≤ 2)
= 0.5 − 0.4772 = 0.0228
(II) 𝑃 𝑋 ≤ 15 = 1 − 𝑃 𝑋 ≥ 15
= 1 − 0.0228 = 0.9772

(III) 0≤𝑋≤9

0−9
When 𝑋 = 0, 𝑍 = = −3
3

9−9
When 𝑋 = 9, 𝑍 = =0
3

𝑃 0 ≤ 𝑋 ≤ 9 = 𝑃 −3 ≤ 𝑍 ≤ 0 = 𝑃(0 ≤ 𝑍 ≤ 3)
= 0.4987
Problem 2. The random variable X is normally distributed with mean equal to 16
and standard deviation 5. Find the probabilities: (I) 𝑋 ≥ 25 (II) 𝑋 ≤ 25

(III) 0 ≤ 𝑋 ≤ 16.

[Given 𝑃 0 ≤ 𝑍 ≤ 1.8 = 0.4641, 𝑃 0 ≤ 𝑍 ≤ 3.2 = 0.4993]

Solution. We have μ = 16, 𝜎 = 5 and 𝑋~𝑁(16,25).


𝑋−𝜇 𝑋−16
The standard normal variate is 𝑍 = =
𝜎 5

25−16
(I) When 𝑋 = 25, 𝑍 = = 1.8
5

𝑃 𝑋 ≥ 15 = 𝑃 𝑍 ≥ 1.8 = 0.5 − 𝑃(0 ≤ 𝑍 ≤ 1.8)


= 0.5 − 0.4641 = 0.0359
(II) 𝑃 𝑋 ≤ 25 = 1 − 𝑃 𝑋 ≥ 25
= 1 − 0.0359 = 0.9641

(III) 0 ≤ 𝑋 ≤ 16

0−16
When 𝑋 = 0, 𝑍 = = −3.2
5

16−16
When 𝑋 = 16, 𝑍 = =0
5

𝑃 0 ≤ 𝑋 ≤ 16 = 𝑃 −3.2 ≤ 𝑍 ≤ 0 = 𝑃(0 ≤ 𝑍 ≤ 3.2)


= 0.4993
Problem 3. In a large institution, 2.28% of employees have income below Rs
4,500 and 15.87% of employees have income above Rs. 7,500 per month.
Assuming the distribution of income to be normal, find its mean and standard
deviation.

Solution. We have Mean = μ, Stanadard Deviation = 𝜎.


Polling Quiz
Which of the following is not true about Normal distribution?
(A) It is a bell-shaped distribution.
(B) The total area of the normal curve is 1.
(C) It is a discrete variable distribution.
(D) Here, Mean = Median = Mode.
Problem 4. Marks in an examination are approximately normally distributed
with mean 75 and standard deviation 5. If the top 5% of the students get grade
A and the bottom 25% get grade F, what mark is the lowest A and what mark
is the highest F?

Solution. Let A be the lowest mark in grade A and F be the highest mark in
grade F. From the given information, we can write:
Problem 5. In a certain book, the frequency distribution of the number of
words per page may be taken as approximately normal with mean 800 and
standard deviation 50. If three pages are chosen at random, what is the
probability that none of them has between 830 and 845 words each?

Solution. Let X be a normal variate which denotes the number of words per
page. It is given that X ~ N(800, 50).

The probability that a page, select at random, does not have number of words
between 830 and 845, is given by:
Thus, the probability that none of the three pages, selected at random, have
number of words lying between 830 and 845 = (0.91)3 = 0.7536.

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