Normal Distribution

Definition:
It is the limiting form of binomial distribution, by increasing n, the number of trials
to a very large number of a fixed value of P.

Probability density function:

( )
2
−1 X −μ
1 2 σ
f ( x )= ∙e
σ √2 π
−∞ ≤ x ≤+∞

Standard normal distribution:

A normal distribution depends upon the values of parameters μ andσ 2. Thus
X−μ
Z=
σ
Is called as standardized normal variable.
Where
x=r . v
μ=mean, σ = probabilty standard deviation.

Properties of Normal Distribution:

i. It is bell shaped curve
ii. It ranges−∞ ¿+∞ .
iii. Area under the curve is 1
iv. Mean = Median = Mode
4
v. M.D = 5 ∙ σ
2
vi. Q.D = 3 ∙ σ
vii. All odd order mean moments are zero.
viii. In this distribution:
i. μ ± σ will contain 68.26 % data.
ii. μ ± 2σ will contain 95.44 % data .
iii. μ ±3 σ will contain 99.73 % data .

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Example 9.6
Let an r.v Z have the S.N.D
Find
i. P (0 < Z < 1.20)
ii. P (-1.65 < Z ≤ 0)
iii. P (0.6 < Z ≤ 1.67)
iv. P (-1.30 < Z < 2.18)
v. P (-1.96 < Z < -0.84)
vi. P (Z ≥ 1.96)
vii. P (Z ≤ -2.15)

Solution:

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3|Page
Example 9.7 (P-367)
An r.v X is normally distributed with μ=50 andσ 2=25. Find the probability that.
i. It will fall between 0 and 40
ii. 55 and 100
iii. Larger than 54
iv. Less than 57.
Solution:
μ=50
2
σ =25 , σ=5
Standard Normal Variate is.

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 X−μ
Z=
σ
X−50
Z=
5

i. Between 0 and 40:

P (0 < X < 40)
0−50
Put X=0 in----- (1) Z= 5 =−10
40−50
Put X=40 in----- (1) Z= 5
=−2

P (0 < X < 40) = P (-10 < Z < -2)

ii. 55 and 40
55−50
Put X= 55 in ----- (1) Z= 5 =1
100−50
Put X=100 in ------ (1) Z= 5
=10

P (55 < X < 100) = P (1 < Z < 10)

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 iii. Larger than 54
54−50
P (X > 54) = P (Z > 5
)
= P (Z > 0.8)

iv. Less than 57:

57−50
P (X < 57) = P (Z < 5
)
= P (Z < 1.40)

Example 9.8
The length of life for an automatic dishwasher is approximately normally
distributed with mean 3.5 years and standard deviation 1 year. If this type of
dishwasher is guaranteed for 12 months, what faction of the sales will require
replacement?
Solution:
μ=3.5

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σ =1
Standard Normal variate is.
X−μ
Z=
σ
X−3.5
Z=
1

What sales will replace before 1 year.

1−3.5
P (X ≤ 1) = P (Z < 1 )
= P (Z < -2.5)

= 0.5 – 0.4938 = 0.0062 = 0.0062 × 100 = 0.62%

Example 9.9
The mean height of soldiers is 68.22 inches with variance of 10.8 cm 2. Assuming
the distribution in normal. How many soldiers in a regiment of 1000 would you
expect to be over 6 feet tall?
Solution:
μ=68.22
2
σ =10.8 , σ=3.29
Standard Normal Variate is.
X−μ
Z=
σ
X−68.22
Z=
3.29

72−68.22
P(X ≥ 72) = P (Z > 3.29
= P (Z > 1.15)

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= 0.5 – 0.3749 = 0.1251 × 1000 = 125

Q.9.23
Scores on a certain nationwide college entrance examination follow a normal
distribution with mean of 500 and standard deviation of 100. Find the probability
that a student will score.
i. Over 600
ii. Less than 250
iii. Between 325 and 675.
Solution:
μ=500
σ =100
Standard Normal variate is.
X−μ
Z=
σ
X−500
Z=
100

i. Over 600
600−500
P (X > 600) = P (Z > 100
)
= P (Z > 1)

ii. Less than 250

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 250−500
P (X < 250) = P (Z < 100
)
= P (Z < -2.5)

iii. Between 325 and 675

325−500 675−500
P (325 < X < 675) = P ( 100
< Z < 100
)
= P (-1.75 < Z < 1.75)

Q.9.24
If the heights of college students are normally distributed with mean 69 and
variance 9. Find the probability.
i. X < 65
ii. 65 ≤ X ≤ 70

TRY YOURSELF!
Q.9.25
Suppose that the weight of 200 male students are normally distributed with mean
155 pounds and standard deviation 20 pounds. Find the number of students with
weights.
i. Less than or equal to 100 pounds
ii. Between 120 and 130 pounds

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 iii. Between 150 and 175 pounds
iv. Greater or equal to 200 pounds.

Solution:
N = 200
μ=155
σ =20

Standard Normal variate is.

X−μ
Z=
σ
X−155
Z=
20
i. Less than or equal to 100
100−155
P (X < 100) = P (Z < 20
)
= P (Z < -2.75)

ii. Between 120 and 130 pounds

120−155 130−155
P (120 < X < 130) = P ( 20
< Z < 20
)
= P (-1.75 < Z < -1.25)

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 iii. Between 150 and 175 pounds
try it yourself!

iv. Greater than or equal to 200 pounds.

200−155
P (X ≥ 200) = P (Z > 20
)
= P (Z > 2.25)

Q.9.20
The mean life of stockings used by an army was 40 days, with a standard
deviation of 8 days. Assume the life of the stockings follows a normal distribution.
If 100,000 pairs are issued. How many would need replacement?
i. Before 35 days.
ii. After 46 days.
Solution:
μ=40
σ =8
Standard Normal variate is.
X−μ
Z=
σ
X−40
Z=
8

i. Before 35 days
35−40
P (Z < 35) = P (Z < 8
)
= P (Z < -0.625)

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 ii. After 46 days
46−40
P (X > 46) = P (Z > 8
)
= P (Z > 0.75)

= 0.5 – 0.2734 = 0.2266 × 100,000 = 22660

Q.
The time taken by a milkman to deliver milk to the GOR Estate is normally
distributed with mean 12 minutes and S.D 2 minutes. He delivers milk every day.
Estimate the number of days during a year when he takes.
i. Longer than 17 minutes.
ii. Less than 10 minutes
iii. Between 9 and 13.
Solution:
μ=12
σ =2
Standard Normal variate is.
X−μ
Z=
σ

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 X−12
Z=
2

i. Longer than 17 minutes.

17−12
P (X > 17) = P (Z > 2
)
= P (Z > 2.5)

ii. Less than 10 minutes.

10−12
P (X < 10) = P (Z < 2
)
= P (Z < -1)

= 0.5 – 0.3413 = 0.1587 × 365 = 57.92 = approximately 58 days.

iii. Between 9 and 13 minutes.

9−12 13−12
P (9 < X < 13) = P ( 2 < Z < 2 )
= P (-1.5 < Z < 0.5)

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Q.9.31
A random sample of 1000 iron rods are tested for their length and it is found that
the mean and standard deviation are 14.40M and 2.50M respectively. If the
length of the rods are normally distributed, then find.
i. How many rods will be between 12 and 16M
ii. What are the chances that any rod selected at random will be 15M
length or above
Solution:
μ=14.40
σ =2.5
Standard Normal variate is.
X−μ
Z=
σ
X−14.40
Z=
2.5
i. Rods between 12 and 16
12−14.40 16−14.40
P (12 < X < 16) = P ( 2.5
< Z < 2.5
)
= P (-0.96 < Z < 0.64)

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 ii. Rods selected at random about 15M
15−14.40
P (X > 15) = P (Z > 2.5
)
= P (Z > 0.24)

= 0.5 – 0.0948 = 0.4052

Q.9.32
A soft drink machine is regulated so that it discharges an average of 200ml per
cup. If the amount of drink is normally distributed with a standard deviation of 15
ml.
i. What fraction of the cups will contain more than 240ml
ii. What is the probability that a cup contains between 191 and 209ml
Solution:
μ=200
σ =15
Standard Normal variate is.

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 X−μ
Z=
σ
X−200
Z=
15
240−200
i. P (X > 240) = P (Z > 15
)
= P (Z > 2.67)

= 0.5 – 0.4962 = 0.0038 = 0.38%

ii. Between 191 and 209

191−200 209−200
P (191 < X < 209) = P ( 15
< Z < 15
)
= P (-0.6 < Z < 0.6)

= 0.0257 + 0.2257 = 0.4514

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