Review: Probabilities and Area

For a density curve depicting the probability distribution of a

continuous random variable,

– the total area under the curve is 1,

– there is a direct correspondence between area and probability.

– Only the probability of an event occurring in some interval can be

evaluated.
– The probability that a continuous random variable takes on any
particular value is zero.
 Normal Distributions
This is the most common observed distribution of continuous
random variables. A normal distribution corresponds to bell-
shaped curves.

The following are examples of normally distributed everyday data.

– Grades on a test.
– How many chips are in a small bag of potatoe chips.
– The measurements of distance between two points.
– The heights of students in this class.
 PDF of Normal Distribution
The probability density function of a normal random variable
with mean μ and variance σ2 is given by

If X is a random variable whose probability density function is normal with mean

μ and variance σ 2, we write

X ∼ N (μ, σ2).
 Normal Distribution Curve
Properties of a Normal Distribution

1.The normal curve is bell-shaped and symmetric about the mean.

2.The normal curve approaches, but never touches the x-axis as it extends farther
and farther away from the mean.

3.Between μ  σ and μ + σ (in the center of the curve), the graph curves
downward. The points at which the curve changes from curving upward to
curving downward are called the inflection points.

4.The mean, median, and mode

Are equal
 Means and Standard Deviations

A normal distribution can have any mean and any positive

standard deviation.

The mean gives the

Inflection location of the line of
points symmetry.

x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard deviation: σ  1.3 Standard deviation: σ  1.9

The standard deviation describes the spread of the data.

 The properties of a normal distribution:
• It is a bell-shaped curve.
• The total area under the curve is 1 (or 100%).
• It is symmetrical about the mean, μ. (The mean, the mode and the median all have the
same value).
• 50% of the area is to the left of the mean, and 50% to the right.
• Approximately 68% of the area is within 1 standard deviation, σ, of the mean.
• Approximately 95% of the area is within 2 standard deviations of the mean.
• Approximately 99% of the area is within 3 standard deviations of the mean.

99%

σ σ σ σ σ σ
μ - 3σ μ - 2σ μ - σ μ μ + σ μ + 2σ μ + 3σ
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry of curve

B occurs at x = 9. Curve B has the greater mean.

Curve B is more spread out than curve A, so curve B has the greater standard
deviation.
Example:
The heights of fully grown magnolia bushes are normally
distributed. The curve represents the distribution. What is the
mean height of a fully grown magnolia bush? Estimate the
standard deviation.

The inflection points are one standard

deviation away from the mean.
μ=8 σ  0.7

x
6 7 8 9 10
Height (in feet)

The heights of the magnolia bushes are normally distributed with a mean height of
about 8 feet and a standard deviation of about 0.7 feet.
95 % of students at school are between 1.1 m and 1.7 m tall.
Assuming this data is normally distributed can you calculate the
mean and standard deviation?

68% of people own a dog between 4 and 6 years old.

Assuming this data is normally distributed can you

calculate the mean and standard deviation?
 The Standard Normal Distribution
The standard normal distribution is a normal distribution with a
mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
3 2 1 0 1 2 3
Any value can be transformed into a z-score by using the formula

Va lu e - Mea n x -μ
z = = .
St a n da r d devia t ion σ
 The Standard Normal Distribution
If each data value of a normally distributed random variable x is
transformed into a z-score, the result will be the standard normal
distribution.

The area that falls in the interval under the

nonstandard normal curve (the x-values) is the
same as the area under the standard normal
curve (within the corresponding z-
boundaries).

z
3 2 1 0 1 2 3

After the formula is used to transform an x-value into a z-score, the Standard Normal Table is
used to find the cumulative area under the curve.
 The Standard Normal Distribution

Properties of the Standard Normal Distribution

1. The cumulative area is close to 0 for z-scores close to z = 3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.

z
3 2 1 0 1 2 3
z = 3.49 z = 3.49
z=0
Area is 0.5000.
 The Standard Normal Distribution

Example:
Find the cumulative area that corresponds to a z-score of 2.71.

Appendix B: Standard Normal Table

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and then
moving across the row to the column under 0.01.

The area to the left of z = 2.71 is 0.9966.

 The Standard Normal Distribution

Example:
Find the cumulative area that corresponds to a z-score of 0.25.

Appendix B: Standard Normal Table

z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207
0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding 0.2 in the left hand column, and then
moving across the row to the column under 0.05.
The area to the left of z = 0.25 is 0.4013
 Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

1. Sketch the standard normal curve and shade the appropriate area
under the curve.
2. Find the area by following the directions for each case shown.
a. To find the area to the left of z, find the area that corresponds to z
in the Standard Normal Table.

2. The area to the left

of z = 1.23 is
0.8907.

1. Use the table to find 0 1.23

the area for the z-score.

 Guidelines for Finding Areas

Example:
Find the area under the standard normal curve to
the left of z = 2.33.

Always draw the

curve!

2.33 0

From the Standard Normal Table, the area is equal to 0.0099.

 Guidelines for Finding Areas

Example:
Find the area under the standard normal curve to the
right of z = 0.94.
Always draw the curve!

0.8264
1  0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to 0.1736.

 Guidelines for Finding Areas

Example:
Find the area under the standard normal curve
between z = 1.98 and z = 1.07.
Always draw the
0.8577 curve!

0.8577  0.0239 = 0.8338

0.0239

z
1.98 0 1.07

From the Standard Normal Table, the area is equal to 0.8338.

 Probability and Normal Distributions

Normal Distribution Standard Normal Distribution

μ = 10 μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
 Probability and Normal Distributions

Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that a student receives a test score less than 90.

μ = 78 x - μ 90 - 78
σ=8 z  = = 1.5
σ 8
P(x < 90)

The probability that a

x student receives a test score
μ =78 90 less than 90 is 0.9332.
z
μ =0 ?
1.5

P(x < 90) = P(z < 1.5) = 0.9332

 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that a student receives a test score greater than than
85.

x - μ 85 - 78
μ = 78 z = = = 0.875  0.88
σ 8
σ=8
P(x > 85)
The probability that a student
x receives a test score greater
μ =78 85 than 85 is 0.1894.
z
μ =0 0.88
?

P(x > 85) = P(z > 0.88) = 1  P(z < 0.88) = 1  0.8106 = 0.1894
Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that a student receives a test score between 60 and 80.

x - μ 60 - 78 = -2.25
z1 = =
σ 8
P(60 < x < 80) x - μ 80 - 78 = 0.25
z2  =
σ 8
μ = 78
σ=8
The probability that a student
x receives a test score between
60 μ =78 80 60 and 80 is 0.5865.
z
2.25
? μ =0 0.25
?

P(60 < x < 80) = P(2.25 < z < 0.25) = P(z < 0.25)  P(z < 2.25)
= 0.5987  0.0122 = 0.5865
Normal Distributions:
Finding Values
 Finding z-Scores

Example:
Find the z-score that corresponds to a cumulative area of
0.9973. Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the Standard Normal
Table. The values at the beginning of the corresponding row and at the
top of the column give the z-score.

The z-score is 2.78.

 Finding z-Scores

Example:
Find the z-score that corresponds to a cumulative area of
0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
area.
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207
0.2
0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the Standard Normal
Table. Use the value closest to 0.4170.
The z-score is 0.21.
Finding a z-Score Given a Percentile

Example:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 ?
0.67

The z-score that corresponds to P75 is the same z-score that corresponds
to an area of 0.75.
The z-score is 0.67.
 Transforming a z-Score to an x-Score

To transform a standard z-score to a data value, x, in a given

population, use the formula
x  μ + zσ.
Example:
The monthly electric bills in a city are normally distributed with a mean
of $120 and a standard deviation of $16. Find the x-value
corresponding to a z-score of 1.60.
x  μ + zσ
= 120 + 1.60(16)
= 145.6
We can conclude that an electric bill of $145.60 is 1.6 standard
deviations above the mean.
Finding a Specific Data Value

Example:
The weights of bags of chips for a vending machine are normally
distributed with a mean of 1.25 ounces and a standard deviation of 0.1
ounce. Bags that have weights in the lower 8% are too light and will
not work in the machine. What is the least a bag of chips can weigh and
still work in the machine?
P(z < ?) = 0.08

8% P(z < 1.41) = 0.08

z
?
1.41 0 x  μ + zσ
x
 1.25  (1.41)0.1
? 1.25
1.11
 1.11
The least a bag can weigh and still work in the machine is 1.11 ounces.