Lecture 11-12

CHAPTER 6
CONTINUOUS RANDOM VARIABLES
AND THE NORMAL DISTRIBUTION
CONTINUOUS PROBABILITY DISTRIBUTION AND
THE NORMAL PROBABILITY DISTRIBUTION
Figure 6.2 Probability distribution curve for
heights.

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CONTINUOUS PROBABILITY DISTRIBUTION
Two characteristics
1. The probability that x assumes a value in any interval lies in
the range 0 to 1

2. The total probability of all the (mutually exclusive) intervals

within which x can assume a value is 1.0
Probability that x lies in the interval 65 to 68
inches.

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Probability “from 65 to 68” and “between 65
and 68” are same

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The probability of a single value of x is zero.
NORMAL PROBABILITY DISTRIBUTION

A normal probability distribution , when plotted, gives a

bell-shaped curve such that:
1. The total area under the curve is 1.0.
2. The curve is symmetric (mean=median=mode)
3. The two tails of the curve extend indefinitely.
A normal curve is symmetric about the mean.

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Areas of the normal curve beyond μ ± 3σ

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Three normal distribution curves with the
same mean but different standard deviations.

x
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Three normal distribution curves with the
same mean but different standard deviations.

x
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Three normal distribution curves with
different means but the same standard deviation.

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STANDARD NORMAL DISTRIBTUION
The normal distribution with μ = 0 and σ = 1 is called the
standard normal distribution.

x
Formula to calculate
Z-value: z

STANDARD NORMAL DISTRIBTUION
x
z z z
Values or Scores

The units marked on the horizontal axis of the standard
normal curve are denoted by Z and are called the Z values or Z
scores.

A specific value of Z gives the distance between the mean and

the point represented by z in terms of the standard deviation.
 STANDARD NORMAL DISTRIBTUION

The normal distribution with μ = 0 and σ = 1 is called the

standard normal distribution.
x
Formula to calculate
Z-value: z

Examples: Calculate Z-values where Mean & STD is given:
1. Age: Mean = 21 years, Standard deviation =1.2 years
Calculate Z-values for P(19<x<23) = P( ? <Z< ? )
Mean=21, SD=1.2, X=19, Z=(19-21)/1.2=-1.67
X=23, Z=(23-21)/1.2= 1.67
2. Height: Mean = 66 Inches, Standard deviation = 5 Inches
Calculate Z-values for P(60<x<70) = P( ? <Z< ? )
 Example
 Find the area under the
standard normal curve to
the left of z = 1.95.
 Example

 Find the area under the standard normal curve from

 z = -2.17 to z = 0
To find the area from z=-2.17 to z =0,
First we find the areas to the left of z=0
and
To the left of z=-2.17 in Table IV.
These two areas are .5 and .0150, respectively.

Next we subtract .0150 from .5 to find the required area.

Area from -2.17 to 0 = P(-2.17≤ z ≤ 0)
= .5000 - .0150 = .4850
Area Under the Standard Normal Curve

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Example

Find the area under the standard normal curve from z = -2.17 to z = 0.

Area from -2.17 to 0 = P(-2.17≤ z ≤ 0)

= .5000 - .0150 = .4850
Example 6-3

Find the following areas under the standard normal curve.

(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
Example 6-3: Solution

(a) To find the area to the right of z=2.32,

First we find the area to the left of z=2.32.

Then we subtract this area from 1.0, which is the total area
under the curve.

The required area is = 1.0 - .9898 = .0102.

Example 6-3: Solution

(b) To find the area under the standard normal curve to the
left of z=-1.54,

We find the area in Table IV that corresponds to -1.5 in the z

column and .04 in the top row. This area is .0618
Area to the left of -1.54= P (z < -1.54) = .0618)

Area to the left of z = -1.54.

Practice Example

Find the following probabilities for the standard normal curve.

(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -.75)

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Example 6-4: Solution

(a) P (1.19 < z < 2.12) = Area between 1.19 and 2.12
= .9830 - .8830
= .1000

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Example 6-4: Solution

(b) P (-1.56 < z < 2.31) = Area between -1.56 and 2.31
= .9896 - .0594
= .9302

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Example 6-4: Solution

(c) P (z > -.75) = Area to the right of -.75

= 1.0 - .2266
= .7734

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Area within 1 standard deviation of the mean.

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Area within 2 standard deviations of the
mean.

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Area within 3 standard deviations of the
mean.

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Example 6-5

Find the following probabilities for the standard normal curve.

(a) P (0 < z < +5.67)
(b) P (z < -5.35) = 0

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Example 6-5: Solution

(a) P (0 < z < 5.67) = Area between 0 and 5.67

= 1.0 - .5
= 0.5 approximately

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Example 6-5: Solution

(b) P (z < -5.35) = Area to the left of -5.35

= 0.00 approximately
 STANDARDIZING A NORMAL DISTRIBUTION


Converting an x Value to a Z Value
 For a normal random variable x, a particular value of x can be
converted to its corresponding z value by using the formula
x
z

 Example:
 Pop Mean = 21 years, Pop Standard deviation = 1.2 years
 Find, P(X>20)
Example

Letx be a continuous random variable that has a normal

distribution with a mean of 50 and a standard deviation of 10.

Convert the following x values to z values and find the probability

to the left of these points.

(a) x = 55
x
z
(b) x = 35


 Example 6-6: Solution

(a) x = 55

x   55  50
z   .50
 10

P(x < 55) = P(z < .50) = .6915

Example: Solution

(b) x = 35

x   35  50
z   1.50
 10

P(x < 35) = P(z < -1.50) = .0668

 x
Practice Example z

Let x be a continuous random variable that is normally
distributed with a mean of 25 and a standard deviation of 4.

Find the area/probability

(a) between x = 25 and x = 32
(b) between x = 18 and x = 34

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 x
Practice Example z

Let x be a continuous random variable that is normally
distributed with a mean of 25 and a standard deviation of 4.

Find the area/probability

(a) between x = 25 and x = 32;
P(25<X<32)=?
X=25, Z=(25-25)/4= 0
X=32, Z=(32-25)/4= 1.75
P(0<Z<1.75) = 0.9599 – 0.5 = 0.4499

(b) between x = 18 and x = 34; P(18<X<34)=?

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Example 6-7: Solution

(a) The z value for x = 25 is 0

The z value for x = 32 is

x   32  25
z   1.75
 4

P (25 < x < 32) = P(0 < z < 1.75)

= .9599 - .5000 = .4599

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Figure 6.33 Area between x = 25 and x = 32.
Example 6-7: Solution

(b) For x = 18:

18  25
z  1.75
4
For x = 34:
34  25
z  2.25
4
P (18 < x < 34) = P (-1.75 < z < 2.25)
= .9878 - .0401 = .9477

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Area between x = 18 and x = 34.

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Example 6-8

Let x be a normal random variable with its mean equal to 40

and standard deviation equal to 5.

Find the following probabilities for this normal distribution

(a) P (x > 55)
(b) P (x < 49)
Example 6-8: Solution

(a) For x = 55:

55  40
z  3 .00
5
P (x > 55) = P (z > 3.00)
= 1.0 - .9987
= .0013
Example 6-8: Solution

(b) For x = 49:

49  40
z  1.80
5

P (x < 49) = P (z < 1.80) = .9641

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 x
Example 6-9 z

Let x be a continuous random variable that has a normal
distribution with μ = 50 and σ = 8.
Find the probability P (30 ≤ x ≤ 39) = ?
 Solution 6-9

Let x be a continuous random variable that has a normal

distribution with μ = 50 and σ = 8. Find the probability P (30 ≤
x ≤ 39) = ?
Solution:
1. Given, Mean=50 and SD=8
2. P (30 ≤ x ≤ 39) = ?
3. x
z

4. When, X=30, Z=(30-50)/8= -2.50
When, X=39, Z=(39-50)/8= -1.38
5, Graph
6. P (-2.50≤ Z ≤-1.38) = 0.0838 – 0.0062 = 0.0776
Example 6-9: Solution

For x = 30:
30  50
z  2.50
8
For x = 39:
39  50
z  1.38
8

P (30 ≤ x ≤ 39) = P (-2.50 ≤ z ≤ -1.38)

= .0838 - .0062 = .0776

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Figure 6.37 Finding P (30 ≤ x ≤ 39).
Example

Let x be a continuous random variable that has a normal

distribution with a mean of 80 and a standard deviation of 12.

Find the area under the normal distribution curve

(a) from x = 70 to x = 135
(b) to the left of 27
Example 6-10: Solution

(a) For x = 70:

70  80
z  .83
12
For x = 135: 135  80
z  4.58
12

P (70 ≤ x ≤ 135) = P (-.83 ≤ z ≤ 4.58)

= 1 - .2033
= .7967 approximately

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Figure 6.38 Area between x = 70 and x = 135.

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Example 6-10: Solution

(b) For x = 27:

27  80
z  4.42
12

P (x < 27) = P (z < -4.42)

=0.00 approximately

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Figure 6.39 Area to the left of x = 27.

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 Lecture 12
CHAPTER 6
CONTINUOUS RANDOM VARIABLES
AND THE NORMAL DISTRIBUTION
APPLICATIONS OF THE NORMAL DISTRIBUTION

Example
According to the Kaiser Family Foundation, U.S. workers who had
employer-provided health insurance paid an average premium of
$4129 for family coverage during 2011 (USA TODAY, October 10,
2011).
Suppose that the premiums for family coverage paid this year by
all such workers are normally distributed with a mean of $4129
and a standard deviation of $600.
Find the probability that such premium paid this year by a
randomly selected such worker is between $3331 and $4453
Step by step solution,
Example 6-11: Solution

For x = $3331:

For x = $4453:

P ($3331 < x< $4453) = P (-1.33 <z< .54)

= .7054 - .0918
= .6136 = 61.36%
Area between x = $3331 and x = $4453.

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Practice Example

A racing car is one of the many toys manufactured by Mack

Corporation.

The assembly times for this toy follow a normal distribution

with a mean of 55 minutes and a standard deviation of 4
minutes.

The company closes at 5 p.m. every day. If one worker starts

to assemble a racing car at 4 p.m., what is the probability that
she will finish this job before the company closes for the day?
Example 6-12: Solution

For x = 60:
= 1.25

P(x≤ 60) = P(z ≤ 1.25) = .8944

Thus, the probability is .8944 that this worker will finish

assembling this racing car before the company closes for the
day.

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Figure 6.41 Area to the left of x = 60.

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Example
Hupper Corporation produces many types of soft drinks,
including Orange Cola. The filling machines are adjusted to
pour 12 ounces of soda into each 12-ounce can of Orange
Cola. However, the actual amount of soda poured into each
can is not exactly 12 ounces; it varies from can to can.

It has been observed that the net amount of soda in such a

can has a normal distribution with a mean of 12 ounces and
a standard deviation of .015 ounce.

(a) What is the probability that a randomly selected can of

Orange Cola contains 11.97 to 11.99 ounces of soda?
(b) What percentage of the Orange Cola cans contain 12.02
to 12.07 ounces of soda?
Example 6-13: Solution

(a) For x = 11.97:

11.97  12
z  2.00
.015
For x = 11.99:
11.99  12
z  .67
.015

P (11.97 ≤ x ≤ 11.99) = P (-2.00 ≤ z ≤ -.67)

= .2514 - .0228
= .2286

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Figure 6.42 Area between x = 11.97 and x =
11.99.

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Example 6-13: Solution

(b) For x = 12.02:

12.02  12
z  1.33
.015

For x = 12.07: 12.07  12

z  4.67
.015

P (12.02 ≤ x ≤ 12.07) = P (1.33 ≤ z ≤ 4.67)

= 1 - .9082
= .0918

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Figure 6.43 Area from x = 12.02 to x = 12.07.

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Example 6-14

Suppose the life span of a calculator manufactured by

Calculators Corporation has a normal distribution with a mean
of 54 months and a standard deviation of 8 months.

The company guarantees that any calculator that starts

malfunctioning within 36 months of the purchase will be
replaced by a new one. About what percentage of calculators
made by this company are expected to be replaced?

P(X<36) = ?

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Example 6-14: Solution

For x = 36:
36  54
z  2.25
8
P(x < 36) = P (z < -2.25) = .0122

Hence, 1.22% of the calculators are expected to be

replaced.

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Figure 6.44 Area to the left of x = 36.

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DETERMINING THE z AND x VALUES WHEN AN AREA
UNDER THE NORMAL DISTRIBUTION CURVE IS KNOWN

Find the Z value, such that the area under the standard normal
curve to the left of Z is .9251
Table 6.4 Finding the z Value When Area Is
Known.
Example 6-16

Find the value of Z such that the area under the standard

normal curve in the right tail is 0.0050

Left tail = 1-0.005 = 0.9950

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Example 6-16: Solution

Area to the left of z = 1.0 - .0050 = .9950

Look for .9950 in the body of the normal distribution table.

Table VII does not contain .9950.

Find the value closest to .9950, which is either .9949 or .9951.

If we choose .9951, the z = 2.58.
If we choose .9949, the z = 2.57.
Example 6-17

Find the value of z such that the area under the standard
normal curve in the left tail is 0.05

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Example 6-17: Solution

Because .05 is less than .5 and it is the area in the left tail,
the value of z is negative.

Look for .0500 in the body of the normal distribution table.

The value closest to .0500 in Table IV is either .0505
or .0495.

If we choose .0505, the z = -1.64.

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Figure 6.47 Finding the z value.

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Finding an x Value for a Normal Distribution

For a normal curve, with known values of μ and σ and for a

given area under the curve to the left of x, the x value is
calculated as
Z=(X-mean)/Standard dev

x = μ + Zσ

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Example 6-18

It is known that the life of a calculator manufactured by

Calculators Corporation has a normal distribution with a mean of
54 months and a standard deviation of 8 months.

What should the warranty period be to replace a

malfunctioning calculator if the company does not want to replace
more than 1% of all the calculators sold?

x = μ + Zσ
Example 6-18: Solution
Area to the left of x = .01 or 1%

Find the z value from the normal distribution table for .0100.
Table IV does not contain a value that is exactly .0100.

The value closest to .0100 in the table is .0099. The z = -2.33.

x = μ + zσ = 54 + (-2.33)(8)
= 54 – 18.64 = 35.36

Thus, the company should replace all calculators that start to

malfunction within 35.36 months (which can be rounded to 35
months) of the date of purchase so that they will not have to
replace more than 1% of the calculators.
Figure 6.48 Finding an x value.

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Example 6-19

According to the College Board, the mean combined

(mathematics and critical reading) SAT score for all college-
bound seniors was 1012 with a standard deviation of 213 in
2011.
Suppose that the current distribution of combined SAT scores
for all college-bound seniors is approximately normal with a
mean of 1012 and a standard deviation of 213.

Jennifer is one of the college-bound seniors who took this

test. It is found that 10% of all current college-bound seniors
have SAT scores higher than Jennifer.

What is Jennifer’s SAT score?

x = μ + Zσ
Example 6-19: Solution

Area to the left of the x value = 1.0 - .10 = .9000

Look for .9000 in the body of the normal distribution table. The
value closest to .9000 in Table IV is .8997, and the z value is
1.28.

x = μ + zσ = 1012 + 1.28 (213)

= 1012 + 272.64 = 1284.64 ≈ 1285

Thus, Jennifer’s combined SAT score is 1285.

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Figure 6.49 Finding an x value.

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THE NORMAL APPROXIMATION OF THE
BINOMIAL DISTRIBUTION
1. The binomial distribution is applied to a discrete random
variable.
2. Each repetition, called a trial, of a binomial experiment results
in one of two possible outcomes, either a success or a failure.
3. The probabilities of the two (possible) outcomes remain the
same for each repetition of the experiment.
4. The trials are independent.

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THE NORMAL APPROXIMATION OF THE
BINOMIAL DISTRIBUTION
The binomial formula, which gives the probability of x successes
in n trials, is

x n x
P( x)  n C x p q

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THE NORMAL APPROXIMATION OF THE
BINOMIAL DISTRIBUTION

Normal Distribution, as an Approximation to

Binomial Distribution

Usually, the normal distribution is used as an

approximation to the binomial distribution when
np and nq are both greater than 5 -- that is, when

np > 5 and nq > 5

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Table 6.5 The Binomial Probability
Distribution for n = 12 and p = .50
Figure 6.50 Histogram for the probability
distribution of Table 6.5.

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Example

According to an estimate, 50% of the people in the United

States have at least one credit card.
If a random sample of 30 persons is selected, what is the
probability that 19 of them will have at least one credit card?
N=30
X=19
P=0.50
q= 1-p = 1-0.50 = 0.50

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Solution

n = 30, p = .50, q = 1 – p = .50

x = 19, n – x = 30 – 19 = 11

From the binomial formula,

P (19)  30 C19 (. 5)19 (. 5) 11  .0509

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Solution

Let’s solve this problem using the normal distribution as an

approximation to the binomial distribution.

np = 30(.50) = 15 > 5 and nq = 30(.50) = 15 > 5.

We can use the normal distribution as an approximation to

solve this binomial problem.

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Example 6-20: Solution

Step 1. Compute μ and σ for the binomial distribution.

  np  30(.50)  15
  npq  30(.50)(.50)  2.73861279

Step 2. Convert the discrete random

variable into a continuous random variable
(by making the correction for continuity).

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Continuity Correction Factor

The addition of .5 and/or subtraction of .5 from the value(s)

of x when the normal distribution is used as an
approximation to the binomial distribution, where x is the
number of successes in n trials, is called the continuity
correction factor.
Figure 6.51

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Example 6-20: Solution

Step 3. Compute the required probability using the normal

distribution.

For x = 18.5:
18.5  15
z  1.28
2.73861279
For x = 19.5:
19.5  15
z  1.64
2.73861279

P(18.5 ≤ x ≤ 19.5) = P(1.28 ≤ z ≤ 1.64)

= .9495 - .8997 = .0498

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Example 6-20: Solution

Thus, based on the normal approximation, the probability that 19

persons in a sample of 30 will have at least one credit card is
approximately .0498.

Using the binomial formula, we obtain the exact probability .0509.

The error due to using the normal approximation is

.0509 - .0498 = .0011.
Figure 6.52 Area between x = 18.5 and x =
19.5.

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Example 6-21

According to an Arise Virtual Solutions Job survey, 32% of

people working from home said that the biggest advantage of
working from home is that there is no commute (USA TODAY,
October 7, 2011).

Suppose that this result is true for the current population of

people who work from home.

What is the probability that in a random sample of 400 people

who work from home, 108 to 122 will say that the biggest
advantage of working from home is that there is no commute?
Example 6-21: Solution

n = 400, p = .32, q = 1 – .32 = .68

For x = 107.5:

For x = 122.5

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.
Example 6-21: Solution

P(107.5 ≤ x ≤ 122.5) = P(-2.20 ≤ z ≤ -.59)

= .2776 - .0139 = .2637

Thus, the probability that 108 to 122 people in a sample of

400 who work from home will say that the biggest advantage
of working from home is that there is no commute is
approximately .2637.

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.
Figure 6.53 Area between x = 107.5 and x =
122.5

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.
Example

According to a poll, 55% of American adults do not know that

GOP stands for Grand Old Party (Time, October 17, 2011).
Assume that this percentage is true for the current population
of American adults. What is the probability that 397 or more
American adults in a random sample of 700 do not know that
GOP stands for Grand Old Party?

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.
Example 6-22: Solution

n = 700, p = .55, q = 1 – .55 = .45

For x = 396.5:

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.
Example 6-22: Solution

P(x ≥ 396.5) = P(z ≥ .87) = 1.0 - .8078 = .1922

Thus, the probability that 397 or more American adults in a

random sample of 700 will not know that GOP stands for
Grand Old Party is approximately .1922.

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.
Figure 6.54 Area to the right of x = 396.5

Prem Mann, Introductory Statistics, 8/E

Copyright © 2013 John Wiley & Sons. All rights reserved.