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 Continuous Probability [the umbrella]
◦ Definition of Continuous Probability Distribution
◦ Graph
◦ Probability Density function
 The Normal Distribution
◦ Definition and Formula
◦ Graph
◦ Special case- The Chebysev’s Theorem
◦ The Standard Normal Distribution- Z
◦ The Properties of the Normal Distribution
◦ The Formula
◦ Comparing X and Z units
◦ Exercises

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 Probability distribution:-consists of a
value a random variable can assume and
the corresponding probabilities of the
values

 Probability distribution can be:

◦ discrete or
◦ continuous

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  Definition: a non negative function f(x)
is called probability distribution of
continuous R.V X if:

◦ the total area bounded by the curve the X-axis

is 1 and;

◦ the sub area under the curve bounded by the

curve & X-axis and perpendicularly erected at
any points a and b give the probability that X
is between a and b.

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 Unlike a discrete random variable , a
continuous random variable is one that
can assume an uncountable number of
values.
◦ We cannot list the possible values because there
is an infinite number of them.
◦ Because there is an infinite number of values, the
probability of each individual value is virtually 0.

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Thus, we can determine the probability of a range of values only.
E.g. with a discrete random variable like tossing a die, it is meaningful to talk
about P(X=5), say.
In a continuous setting (e.g. with time as a random variable), the probability
the random variable of interest, say task length, takes exactly 5 minutes is
infinitesimally small, hence P(X=5) = 0.
It is meaningful to talk about P(X ≤ 5)

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 A function f(x) is called a probability
density function (over the range a ≤ x ≤
b if it meets the following requirements:

f(x) area=1
a b
1) f(x) ≥ 0 for all x between a and b, and
2) The total area under the curve between
x a
and b is 1.0

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◦ A random variable X is said to have a normal
distribution if its probability density function is
given by

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Definition

The probability density function of a

normal random variable is given by:

It looks like this:

Bell shaped, Symmetrical around the mean
…
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f(X) Changing μ shifts the
distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X

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 68.27%
of the
data

95.45% of the
data
99.73% of the data

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All normal distributions can be converted into the
standard normal curve by subtracting the mean and
dividing by the standard deviation:

X 
Z


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A normal distribution whose mean is zero
and standard deviation is one is called the
standard normal distribution.

0
1

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1. Bell shaped, symmetric to x-axis, mesokurtic
2. Asymptotic to x-axis
3. Continuous
4. Unimodal
5. Area
6. Two parameters
7. Probability b/n interval =area on curve b/n interval.
8. Mean=mode=median=at center

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◦ 1. Bell Shaped
◦ 2. Mean, Median and Mode have the same value
◦ 3. Determined completely by its mean and
variance
◦ 4. Symmetric about its mean value
◦ 5. Total area under the curve = 1 (100%)
◦ 6. 68% of the total frequency of observation lie
within one s.d. (right and left) of the mean value.
◦ 7. 95% of the total frequency of observations lies
within 1.96 s.ds (left and right) of the mean value
◦ 8. More than 99% of all observations lie within 3
s.d. (left and right) of the mean value

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  1 x  2
E(X)= = 1  ( )
x 
 2
e 2  dx

 1 x  2
1  ( )

2
( x e 2  dx)   2
Var(X)=2 =   2

Standard Deviation(X)=

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The normal distribution is fully defined by two parameters:
Its standard deviation and mean
Note

The normal distribution is bell shaped and

symmetrical about the mean

Unlike the range of the uniform distribution (a ≤ x ≤ b)

Normal distributions range from minus infinity to plus infinity
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 1 x  2
1  ( )
f ( x)  e 2 
 2

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 1 x  2
1  (

)
f ( x)  e 2
 2
This is a bell shaped
Note constants: curve with different
=3.14159 centers and spreads
e=2.71828 depending on  and 
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100 200 X ( = 100,  = 50)
0 2.0 Z ( = 0,  = 1)

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 Area between 0 and 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 0.2324 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 0.3980 0.3997 0.4015

1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
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
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Example: The time required to build a
computer is normally distributed with a
mean of 50 minutes and a standard deviation
of 10 minutes: What is the probability that a
computer is assembled in a time between 45
and 60 minutes?

Algebraically speaking,
what is P(45 < X < 60) ?

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 …mean of 50 minutes and a
P(45 < X < 60) ? standard deviation of 10 minutes…

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P(–.5 < Z < 1) looks
like this:
The probability is the
area under the curve…
We will add up the
two sections: 0
P(–.5 < Z < 0)
And P(0 < Z < 1)
–.5 1

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How to use Normal table… [other forms of n

P(0 < Z < 0.5)

P(0 < Z < 1)

P(–.5 < Z < 1) = .1915 + .3413

= .5327
The probability time is between
45 and 60 minutes = .5327
This table gives probabilities P(0 < Z < z)
First column = integer + first decimal
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Top row = second decimal place
What is P(0 < Z < 0.9)
P(0.9 < Z < 1.9) ?
P(0.9 < Z < 1.9)

0 0.9 1.9

P(0.9 < Z < 1.9) = P(0 < Z < 1.9) – P(0 < Z < 0.9)
=.4713 – .3159
= .1554

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 O z1=0.9 z2=1.9

 0z1 + z1z2=0z2
 Z1z2 =0z2 – 0z1

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 The return on investment is normally
distributed with a mean of 10% and a
standard deviation of 5%. What is the
probability of losing money?

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We want to determine P(X < 0). Thus,

 X   0  10 
P ( X  0)  P   
  5 
P( Z   2)
.5  P(0  Z  2)
.5  .4772
.0228
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 P(z<-2)=P(z>2)

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Often we’re asked to find some value of Z for
a given probability, i.e. given an area (A)
under the curve, what is the corresponding
value of z (zA) on the horizontal axis that gives
us this area? That is:
P(Z > zA) = A

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 If birth weights in a population are normally
distributed with a mean of 109 and a standard
deviation of 13 oz,
a. What is the chance of obtaining a birth weight of 141
or heavier ?
b. What is the chance of obtaining a birth weight of 120
lighter?

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a. What is the chance of obtaining a birth weight of 141
oz or heavier when sampling birth records at
random?

141  109
Z 2.46
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Z of 2.46 corresponds to a right tail (greater than) area of:

P(Z≥2.46) = .0069 or .69 %
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b. What is the chance of obtaining a birth weight of 120
or lighter?

120  109
Z .85
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From the chart .85 corresponds to a left tail area of:

P(Z≤.85) = .8023= 80.23%

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 What is the difference b/b t distribution
and standard normal distribution?

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