Applied Statistics Dr.

Mahmoud Abd El-Raouf

Normal Distribution
The normal distribution is one of the most important distributions because of its characteristics that apply to
natural, social and economic. If we choose a hundred or thousand people and measure their lengths, we will
find a large percentage of them close to the average, and the percentage of lengths will decrease as we move
away from the average value.

The data are shown graphically in a symmetrical bell curve around the mean

Where µ is the mean and σ is the standard deviation. We write X ~ N (µ, σ).
The value of σ determines whether the bell The value of µ determines the location of the curve
curve is tall and thin or short and squat

Assuming that 𝑝(𝑥1 < 𝑥 < 𝑥2 ),This possibility is determined by the following area:

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Applied Statistics Dr. Mahmoud Abd El-Raouf

This area (probability) is calculated by finding the following integral:

− 1  x −  
x2 x2 2
1 2  
p ( x1  x  x2 ) =  f ( x)dx =  e dx
x1 x1  2

This integration is difficult to calculate, a Transform has been made, and its probability distribution can be
used to calculate these probabilities. This transformation is:
𝒙−𝝁
𝒁=
𝝈
The new variable is known as Z and is the standard normal variable, its mean = 0 and a standard deviation = 1
Z ~ N (0.1).

• Properties for normal distribution curve

1. Symmetric around the mean µ so the average divides the standard normal curve into two equal parts in
shape and area.
2. The total area under the curve is equal to one.
• To find the probabilities (areas) in the normal distribution problems
we first convert the values of X to the corresponding Z values. Then the value of Z is detected in the standard
normal distribution table, and this gives the value of area (probability) less than the value of Z under the curve.
Example 1: Find the probabilities indicated, where as always Z denotes a standard normal random variable.
a. 𝑃(𝑍 < 1.48)
b. 𝑃(𝑍 > −0.25).
c. 𝑃(𝑍 > 1.60).
d. 𝑃(𝑍 < −1.02).
e. 𝑃(0.5 < 𝑍 < 1.57).

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Applied Statistics Dr. Mahmoud Abd El-Raouf

Solution
a. The digits in the ones and tenths places of 1.48, namely 1.4, are used to select the appropriate row of the
table; the hundredths part of 1.48, namely 0.08, is used to select the appropriate column of the table. The
four decimal place number in the interior of the table that lies in the intersection of the row and column
selected, 0.9306, is the probability sought: 𝑃(𝑍 < 1.48) = 𝑄(1.48) = 0.9306.

b. The minus sign in −0.25 makes no difference in the procedure; the table is used in exactly the same way as
in Previous example: the probability sought is the number that is in the intersection of the row with heading
0.2 and the column with heading 0.05, the number 0.5987. Thus
P(Z > −0.25) = P(Z < 0.25) = 𝑄(0.25) = 0.4013.

c. Because the events Z > 1.60 and Z ≤ 1.60 are complements, the Probability Rule for Complements implies
that
P(Z > 1.60) = 1 − P(Z ≤ 1.60) = 1 − 𝑄(1.60)
which we know how to find from the table. The number in the row with heading 1.6 and in the column with
heading 0.00 is 0.9452. Thus P(Z < 1.60) = 0.9452 so P(Z > 1.60) = 1 − P(Z ≤ 1.60) = 1 − 0.9452 =
0.0548

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Applied Statistics Dr. Mahmoud Abd El-Raouf

d. The minus sign in −1.02 makes no difference in the procedure; the table is used in exactly the same way as
in part (b). This means that

𝑃(𝑍 < −1.02) = 𝑃(𝑍 ≥ 1.02) = 1 − 𝑄(1.02) = 1 − 0.8461 = 0.1539 6

e. First look up the areas in the table that correspond to the numbers 0.5 (which we think of as 0.50 to use the
table) and 1.57. We obtain 0.6915 and 0.9418, respectively. we must take the difference of these two
numbers to obtain the probability desired
𝑃(0.5 < 𝑍 < 1.57) = 𝑄(1.57) − 𝑄(0.5) = 0.9418 − 0.6915 = 0.2503

𝑃(𝑍 < 𝑎) = Ф(𝑎) 𝑃(𝑍 > 𝑎) = 1 − Ф(𝑎) 𝑃(𝑎 < 𝑍 < 𝑏) = Ф(𝑏) − Ф(𝑎)

𝑃(𝑍 > − 𝑎) = Ф(𝑎) 𝑃(𝑍  − 𝑎) = 1 − Ф(𝑎) 𝑃(−𝑎 < 𝑍 < 𝑏) = Ф(𝑏) + Ф(𝑎) − 1

Example 2: If Z is a random variable follows the standard normal distribution, then find
a) P( Z  1.54 )
b) P(−1.8  Z  0)

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Applied Statistics Dr. Mahmoud Abd El-Raouf

c) P (1  Z  2)
Solution
a) P (Z < 1.54) = 0.9382
b) (- 1.8< Z < 0) = P (Z < 0)–P (Z<-1.8)
=0.5– 0.359 = 0.4641
c) P (1 < Z < 2) = P (Z < 2) – P (Z < 1)
=P (1 < Z < 2)
= P (Z < 2) – P (Z < 1) = 0.1359
Example 3: If the lengths of a group of plants follow a normal distribution of an average of 168 cm and a
standard deviation of 6 cm. One of the plants was randomly selected. What is the probability that its length:
a) Less than 159 cm?
b) greater than 180 cm?
c) Between (165, 174)?
Solution
Suppose X for plant lengths is a random variable that follows normal distribution with mean 168 cm and a
standard deviation 6 cm.
a) Less than 159 cm?
 x − μ 159 − 168 
P( X  159) = P  
 σ 6 
= P(Z  −1.5) = 0.0668
b) greater than 180 cm?
 x − μ 180 − 168 
P( X  180) = P  
 σ 6 
= P (Z  2 )
= 1 - P (Z  2 )
= 1 − 0.9772 = 0.0228
c) Between (165, 174)?
P(165  X  174)
 165 − 168 x − μ 174 − 168 
= P    = P(− 0.5  Z  1)
 6 σ 6 
= P( Z  1 ) - P( Z  - 0.5 ) = 0.8413 - 0.3085 = 0.5328

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Applied Statistics Dr. Mahmoud Abd El-Raouf

Example 4: The professor of Statistics found that the average time required for students to complete the final
exam = 150 minutes with a standard deviation of 30 minutes.
Find the following:
1. What is the probability that students complete an exam between 125 and 150 minutes?
2. What is the probability that students complete an exam in 185 minutes or less?
3. What is the probability that students complete an exam in more than 195 minutes?
4. If the number of students is 1000 students. Find the number of students who completed an exam in more
than 185 minutes.
Solution
1. What is the probability that students complete an exam between 125 and 150 minutes?
P(125  X  150)
 125 − 150 x − μ 150 − 150 
= P   
 30 σ 30 
= P(− 0.83  Z  0 )
= P( Z  0 ) - P( Z  - 0.83 )
= 0.5 000 - 0.2033 = 0.296
2. What is the probability that students complete an exam in 185 minutes or less?
P(X  185)
 x − μ 185 − 150 
= P  
 σ 30 
= P(Z  1.17 ) = 0.8790
3. What is the probability that students complete an exam in more than 195 minutes?
P(X  185)
 x − μ 195 − 150 
= P  
 σ 30 
= P(Z  1.5) = 1 - P(Z  1.5)
= 1 - 0.9332 = 0.0668
4. If the number of students is 1000 students. Find the number of students who completed an exam in
more than 185 minutes.
1000  P ( X  185 )

1000  0.121 = 121

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Applied Statistics Dr. Mahmoud Abd El-Raouf

EXERCISES
1. The amount X of beverage in a can labeled 12 ounces is normally distributed with mean 12.1 ounces and
standard deviation 0.05 ounce. A can is selected at random.
a. Find the probability that the can contains at least 12 ounces.
b. Find the probability that the can contains between 11.9 and 12.1 ounces.

2. The systolic blood pressure X of adults in a region is normally distributed with mean 112 mm Hg and
standard deviation 15 mm Hg. A person is considered “prehypertensive” if his systolic blood pressure is
between 120 and 130 mm Hg. Find the probability that the blood pressure of a randomly selected person
is prehypertensive.

3. Birth weights of full-term babies in a certain region are normally distributed with mean 7.125 lb and
standard deviation 1.290 lb. Find the probability that a randomly selected newborn will weigh less than 5.5
lb, the historic definition of prematurity.

4. The amount of time necessary for a student of statistics to solve assignments is, on average, 15 minutes.
This can be modeled as a random normal variable with a standard deviation of 2 minutes. Calculate the
probability that an assignment is instead solved between14 and 16 minutes

5. Scores on an achievement test are known to be normally distributed with a mean of 420 and a standard
deviation of 80.
a. what is the probability of a score between 400 and 480?
b. What is the minimum test score needed in order to be in the top 10% of all people taking the test?
𝜇 = 420 , 𝜎 = 80
𝑃(400 < 𝑋 < 480)
𝑃(−0.25 < 𝑍 < 0.75)
𝑄(0.75) − (1 − 𝑄(0.25)) = 0.3721

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Applied Statistics Dr. Mahmoud Abd El-Raouf

b-
𝑃(𝑍 > 𝑎) = 0.1
1 − 𝑄(𝑎) = 0.1
𝑄(𝑎) = 0.9
𝑎 = 1.28
𝑿−𝝁
𝒁=
𝝈
𝑋 = (𝑍𝜎) + 𝜇
𝑋 = (1.28 ∗ 80) + 420 = 522

6. It is known that amounts of money spent on clothing in a year by students on a particular campus follow a
normal distribution with a mean of $380 and a standard deviation of $50.
a. What is the probability that a randomly chosen student will spend less than $400 on clothing in a year?
b. What is the probability that a randomly chosen student will spend more than $360 on clothing in a
year?
c. What is the probability that a randomly chosen student will spend between $300 and $400 on clothing
in a year?

7. Anticipated consumer demand in a restaurant for free-range steaks next month can be modeled by a normal
random variable with mean 1,200 pounds and standard deviation 100 pounds.
a. What is the probability that demand will exceed 1,000 pounds?
b. What is the probability that demand will be between 1,100 and 1,300 pounds?
c. The probability is 0.10 that demand will be more than how many pounds?

8. The tread life of Road Stone tires has a normal distribution with a mean of 35,000 miles and a standard
deviation of 4,000 miles.
a. What proportion of these tires has a tread life of more than 38,000 miles?

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Applied Statistics Dr. Mahmoud Abd El-Raouf

b. What proportion of these tires has a tread life of less than 32,000 miles?

9. An investment portfolio contains stocks of a large number of corporations. Over the last year the
rates of return on these corpora the stocks followed a nor- mal distribution with mean 12.2% and standard
deviation 7.2%.
a. For what proportion of these corporations was the rate of return higher than 20%?
b. For what proportion of these corporations was the rate of return negative?
c. For what proportion of these corporations was the rate of return between 5% and 15%?

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Applied Statistics Dr. Mahmoud Abd El-Raouf

Standard normal distribution table

Used to find area (probability)

𝑸 = 𝑷(𝒁 < 𝒂)
where
𝑿−𝝁
𝒁= ∼ 𝑵(𝟎, 𝟏)
𝝈

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Applied Statistics Dr. Mahmoud Abd El-Raouf

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