Continuous Probability Distributions

Normal Probability
Distribution

This is the most important and most

widely used probability distribution

1
 Chapter Goals
• Learn about the normal, bell-shaped, or
Gaussian distribution.
• How probabilities are found.
• How probabilities are represented.
• How normal distributions are used in the
real world.
 Continuous Probability Distributions
The Normal Distribution
• Properties
– Bell shaped
1
– Area under curve equals 1
– Symmetric around the mean μ
– Mean = median = Mode
– Two tails approach the horizontal axis – never
touch axis
– Empirical rule applies
– Two parameters – μ and σ 3
Properties of the Standard Normal Distribution:
1. The total area under the normal curve is equal to 1.
2. The distribution is mounded and symmetric; it
extends indefinitely in both directions, approaching but
never touching the horizontal axis.
3. The distribution has a mean of 0 and a standard
deviation of 1.
4. The mean divides the area in half, 0.50 on each side.
5. Nearly all the area is between z = −3.00 and z = 3.00.

Note:
1. Table 1, lists the probabilities associated with the
intervals from the mean (0) to a specific value of z.
2. Probabilities of other intervals are found using the
table entries, addition, subtraction, and the properties
above.
 Continuous Probability Distributions

The Standard Normal Distribution

• Different values of μ and σ generate
different normal distributions
• The random variable X can be
standardised
– mean = μ = 0
– standard deviation = σ = 1
x−
z= , x any value of the random variable X
 5
 Continuous Probability Distributions
The Standard Normal Distribution

μ=0
=1

z
-3 -2 -1 0 1 2 3
z-values on the horizontal axis
• distance between the mean and the point
represented by z in terms of standard deviation 6
Normal Probability Distributions

P ( a  x  b)

a  b x
The normal probability distribution:

 − 3  − 2  −    +  + 2  + 3
Illustration of probabilities for a normal distribution:
b
P (a  x  b) =  f ( x )dx
a

a b x
Note:
1. The definite integral is a calculus topic.
2. We will use a table to find probabilities for normal
distributions.
3. We will learn how to compute probabilities for one
special normal distribution: the standard normal
distribution.
4. Transform all other normal probability questions to
this special distribution.
5. Recall the empirical rule: the percentages that lie
within certain intervals about the mean come from the
normal probability distribution.
6. We need to refine the empirical rule to be able to find
the percentage that lies between any two numbers.
4.2: The Standard Normal
Distribution : GUIDE

• There are infinitely many normal

probability distributions.
• They are all related to the standard
normal distribution.
• The standard normal distribution is the
normal distribution of the standard
variable z (the z-score).
Table 1

Standard Normal Table

P(0<Z<z)

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
0.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
0.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
0.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
0.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549
0.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
0.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
0.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4962 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4972 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4979 .4980 .4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4985 .4986 .4986
3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4989 .4990 .4990
Table 1, entries:

0 z
The table contains the area under the standard normal
curve between 0 and a specific value of z.
Example: Find the area under the standard normal
curve between z = 0 and z = 1.45.

0 145
. z
A portion of Table 3:
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06

1.4 0.4265


P(0  z  145
. ) = 0.4265
Example: Find the area under the normal curve to the
right of z = 1.45; P(z > 1.45).

Area asked for

0.4265

0 145
. z

P( z  145
. ) = 0.5000 − 0.4265 = 0.0735
Example: Find the area to the left of z = 1.45; P(z <
1.45).

0.5000 0.4265

0 145
. z

P( z  145
. ) = 0.5000 + 0.4265 = 0.9265
Note:
1. The addition and subtraction used in the previous
examples are correct because the “areas” represent
mutually exclusive events.
2. The symmetry of the normal distribution is a key
factor in determining probabilities associated with
values below (to the left of) the mean. For example: the
area between the mean and z = −1.37 is exactly the
same as the area between the mean and z = +1.37.
3. When finding normal distribution probabilities, a
sketch is always helpful.
Example: Find the area between the mean (z = 0) and z =
−1.26.

Area asked for Area from table

0.3962

− 126
. 0 1.26 z

P( −126
.  z  0) = 0.3962
Example: Find the area to the left of −.98; P(z < −.98).

Area asked for Area from table

0.3365

−.98 0 .98

P( z  −.98) = 0.5000 − 0.3365 = 01635

.
Example: Find the area between z = −2.3 and z = 1.8.

0.4893 0.4641

− 2.3 0 18
.

P( −2.3  z  18
. ) = P( −2.3  z  0) + P(0  z  18
. )
= 0.4893 + 0.4641 = 0.9534
Example: Find the area between z = −1.4 and z = −.5.

Area asked for

− 14
. −.5 0 .5 14
.

P( −14
.  z  −.5) = P(0  z  14. ) − P(0  z .5)
= 0.4192 − 01915
. = 0.2277
 Using Table 1
✓To find an area between 0 and a positive z-value, read
directly from the table
✓Use properties of standard normal curve and other
probability rules to find other areas

P(0<z<1.96) = .4750
P(-1.96<z<0)= P(0<z<1.96)=.4750
P(z<1.96)=P(z<0)+ P(0<z<1.96)=.5+.4750=.9750
P(z<-1.96)=P(z>1.96)=.5-.4750=.0250
P(-1.96<z<1.96)=P(z<1.96)-P(z<-1.96)
=.9750-.0250=.9500
Note: The normal distribution table may also be used to
determine a z-score if we are given the area (to work
backwards).

Example: What is the z-score associated with the 85th

percentile?

15% 0.3500

implies

P85 0 z
Solution:
In Table 1, find the “area” entry that is closest to 0.3500.

z 0.00 0.01 0.02 0.03 0.04 0.05


1.0 0.3485 0.3500 0.3508


The area entry closest to 0.3500 is 0.3508.

The z-score that corresponds to this area is 1.04.
The 85th percentile in a normal distribution is 1.04.
Example: What z-scores bound the middle 90% of a
normal distribution?

90% 0.4500

implies

0 z 0 z
Solution:
The 90% is split into two equal parts by the mean.
Find the area in Table 1 closest to 0.4500.

z 0.00 0.01 0.02 0.03 0.04 0.05


1.6 0.4495 0.4500 0.4505


0.4500 is exactly half way between 0.4495 and 0.4505.

Therefore, z = 1.645
z = −1.645 and z = 1.645 bound the middle 90% of a
normal distribution.
 Example
P(z<?) = .75
P(z<?)=P(z<0)+P(0<z<?)=.5+P(0<z<?)=.75
P(0<z<?)=.25
z = .67

What percentile does this value represent?

75th percentile, or the third quartile.
4.3: Applications of Normal
Distributions
• Apply the techniques learned for the z
distribution to all normal distributions.
• Start with a probability question in terms of
x-values.
• Convert, or transform, the question into an
equivalent probability statement involving
z-values.
 Continuous Probability Distributions
Finding Normal Probabilities
• Example
– Marks for a semester test is normally
distributed, with a mean of 60
and a standard deviation of 8
– X ~ N(60 , 82)
– If we need to determine the
probability that the mark will x
50 60 65
be between 50 and 65,
we need to determine the size of the shaded area
– Before calculating the probabilities the x-values
need to be transformed to z-values 29
 Continuous Probability Distributions

• Example continue
– If X denotes the test mark, we seek the
probability
– P(50 < X < 65)
– Transform the X to the standard normal
variable Z
Every normal variable X − Therefore, once
with some  and , Z= probabilities for Z are
can be transformed  calculated, probabilities
into this Z E(Z) V(Z) of any normal variable
30
μ=0 σ2 = 1 can be found
 Continuous Probability Distributions

• Example continue Mean = μ = 60 minutes

Standard deviation = σ = 8 minutes


X -- 60
50 65 
X -- 60
P(50 < X < 65) = P( <Z< )
8 8
= P(-1.25 < Z < 0.63) X-
Z=


To complete the calculation we need to compute

the probability under the standard normal distribution31
Standardization:
Suppose x is a normal random variable with mean 
and standard deviation .
The random variable x−
z=

has a standard normal distribution.

 c x
c−
0 z

Example: A bottling machine is adjusted to fill bottles
with a mean of 32.0 oz of soda and standard deviation
of 0.02. Assume the amount of fill is normally
distributed and a bottle is selected at random.
1. Find the probability that the bottle contains between
32 oz and 32.025 oz.
2. Find the probability the bottle contains more than
31.97 oz.

32 −  32 − 32
When x = 32; z= = =0
 .02

32 −  32.025 − 32
When x = 32.025; z= = = 125
.
 .02
Illustration:
Area asked for

32 32.025 x
0 125
. z

32 − 32 x − 32 32.025 − 32 
P(32  x  32.025) = P   
 .02 .02 .02 
= P(0  z  125
. ) = 0.3944
 Illustration:

3197
. 32 x
− 15
. 0 z

 x − 32 3197
. − 32 
P ( x  3197
. ) = P   = P ( z  −15
.)
 .02 .02 
= 0.5000 + 0.4332 = 0.9332
Note:
1. The normal table may be used to answer many kinds
of questions involving a normal distribution.
2. Often we need to find a cutoff point: a value of x such
that there is a certain probability in a specified interval
defined by x.

Example: The waiting time x at a certain bank is

approximately normally distributed with a mean of 3.7
minutes and a standard deviation of 1.4 minutes. The
bank would like to claim that 95% of all customers are
waited on by a teller within c minutes. Find the value of
c that makes this statement true.
Solution:

0.0500

0.5000 0.4500

3.7 c x
0 1645
. z

P ( x  c) =.95 c − 3.7
= 1645
.
 x − 3.7 c − 3.7  14
.
P   =.95
 14 . . 
14 c = (1645
. )(14 . ) + 3.7 = 6.003
 c − 3.7  c  6 minutes
P z   =.95
 . 
14
Example: A radar unit is used to measure the speed of
automobiles on an expressway during rush-hour traffic.
The speeds of individual automobiles are normally
distributed with a mean of 62 mph. Find the standard
deviation of all speeds if 3% of the automobiles travel
faster than 72 mph.
Solution: P(z>?)=0.03
0.5-p=0.03
p=0.5-0.03
=0.4700 0.0300
?=1.88
Illustration: 0.4700

62 72 x
0 188
. z
Solution:
P( x  72) = 0.03
x − 62 72 − 62 
P   = 0.03
   
 72 − 62 
P z   = 0.03 P( z  188
. ) = 0.03
  

72 − 62
= 188
.


. )( ) = 10
(188

 = 10 / 188
. = 5.32
Notation:
If x is a normal random variable with mean  and
standard deviation , this is often denoted: x ~ N(, ).

Example: Suppose x is a normal random variable with 

= 35 and  = 6. A convenient notation to identify this
random variable is: x ~ N(35, 6).
4.4: Notation
• z-score used throughout statistics in a
variety of ways.
• Need convenient notation to indicate the
area under the standard normal
distribution.
• z() is the token, or algebraic name, for
the z-score (point on the z axis) such that
there is  of the area (probability) to the
right of z().
 Illustrations:
z(0.10) represents the
value of z such that the 010
.
area to the right under
the standard normal
curve is 0.10

0 z(010
. ) z

z(0.80) represents the

value of z such that the
area to the right under 0.80
the standard normal
curve is 0.80
z(0.80) 0 z
Example: Find the numerical value of z(0.10)=?.
P(Z>?)=0.10
0.5-p=0.10
Table shows this area (0.4000)
p=0.4000

0.10 (area information

from notation)

0 z(010
. ) z

Use Table 1: look for an area as close as possible to

0.4000
z(0.10) = 1.28
Example: Find the numerical value of z(0.80).
i.e. P(Z>?)=0.80
Look for 0.3000; remember
that z must be negative.

z(0.80) 0 z

Use Table : look for an area as close as possible to

0.3000.
z(0.80) = −.84