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Module 1C Normal Distribution

The document discusses the normal distribution, its key properties, and how to calculate probabilities using the normal distribution. The normal distribution is a continuous, bell-shaped distribution that is symmetrical around the mean. It is characterized by its mean and standard deviation. The standardized normal distribution transforms a normal distribution to have a mean of 0 and standard deviation of 1. Normal probability tables and functions like NORMSDIST in Excel can be used to find probabilities that a random variable with a normal distribution falls within a given range or above/below a value. Examples show how to calculate these probabilities by converting to z-scores.

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Kim Ignacio
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Download as PDF, TXT or read online on Scribd
68 views

Module 1C Normal Distribution

The document discusses the normal distribution, its key properties, and how to calculate probabilities using the normal distribution. The normal distribution is a continuous, bell-shaped distribution that is symmetrical around the mean. It is characterized by its mean and standard deviation. The standardized normal distribution transforms a normal distribution to have a mean of 0 and standard deviation of 1. Normal probability tables and functions like NORMSDIST in Excel can be used to find probabilities that a random variable with a normal distribution falls within a given range or above/below a value. Examples show how to calculate these probabilities by converting to z-scores.

Uploaded by

Kim Ignacio
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistical Analysis with Software

Applications
The Normal Distribution
Recall: Continuous Random Variable
A variable that can assume any value on a continuum (can
assume an uncountable number of values).

Examples are as follows:


• thickness of an item
• time required to complete a task
• temperature of a solution
• Height
Normal Distribution
• It is the most common continuous distribution.

• Also known as the Gaussian distribution or the bell


curve.

• In this distribution, the probability that various values


occur within certain ranges or intervals can be
calculated.
The Normal Distribution
Properties
• ‘Bell Shaped’
• Symmetrical
f(X)
• Mean, Median and Mode are equal
• Location is characterized by the mean, μ
• Spread is characterized by the standard
deviation, σ
Mean
•The random variable has an infinite = Median
theoretical range: - to + = Mode
The Normal Distribution B
Shape
A

By varying the parameters μ and σ, we obtain


different normal distributions
A
B

• Which distributions have the same mean (μ) but


have different standard deviations?
• Which distributions differ with respect to both μ
and σ?
The Normal Distribution
Shape
f(X) Changing μ shifts the
distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ X
The Standardized Normal Distribution:
▪ Also known as the “Z” distribution
▪ Mean is 0
▪ Standard Deviation is 1
f(Z)

Z
0
Values above (or to the right of) the mean have positive z-values while values
below (or to the left of) the mean have negative z-values
The Standardized Normal Distribution:
Example 1
If X is distributed normally with mean of 100 and
standard deviation of 50, the Z value for X = 200 is

X − μ 200 − 100
Z= = = 2.0
σ 50
This says that X = 200 is two standard deviations
(2 increments of 50 units) above the mean of 100.
The Standardized Normal Distribution: Example
NORMAL DISTRIBUTION STANDARD NORMAL DISTRIBUTION
(THIS IS GIVEN). (AFTER CONVERSION).

𝝁 =100 x =200 𝝁 =0 Z = 2.0


𝝈 = 𝟓𝟎 𝝈=𝟏

Note that the distribution is the same, only the scale has changed. We can
express the problem in original units (X) or in standardized units (Z)
The Standardized Normal Distribution:
A standardized variable (z) redefines each observation
in terms of the number of standard deviations from the
mean.

A negative z value means the observation is to the left


of the mean.
A positive z value means the observation is to the right
of the mean.
The Standardized Normal Distribution:
Other uses
Normal Probabilities

Probability is measured by the area under the curve

f(X)
P(a ≤ X ≤ b)

a b
Normal Probabilities
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below.
f(X) P ( −   X  μ ) = 0 .5
P (μ  X   ) = 0 .5

0.5 0.5

P ( −   X   ) = 1 .0
Normal Probability Tables
The column gives the value of Z
to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0


the value of Z to 0.1
the first decimal . The value within the table
.
point . gives the probability from
2.0 .4772 Z = −  up to the desired
Z value.
P(Z < 2.00) = .9772
Note: Refer to the area under the standard normal
curve on slide #10
Normal Probability Values in Excel
To get this area or
probability, use the
function
“norm.s.dist(z,TRUE)”.
.
. To get this area or
.
probability, use the
function
“1-norm.s.dist(z,TRUE)”.
Normal Probability Values in Excel
If the area or probability is
given, we obtain z using
the function
“norm.s.inv(probability)”.
.
.
.
Show the region and find the following probabilities.
1. 𝑃 𝑧 > 1.63
2. 𝑃(𝑧 > −2.25)
3. 𝑃(𝑧 < 1.63)
4. 𝑃(𝑧 < −2.25)
5. 𝑃(𝑧 < −1.85)
6. 𝑃 −1.32 < 𝑧 < 1.75
7. 𝑃 −0.85 < 𝑧 < 2.25
8. 𝑃 1.32 < 𝑧 < 2.15
9. 𝑃 −2.32 < 𝑧 < −0.75
Finding Normal Probability (Example 1)
Let X represent the time it takes (in seconds) to download an image file from the
internet.
Suppose X is normal with mean 8.0 and standard deviation 5.0. Find P(X < 8.6)
Solution:
Step 1. Draw the figure and shade the area.

8.0 X

8.6
Finding Normal Probability(Example 1)
Step 2: Calculate Z-values as .0478
follows: .5
X −μ 8−8
Z= = =0
σ 5

X − μ 8.6 − 8 X
Z= = = 0.12 8.0
σ 5 8.6

0 0.12 Z
Answer
P( X < 8.6) = P( Z < 0.12) = .5478 or 54.78%
Finding Normal Probability (Example 2)

Find P(X > 8.6)…


Solution

1.0 - .5478 = .4522 = P( Z > .12)

Z
0
0.12
Finding Normal Probability
Between Two Values (Example 3)
Suppose X is normal with mean 8.0 and standard deviation 5.0.
Find P(8 < X < 8.6)
Solution Calculate Z-values:

X −μ 8−8
Z= = =0
σ 5

X − μ 8.6 − 8
8 8.6 X
Z= = = 0.12
σ 5
Answer
P(8 < X < 8.6) = P(0 < Z < 0.12) = .0478 or 4.78%
Finding Normal Probability
Between Two Values –Problem 1
Let x be a randomly distributed variable with a mean of 10 and a
standard deviation of 2. Find the probability that x lies between 11
and 13.6.
Finding Normal Probability
Between Two Values –Problem 2
A survey found that women spend on average P3,655.25 during the
summer months. Assume the standard deviation is P736. Find the
percentage of women who spend less than P4,000. Assume the
variable is normally distributed.
Example 4: Given the normal probability,
find the value of x
Let X represent the time it takes (in seconds) to download an image
file from the internet.
Suppose X is normal with mean 8.0 and standard deviation 5.0
Find X such that 20% of download times are less than X.

.2000

? 8.0 X
? 0 Z
Solution using Excel

.2000

? 8.0 X
? 0 Z
Finding Normal Probability
Between Two Values –Problem 3
Membership in an elite organization requires a test score in the upper
30% range. If 𝜇 = 115 and 𝜎 = 12, find the lowest acceptable score
that would enable a candidate to apply for membership. Assume the
variable is normally distributed.
Finding Normal Probability
Between Two Values –Problem 3
References:
Berenson, M. L.,Krehbiel, T. C., Levine, D. M., & Stephan, D.
(2008). Statistics for Managers Using Microsoft Excel.
Pearson.
.

Bluman, G. (2018). Elementary statistics : a step by step


approach. New York: McGraw-Hill Education.

Statistical Analysis with Software Applications. Philippines:


McGraw-Hill Education.

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