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Topic 7 AM025 (Normal Distribution) STUDENT

(1) The document defines the normal distribution and its key properties including that it is symmetric about the mean, the total area under the curve is 1, and the equation of the curve. (2) It provides examples of using the standard normal distribution table to find probabilities for both the standard normal distribution and the normal distribution. (3) The document introduces how to standardize a normal random variable X ~ N(μ, σ^2) to the standard normal distribution Z ~ N(0,1) in order to use the standard normal table to find probabilities.

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0% found this document useful (0 votes)
180 views

Topic 7 AM025 (Normal Distribution) STUDENT

(1) The document defines the normal distribution and its key properties including that it is symmetric about the mean, the total area under the curve is 1, and the equation of the curve. (2) It provides examples of using the standard normal distribution table to find probabilities for both the standard normal distribution and the normal distribution. (3) The document introduces how to standardize a normal random variable X ~ N(μ, σ^2) to the standard normal distribution Z ~ N(0,1) in order to use the standard normal table to find probabilities.

Uploaded by

nurauniatiqah49
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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AM025

7.1
Introduction
7.1 – Introduction

Course learning Outcomes


At the end of this lesson, students should be able to :

(a) (
Define the normal distribution X ~ N  , 
2
).
Data can be "distributed" (spread out) in different ways

But, there are many cases where the data


tends to be around a central value with
no bias left or right, and it gets close to a
"Normal Distribution" like this 

Credit to : https://www.mathsisfun.com/data/standard-normal-distribution.html
01 Height Tossing a coin 04

02 IQ scores Stock market 05

03 Rolling a dice Female shoe 06


sales
If a continuous random variable X has a
normal distribution with mean µ and
standard deviation σ, then X ~ N (  ,  2 )
Standard deviation = 

The properties of normal distribution :


(a) The total area under the curve is 1 Mean = 
(b) The curve is symmetric about the mean
Each of the two direction is
(c) The two tails of the curve extend indefinitely very close to zero
2
1  x− 
1 − 
2   
The equation of the curve is f ( x ) = e for −  x  
 2
Credit to : https://www.mathsisfun.com/data/standard-normal-distribution.html
Standard Normal, Normal, Binomial → Normal
7.1 7.2 7.2The Approximation from
Standard Normal Normal Binomial Distribution to
Normal Distribution
Z N ( 0,1) X (
N  , 2 ) X B ( n, p ) → X (
N  , 2 )
np npq

2 steps 3 steps 4 steps


1. Bell curve 1. Standardize 1. Continuity correction (C.C)
2. Find probability 2. Bell curve 2. Standardize
(refer std. 3. Find probability 3. Bell curve
normal table) (refer std. normal 4. Find probability (refer
table) standard normal table)
Standard Normal
Z N ( 0,1)
2 steps
Bell curve
Find probability
(refer standard normal table)
NORMAL Distribution
(TOPIC 7)
Page : 21 & 24
EXAMPLE 1 Standard Normal
Find
Z N ( 0,1)
(a) P ( Z  0.9 )
(b) P ( Z  2.2 ) 2 steps
(c) P ( 0.2  Z  0.5 )
1. Bell curve
2. Find probability
(d) P ( Z  −1.84 ) (refer standard
normal table)
(e) P ( Z  −1.37 )
(f) P ( −0.71  Z  2.53)
(g) P ( Z  2.64 )
(h) P ( Z  0.86 )
Solution : Z ~ N ( 0,1) STANDARD NORMAL Table : P ( Z  z ) or P (Z  z)

(a) (c)

0
P ( Z  0.9 ) = 0
* Read directly from std. normal table (page 21)

(b)
P ( 0.2  Z  0.5 )
0 =
Probability = 1
P ( Z  2.2 ) = =
=
=
=
fold symmetrically
(d)

0 0
P ( Z  −1.84 ) =
= (f)
0
(e)
Probability = 1

0
P ( −0.71  Z  2.53)
Probability = 1 =
P ( Z  −1.37 ) =
= =
= =
= =
fold symmetrically
(g) (h)

0 0

P ( Z  2.64 )
Probability = 1
P ( Z  0.86 )
=
=
=
=
= =
= =
= =
=
EXAMPLE 2

If Z ~ N ( 0,1) , find the value of a


(a) P ( Z  a ) = 0.3594
(b) P ( Z  a ) = 0.0985
(c) P ( a  Z  0.3) = 0.0269
(d) P ( −0.5  Z  a ) = 0.5321
Solution : Z ~ N ( 0,1)
(a) P ( Z  a ) = 0.3594

From the table,


(b) P ( Z  a ) = 0.0985

From the table,


(c) P ( a  Z  0.3) = 0.0269

P ( a  Z  0.3) = 0.0269 From the table,


(d) P ( −0.5  Z  a ) = 0.5321
P(Z  )=
Diff =
P(Z  )=
Diff =

P(Z  )=
P ( −0.5  Z  a ) = 0.5321
From the table,
7.2
Normal
Distribution
7.2 – Normal Distribution

Course learning Outcomes


At the end of this lesson, students should be able to :

(a) (
Standardise the normal random variable, X ~ N  , 
2
) ( )
to Z ~ N 0,1 .
(b) Determine probability using the standard normal distribution table.
(c) Solve problems in social sciences and management.
(d) Introduce the Central Limit Theorem.
(e) Solve binomial probability problem using the normal approximation with
continuity.
Normal X − Standard Normal
Z=
X ~ N (, 2)  Z ~ N (0, 1)
Z is the "z-score" (Standard Score) The number of standard
X is the value to be standardized deviation from the mean
μ ("mu") is the mean
σ ("sigma") is the standard deviation

Credit to : https://www.mathsisfun.com/data/standard-normal-distribution.html
Normal
X (
N  , 2 )
3 steps
Standardize
Bell curve
Find probability
(refer standard normal table)
Normal X − Standard Normal
Z=
X ~ N (, 2)  Z ~ N (0, 1)
1. Standardize
e.g : a− b− 
P (a  X  b) = P  Z
   
2. Bell curve

0
3. Find probability (Refer Standard Normal Table) – page 21 or 24
EXAMPLE 3
Let X be a continuous random variable that is normally
distributed with mean of 25 and variance of 36. Find
(a) P ( X  28 )
(b) P ( X  30 ) Normal
N (  , 2 )
(c) P ( 23  X  27 )
X

(d) P ( X − 25  12 ) 3 steps
(e) P ( X − 25  12 ) 1.
2.
Standardize
Bell curve
3. Find probability
(refer standard
normal table)
Solution : X −
Z=
 Normal
X ~ N ( 25,36 )

(a) P ( X  28 ) = P  Z 
28 − 25  X (
N  , 2 )

 36  3 steps
= P ( Z  0.5 ) 1.
2.
Standardize
Bell curve
0 0.5 3. Find probability
= 0.3085 (refer standard
normal table)
(b) P ( X  30 ) =
=
= 0
=
=
(c) P ( 23  X  27 ) =

=
0
=

=
(d) P ( X − 25  12 ) =
=

=
0
=
=
=
=
(e) P ( X − 25  12 ) =
=

=
0
=

=
EXAMPLE 4
Let X be a continuous random variable that is normally distributed
with mean of 40 and variance of 4. Find the value of k if
(a) P ( X  k ) = 0.2514
(b) P ( X  k ) = 0.6331
Solution :
X ~ N ( 40, 4 ) or (
X ~ N 40, 22 ) Normal
(a) P ( X  k ) = 0.2514
X (
N  , 2 )
3 steps
1. Standardize
2. Bell curve
3. Find probability
(refer standard
normal table)

From the table,


(b) P ( X  k ) = 0.6331

From the table,


EXAMPLE 5
The distribution for the lengths of a particular type of fish in
Perdana Lake can be regarded as normal with mean 12.5 cm
and standard deviation 3.6 cm. Determine the probability that a
fish caught in the lake has a length which is
(a) more than 15 cm
(b) less than 11.4 cm
(c) between 10 cm and 13 cm
Solution :
X : The length of fish in the Perdana Lake
X ~ N( ) or X ~ N( )
(a) more than 15 cm

0
(b) less than 11.4 cm (
X ~ N 12.5,3.62 )

symmetric

0
(c) between 10 cm and 13 cm (
X ~ N 12.5,3.62 )

0
EXAMPLE 6
The life span of a calculator has a normal distribution with
a mean of 60 months and standard deviation of 5 months. If
a calculator is randomly selected, find the probability that
the life span of a calculator is between 4 years and 6 years.

A calculator that starts malfunctioning within 3½ years of


purchase will be replaced by a new one. Find the
percentage of calculators that are expected to be replaced.
Solution :
X : The life span of a calculator in a certain month
X ~ N( ) or X ~ N ( )
The life span of a calculator is between 4 years and 6 years?

0
0

The % of calculators that are expected to be replaced


=
=
EXAMPLE 7

The height of adult males is normally distributed with a


mean of 172 cm and standard deviation of 8 cm. If 99% of
adults males exceed a certain height, what is the height?
Solution :
X : The height of adult males
X ~ N( ) or X ~ N( )
Let the certain height = a From the table,
EXAMPLE 8
The time taken in seconds, X for all competitors to finish a
100 meter race at the KAKOM carnival was found to follow
a normal distribution where X ~ N (15, 4). Find
(a) The time range in which you would expect to find the
middle 68%
(b) The percentage of students you would expect to take
more than 19 seconds
Solution :
X : The time taken in seconds for all competitors to finish a 100 meter race
X ~ N (15, 4 ) or (
X ~ N 15, 22 )
(a) The time range in which you would expect to find the middle 68%
Middle 68% ???
STANDARD NORMAL

 =0
From the table,

Thus,
NORMAL
Mean & Variance of NORMAL DISTRIBUTION

If X ~ N (  ,  2 ) , then

 Expected value or mean of X is


E ( X ) = np

 Variance of X is Var ( X ) = npq


EXAMPLE 9
Guests at a large hotel stay for an average of 8 days with
a standard deviation of 2 days. Among 100 guests, how
many can be expected to stay
(a) less than 7 days?
(b) more than 14 days?
(c) between 7 and 14 days?

Assuming that the length of stay is normally distributed.


Solution :
X : The number of days guest stay in the hotel
X ~ N ( 8, 4 ) or (
X ~ N 8, 22 )
(a) less than 7 days

0
(b) more than 14 days (c) between 7 and 14 days

0 0
Problems involving the determination of the value  and  or both
EXAMPLE 10
If the random variable X has a normal distribution with mean 45
and variance  2 and P ( X  51) = 0.288 , find the value of  .
Solution :
(
X ~ N 45,  2)
P ( X  51) = 0.288
0
From the table,
EXAMPLE 11
If X ~ N (  ,12 ) and P ( X  32 ) = 0.8438 , find the value of 
Solution :
X ~ N (  ,12 )

0
0

From the table,


EXAMPLE 12

The marks in an examination were normally distributed with


mean  and variance  2. 10% of the candidates had more
than 75 marks and 20% had less than 40 marks. Find the value
of  and  .
Solution :
P ( X  75 ) = 0.1

0
From the table (page 24),
P ( X  40 ) = 0.2

fold symmetrically

From the table (page 24),


The Approximation from
Binomial Distribution to Normal Distribution
(
X B ( n, p ) → X N  ,  2 )
4 steps np npq
Continuity Correction (C.C)
Standardize
Bell curve
Find probability (refer standard normal table)
In probability theory, the central limit theorem
(CLT) states that the distribution of a sample
variable approximates a normal distribution
(i.e., a “bell curve”) as the sample size becomes
larger, assuming that all samples are
identical in size, and regardless of the
population's actual distribution shape.
The normal distribution X ~ N (µ,  2) can be used to approximate
the binomial distribution, X ~ B (n, p).
This approximation is used when the value of n is large.

n  50 np  5 0.1  p  0.9
This is necessary because the normal distribution is continuous and it
is being used to model the binomial distribution which is discrete.

X ~ B ( n, p ) X ~ N (  , 2 )
Continuity
DISCRETE Correction (C.C) CONTINUOUS

Where  = np and 
2
= npq
1. P ( X  a ) = P ( X  a + 0.5 )
2. P ( X  a ) = P ( X  a − 0.5 )
3. P ( X  a ) = P ( X  a − 0.5 )
4. P ( X  a ) = P ( X  a + 0.5 )
5. P ( X = a ) = P ( a − 0.5  X  a + 0.5 )
6. P ( a  X  b ) = P ( a − 0.5  X  b + 0.5 )
7. P ( a  X  b ) = P ( a + 0.5  X  b − 0.5 )
8. P ( a  X  b ) = P ( a − 0.5  X  b − 0.5 )
9. P ( a  X  b ) = P ( a + 0.5  X  b + 0.5 )
DISCRETE : (
X ~ B ( n, p ) Continuity Correction (C.C) CONTINUOUS : X ~ N  , 2 )
1. P ( X  17 ) 16 17 18 19 20 P ( X  17.5 )

2. P ( X  17 ) 16 17 18 19 20 P ( X  16.5 )

3. P ( X  23) 19 20 21 22 23 P ( X  22.5 )

4. P ( X  20 ) 19 20 21 22 23 P ( X  20.5 )

5. P ( X = 18 ) 16 17 18 19 20 P (17.5  X  18.5 )
DISCRETE : (
X ~ B ( n, p ) Continuity Correction (C.C) CONTINUOUS : X ~ N  , 2 )
6. P (17  X  19 ) 16 17 18 19 20 P (16.5  X  19.5 )

7. P (17  X  20 ) 16 17 18 19 20 P (17.5  X  19.5 )

8. P ( 20  X  22 ) 19 20 21 22 23 P (19.5  X  21.5 )

9. P (19  X  22 ) 19 20 21 22 23 P (19.5  X  22.5 )


EXAMPLE 13
Write down each probability below after continuity corrections
X ~ B ( n, p ) X ~ N (  , 2 )
(a) P ( X  5 )

(b) P ( X  8)
(c) P ( X  10 )
(d) P ( X  125 )
(e) P (2  X  7)
(f) P (122  X  150 )
(g) P ( X = 32 )
EXAMPLE 14
If X ~ B (200,0.3), use the normal approximation to find
(a) P (X ≤ 50)
(b) P (X > 60)
(c) P (36≤ X ≤ 54)
(d) P (52< X < 59)
(e) P (66< X ≤76)
(f) P (X = 70)
Solution :  = np
 = 200 ( 0.3) = 60  2 = npq
 2 = 200 ( 0.3)( 0.7 ) = 42
X ~ B ( 200,0.3) X ~ N ( 60, 42 )
(a) P ( X  50 ) = P ( X  50.5 ) 4 STEPS (Binomial → Normal)
1. Continuity correction (C.C)
2. Standardize
 50.5 − 60  3. Bell curve
= P Z  
4. Find probability (refer
standard normal table)
 42 
= P ( Z  −1.47 )
−1.47 0
= P ( Z  1.47 )
= 0.0708
4 STEPS (Binomial → Normal)

(b) P ( X  60 ) =
1. Continuity correction (C.C)
2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)
=

=
0
=
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(c) P ( 36  X  54 ) = 4. Find probability (refer
standard normal table)

=
0
=
symmetric
=
= 0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(d ) P ( 52  X  59 ) = 4. Find probability (refer
standard normal table)

=
−1.16 −0.23 0
=
= symmetric

=
0 0.23 1.16
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(e) P ( 66  X  76 ) = 4. Find probability (refer
standard normal table)

=
0
=

=
=
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(f) P ( X = 70 ) = 4. Find probability (refer
standard normal table)

=
0
=
=
=
EXAMPLE 15

A fair coin is tossed 400 times. Find the probability of acquiring


(a) less than 230 tails
(b) exactly 205 tails
(c) between 180 and 190 tails
Solution :  = np
X = The no. of obtaining tails  2 = npq

(a) less than 230 tails 4 STEPS (Binomial → Normal)


1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)

0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(b) exactly 205 tails 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)

0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(c) between 180 and 190 tails 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)

symmetric

0
EXAMPLE 16

10% of tiles produced in a factory are broken before they are


packed. If a sample of 500 tiles is taken, find the probability of
acquiring,
(a) from 50 to 56 broken tiles
(b) at least 40 broken tiles
(c) the most of 30 broken tiles
Solution :  = np
X = The no. of broken tiles before packed  2 = npq

(a) from 50 to 56 broken tiles 4 STEPS (Binomial → Normal)


1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
4. Find probability (refer standard
normal table)

0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(b) at least 40 broken tiles 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)

0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(c) the most of 30 broken tiles 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)

0
EXAMPLE 17

In a traditional medical report, it is claimed that the probability


that a new herb can cure a certain type of disease is 0.85
(a) If four patients are given the herb, find the probability that
(i) exactly three patients are cured after taking the herb
(ii) at least one patient is cured after taking the herb.
(b) If 800 patients are given the herb, find the probability that
more than 690 patients are cured after taking the herb
Solution :
(a) X = The no. of patients are cured after taking the herb
X ~ B( )
(i) exactly three patients are cured after taking the herb

(ii) at least one patient is cured after taking the herb


Alternative method
(Adjustment & refer to table) :
X B ( 4, 0.85 ) X B ( 4, 0.15 )
P ( X  1) P ( X  3) = 1 − P ( X  4 )
= 1 − 0.0005
= 0.9995
 = np
 2 = npq

(b) more than 690 are cured after taking the herb
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
4. Find probability (refer standard
normal table)

0
EXERCISE
NORMAL DISTRIBUTION

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