Dr.

Abdur Rasheed
Visiting Faculty
IoBM
The Normal Probability
Distribution
Outline
⚫ The Normal Distribution

⚫ Properties of the Normal Distribution

⚫ The Standard Normal Distribution

⚫ Applications of the Normal Distribution

 Continuous random variable
A random variable which can take on any
value over an interval of real numbers
defined by its sample space.
Examples
➢The lifetime of a certain brand of batteries
➢The heights of boys of a particular age
➢The weights of boxes of a certain brand of eggs
➢The volume of milk packed in boxes
 The Normal Distribution
• The following data set summarizes the chest
sizes of Scottish militiamen in the early 19th
century. Chest sizes are measured in
inches, and each observation reports the
number of soldiers with that chest size.

• Source:
http://lib.stat.cmu.edu/DASL/Datafiles/
MilitiamenChests.html
The Normal Distribution

A plot of the data set with

the frequency counts along
the y-axis and the
chest size along the x-axis
is shown on the next slide.
The Normal Distribution

Distribution has a general bell-shape.

The Normal Distribution

• To visualize what happens, if we plot

the data for increasingly large n.

• The following displays show for

n = 5, 10, 25, and 50

The Normal Distribution

Curve for n = 5
The Normal Distribution

Curve for n = 10
The Normal Distribution

Curve for n = 25
The Normal Distribution

Curve for n = 50
 The Normal Distribution

• For continuous data set,

not always but in general ,
increasing sample size
tends to normal
distribution
 The Normal Distribution

• As mentioned earlier, the normal

distribution is considered the most
important probability distribution in all
of statistics.
• It is used to describe the distribution
of many natural phenomena, such as
the height of a person, IQ scores,
weight, blood pressure etc.
 Properties of the Normal
Distribution
• The mathematical equation for the
normal distribution is given below:
−( X −  ) /2 2
2
e
f ( x) =
 2
where
e  2.718,
 3.14,
= population mean,
 = population standard deviation.
Properties of the Normal Distribution
Properties of the Normal Distribution

Normal distributions with the same mean but with

different standard deviations.
 21 =  22 =  23 =  2

Normal distributions with different means but with

the same standard deviation.
 Properties of the Normal Distribution

1 = 2 = 3 = 

Normal distributions with different standard deviations

but with the same mean.
 Properties of the Normal
Distribution
• NOTE: These normal curves have similar
shapes, but are located at different points
along the x-axis.
• Also, the larger the standard deviation, the
more spread out is the distribution, and the
curves are symmetrical about the mean value.

• Explanation of the term – normal distribution:

A normal distribution is a continuous,
symmetrical, bell-shaped distribution of a
normal random variable.
 Properties of the Normal Distribution
• Summary of the Properties of the normal
Distribution:
• The curve is continuous.
• The curve is bell-shaped.
• The curve is symmetrical
about the mean.
• The mean, median, and
mode are located at the
center of the distribution
and are equal to each
other.
Properties of the Normal Distribution

• Summary of the Properties of the

normal Distribution continued:
• The curve is unimodal (single mode)
• The total area under the normal curve
is equal to 1.
Properties of the Normal Distribution

• A very important property of any normal

distribution is that within a fixed number of
standard deviations from the mean, all
normal distributions have the same fraction
of their probabilities.

• We will illustrate for 1, 2, and 3

from the mean .
 9-2 The Empirical Rule Revisited
9-23
• One-sigma rule: Approximately 68% of the
data values should lie within one standard
deviation of the mean.

• That is, regardless of the shape of the

normal distribution, the probability that a
normal random variable will be within one
standard deviation of the mean is
approximately equal to 0.68.

• The next slide illustrates this.

The Empirical Rule Revisited

One sigma rule.

 The Empirical Rule Revisited

• Two-sigma rule: Approximately 95% of the

data values should lie within two standard
deviations of the mean.

• That is, regardless of the shape of the

normal distribution, the probability that a
normal random variable will be within two
standard deviations of the mean is
approximately equal to 0.95.

• The next slide illustrates this.

The Empirical Rule Revisited

Two sigma rule.

The Empirical Rule Revisited

• Three-sigma rule: Approximately 99.7% of

the data values should lie within three
standard deviations of the mean.

• That is, regardless of the shape of the

normal distribution, the probability that a
normal random variable will be within three
standard deviations of the mean is
approximately equal to 0.997.

• The next slide illustrates this.

The Empirical Rule Revisited

Three sigma rule.

Quick Tips:

• The total area under the normal curve is

equal to 1.

• The probability that a normal random

variable is equal to a given discrete value is
always zero, since the normal random
variable is continuous.

• The probability that a normal random

variable is between two values is given by the
area under the normal curve between the two
given values and the horizontal axis.
 Illustration for P(x1  X  x2)

Red area under the curve between x1 and x2

equals P(x1  X  x2).
The Standard Normal Distribution

• Since each normally distributed random

variable has its own mean and standard
deviation, the shape and location of normal
curves will vary.
• Thus, one would have to have information on
the areas for all normal distributions.
• Impractical.
• Therefore, we use the information for a
special normal distribution called the
standard normal distribution to simplify this
situation.
The Standard Normal Distribution

• Explanation of the term – standard

normal distribution: The standard
normal distribution is a normal
distribution with a mean of 0 and a
standard deviation of 1.
• Any normal random variable can be
converted to a standard normal random
variable by computing the
corresponding z-score.
The Standard Normal Distribution

• The z-score is computed from the

following formula:

value − mean x−

z= =
standard deviation 

• In the equation, x is the value of a

normal random variable X with mean 
and standard deviation .
The Standard Normal Distribution
− ( x −  )2
Normal distribution f ( x) =
1
e 2 2

mean =  , var iance =  2  2

x−
z=


Standard normal distribution

− z2
1
mean = 0, var iance = 1 f ( z) = e 2
2
Basic Derivatives Rules
Basic Integral Rule
Normal to Standard Normal Distribution
Proof: Area Under the Normal Curve is 1
Quick Tips:

• The z-score is normally distributed

with a mean of 0 and a standard
deviation of 1.

• Recall that the z-score gives the

number of standard deviations a
specific value is above or below the
mean.
The Standard Normal Distribution

Area under the standard normal curve

between 0 and z.
Quick Tips:

• In solving problems relating to the

standard normal distribution, it may be
helpful if you use the following
procedure:
• Write out the equivalent probability
statement.
• Draw a normal curve.
• Shade in the desired area.
• Use the SPSS to find the shaded
area.
 The Standard Normal Distribution

• Example 1: Find the area under the standard

normal curve z ≤ 2.0. which is equal to
P((-∞  z  2.0).
• Solution: This is equivalent to finding
P((-∞  z  2.0).
• P(z ≤ 2.0 ) = P(-∞  z  2.0) = 0.9772.
Tips for SPSS

If greater than sign is present in P(…) than convert

it into less than
By subtracting it from 1
If less than sign is already present than no need to
conversion just carry on spss calculation.

And always use CDF for normal distribution

calculation on spss.
P(z < 2.0 ) CDF will be used
Always use mean 0 and variance 1
 The Standard Normal Distribution

• Example 2: Find the area under the standard

normal curve z > 2.0.
• Solution: This is equivalent to finding
• As we know that
• P(z > 2 ) = 1- P( z  2 ).
• or
= 1- P(-∞  z  2.0).

• P( z > 2 ) = 1- P(-∞  z  2.0).

P( z > 2 ) = 1- 0.9772 =0.0228

The Standard Normal Distribution
• Example 2 Continued:

Required area
0.0228

-∞ 2.0 ∞

P(z > 2) = 0.0228

 The Standard Normal Distribution
• Example 3: Find the area under the standard
normal curve between 0 and 2 i.e.,
P( 0 z  2.0 ).
• Solution: we can calculate this area like this.

• P( 0 z  2.0 )= P( -∞  z  2.0 )- P( -∞  z  0 ).

P( -∞  z  2.0) = 0.9772
P( -∞  z  0 ) = 0.5
P( 0 z  2.0 ) = 0.9772 - 0.5 = 0.4772.
P( 0 z  2.0 ) = 0.4772
The Standard Normal Distribution
• Example 3 Continued:

Required area

0.4772

-∞ ∞
2

P(0 < z< 2) = 0.4772

 The Standard Normal Distribution
• Example 4: Find the area under the standard
normal curve between -2.25 and 2.25 i.e.,
P( -2.25 z  2.25 ).
• Solution: we can calculate this area like this.

P( -2.25 z  2.25 )= P( -∞  z  2.25 )- P( -∞  z  -2.25 )

P( -∞  z  -2.25) = 0.0122
P( -∞  z  2.25 ) = 0.9878
P( -2.25 z  2.25 )= 0.9878 – 0.0122 =0.9756.
P( -2.25  z  2.25 ) = 0.9756
 The Standard Normal Distribution
• Example 4 Continued:

Required area

0.9756

-∞ - 2.25 2.25 ∞

P(-2.25  z  2.25) = 0.9756

9-55 Quick Tips (again):

• Recall, in solving problems relating to

the standard normal distribution, it
may be helpful if you use the following
procedure:
• Write out the equivalent probability
statement.
• Draw a normal curve.
• Shade in the desired area.
Applications of the Normal Distribution

• To solve problems involving any normal

random variable, we first will have to
transform the original normal variable into a
standard normal random variable by using
the z-score transformation formula given
below:

value − mean x−

z= =
standard deviation 
Applications of the Normal Distribution
• Example 5: If IQ scores are normally
distributed with a mean of 100 and a standard
deviation of 5, what is the probability that a
person chosen at random will have an IQ score
greater than 110?
• Solution: Let X = IQ score. Then we need to
find P(X > 110).
• The equivalent z-score = (110 – 100)/5 =2.
• Thus, P(X > 110) = P(Z > 2) = ?
• As we know that
• P(Z > 2) = 1- P(Z ≤ 2)
or
P(z> 2 ) = 1- P( - ∞  z  2 )
P(z > 2) = 1-0.9772 = 0.0228
 9-3 The Standard Normal Distribution
9-58
• Example 5 Continued:

0.0228

-∞ 2.0 ∞

P(X > 110) = P(z > 2) = 0.0228

9-59 Exercise

• Example 6: Suppose family incomes in a

town are normally distributed with a mean
of $1,200 and a standard deviation of $600
per month. What is the probability that a
family has an income between $1,400 and
$2,250?
 Exercise
9-60 • Example : A soft machine is regulated so that it
discharges an average of 200 milliliters per cup.
If the amount of drink is normally distributed
with a SD of 15 milliliter.

• What fraction of the cup will contain more than

224 milliliters ?

• What is the probability that a cup contains

between 191 and 209 milliliter ?

• What is the probability that a cup contains

fewer than 200 milliliter?
 Exercise
9-61
A radar unit is used to measure speeds of cars
on a motorway. The speeds are normally
distributed with a mean of 90 km/hr and a
standard deviation of 10 km/hr. What is the
probability that a car picked at random is
travelling at more than 100 km/hr?
 Exercise
9-62 For a certain type of computers, the length of time
between charges of the battery is normally distributed
with a mean of 50 hours and a variance of 15 hours.
John owns one of these computers and wants to know
the probability that the length of time will be between 50
and 70 hours.
 Exercise
9-63 The length of life of an instrument produced by a
machine has a normal distribution with a mean of 12
months and standard deviation of 2 months. Find the
probability that an instrument produced by this machine
will last
a) less than 7 months.
b) between 7 and 12 months.