4-1

The Normal Distribution

 4-2

Normal Distribution

It was first discovered by English Mathematician

Abraham De Moivre in 1733. But it was later
rediscovered and applied by Laplace and Karl
Gauss.
Mainly used to study the behaviour of continuous
random variables like height, weight and
intelligence etc.
 4-3

ND as a limit of BD

 When the no. of trials are infinitely large i.e. n

goes to infinity.
 Neither p nor q is very small.
 4-4

4-1 Introduction
As n increases, the binomial distribution approaches a ...
n=6 n = 10 n = 14
Binomial Distribution: n=6, p=.5 Binomial Distribution: n=10, p=.5 Binomial Distribution: n=14, p=.5

0.3 0.3 0.3

0.2 0.2 0.2

P(x)

P(x)
P(x)

0.1 0.1 0.1

0.0 0.0 0.0

0 1 2 3 4 5 6 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14
x x x

Normal Probability Density Function: Normal Distribution:  = 0, = 1

0.4

x - 2
 

-
  0.3
 
 

e 2 2

f(x)
f ( x) = - < x<
0.2
1 for 0.1

2p 2 0.0

where e = 2 . 7182818 ... and p = 3 . 14159265 ...

-5 0 5
x
 4-5

The Normal Probability Distribution

The normal probability density function: Normal Distribution:  = 0, = 1

0.4


x - 2


-
  0.3
 
 

f (x) = 1 e 2  2 for -< x<

f(x)
0.2

2 p 2 0.1

where e = 2 .7182818 ... and p = 3.14159265 ...

0.0
-5 0 5
x
 4-6

Assumptions of Normal Distribution

Independent causes
Condition of symmetry
Multiple causation
 4-7

4-2 Properties of the Normal

Distribution

• The normal is a family of

Bell-shaped and symmetric distributions. because the
distribution is symmetric, one-half (.50 or 50%) lies
on either side of the mean.
Each is characterized by a different pair of mean, ,
and variance, . That is: [X~N()].
Each is asymptotic to the horizontal axis.
The area under any normal probability density
function within k of  is the same for any normal
distribution, regardless of the mean and variance.
 4-8

4-2 Properties of the Normal

Distribution (continued)

Perfectly symmetrical
Unimodal distribution
Equality of mean, median and mode
Asymptotic to the base line
 4-9

4-2 Properties of the Normal

Distribution (continued)

• If X1, X2, …, Xn are independent normal random

variable, then their sum S will also be normally
distributed with
• E(S) = E(X1) + E(X2) + … + E(Xn)
• V(S) = V(X1) + V(X2) + … + V(Xn)
• Note: It is the variances that can be added
above and not the standard deviations.
 4-10

4-2 Properties of the Normal

Distribution – Example 4-1

Example 4.1: Let X1, X2, and X3 be independent random

variables that are normally distributed with means and
variances as shown.
Mean Variance
X1 10 1
X2 20 2
X3 30 3

Let S = X1 + X2 + X3. Then E(S) = 10 + 20 + 30 = 60 and

V(S) = 1 + 2 + 3 = 6. The standard deviation of S is 6
= 2.45.
 4-11

4-2 Properties of the Normal

Distribution (continued)

• If X1, X2, …, Xn are independent normal random

variable, then the random variable Q defined as
Q = a1X1 + a2X2 + … + anXn + b will also be
normally distributed with
• E(Q) = a1E(X1) + a2E(X2) + … + anE(Xn) + b
• V(Q) = a12 V(X1) + a22 V(X2) + … + an2 V(Xn)
• Note: It is the variances that can be added
above and not the standard deviations.
 4-12

4-2 Properties of the Normal

Distribution – Example 4-3
Example 4.3: Let X1 , X2 , X3 and X4 be independent random variables
that are normally distributed with means and variances as shown.
Find the mean and variance of Q = X1 - 2X2 + 3X2 - 4X4 + 5
Mean Variance
X1 12 4
X2 -5 2
X3 8 5
X4 10 1

E(Q) = 12 – 2(-5) + 3(8) – 4(10) + 5 = 11

V(Q) = 4 + (-2)2(2) + 32(5) + (-4)2(1) = 73
SD(Q) = 73 = 8.544
 4-13

Normal Probability Distributions

All of these are normal probability density functions, though each has a different mean and variance.
Normal Distribution:  =40, =1 Normal Distribution:  =30, =5 Normal Distribution:  =50, =3
0.4 0.2 0.2

0.3
f(w)

f(x)

f(y)
0.2 0.1 0.1

0.1

0.0 0.0 0.0

35 40 45 0 10 20 30 40 50 60 35 45 50 55 65
w x y

W~N(40,1) X~N(30,25) Y~N(50,9)

Normal Distribution:  =0, =1
0.4 Consider:
0.3
The probability in each
P(39  W  41) case is an area under a
f(z)

0.2

0.1 P(25  X  35) normal probability density

0.0 P(47  Y  53) function.
P(-1  Z  1)
-5 0 5
z

Z~N(0,1)
 4-14

4-4 The Standard Normal

Distribution
The standard normal random variable, Z, is the normal random
variable with mean  = 0 and standard deviation  = 1: Z~N(0,12).

Standard Normal Distribution

0 .4

0 .3

=1
f(z)

{
0 .2

0 .1

0 .0
-5 -4 -3 -2 -1 0 1 2 3 4 5
=0
Z
 4-15

Finding Probabilities of the Standard

Normal Distribution: P(0 < Z < 1.56)
Standard Normal Probabilities
Standard Normal Distribution z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.4 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
0.3 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
f(z)

0.2 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
0.1 1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.56 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 0.3980 0.3997 0.4015
0.0 1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
-5 -4 -3 -2 -1 0 1 2 3 4 5 1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
Z 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

Look in row labeled 1.5 2.1

2.2
0.4821
0.4861
0.4826
0.4864
0.4830
0.4868
0.4834
0.4871
0.4838
0.4875
0.4842
0.4878
0.4846
0.4881
0.4850
0.4884
0.4854
0.4887
0.4857
0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
and column labeled .06 to 2.4
2.5
0.4918
0.4938
0.4920
0.4940
0.4922
0.4941
0.4925
0.4943
0.4927
0.4945
0.4929
0.4946
0.4931
0.4948
0.4932
0.4949
0.4934
0.4951
0.4936
0.4952

find P(0  z  1.56) = 2.6

2.7
0.4953
0.4965
0.4955
0.4966
0.4956
0.4967
0.4957
0.4968
0.4959
0.4969
0.4960
0.4970
0.4961
0.4971
0.4962
0.4972
0.4963
0.4973
0.4964
0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
0.4406 2.9
3.0
0.4981
0.4987
0.4982
0.4987
0.4982
0.4987
0.4983
0.4988
0.4984
0.4988
0.4984
0.4989
0.4985
0.4989
0.4985
0.4989
0.4986
0.4990
0.4986
0.4990
 4-16

Finding Probabilities of the Standard

Normal Distribution: P(Z < -2.47)
z ... .06 .07 .08
To find P(Z<-2.47): . . . .
. . . .
Find table area for 2.47 . . . .
P(0 < Z < 2.47) = .4932 2.3 ... 0.4909 0.4911 0.4913
2.4 ... 0.4931 0.4932 0.4934
P(Z < -2.47) = .5 - P(0 < Z < 2.47) 2.5 ... 0.4948 0.4949 0.4951
= .5 - .4932 = 0.0068 .
.
.

Standard Normal Distribution

Area to the left of -2.47
0.4
P(Z < -2.47) = .5 - 0.4932
= 0.0068 0.3 Table area for 2.47
P(0 < Z < 2.47) = 0.4932
f(z)

0.2

0.1

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
 4-17

Finding Probabilities of the Standard

Normal Distribution: P(1< Z < 2)
To find P(1  Z  2): z
.
.00
.
...

. .
1. Find table area for 2.00 .
0.9
.
0.3159 ...

F(2) = P(Z  2.00) = .5 + .4772 =.9772

1.0 0.3413 ...
1.1 0.3643 ...
. .
. .
2. Find table area for 1.00 . .
1.9 0.4713 ...
F(1) = P(Z  1.00) = .5 + .3413 = .8413 2.0
2.1
0.4772
0.4821
...
...

3. P(1  Z  2.00) = P(Z  2.00) - P(Z  1.00)

. .
. .
. .

= .9772 - .8413 = 0.1359

Standard Normal Distribution
0.4

0.3
Area between 1 and 2
P(1  Z  2) = .9772 - .8413 = 0.1359
f(z)

0.2

0.1

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
 4-18

Finding Values of the Standard Normal

Random Variable: P(0 < Z < z) = 0.40
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
To find z such that 0.0
0.1
0.0000
0.0398
0.0040
0.0438
0.0080
0.0478
0.0120
0.0517
0.0160
0.0557
0.0199
0.0596
0.0239
0.0636
0.0279
0.0675
0.0319
0.0714
0.0359
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

P(0  Z  z) = .40: 0.4

0.5
0.1554
0.1915
0.1591
0.1950
0.1628
0.1985
0.1664
0.2019
0.1700
0.2054
0.1736
0.2088
0.1772
0.2123
0.1808
0.2157
0.1844
0.2190
0.1879
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
1. Find a probability as close as 0.9
1.0
0.3159
0.3413
0.3186
0.3438
0.3212
0.3461
0.3238
0.3485
0.3264
0.3508
0.3289
0.3531
0.3315
0.3554
0.3340
0.3577
0.3365
0.3599
0.3389
0.3621
possible to .40 in the table of 1.1
1.2
0.3643
0.3849
0.3665
0.3869
0.3686
0.3888
0.3708
0.3907
0.3729
0.3925
0.3749
0.3944
0.3770
0.3962
0.3790
0.3980
0.3810
0.3997
0.3830
0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
standard normal probabilities. . . . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . . .

2. Then determine the value of z Standard Normal Distribution

from the corresponding row
0.4
and column. Area to the left of 0 = .50 Area = .40 (.3997)
P(z  0) = .50 0.3

P(0  Z  1.28)  .40

f(z)

0.2

Also, since P(Z  0) = .50

0.1

0.0

P(Z  1.28)  .90

-5 -4 -3 -2 -1 0 1 2 3 4 5
Z Z = 1.28
 4-19

99% Interval around the Mean

To have .99 in the center of the distribution, there
z .04 .05 .06 .07 .08 .09
should be (1/2)(1-.99) = (1/2)(.01) = .005 in each . . . . . . .
. . . . . . .
tail of the distribution, and (1/2)(.99) = .495 in . . . . . . .
2.4 ... 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
each half of the .99 interval. That is: 2.5 ... 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 ... 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
. . . . . . .

P(0  Z  z.005) = .495

. . . . . . .
. . . . . . .

Look to the table of standard normal probabilities Total area in center = .99
to find that: Area in center left = .495
0.4

 z.005   0.3

Area in center right = .495

z.005  

f(z)
0.2

P(-.2575 Z  ) = .99 Area in left tail = .005

0.1
Area in right tail = .005

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
-z.005 z.005
-2.575 2.575
 4-20

4-5 The Transformation of Normal

Random Variables
The area within k of the mean is the same for all normal random variables. So an area
under any normal distribution is equivalent to an area under the standard normal. In this
example: P(40  X  =P(-1  Z   =  since =and =

The transformation of X to Z:
X -  x Normal Distribution:  =50, =10
Z =

x 0.07

0.06

Transformation 0.05

f(x)
0.04
(1) Subtraction: (X - x) 0.03
0.02 =10

{
Standard Normal Distribution 0.01

0.4 0.00
0 10 20 30 40 50 60 70 80 90 100
X
0.3
f(z)

0.2

(2) Division by x)

{

0.1 1.0 The inverse transformation of Z to X:

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5 X = x + Z x
Z
 4-21

Using the Normal Transformation

Example 4-9 Example 4-10

X~N(160,302) X~N(127,222)
P( X < 150)
P (100  X  180)
 100 -   X -   180 -   = P
 X -  150 -  
= P < 
        

P
100 - 160 180 - 160
 
= P Z <
150 - 127
=

 Z  
30 30  22 
(
= P -2  Z .6667  (
= P Z < 1.045
= 0.4772 + 0.2475 = 0.7247
= 0.5 + 0.3520 = 0.8520
 4-22

Using the Normal Transformation -

Example 4-11
Normal Distribution:  = 383,  = 12
Example 4-11
0.05

0.04
X~N(383,122)
0.03

P ( 394  X  399)

f(X)
0.02

= P
 394 -  X -  399 -   0.01

   Standard Normal Distribution

   
0.00


0.4 340 390 440
X

 394 - 383   399 - 383

0.3

= P 

f(z)
0.2

Z
 12 12  0.1

(
= P 0.9166  Z  1.333 0.0
-5 -4 -3 -2 -1 0
Z
1 2 3 4 5

= 0.4088 - 0.3203 = 0.0885

Template solution
 4-23

The Transformation of Normal

Random Variables
The transformation of X to Z: The inverse transformation of Z to X:
X - x
Z = X =  + Z
x x x

The transformation of X to Z, where a and b are numbers::

 a - 
< =
P ( X a ) P Z < 
  
 b - 
> =
P ( X b) P Z > 
  
a- b - 
< <
P (a X b ) P=  < Z < 
   
 4-24

Normal Probabilities (Empirical Rule)

• The probability that a normal random S ta n d a rd N o rm a l D is trib u tio n

variable will be within 1 standard 0.4

deviation from its mean (on either 0.3

side) is 0.6826, or approximately 0.68.

f(z)
0.2

• The probability that a normal random 0.1

variable will be within 2 standard
deviations from its mean is 0.9544, or 0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
approximately 0.95. Z

• The probability that a normal random

variable will be within 3 standard
deviation from its mean is 0.9974.
 4-25

4-6 The Inverse Transformation

The area within k of the mean is the same for all normal random variables. To find a
probability associated with any interval of values for any normal random variable, all that
is needed is to express the interval in terms of numbers of standard deviations from the
mean. That is the purpose of the standard normal transformation. If X~N(50,102),
 x -  70 -    70 - 50 
P( X > 70) = P >  = P Z >  = P( Z > 2)
     10 

That is, P(X >70) can be found easily because 70 is 2 standard deviations above the mean
of X: 70 =  + 2. P(X > 70) is equivalent to P(Z > 2), an area under the standard normal
distribution.

Example 4-12 X~N(124,122) Normal Distribution:  = 124,  = 12

P(X > x) = 0.10 and P(Z > 1.28) 0.10 0.04
x =  + z = 124 + (1.28)(12) = 139.36
0.03
z .07 .08 .09
. . . . . f(x)
. . . . . 0.02
. . . . .
1.1 ... 0.3790 0.3810 0.3830 0.01
1.2 ... 0.3980 0.3997 0.4015 0.01
1.3 ... 0.4147 0.4162 0.4177
. . . . .
. . . . . 0.00
. . . . . 80 130 180
139.36
X
 4-26

The Inverse Transformation (Continued)

Example 4-14 X~N(2450,4002)
Example 4-13 X~N(5.7,0.52) P(a<X<b)=0.95 and P(-1.96<Z<1.96)=0.95
P(X > x)=0.01 and P(Z > 2.33) 0.01 x =   z = 2450 ± (1.96)(400) = 2450
x =  + z = 5.7 + (2.33)(0.5) = 6.865 ±784=(1666,3234)
P(1666 < X < 3234) = 0.95
z .02 .03 .04
. . . . .
z .05 .06 .07
. . . . .
. . . . .
. . . . .
. . . . .
2.2 ... 0.4868 0.4871 0.4875
. . . . .
2.3 ... 0.4898 0.4901 0.4904
1.8 ... 0.4678 0.4686 0.4693
2.4 ... 0.4922 0.4925 0.4927
1.9 ... 0.4744 0.4750 0.4756
. . . . .
2.0 ... 0.4798 0.4803 0.4808
. . . . .
. . . . .
. . . . .
. . . . .

Normal Distribution:  = 5.7 = 0.5 Normal Distribution:  = 2450  = 400

0.8
0.0015
Area = 0.49
0.7
0.6 .4750 .4750
0.5 0.0010
f(x)

f(x)
0.4
0.3 X.01 = +z = 5.7 + (2.33)(0.5) = 6.865
0.0005
0.2 .0250 .0250
0.1 Area = 0.01
0.0 0.0000
3.2 4.2 5.2 6.2 7.2 8.2 1000 2000 3000 4000
X X
-5 -4 -3 -2 -1 0 1 2 3 4 5 -5 -4 -3 -2 -1 0 1 2 3 4 5
z Z.01 = 2.33 -1.96 Z 1.96
 4-27

Finding Values of a Normal Random

Variable, Given a Probability
1. Draw pictures of Normal Distribution:  = 2450,  = 400

the normal 0.0012

.

0.0010
.
distribution in 0.0008
.
question and of the

f(x)
0.0006
.

standard normal 0.0004

.

0.0002
.
distribution.
0.0000
1000 2000 3000 4000
X

S tand ard Norm al D istrib utio n

0.4

0.3
f(z)

0.2

0.1

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
 4-28

Finding Values of a Normal Random

Variable, Given a Probability
Normal Distribution:  = 2450,  = 400
0.0012
.

0.0010
. .4750 .4750
1. Draw pictures of 0.0008
.
the normal

f(x)
0.0006
.

distribution in 0.0004
.

0.0002
. .9500
question and of the
0.0000
standard normal 1000 2000 3000 4000
X
distribution.
S tand ard Norm al D istrib utio n
0.4
.4750
2. Shade the area 0.3
.4750

corresponding to
f(z)

0.2
the desired
0.1
probability. .9500
0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
 4-29

Finding Values of a Normal Random

Variable, Given a Probability
Normal Distribution:  = 2450,  = 400
1. Draw pictures of 3. From the table
0.0012
.
the normal 0.0010
. .4750 .4750 of the standard
distribution in 0.0008
.
normal

f(x)
question and of the 0.0006
.
distribution,
0.0004
.
standard normal 0.0002
. find the z value
.9500
distribution. 0.0000 or values.
1000 2000 3000 4000
X
2. Shade the area S tand ard Norm al D istrib utio n
corresponding 0.4
to the desired .4750 .4750
0.3
probability.
f(z)

0.2

z .05 .06 .07

. . . . . 0.1
. . . . . .9500
. . . . .
1.8 ... 0.4678 0.4686 0.4693 0.0
1.9 ... 0.4744 0.4750 0.4756 -5 -4 -3 -2 -1 0 1 2 3 4 5
2.0 ... 0.4798 0.4803 0.4808 Z
. . . . .
. . . . .
-1.96 1.96
 4-30

Finding Values of a Normal Random

Variable, Given a Probability
Normal Distribution:  = 2450,  = 400
1. Draw pictures of
0.0012
. 3. From the table
the normal .4750 .4750
0.0010
.
of the standard
distribution in 0.0008
.
normal

f(x)
question and of the 0.0006
.

0.0004
. distribution,
standard normal 0.0002
. .9500 find the z value
distribution. 0.0000
1000 2000 3000 4000 or values.
X
2. Shade the area S tand ard Norm al D istrib utio n 4. Use the
corresponding 0.4
transformation
to the desired .4750 .4750 from z to x to get
0.3
probability. value(s) of the
original random
f(z)

0.2

z .05 .06 .07

0.1
variable.
. . . . .
. . . . . .9500
. . . . .
0.0
x =   z = 2450 ± (1.96)(400)
1.8 ... 0.4678 0.4686 0.4693
1.9 ... 0.4744 0.4750 0.4756 -5 -4 -3 -2 -1 0 1 2 3 4 5
2.0 ... 0.4798 0.4803 0.4808 Z = 2450 ±784=(1666,3234)
. . . . .
. . . . .
-1.96 1.96
 4-31

Finding Values of a Normal Random

Variable, Given a Probability
The normal distribution with  = 3.5 and  = 1.323 is a close
approximation to the binomial with n = 7 and p = 0.50.

P(x<4.5) = 0.7749 Normal Distribution:  = 3.5,  = 1.323 Binomial Distribution: n = 7, p = 0.50

0.3 0.3

P( x 4) = 0.7734
0.2 0.2

P(x)
f(x)

0.1 0.1

0.0 0.0
0 5 10 0 1 2 3 4 5 6 7
X X

MTB > cdf 4.5; MTB > cdf 4;

SUBC> normal 3.5 1.323. SUBC> binomial 7,.5.
Cumulative Distribution Function Cumulative Distribution Function

Normal with mean = 3.50000 and standard deviation = 1.32300 Binomial with n = 7 and p = 0.500000

x P( X <= x) x P( X <= x)
4.5000 0.7751 4.00 0.7734
 4-32

4-7 The Normal Approximation of Binomial

Distribution

The normal distribution with  = 5.5 and  = 1.6583 is a closer

approximation to the binomial with n = 11 and p = 0.50.
P(x < 4.5) = 0.2732
Binomial Distribution: n = 11, p = 0.50
Normal Distribution:  = 5.5,  = 1.6583
P(x  4) = 0.2744
0.3
0.2

0.2

P(x)
f(x)

0.1

0.1

0.0
0.0
0 1 2 3 4 5 6 7 8 9 10 11
0 5 10
X
X
 4-33

Approximating a Binomial Probability

Using the Normal Distribution
 a - np b - np 
P( a  X  b) =& P Z 
 np(1 - p) np(1 p) 
-

for n large (n  50) and p not too close to 0 or 1.00

or:
 a - 0.5 - np b + 0.5 - np 
P(a  X  b) =& P Z 
 np(1 - p) -
np(1 p) 

for n moderately large (20  n < 50).

NOTE: If p is either small (close to 0) or large (close to 1), use the

Poisson approximation.