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The Normal Distribution

The document provides an overview of the normal distribution, including its properties, the empirical rule, and the process for calculating probabilities and percentiles using z-scores. It explains how to convert between normal and standard normal variables and includes examples of finding areas under the curve. Additionally, it discusses the concept of percentiles and how to locate them using the z-table.

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hlyann37
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3 views

The Normal Distribution

The document provides an overview of the normal distribution, including its properties, the empirical rule, and the process for calculating probabilities and percentiles using z-scores. It explains how to convert between normal and standard normal variables and includes examples of finding areas under the curve. Additionally, it discusses the concept of percentiles and how to locate them using the z-table.

Uploaded by

hlyann37
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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THE NORMAL DISTRIBUTION

OBJECTIVES:
• illustrate a normal random variable and its characteristics
• identify thye regions under the normal curve that
corresponds to different standard normal values
• convert a normal random variable to a standard normal
variable and vice versa
• compute probabilities and percentiles using standard
normal distribution
Properties of Normal Distribution (Gaussian Distribution)

1. the graph is a continues curve


and has a domain -∞ < X <
+∞.
2. the graph is asymptotic to the
x-axis. the value of the variable
gets closer and closer but will
never equal to 0.
3. the highest point on the curve
occurs at x =
Properties of Normal Distribution (Gaussian Distribution)

4. the curve is symmetrical


5. the total area in the normal
distribution under the curve is equal to
1 or 100%
6. in general, the graph of a normal
distribution is a bell shaped curve with
two inflection points, one on the left and
another on the right. inflection points
are the points that mark the change in
the curve’s concavity
Properties of Normal Distribution (Gaussian Distribution)
7. every normal curve corresponds to the
“empirical rule” also called the 68-95-
99.7% rule.
– about 68.3% of the area under the curved
falls within 1 standard deviation of the
mean
– about 95.4% of the area under the curve
falls within 2 standard deviation of the
mean
– about 99.7% of the area under the cruve
falls within 3 standard deviations of the
mean
examples

1. suppose the mean is 60


and the standard deviation is
5, sketch a normal curve for
the distribution
examples

2. a continuous random variable X is normally distributed with


a mean of 45 and standard deviation of 6. Illustrate a normal
curve and find the probability of the following:
a. P (39 < x < 51) = 68.3%
b. P (33 < x< 63) = 97.55%
c. P (x > 45) = 50%
d. P (x < 39) = 15.85%
The Z Table
• Tables of Areas under the normal curve
Four- step Process in Finding the Areas Under the Normal
Curve Given a Z-Value

STEP 1: Express the given z-value into a three-digit form.


STEP 2: Using the z-table, find the first two digits on the left column.
STEP 3: Match the third digit with the appropriate column on the right.
STEP 4: Read the area (or probability) at the intersection of the row
and the column. This is the required area.
Find the area that corresponds to z = 1.36
STEPS SOLUTION
1. Express the given into a three-digit form z = 1.36
2. In the table, find the Row z = 1.3
3. In the table, find the Column with the
heading .06

4. Read the area (or probability) at the This area is 0.9131 This is the
intersection of Row 1.3 and Column .06 required area.
The Probability Notation
• The probability notation P(a < Z < b) indicates that the
z-value is between a and b
• P(Z > a) means z-value is above a
• P(Z < a) mean is below a.
Examples
1. Find the proportion of the area between z
= - 1.25 and 2.19, this can be expressed
as P( - 1.25 < Z < 2.19), read as the
probability that Z is greater than – 1.25
but less than 2.19
Step 1. Draw a normal curve and locate the z
scores and shade.
Step 2. Locate the corresponding area of the -
1.25 and 2.19
Step 3. If you are looking for the area between
two z- scores, simply subtract the
corresponding areas to arrive at the answer.
Examples
2. Compute the probability using
the standard normal curve. P(Z
< 1.67)
Step 1. Draw a normal curve and
locate the z scores and shade.
Step 2. Locate the corresponding
area of the 1.67
Step 3. If you are looking for a
less than area, the area in the
table is the answer.
Examples
3. Compute the probability
using the standard normal
curve. P(Z > - 0.65)
Step 1. Draw a normal curve
and locate the z scores and
shade.
Step 2. Locate the
corresponding area of the 1.67
Step 3. If you are looking for a
greater than area, then area in
the table is subtracted from 1.
The Standard Normal Distribution
• Standard normal distribution is a special case of the
normal distribution. It is the distribution that occurs when
a normal random variable has a mean of zero and a
standard deviation of one.
• The normal random variable of a standard normal
distribution is called standard score or z-score. Every
normal random variable X can be transformed into a z-
score via the following equation:
• Population: Sample:
Z- score of a normal random variable (raw score x)
measures the number of standard deviations between a raw
score x and the mean of the distribution where the raw
score x came from.
The Z Scores
• The z score is essential component in standard normal
distribution. This allows us to describe a given set of data
by finding the z scores.
• Given a normal random variable X with the mean ) and
standard deviation ), each value of x of the variable can
be transformed into z-scores using formula
The Z Scores

• Where z = z-score or standard score


• x = observed value
•
•
Examples

A random variable X has a mean of 6 and a standard deviation of 2. Find


the corresponding z-score fro x = 11.
Given X = 11 =6 =2

• Solution Step 1 : Write the formula


Step 2 : Substitute the given
Step 3 : Perform the operations
z = 2.5 Step 4: Write the corresponding z scores
Examples

2. Given X = 40 = 12 =3
3. Given X = 18 = 28 =5
4. The scores in the summative test of
11 – Stem B are normally distributed with a
mean score of 65 and a standard deviation of
12. Find the probability that some students got
a score below 40.
Converting standard normal random variable to normal random variable

• For convenient way of converting standard normal


random variable to normal random variable, derive the
formula to solve for normal random variable
• Determine the real score of the following z-score.
Given: = 75 s = 8.5 z = 0.35
Solution:

(rounded off to two decimal places)


• Determine the real score of the following z-score.
Given: = 75 s = 8.5 z = 0.35
Solution:

(rounded off to two decimal places)


• z = 1.5
Solution:
•
• z = 2.30
Solution:
•
The percentile
• A percentile is a measure used in statistics indicating the value below
which a given percentage of observations in a group of observations
fall.
• Imagine you took a standardized test and you scored 91 at the 89 th
percentile. This means that 89% of the examiners scored lower than
91 and 11% scored higher than 91. This explains that 89 th percentile is
located where 89% of the total population lies below and 11% lies
above that point.
The percentile
• To illustrate the 89th percentile of the normal curve here are the steps:
1. Express the given percentage as probability, remember 89% is the same as
0.8900.
2. Using the z-table (Cumulative Distribution Function (CDF) of the standard
normal curve), locate the area of 0.8900.
3. There is no area corresponding exactly to 0.8900. It is between of 0.8888
with a corresponding z-score of 1.22 and 0.8907 with a corresponding z-
score of 1.23. The nearest value to 0.8999 is 0.8888 and therefore, the
distribution lies below z = 1.22
4. Construct a normal curve and shade the region to the left of 1.22

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