Lecture 5

The Normal Probability

Distribution
Continuous Random Variables
• Continuous random variables can assume the infinitely many values
corresponding to points on a line interval.
• Examples:
• Heights, weights
• length of life of a particular product
• experimental laboratory error
Continuous Uniform Distributions
Continuous Uniform Distributions
Continuous Uniform Distributions
Continuous Uniform Distributions
Continuous Uniform Distributions
Continuous Random Variables
• A smooth curve describes the probability
distribution of a continuous random variable.

•The depth or density of the probability, which

varies with x, may be described by a mathematical
formula f (x ), called the probability distribution or
probability density function for the random variable
x.
Properties of Continuous
Probability Distributions
•The area under the curve is equal to 1.
•P(a  x  b) = area under the curve between a
and b.

•There is no probability attached to any

single value of x. That is, P(x = a) = 0.
Continuous Probability Distributions

• There are many different types of

continuous random variables
• We try to pick a model that
• Fits the data well
• Allows us to make the best possible
inferences using the data.
• One important continuous random variable
is the normal random variable.
The Normal Distribution
• The formula that generates the
normal probability distribution is:
1  x− 
2

1 −  
2  
f ( x) = e for −  x 
 2
e = 2.7183  = 3.1416
 and  are the population mean and standard deviation.
• The shape and location of the normal
curve changes as the mean and standard
deviation change.
The Standard Normal Distribution
•To find P(a < x < b), we need to find the area
under the appropriate normal curve.
•To simplify the tabulation of these areas, we
standardize each value of x by expressing it as a
z-score, the number of standard deviations  it
lies from the mean .

x−
z=

Carl
Gauss

• The normal curve is often called the Gaussian distribution, after Carl
Friedrich Gauss, who discovered many of its properties. Gauss,
commonly viewed as one of the greatest mathematicians of all time (if
not the greatest), is honoured by Germany on their 10 Deutschmark bill.
• From http://www.willamette.edu/~mjaneba/help/normalcurve.html
The Histogram and the Normal Curve
 The Theoretical Normal Curve

(from http://www.music.miami.edu/research/statistics/normalcurve/images/normalCurve1.gif
 Properties of the Normal Curve:
• Theoretical construction
• Also called Bell Curve or Gaussian Curve
• Perfectly symmetrical normal distribution
• The mean of a distribution is the midpoint of the curve
• The tails of the curve are infinite
• Mean of the curve = median = mode
• The “area under the curve” is measured in standard deviations from the
mean
Properties (cont.)
• Has a mean = 0 and standard deviation = 1.
• General relationships: ±1 s = about 68.26%
±2 s = about 95.44%
±3 s = about 99.72%

68.26%

95.44%

99.72%

-5 -4 -3 -2 -1 0 1 2 3 4 5
 Z-Scores
• Are a way of determining the position of a single score under the normal
curve.
• Measured in standard deviations relative to the mean of the curve.
• The Z-score can be used to determine an area under the curve known as
a probability.

• Formula:

x−
z=

 The Standard
Normal (z)
Distribution
• Mean = 0; Standard deviation = 1
• When x = , z = 0
• Symmetric about z = 0
• Values of z to the left of center are negative
• Values of z to the right of center are positive
• Total area under the curve is 1.
 Using Table 3
The four digit probability in a particular row
and column of Table 3 gives the area under
the z curve to the left that particular value of
z.

Area for z = 1.36

 Example
Use Table 3 to calculate these probabilities:

P(z 1.36) = .9131

P(z >1.36)
= 1 - .9131 = .0869

P(-1.20  z  1.36) =
.9131 - .1151 = .7980
 The Standard
Normal (z)
Distribution
• Mean = 0; Standard deviation = 1
• When x = , z = 0
• Symmetric about z = 0
• Values of z to the left of center are negative
• Values of z to the right of center are positive
• Total area under the curve is 1.
 Using Table 3
The four digit probability in a particular row
and column of Table 3 gives the area under
the z curve to the left that particular value of
z.

Area for z = 1.36

 Example
Use Table 3 to calculate these probabilities:

P(z 1.36) = .9131

P(z >1.36)
= 1 - .9131 = .0869

P(-1.20  z  1.36) =
.9131 - .1151 = .7980
Using the Normal Curve: Z Scores

• Procedure:

• To find areas, first compute Z scores.

• Substitute score of interest for Xi
• Use sample mean for and sample standard deviation for S.
• The formula changes a “raw” score (Xi) to a standardized score (Z).
Finding Probabilities

• If a distribution has:
• X = 13
• s =4

• What is the probability of randomly selecting a score of 19 or more?

P(19>=?) =
Z = 1.5
Probability =1-0.9332 = 0.0668
Percent 6.68%
 In Class Example
• After an exam, you learn that the mean for the class is 60, with a
standard deviation of 10. Suppose your exam score is 70. What is your Z-
score?
• Where, relative to the mean, does your score lie?
• What is the probability associated with your score (use Z table Appendix
I Table 3)?
To solve:

• Available information: Xi = 70
= 60
S = 10

• Formula: Z = (Xi – ) /S

= (70 – 60) /10

= +1.0
Your Z-score of +1.0 is exactly 1 s.d. above the mean
You are at the 84.13 percentile.

< Mean = 60

Area 34.13%> <Area 34.13%

< Z = +1.0

68.26%

Area 50%-------> <-------Area 50%

95.44%
99.72%

-5 -4 -3 -2 -1 0 1 2 3 4 5
What if your score is 72?

• Calculate your Z-score.

• What percentage of students have a score below your score? Above?

• What percentile are you at?

Answer:

• Z = 1.2

• The area beyond Z = .1151

(11.51% of marks are above yours)

• Area between mean and Z = .8849

(% of marks below = 88.49%)

• Your mark is at the 88th percentile!

What if your mark is 55%?

• Calculate your Z-score.

• What percentage of students have a score below your score? Above?

• What percentile are you at?

Answer:

• Z = -.5

• Area between the mean and Z =1-0.3085= 0.6915

(% of marks above = 69.15%)

• The area beyond Z = .3085

(30.85% of the marks are below yours)

• Your mark is only at the 31st percentile!

 Using Table 3
✓To find an area to the left of a z-value, find the area
directly from the table.
✓To find an area to the right of a z-value, find the area
in Table 3 and subtract
Rememberfrom
Remember the1.
the Empirical
EmpiricalRule:
Rule:
✓To find the areaApproximately
between two
Approximately 95%values
99.7% the of z, find the two
ofofthe
areas in Table 3, measurements
and subtractlie
measurements within
lieone
within 32
from the other.
standard
standarddeviations
deviationsof
ofthe
themean.
mean.

P(-3  z  z3) 1.96)

P(-1.96
= .9987
.9750 - .0250 =
.9500
.0013=.9974
Working Backwards

Find the value of z that has area .25 to its left.

1. Look for the four digit area
closest to .2500 in Table 3.
2. What row and column does
this value correspond to?
3. z = -.67

4. What percentile
does this value
represent? 25th percentile,
or 1st quartile (Q1)
Working Backwards
Find the value of z that has area .05 to its right.
1. The area to its left will be 1 - .05
= .95
2. Look for the four digit area
closest to .9500 in Table 3.
3. Since the value .9500 is
halfway between .9495 and
.9505, we choose z halfway
between 1.64 and 1.65.
4. z = 1.645
 Finding Probabilities for the General
Normal Random Variable
✓To find an area for a normal random variable x
with mean  and standard deviation , standardize
or rescale the interval in terms of z.
✓Find the appropriate area using Table 3.

Example: x has a normal distribution with 

= 5 and  = 2. Find P(x > 7).

7−5
P ( x  7) = P ( z  )
2
1 z
= P ( z  1) = 1 − .8413 = .1587
 Example
The weights of packages of ground beef are normally
distributed with mean 1 pound and standard deviation
.10. What is the probability that a randomly selected
package weighs between 0.80 and 0.85 pounds?

P(.80  x  .85) =
P(−2  z  −1.5) =
.0668 − .0228 = .0440
Example
John earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100. What proportion of
students had a higher score than John? (Assume that test scores are
normally distributed.)
Example
John earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100. What proportion of
students had a higher score than John? (Assume that test scores are
normally distributed.)

First, we transform John’s test score into a z-score, using the z-score
transformation equation.

z = (X - μ) / σ = (940 - 850) / 100 = 0.90

•Then, using the standard normal distribution table, we find the cumulative
probability associated with the z-score. In this case, we find P(Z < 0.90) =
0.8159.

•Therefore, the P(Z > 0.90) = 1 - P(Z < 0.90) = 1 - 0.8159 = 0.1841
Example
A normally distributed population of test scores has a mean of 80 and a
standard deviation of 5.2.

a) Find the percentage of scores that lies below 73.

b) Find the percentage of scores that lies between 82 and 86.
c) Find the percentage of scores that lies above 73.
 Example
A normally distributed population of test scores has a mean of 80 and a
standard deviation of 5.2.
a) Find the percentage of scores that lies below 73.
b) Find the percentage of scores that lies between 82 and 86.
c) Find the percentage of scores that lies above 73.

a) Find the percentage of scores that lies below 73.

 Example
A normally distributed population of test scores has a mean of 80 and a
standard deviation of 5.2.
a) Find the percentage of scores that lies below 73.
b) Find the percentage of scores that lies between 82 and 86.
c) Find the percentage of scores that lies above 73.
b) Find the percentage of scores that lies between 82 and 86.
 Example
A normally distributed population of test scores has a mean of 80 and a
standard deviation of 5.2.
a) Find the percentage of scores that lies below 73.
b) Find the percentage of scores that lies between 82 and 86.
c) Find the percentage of scores that lies above 73.
c) Find the percentage of scores that lies above 73.

To find the percentage of the area that lies "above" the z-score, take the total area under a
normal curve (which is 1) and subtract the cumulative area to the left of the z-score.

In part a, 73 had a z-score of -1.34615 with a cumulative area to the left of 0.0901 or
9.01%.

The area to the right of this z-score will be 1 - 0.0901 = 0.9099 or 90.99%.
The Normal Approximation to the
Binomial
• We can calculate binomial probabilities using
• The binomial formula
• The cumulative binomial tables

• When n is large, and p is not too close to zero or one, areas

under the normal curve with mean np and variance npq can
be used to approximate binomial probabilities.
Approximating the Binomial
✓Make sure to include the entire rectangle for
the values of x in the interval of interest. This
is called the continuity correction.
✓Standardize the values of x using
x − np
z=
npq

✓Make sure that np and nq are both

greater than 5 to avoid inaccurate
approximations!
Continuity Correction
The binomial are discrete random variables, whereas the normal distribution is
continuous. We need to take this into account when we are using the normal
distribution to approximate a binomial or Poisson using a continuity correction.

In the discrete distribution, each probability is represented by a rectangle

(right hand diagram):

When working out probabilities, we want to include whole rectangles, which is

what continuity correction is all about.
Example
let n=10 and p=12. What is the probability that exactly five people approve of the job
the President is doing?

First, recognize in our case that the mean is:

and the variance is:

Example
let n=10 and p=12. What is the probability that exactly five people approve of the job
the President is doing?

Now, if we look at a graph of the binomial distribution with the rectangle

corresponding to Y=5 shaded in red:

we should see that we would benefit from

making correction for the fact that we are
using a continuous distribution to approximate
a discrete distribution. Specifically, it seems
that the rectangle Y=5 really includes
any Y greater than 4.5 but less than 5.5. That
is:
P(Y=5)=P(4.5<Y<5.5)
Such an adjustment is called a "continuity
correction." Once we've made the continuity
correction, the calculation reduces to a normal
probability calculation:
 Example
Suppose x is a binomial random variable with
n = 30 and p = .4. Using the normal
approximation to find P(x  10).
n = 30 p = .4 q = .6
np = 12 nq = 18
The normal
approximation is
ok!
Calculate
 = np = 30(.4) = 12
 = npq = 30(.4)(.6) = 2.683
 Example

10.5 − 12
P( x  10)  P( z  )
2.683
= P( z  −.56) = .2877
 Example
A production line produces AA batteries with a
reliability rate of 95%. A sample of n = 200 batteries
is selected. Find the probability that at least 195 of
the batteries work.
The normal
Success = working battery n = 200 approximation is
p = .95 np = 190 nq = 10 ok!

194.5 − 190
P( x  195)  P( z  )
200(.95)(.05)
= P( z  1.46) = 1 − .9278 = .0722
Key Concepts
I. Continuous Probability Distributions
1. Continuous random variables
2. Probability distributions or probability density functions
a. Curves are smooth.
b. The area under the curve between a and b
represents the probability that x falls between a
and b.
c. P(x = a) = 0 for continuous random variables.

II. The Normal Probability Distribution

1. Symmetric about its mean  .
2. Shape determined by its standard deviation  .
 Key Concepts
III. The Standard Normal Distribution
1. The normal random variable z has mean 0 and standard
deviation 1.
2. Any normal random variable x can be transformed to a
standard normal random variable using
x−
z=


3. Convert necessary values of x to z.

4. Use Table 3 in Appendix I to compute standard normal
probabilities.
5. Several important z-values have tail areas as follows:
Tail Area: .005 .01 .025 .05 .10
z-Value: 2.58 2.33 1.96 1.645 1.28