2.11 Normal Distribution 2.

127

2.11 normal dIstrIbutIon

A continuous random variable X is said to

follow normal distribution with mean m and
variance s2, if its probability function is
given by
2
1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
f ( x) = e
s 2p
- • < X < •, - • < m < •, s > 0 Fig. 2.1
where m and s are called parameters of the normal distribution. The curve representing
the normal distribution is called the normal curve (Fig. 2.1).

2.11.1 Properties of the normal distribution

A normal probability curve, or normal curve, has the following properties:
(i) It is a bell-shaped symmetrical curve about the ordinate X = m. The ordinate is
maximum at X = m.
(ii) It is a unimodal curve and its tails extend infinitely in both the directions, i.e.,
the curve is asymptotic to X-axis in both the directions.
(iii) All the three measures of central tendency coincide, i.e.,
mean = median = mode
(iv) The total area under the curve gives the total probability of the random variable
X taking values between – • to •. Mathematically,
2
• 1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
P(-• < X < •) = Ú e dx = 1
-• s 2p
(v) The ordinate at X = m divides the area under the normal curve into two equal
parts, i.e.,
m •
1
Ú f ( x ) dx = Ú f ( x) dx = 2
-• m

(vi) The value of f (x) is always nonnegative for all values of X, i.e., the whole curve
lies above the X-axis.
(vii) The points of inflexion (the point at which curvature changes) of the curve are
at X = m + s and the curve changes from concave to convex at X = m + s to
X = m – s.
(viii) The area under the normal curve (Fig. 2.2) is distributed as follows:
(a) The area between the ordinates at m – s and m + s is 68.27%
(b) The area between the ordinates at m – 2s and m + 2s is 95.45%
(c) The area between the ordinates at m – 3s and m + 3s is 99.74%
2.128 Chapter 2 Random Variables and Probability Distributions

Fig. 2.2

2.11.2 constants of the normal distribution

1. mean of the normal distribution

•
E( X ) = Ú x f ( x ) dx
-•
2
• 1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
= Ú x
s 2p
e dx
-•

x-m
Putting = t , dx = s dt
s
• 1
1 - t2
E( X ) = Ú ( m + s t)
2p
e 2 dt

-•
• 1 • 1
1 - t2 t - t2
=m Ú 2p
e 2 dt + Ú s
2p
e 2 dt

-• -•

Putting t2 = u in the second integral,

2t dt = du
When t Æ •, uÆ•
When t Æ –•, u Æ •
1
• È 1
• 1 1
- t2
- u ˘
du
E( X ) = m ◊ 2p + Ú s ◊ Í∵ Ú e 2 dt = 2p ˙
e 2
2p • 2p ÍÎ -• ˙˚
2

= m+0 [∵ the limits of integration are same ]

=m

2. variance of the normal distribution

Var(X) = E(X – m)2
 2.11 Normal Distribution 2.129

•
= Ú (x - m)
2
f ( x ) dx
-•
2
• 1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
= Ú (x - m)
2
e dx
-• 2p s
x-m
Putting = t , dx = s dt
s
• 1
1 - t2
Var ( X ) = Ús
2 2 2
t e dt
-• 2p
• 1
s2 - t2
=
2p
Ú t2 e 2 dt
-•
• 1
2s 2 - t2
= Út e
2 2 dt
[∵ integral is an even function ]
2p 0

t2
Putting = u,
2
t = 2u
1 1
dt = 2 du = du
2 u 2u
When t = 0, u=0
When t = •, u=•
•
2s 2 -u 1
Var( X ) =
2p
Ú 2ue 2u
du
0
• 1
2s 2 -u
=
p
Ú e u 2 du
0

2s 2
3 È •
- x n -1
˘
=
p 2
Í∵
ÍÎ
Úe x dx = n ˙
˙˚
0
2
2s 1 1
=
p 2 2
2s 2 1
= p
p 2
= s2
3. standard deviation of the normal distribution
SD = s
2.130 Chapter 2 Random Variables and Probability Distributions

4. mode of the normal distribution

Mode is the value of x for which f (x) is maximum. Mode is given by
f ¢( x ) = 0 and f ¢¢( x ) < 0
For normal distribution,
2
1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
f ( x) = e
s 2p
Differentiating w.r.t. x,
2
1 Ê x-m ˆ
1 - Á
2Ë s ¯
˜ È Ê x - mˆ˘
f ¢( x ) = e Í- ÁË 2 ˜¯ ˙
s 2p Î s ˚
x-m
=- f ( x)
s2
When f ¢( x ) = 0, x-m =0
x=m
1
f ¢¢( x ) = - [( x - m ) f ¢( x) + f ( x)]
s2
1 È Ï (x - m) ¸ ˘
=- 2 Í
( x - m ) Ì- 2
f ( x ) ˝ + f ( x )˙
s Î Ó s ˛ ˚
1 È ( x - m )2 ˘
=- f ( x ) Í1 - ˙
s2 Î s2 ˚
At x = m,
f ( x) 1
f ¢¢( x ) = 2
=- 3
<0
s s 2p
Hence, x = m is the mode of the normal distribution.
5. median of the normal distribution

If M is median of the normal distribution,

M
1
Ú f ( x ) dx =
2
-•
2
M 1 Ê x-m ˆ
1 - Á ˜ 1
2Ë s ¯
Ú e dx =
2
-• s 2p
2 2
m 1 Ê x-m ˆ M - 1 Ê x-m ˆ
1 - Á ˜ 1 Á ˜ 1
2Ë s ¯ 2Ë s ¯
s 2p
Úe dx +
s 2p
Úe dx =
2
...(2.3)
-• m
 2.11 Normal Distribution 2.131

x-m
Putting = t in the first integral,
s
dx = s dt
When x = – •, t=–•
When x = m, t=0
2
m 1 Ê x-m ˆ 0 1
1 - Á ˜ 1 - t2
2Ë s ¯
s 2p
Ú e dx =
s 2p
Ú e 2 s dt
-• -•
0 1
1 - t2
=
2p
Ú e 2 dt
-•
• 1
1 - t2
=
2p
Úe 2 dt [By symmetry]
0

1 p
=
2p 2
1
= ...(2.4)
2
From Eqs (2.3) and (2.4),
2
M - 1 Ê x-m ˆ
1 1 Á ˜ 1
2Ë s ¯
+
2 s 2p Úe dx =
2
m
2
M - 1 Ê x-m ˆ
1 Á ˜
2Ë s ¯
s 2p
Úe dx = 0
m
2
M - 1 Ê x-m ˆ
Á ˜
2Ë s ¯
Úe dx = 0
m

È b ˘
m = M Í∵ if Ú f ( x) dx = 0 then a = b where f ( x) > 0˙˙
ÎÍ a ˚
Hence, mean = median for the normal distribution.
note For normal distribution,
mean = median = mode = m
Hence, the normal distribution is symmetrical.
2.132 Chapter 2 Random Variables and Probability Distributions

2.11.3 Probability of a normal random variable in an

Interval
Let X be a normal random variable with P(X)
mean m and standard deviation s. The
probability of X lying in the interval (x1,
x2) (Fig. 2.3) is given by
2
x2 1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
P( x1 £ X £ x2 ) = Ús 2p
e dx
O x1 x2 X
x1
Fig. 2.3
Hence, the probability is equal to the
area under the normal curve between the
ordinates X = x1 and X = x2 respectively. P(x1 < X < x2) can be evaluated easily by
converting a normal random variable into another random variable.
X-m
Let Z= be a new random variable.
s
Ê X - mˆ 1
E(Z ) = E Á = [E ( X ) - m ] = 0
Ë s ˜¯ s
Ê X - mˆ 1 1
Var ( Z ) = Var Á = Var ( X - m ) = 2 Var ( X ) = 1
Ë s ˜¯ s 2 s
The distribution of Z is also normal. Thus, if X is a normal random variable with mean
X-m
m and standard deviation s then Z = is a normal random variable with mean 0
s
and standard deviation 1. Since the parameters of the distribution of Z are fixed, it is a
known distribution and is termed standard normal distribution. Further, Z is termed as
a standard normal variate. Thus, the distribution of any normal variate X can always
be transformed into the distribution of the standard normal variate Z.
ÈÊ x - m ˆ Ê X - m ˆ Ê x2 - m ˆ ˘
P( x1 £ X £ x2 ) = P ÍÁ 1 ˜ £Á ˜ £Á ˜˙
ÎË s ¯ Ë s ¯ Ë s ¯ ˚
= P ( z1 £ Z £ z2 )
x1 - m x -m
where z1 = and z2 = 2
s s
This probability is equal to the area under the standard normal curve between the
ordinates at Z = z1 and Z = z2.
 2.11 Normal Distribution 2.133

case I If both z1 and z2 are positive

(or both negative) (Fig. 2.4),
P( x1 £ X £ x2 )
= P( z1 £ Z £ z2 )
= P(0 £ Z £ z2 ) - P(0 £ Z £ z1 )
= (Area under the normal curve from 0 to z2 )
- (Area under the normal curve from 0 to z1 ) Fig. 2.4

case II If z1 < 0 and z2 > 0 (Fig. 2.5),

P( x1 £ X £ x2 )
= P(- z1 £ Z £ z2 )
= P(- z1 £ Z £ 0) + P (0 £ Z £ z2 )
= P(0 £ Z £ z1 ) + P (0 £ Z £ z2 )
[By symmetry]
= (Area under the normal curve from 0 to z1 ) Fig. 2.5

+ (Area under the normal curve from 0 to z2 )

When X > x1, Z > z1, the probability P(Z > z1) can be found for two cases as follows:

case I If z1 > 0 (Fig. 2.6),

P( X > x1 ) = P( Z > z1 )
= 0.5 - P(0 £ Z £ z1 )
= 0.5 – (Area under the curve
from 0 to z1)
Fig. 2.6
case II If z1 < 0 (Fig. 2.7),
P( X > x1 ) = P( Z > - z1 )
= 0.5 + P(- z1 < Z < 0)

= 0.5 + P(0 < Z < z1)

[By symmetry)
= 0.5 + (Area under the curve
from 0 to z1) Fig. 2.7
2.134 Chapter 2 Random Variables and Probability Distributions

When X < x1, Z < z1, the probability P(Z < z1) can be found for two cases as follows:
case I If z1 > 0 (Fig. 2.8),
P( X < x1 ) = P ( Z < z1 )
= 1 - P( Z ≥ z1 )
= 1 - ÎÈ0.5 - P (0 < Z < z1 )˚˘
= 0.5 + P (0 < Z < z1 )
= 0.5 + (Area under the curve from 0 to z1 ) Fig. 2.8

case II If z1 < 0 (Fig. 2.9),

P( X < x1 ) = P( Z < - z1 )
= 1 - P( Z ≥ - z1 )
= 1 - ÈÎ0.5 + P(- z1 £ Z £ 0)˘˚
= 1 - ÎÈ0.5 + P(0 £ Z £ z1 )˚˘
[By symmetry] Fig. 2.9
= 0.5 - P(0 £ Z £ z1 )
= 0.5 - (Area under the curve from 0 to z1 )

note
x1
(i) P( X < x1 ) = F ( x1 ) =
Ú f ( x ) dx
-•

Hence, P(X < x1) represents the

area under the curve from X = – •
to X = x1.
(ii) If P(X < x1) < 0.5, the point x1
lies to the left of X = m and the
corresponding value of standard
Fig. 2.10
normal variate will be negative
(Fig. 2.10).

(iii) If P(X < x1) > 0.5, the point x1 lies

to the right of x = m and the
corresponding value of standard
normal variate will be positive
(Fig. 2.11).

Fig. 2.11
 2.11 Normal Distribution 2.135

standard normal (Z) table, area between 0 and z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3990 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4115 0.4131 0.4147 0.4162
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
2.136 Chapter 2 Random Variables and Probability Distributions

2.11.4 uses of normal distribution

(i) The normal distribution can be used to approximate binomial and Poisson
distributions.
(ii) It is used extensively in sampling theory. It helps to estimate parameters from
statistics and to find confidence limits of the parameter.
(iii) It is widely used in testing statistical hypothesis and tests of significance in
which it is always assumed that the population from which the samples have
been drawn should have normal distribution.
(iv) It serves as a guiding instrument in the analysis and interpretation of statistical
data.
(v) It can be used for smoothing and graduating a distribution which is not normal
simply by contracting a normal curve.

example 1
What is the probability that a standard normal variate Z will be (i) greater
than 1.09? (ii) less than –1.65? (iii) lying between –1 and 1.96?
(iv) lying between 1.25 and 2.75?
Solution
(i) Z > 1.09 (Fig. 2.12)
P( Z > 1.09) = 0.5 - P(0 £ Z £ 1.09)
= 0.5 - 0.3621
= 0.1379
Fig. 2.12
(ii) Z £ –1.65 (Fig. 2.13)
P( Z £ -1.65) = 1 - P( Z > -1.65)
= 1 - [0.5 + P(-1.65 < Z < 0)]
= 1 - [0.5 + P(0 < Z < 1.65)]
[By symmetry]
= 0.5 - P(0 < Z < 1.65)
= 0.5 - 0.4505 Fig. 2.13
= 0.0495
(iii) –1 < Z < 1.96 (Fig. 2.14)
P(-1 < Z < 1.96)
= P(-1 < Z < 0) + P(0 < Z < 1.96)
= P(0 < Z < 1) + P(0 < Z < 1.96)
[By symmetry]
= 0.3413 + 0.4750
= 0.8163 Fig. 2.14
 2.11 Normal Distribution 2.137

(iv) 1.25 < Z < 2.75 (Fig. 2.15)

P(1.25 < Z < 275)
= P(0 < Z < 2.75) - P(0 < Z < 1.25)
= 0.4970 - 0.3944
= 0.1026
Fig. 2.15

example 2
If X is a normal variate with a mean of 30 and an SD of 5, find the
probabilities that (i) 26 £ X £ 40, and (ii) X ≥ 45.
Solution
m = 30, s=5
X-m
Z=
s
26 - 30
(i) When X = 26, Z = = -0.8
5
40 - 30
When X = 40, Z = =2
5
Fig. 2.16
P(26 £ X £ 40) = P (-0.8 £ Z £ 2) (Fig. 2.16)
= P(-0.8 £ Z £ 0) + P(0 £ Z £ 2)
= P(0 £ Z £ 0.8) + P(0 £ Z £ 2) [By symmetry]
= 0.2881 + 0.4772
= 0.7653
45 - 30
(ii) When X = 45, Z = =3
5
P( X ≥ 45) = P( Z ≥ 3) (Fig. 2.17)
= 0.5 - P(0 < Z < 3)
= 0.5 - 0.4987
= 0.0013
Fig. 2.17

example 3
X is normally distributed and the mean of X is 12 and the SD is 4. Find
out the probability of the following:
(i) X ≥ 20 (ii) X £ 20 (iii) 0 £ X £ 12.
2.138 Chapter 2 Random Variables and Probability Distributions

Solution
m = 12, s=4
X-m
Z=
s
20 - 12
(i) When X = 20, Z = =2
4
P( X ≥ 20) = P( Z ≥ 2) (Fig. 2.18)
= 0.5 - P (0 < Z < 2)
= 0.5 - 0.4772
= 0.0228
Fig. 2.18
(ii) P( X £ 20) = 1 - P ( X > 20)
= 1 - 0.0228
= 0.9772
0 - 12
(iii) When X = 0, Z = = -3
4
12 - 12
When X = 12, Z = =0
4 Fig. 2.19
P(0 £ X £ 12) = P (-3 £ Z £ 0) (Fig. 2.19)
= P(0 £ Z £ 3) [By symmetry ]
= 0.4987

example 4
If X is normally distributed with a mean of 2 and an SD of 0.1, find
P ( X - 2 ) ≥ 0.01)?

Solution:
m = 2, s = 0.1
X-m
Z=
s
1.99 - 2
When X = 1.99, Z = = -0.1 Fig. 2.20
0.1
2.01 - 2
When X = 2.01, Z = = 0.1
0.1
 2.11 Normal Distribution 2.139

P ( X - 2 £ 0.01) = P(1.99 £ X £ 2.01) (Fig. 2.20)

= P(-0.1 £ Z £ 0.1)
= P(-0.1 £ Z £ 0) + P (0 £ Z £ 0.1)
= P(0 £ Z £ 0.1) + P (0 £ Z £ 0.1) [By symmetry]
= 2 P(0 < Z £ 0.1)
= 2(0.0398)
= 0.0796
P ( X - 2 ≥ 0.01) = 1 - P ( X - 2 < 0.01)
= 1 - 0.0796
= 0.9204

example 5
If X is a normal variate with a mean of 120 and a standard deviation of
10, find c such that (i) P(X > c) = 0.02, and (ii) P(X< c) = 0.05.
Solution
For normal variate X,
m = 120, s = 10
X-m
Z=
s
(i) P(X > c) = 0.02
P(X < c) = 1 – P(X ≥ c)
= 1 – 0.02
= 0.98
Since P(X < c) > 0.5, the corre-
sponding value of Z will be positive.
P(X > c) = P(Z > z1) (Fig. 2.21)
0.02 = 0.5 – P(0 £ Z £ z1)
P(0 £ Z £ z1) = 0.48
\ z1 = 2.05 [From normal table]
Fig. 2.21
c - 120
Z= = z1 = 2.05
10
c = 2.05(10) + 120 = 140.05
(ii) Since P(X < c) < 0.5, the corresponding
value of Z will be negative.
P( X < c) = P( Z < - z1 ) (Fig. 2.22)
0.05 = 1 - P( Z ≥ - z1 )
Fig. 2.22
0.05 = 1 - ÎÈ0.5 + P (- z1 £ Z £ 0)˚˘
2.140 Chapter 2 Random Variables and Probability Distributions

0.05 = 1 - ÈÎ0.5 + P (0 £ Z £ z1 )˘˚ [By symmetry]

0.05 = 0.5 - P(0 £ Z £ z1 )
P(0 £ Z £ z1 ) = 0.5 - 0.05 = 0.45
\ z1 = -1.64 [From normal table]
c - 120
Z= = z1 = -1.64
10
c = 10 (-1.64) + 120 = 103.6

example 6
A manufacturer knows from his experience that the resistances of
resistors he produces is normal with m = 100 ohms and SD = s = 2 ohms.
What percentage of resistors will have resistances between 98 ohms and
102 ohms?
Solution
Let X be the random variable which denotes the resistances of the resistors.
m = 100, s =2
X-m
Z=
s
98 - 100
When X = 98, Z= = -1
2
102 - 100
When X = 102, Z = =1 Fig. 2.23
2
P(98 £ X £ 102) = P(-1 £ Z £ 1) (Fig. 2.23)
= P(-1 £ Z £ 0) + P(0 £ Z £ 1)
= P(0 £ Z £ 1) + P(0 £ Z £ 1) [By symmetry]
= 2 P(0 £ Z £ 1)
= 2(0.3413)
= 0.6826
Hence, the percentage of resistors have resistances between 98 ohms and 102 ohms =
68.26%.

example 7
The average seasonal rainfall in a place is 16 inches with an SD of
4 inches. What is the probability that the rainfall in that place will be
between 20 and 24 inches in a year?
 2.11 Normal Distribution 2.141

Solution
Let X be the random variable which denotes the seasonal rainfall in a year.
m = 16, s =4
X-m
Z=
s
20 - 16
When X = 20, Z= =1
4
24 - 16
When X = 24, Z= =2
4 Fig. 2.24
P(20 < X < 24) = P (1 < Z < 2) (Fig. 2.24)
= P (0 < Z < 2) - P (0 < Z < 1)
= 0.4772 - 0.3413
= 0.1359

example 8
The lifetime of a certain kind of batteries has a mean life of 400 hours
and the standard deviation as 45 hours. Assuming the distribution of
lifetime to be normal, find (i) the percentage of batteries with a lifetime
of at least 470 hours, (ii) the proportion of batteries with a lifetime
between 385 and 415 hours, and (iii) the minimum life of the best 5%
of batteries.
Solution
Let X be the random variable which denotes the lifetime of a certain kind of batteries.
m = 400, s = 45
X-m
Z=
s
(i) When X = 470,
470 - 400
Z= = 1.56
45
P( X ≥ 470) = P( Z ≥ 1.56) (Fig. 2.25)
= 0.5 - P(0 < Z < 1.56)
= 0.5 - 0.4406
= 0.0594
Fig. 2.25
Hence, the percentage of batteries
with a lifetime of at least 470 hours
= 5.94%.
2.142 Chapter 2 Random Variables and Probability Distributions

(ii) When X = 385,

385 - 400
Z= = -0.33
45
When X = 415,
415 - 400
Z= = 0.33
45
Fig. 2.26
P(385 < X < 415) = P(-0.33 < Z < 0.33) (Fig. 2.26)
= P(-0.33 < Z < 0) + P (0 < Z < 0.33)
= P(0 < Z < 0.33) + P(0 < Z < 0.33) [By symmetry]
= 2 P (0 < Z < 0.33)
= 2(0.1293)
= 0.2586
Hence, the proportion of batteries with a lifetime between 385 and 415 hours
= 25.86%.
(iii) P(X > x1) = 0.05 (Fig. 2.27)
P(X > x1) = P(Z > z1)
0.05 = 0.5 – P(0 £ Z £ z1)
P(0 £ Z £ z1) = 0.5 – 0.05 = 0.45
\ z1 = 1.65 [From normal table]
x - 400
Z= 1 = z1 = 1.65
45
\ x1 = 1.65(45) + 400 = 474.25 hours Fig. 2.27

example 9
If the weights of 300 students are normally distributed with a mean of
68 kg and a standard deviation of 3 kg, how many students have weights
(i) greater than 72 kg? (ii) less than or equal to 64 kg? (iii) between
65 kg and 71 kg inclusive?
Solution
Let X be the random variable which denotes the weight of a student.
m = 68, s = 3, N = 300
X-m
Z=
s
72 - 68
(i) When X = 72, Z= = 1.33
3

Fig. 2.28
 2.11 Normal Distribution 2.143

P( X > 72) = P( Z > 1.33) (Fig. 2.28)

= 0.5 - P(0 £ Z £ 1.33)
= 0.5 - 0.4082
= 0.0918

Number of students with weights more than 72 kg = N P( X > 72)

= 300(0.0918)
= 27.54
ª 28
64 - 68
(ii) When X = 64, Z = = -1.33
3
P( X £ 64) = P ( Z £ -1.33) (Fig. 2.29)
= P ( Z ≥ 1.33) [By symmetry]
= 0.5 - P (0 < Z < 1.33)
= 0.5 - 0.4082
= 0.0918
Number of students with weights
less than or equal to 64 kg
= N P( X £ 64)
= 300 (0.0918) Fig. 2.29

= 27.54
ª 28
65 - 68
(iii) When X = 65, Z= = -1
3
71 - 68
When X = 71, Z= =1
3

P(65 £ X £ 71) = P (-1 £ Z £ 1) (Fig. 2.30) Fig. 2.30

= P(-1 £ Z £ 0) + P(0 £ Z £ 1)
= P(0 £ Z £ 1) + P (0 £ Z £ 1) [By symmetry]
= 2 P(0 £ Z £ 1)
= 2(0.3413)
= 0.6826
Number of students with weights between 65 and 71 kg = N P(65 £ X £ 71)
= 300(0.6826)
= 204.78
ª 205
2.144 Chapter 2 Random Variables and Probability Distributions

example 10
The mean yield for a one-acre plot is 662 kg with an SD of 32 kg.
Assuming normal distribution, how many one-acre plots in a batch of
1000 plots would you expect to have yields (i) over 700 kg? (ii) below
650 kg? (iii) What is the lowest yield of the best 100 plots?
Solution
Let X be the random variable which denotes the yield for the one-acre plot.
m = 662, s = 32, N = 1000
X-m
Z=
s
700 - 662
(i) When X = 700, Z= = 1.19
32
P( X > 700) = P ( Z > 1.19) (Fig. 2.31)
= 0.5 - P(0 £ Z £ 1.19)
= 0.5 - 0.3830
= 0.1170 Fig. 2.31
Expected number of plots with yields over 700 kg = N P ( X > 700)
= 1000 (0.1170)
= 117

(ii) When X = 650,

650 - 662
Z= = -0.38
32
P( X < 650) = P ( Z < -0.38) (Fig. 2.32)
= P( Z > 0.38)
[By symmetry]
= 0.5 - P(0 £ Z £ 0.38)
= 0.5 - 0.1480 Fig. 2.32
= 0.352
Expected number of plots with yields below 650 kg = N P( X < 650)
= 1000(0.352)
= 352
(iii) The lowest yield, say, x1 of the best 100 plots is given by
100
P( X > x1 ) = = 0.1
1000
 2.11 Normal Distribution 2.145

x1 - 662
When X = x1 , Z= = z1
32
P( X > x1 ) = P( Z > z1 )
0.1 = 0.5 - P (0 £ Z £ z1 )
P(0 £ Z £ z1 ) = 0.4
\ z1 = 1.2 (approx.) [From normal table]
x1 - 662
= 1.28
32
x1 = 702.96
Hence, the best 100 plots have yields over 702.96 kg.

example 11
Assume that the mean height of Indian soldiers is 68.22 inches with a
variance of 10.8 inches. How many soldiers in a regiment of 1000 would
you expect to be over 6 feet tall?
Solution
Let X be the continuous random variable which denotes the heights of Indian
soldiers.
m = 68.22, s 2 = 10.8, N = 1000
s = 3.29
X-m
Z=
s
When X = 6 feet = 72 inches,
72 - 68.22
Z= = 1.15
3.29
Fig. 2.33
P( X > 72) = P ( Z > 1.15) (Fig. 2.33)
= 0.5 - P (0 £ Z £ 1.15)
= 0.5 - 0.3749
= 0.1251
Expected number of Indian soldiers having heights over 6 feet (72 inches)
= N P( X > 72)
= 1000(0.1251)
= 125.1
ª 125
2.146 Chapter 2 Random Variables and Probability Distributions

example 12
The marks obtained by students in a college are normally distributed
with a mean of 65 and a variance of 25. If 3 students are selected at
random from this college, what is the probability that at least one of
them would have scored more than 75 marks?
Solution
Let X be the continuous random variable which denotes the marks of a student.
m = 65, s 2 = 25
s =5
X-m
Z=
s
75 - 65
When X = 75, Z= =2
5
P( X > 75) = P( Z > 2) (Fig. 2.34)
= 0.5 - P(0 £ Z £ 2) Fig. 2.34
= 0.5 - 0.4772
= 0.0228
If p is the probability of scoring more than 75 marks,
p = 0.0228, q = 1 – p = 1 – 0.0228 = 0.9772
P(at least one student would have scored more than 75 marks)
3
= Â 3C x p x q n - x
x =1
3
= Â 3C x (0.0228) x (0.9772)3- x
x =1
= 0.0668

example 13
Find the mean and standard deviation in which 7% of items are under
35 and 89% are under 63.
Solution
Let m be the mean and s be standard deviation of the normal curve.
P( X < 35) = 0.07
P( X < 63) = 0.89
 2.11 Normal Distribution 2.147

P( X > 63) = 1 - P( X < 63) = 1 - 0.89 = 0.11

X-m
Z=
s
Since P(X < 35) < 0.5, the corresponding value of Z will be negative.
35 - m
When X = 35, Z = = – z1 (say)
s
Since P(X < 63) > 0.5, the corresponding value of Z will be positive.
63 - m
When X = 63, Z= = z2 (say)
s
From Fig. 2.35,
P(Z < –z1) = 0.07
P(Z > z2) = 0.11
P (0 < Z < z1 ) = P (- z1 < Z < 0)
= 0.5 - P ( Z £ - z1 ) Fig. 2.35

= 0.5 - 0.07
= 0.43
z1 = 1.48 [From normal table]
P(0 < Z < z2 ) = 0.5 - P ( Z ≥ z2 )
= 0.5 - 0.11
= 0.39
z2 = 1.23 [From normal table]
35 - m
Hence, = -1.48
s
–1.48 s + m = 35 ...(1)
63 - m
and = 1.23
s
1.23 s + m = 63 ...(2)
Solving Eqs (1) and (2),
m = 50.29, s = 10.33

example 14
In an examination, it is laid down that a student passes if he secures 40 %
or more. He is placed in the first, second, and third division according to
whether he secures 60% or more marks, between 50% and 60% marks
and between 40% and 50% marks respectively. He gets a distinction in
case he secures 75% or more. It is noticed from the result that 10% of
2.148 Chapter 2 Random Variables and Probability Distributions

the students failed in the examination, whereas 5% of them obtained

distinction. Calculate the percentage of students placed in the second
division. (Assume normal distribution of marks.)
Solution
Let X be the random variable which denotes the marks of students in the examination.
Let m be the mean and s be the standard deviation of the normal distribution of
marks.
P( X < 40) = 0.10
P( X ≥ 75) = 0.05
P( X < 75) = 1 - P( X ≥ 75) = 1 - 0.05 = 0.95
X-m
Z=
s
Since P(X < 40) < 0.5, the corresponding value of Z will be negative.
40 - m
When X = 40, Z = = - z1 (say)
s
Since P(X < 75) < 0.5, the corresponding value of Z will be positive.
75 - m
When X = 75, Z = = z2 (say)
s
From Fig. 2.36,
P( Z < - z1 ) = 0.10
P( Z > z2 ) = 0.05
P(0 < Z < z1 ) = P(- z1 < Z < 0)
= 0.5 - P( Z £ - z1 ) Fig. 2.36

= 0.5 - 0.10
= 0.40
z1 = 1.28 [From normal table]
P(0 < Z < z2 ) = 0.5 - P( Z ≥ z2 )
= 0.5 - 0.05
= 0.45
z2 = 1.64 [From normal table]
40 - m
Hence, = -1.28
s
m – 1.28 s = 40 ...(1)
75 - m
and = 1.64
s
m + 1.64 s = 75 ...(2)
 2.11 Normal Distribution 2.149

Solving Eqs (1) and (2),

m = 55.34 ª 55
s = 11.98 ª 12
Probability that a student is placed in the second division is equal to the probability
that his score lies between 50 and 60
50 - 55
When X = 50, Z = = -0.42
12
60 - 55
When X = 60, Z = = 0.42
12
P(50 < X < 60) = P (-0.42 < Z < 0.42)
= P(-0.42 < Z < 0) + P (0 < Z < 0.42)
= P(0 < Z < 0.42) + P (0 < Z < 0.42) [By symmetry]
= 2 P(0 < Z < 0.42)
= 2 (0.1628)
= 0.3256
ª 0.32
Hence, the percentage of students placed in the second division = 32%.

2.11.5 Fitting a normal distribution

Fitting a normal distribution or a normal curve to the data means to find the equation
2
1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
of the curve in the form f ( x ) = e which will be as close as possible
s 2p
to the points given. There are two purposes of fitting a normal curve:
(i) To judge the whether the normal curve is the best fit to the sample data.
(ii) To use the normal curve to estimate the characteristics of a population.
The area method for fitting a normal curve is given by the following steps:
(i) Find the mean m and standard deviation s for the given data if not given.
(ii) Write the class intervals and lower limits X of class intervals in two columns.
X-m
(iii) Find Z = for each class interval.
s
(iv) Find the area corresponding to each Z from the normal table.
(v) Find the area under the normal curve between the successive values of Z. These
are obtained by subtracting the successive areas when the corresponding Z’s
have the same sign and adding them when the corresponding Z’s have the same
sign and adding them when the corresponding Z’s opposite sign.
(vi) Find the expected frequencies by multiplying the relative frequencies by the
number of observations.
2.150 Chapter 2 Random Variables and Probability Distributions

example 1
Fit a normal curve from the following distribution. It is given that the
mean of the distribution is 43.7 and its standard distribution is 14.8.

Class interval 11–20 21–30 31–40 41–50 51–60 61–70 71–80

Frequency 20 28 40 60 32 20 8

Solution
m = 43.7, s = 14.8 N = Sf = 200
The series is converted into an inclusive series.

Class X-m Area from Area in class Expected

Lower class Z=
Interval s 0 to Z Interval Frequencies

10.5–20.5 10.5 –2.24 0.4875 0.0457 9.14 ª 9

20.5–30.5 20.5 –1.57 0.4418 0.1285 25.7 ª 26
30.5–40.5 30.5 –0.89 0.3133 0.2262 45.24 ª 45
40.5–50.5 40.5 –0.22 0.0871 0.2643 52.86 ª 53
50.5–60.5 50.5 0.46 0.1772 0.1957 39.14 ª 39
60.5–70.5 60.5 1.14 0.3729 0.092 18.4 ª 18
70.5–80.5 70.5 1.81 0.4649 0.0287 5.74 ª 65
80.5 2.49 0.4936

example 2
Fit a normal distribution to the following data:
X 125 135 145 155 165 175 185 195 205

Y 1 1 14 22 25 19 13 3 2

It is given that m = 165.5 and s = 15.26.

Solution
m = 165.5, s = 15.26 N = Sf = 100
The data is first converted into class intervals with inclusive series.
 2.11 Normal Distribution 2.151

Class X-m Area from Area in class Expected

Lower class Z=
Interval s 0 to Z Interval Frequencies

120–130 120 –2.98 0.4986 0.0085 0.85 ª 1

130–140 130 –2.33 0.4901 0.0376 3.74 ª 4
140–150 140 –1.67 0.4525 0.1064 10.64 ª 11
150–160 150 –1.02 0.3461 0.2055 20.55 ª 21
160–170 160 –0.36 0.1406 0.2547 25.47 ª 25
170–180 170 0.29 0.1141 0.2148 21.48 ª 21
180–190 180 0.95 0.3289 0.1174 11.74 ª 12
190–200 190 1.61 0.4463 0.0418 4.18 ª 4
200–210 200 2.26 0.4881 0.0101 1.01 ª 1
210–220 210 2.92 0.4982

exercIse 2.7
1. If X is normally distributed with a mean and standard deviation of 4,
find (i) P(5 £ X £ 10), (ii) P(X ≥ 15), (iii) P(10 £ X £ 15), and (iv) P(X £ 5).
ÎÈans.: (i) 0.3345 (ii) 0.003 (iii) 0.0638 (iv) 0.4013˚˘
2. A normal distribution has a mean of 5 and a standard deviation of 3.
What is the probability that the deviation from the mean of an item
taken at random will be negative?
ÈÎans.: 0.0575˘˚

3. If X is a normal variate with a mean of 30 and an SD of 6, find the value

of X = x1 such that P(X ≥ x1) = 0.05.
ÈÎans.: 39.84 ˘˚

4. If X is a normal variate with a mean of 25 and SD of 5, find the value of

X = x1 such that P(X £ x1) = 0.01.
ÈÎans.: 11.02˘˚

5. The weights of 4000 students are found to be normally distributed with

a mean of 50 kg and an SD of 5 kg. Find the probability that a student
selected at random will have weight (i) less than 45 kg, and (ii) between
45 and 60 kg.
ÎÈans.: (i) 0.1587 (ii) 0.8185˚˘
6. The daily sales of a firm are normally distributed with a mean of ` 8000
and a variance of ` 10000. (i) What is the probability that on a certain
2.152 Chapter 2 Random Variables and Probability Distributions

day the sales will be less than ` 8210? (ii) What is the percentage of
days on which the sales will be between ` 8100 and ` 8200?
ÈÎans.: (i) 0.482 (ii) 14% ˘˚

7. The mean height of Indian soldiers is 68.22¢¢ with a variance of 10.8¢¢.

Find the expected number of soldiers in a regiment of 1000 whose
height will be more than 6 feet.
ÈÎans.: 125˘˚

8. The life of army shoes is normally distributed with a mean of 8 months

and a standard deviation of 2 months. If 5000 pairs are issued, how
many pairs would be expected to need replacement after 12 months?
ÈÎans.: 2386 ˘˚

9. In an intelligence test administered to 1000 students, the average was

42 and the standard deviation was 24. Find the number of students
(i) exceeding 50, (ii) between 30 and 54, and (iii) the least score of top
1000 students.
ÎÈans.: (i) 129 (ii) 383 (iii) 72.72˚˘
10. In a test of 2000 electric bulbs, it was found that the life of a
particular make was normally distributed with an average of life
of 2040 hours and a standard deviation of 60 hours. Estimate the
number of bulbs likely to burn for (i) more than 2150 hours, and
(ii) less than 1950 hours.
ÈÎans.: (i) 67 (ii) 184 ˘˚

11. The marks of 1000 students of a university are found to be normally

distributed with a mean of 70 and a standard of deviation 5. Estimate
the number of students whose marks will be (i) between 60 and 75,
(ii) more than 75, and (iii) less than 68.
ÈÎans.: (i) 910 (ii) 23 (iii) 37 ˘˚

12. In a normal distribution, 31% items are under 45 and 8% are over 64.
Find the mean and standard deviation. Find also, the percentage of
items lying between 30 and 75.
ÈÎans.: 50, 10, 0.957 ˘˚

13. Of a large group of men, 5% are under 60 inches in height and 40% are
between 60 and 65 inches. Assuming a normal distribution, find the
mean and standard deviation of distribution.
ÈÎans.: 65.42, 3.27 ˘˚
 2.11 Measures of Central Tendency for Discrete Probability Distribution 2.153

14. The marks obtained by students in an examination follow a normal

distribution. If 30% of the students got marks below 35 and 10% got
marks above 60, find the mean and percentage of students who got
marks between 40 and 50.
ÈÎans.: 42.23, 13.88, 28% ˘˚

15. Fit a normal distribution to the following data:

Class 60–65 65–70 70–75 75–80 80–85 85–90 90–95 95–100

Frequency 3 21 150 335 326 135 26 4

ÈÎans.: Expected frequency : 3, 31, 148, 322, 319, 144, 30, 3˘˚

Points to remember
Random Variables
A random variable X is a real-valued function of the elements of the sample space
of a random experiment. In other words, a variable which takes the real values,
depending on the outcome of a random experiment is called a random variable,
Discrete Random Variables: A random variable X is said to be discrete if it takes
either finite or countably infinite values.
Continuous Random Variables: A random variable X is said to be continuous if it
takes any values in a given interval.
Discrete Probability Distribution
Probability distribution of a random variable is the set of its possible values together
with their respective probabilities.
Discrete Distribution Function
x
F ( x ) = P( X £ x ) = Â p( xi )
i =1

Measures of Central Tendency for Discrete Probability Distribution

1. Mean
•
m = E ( X ) = Â xi p( xi ) = Â x p( x )
i =1

2. Variance
Var(X) = s2 = E(X – m)2
= E(X2) – [E(X)]2
2.154 Chapter 2 Random Variables and Probability Distributions

3. Standard deviation
•
SD = s = Â xi2 p( xi ) - m 2
i =1

= E (X 2 ) - m2

= E ( X 2 ) - [ E ( X )]2

Continuous Distribution Function

x
F ( x ) = P( X £ x ) = Ú f ( x ) dx, - • < x < •
-•

Measures of Central Tendency for Continuous Probability

Distribution
1. Mean
•
m = E( X ) = Ú x f ( x ) dx
-•

2. Median
M b
1
Ú f ( x ) dx = Ú f ( x) dx = 2
a M

3. Variance
•
Var ( X ) = s 2 = Ú (x - m)
2
f ( x ) dx
-•
•
= Ú x 2 f ( x ) dx - m 2
-•

3. Standard Deviation
SD = Var( X ) = s

Binomial Distribution
P( X = x ) = p( x ) = nC x p x q n - x , x = 0, 1, 2,..., n
1. Mean of the Binomial Distribution
E ( X ) = np
2. Variance of the Binomial Distribution
Var( X ) = npq
 2.11 Normal Distribution 2.155

3. Standard Deviation of the Binomial Distribution

SD = Variance = npq

Recurrence Relation for the Binomial Distribution

n- x p
P( X = x + 1) = ◊ ◊ P( X = x )
x +1 q
Binomial Frequency Distribution
n n
 f ( x ) = N  P( X = x ) = N
x =0 x =0

Poisson Distribution
e- l l x
P( X = x ) = p( x ) = , x = 0, 1, 2, ...
x!
1. Mean of the Poisson Distribution
E(X) = l
2. Variance of the Poisson Distribution
Var (X) = l
3. Standard Deviation of the Poisson Distribution
SD = Variance = l
Recurrence Relation for the Poisson Distribution
l
p( x + 1) = p( x )
x +1

Normal Distribution
2
1 Ê x-m ˆ
1 - Á ˜
2Ë s ¯
f ( x) = e - • < X < •, - • < m < •, s > 0
s 2p
1. Mean of the Normal Distribution
E(X) = m
2. Variance of the Normal Distribution
Var(X) = s2
3. Standard Deviation of the Normal Distribution
SD = s
5. Median of the Normal Distribution
m=M