Chapter 6: Continuous Random Variables and the Normal Distribution

Learning Objectives
- Understand the normal probability distribution and the normal distribution as an approximation to the binomial
distribution.

Continuous Probability Distributions

- A continuous variable is a variable that can assume any value on a continuum (can assume an uncountable
number of values)
o thickness of an item
o time required to complete a task
o temperature of a solution
o height, in inches
- These can potentially take on any value depending only on the ability to precisely and accurately measure
- Example 1: Suppose 5000 female students are enrolled at a university, and x is the continuous random variable
that represents the height of a randomly selected female student.
o Note that these are exact probabilities because we are considering the population of all female students
enrolled at the university.
o The relative frequencies can be used as the probabilities of the respective classes.

Histogram and Polygon

- The smoothed polygon is an approximation of the probability distribution curve of the continuous random
variable x

- The probability distribution curve of a continuous random variable is also called its
probability density function.

Continuous Probability Distribution

- The probability distribution of a continuous random variable possesses the following
two characteristics.
o 1. The probability that x assumes a value in any interval lies in the range 0 to 1.
o 2. The total probability of all the (mutually exclusive) intervals within which x can assume a value of 1.0.

Area Under a Curve Between Two Points

- The first characteristic states that the area under the probability distribution curve of a continuous random variable
between any two points is between 0 and 1.

- The second characteristic indicates that the total area under the probability distribution
curve of a continuous random variable is always 1.0, or 100%.
- The probability that the height of a randomly selected female student from this
university lies in the interval 65 to 68 inches is given by the area under the distribution
curve of the heights of all female students from x = 65 to x = 68, as shown in Figure.
o This probability is written as: P(65 ≤ x ≤ 68) which states that x is greater than
or equal to 65 but less than or equal to 68.

The Probability of a Single Value of x is Zero

- The probability that a continuous random variable x assumes a single value is always zero.
- From this we can deduce that for a continuous random variable, P (a ≤ x ≤ b) = P (a < x < b)
- This is so because the area of a line, which represents a single point, is zero.
 Chapter 6: Continuous Random Variables and the Normal Distribution
- For example, if x is the height of a randomly selected female student from that university, then the probability that
this student is exactly 66.8 inches tall is zero; that is, P (x = 66.8) = 0

Normal Probability Distribution

- A normal probability distribution or a normal curve is a bell-shaped (symmetric)
curve.
- Its mean is denoted by μ and its standard deviation by σ.
- A continuous random variable x that has a normal distribution is called a normal
random variable.
- The mean, μ, and the standard deviation, σ, are the parameters of the normal
distribution.
- Given the values of these two parameters, we can find the area under a normal distribution curve for any interval.
- A normal probability distribution, when plotted, gives a bell-shaped curve such that:
o 1. The total area under the curve is 1.0.
o 2. The curve is symmetric about the mean.
o 3. The two tails of the curve extend indefinitely.
- Total area under a normal curve: The total area under a normal distribution curve
is 1.0, or 100%, as shown in Figure
- A normal curve is symmetric about the mean: A normal distribution curve is symmetric
about the mean, as shown in Figure Consequently, 50% of the total area under a normal
distribution curve lies on the left side of the mean, and 50% lies on the right side of the
mean.

Areas of the Normal Curve

- The actual area in each tail of the standard normal distribution curve beyond three standard deviations of the mean
is .0015.
- For a symmetric distribution, approximately 99.7% of the observations lie
within three standard deviations of the mean
- Area under both tails combined is (1 – 0.997 = 0.003) Area under each tail =
0.003/2 = 0.0015
- Three normal distribution curves with the same mean but different standard deviations.

- Three normal distribution curves with different means but the same standard deviation.

Standard Normal Distribution

- The normal distribution with μ = 0 and σ = 1 is called the standard normal
distribution
- The units marked on the horizontal axis of the standard normal curve are denoted by
z and are called the z values or z scores.
- A specific value of z gives the distance between the mean and the point represented
by z in terms of the standard deviation.

Area Under the Standard Normal Curve

- The standard normal distribution table lists the areas under the standard normal curve to the left of z values from
−3.49 to 3.49.
 Chapter 6: Continuous Random Variables and the Normal Distribution
- To read the standard normal distribution table, we look for the given z value in the table and record the area
corresponding to that z value.
- As shown in Figure, Table IV gives what is called the cumulative probability to the left of any z value.
- Example 1: Find the area under the standard normal curve to the left of z = 1.95.
o The area to the left of z = 1.95 can be interpreted as the probability that z assumes a value less than 1.95;
that is,
o Area to the left of 1.95 = P (z < 1.95) = .9744
o P (z < 1.95) = P (z ≤ 1.95) = .9744
- Example 2: Find the area under the standard normal curve from z = -2.17 to z = 0.
o Area from -2.17 to 0 = P (-2.17≤ z ≤ 0) = .5000 – .0150 = .4850
 Chapter 6: Continuous Random Variables and the Normal Distribution

- Find the following areas under the standard normal

curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
Area to the Right of z = 2.32

Find the following areas under the standard normal curve.

(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
Area to the Left of z = -1.54

- Example 3: Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)

P (1.19 < z < 2.12) = Area between 1.19 and 2.12 = .9830 – .
8830 = .1000

(b) P (-1.56 < z < 2.31)

P (-1.56 < z < 2.31) = Area between -1.56 and 2.31= .9896 –
.0594 = .9302

(c) P (z > -.75)

P (z > -.75) = Area to the right of -.75 = 1.0 – .2266

= .7734

Standard Deviation, and the Empirical Rule for bell-shaped Curve

This area is given by the difference between the area to the left of z
= 1.0 and the area to the left of z = −1.0.
 Chapter 6: Continuous Random Variables and the Normal Distribution

This area is given by the difference between the area to the left of z
= 2.0 and the area to the left of z = −2.0.

This area is given by the difference between the area to the left of z
= 3.0 and the area to the left of z = −3.0

- Example 1: Find the following probabilities for the standard normal curve.
o (a) P (0 < z < 5.67)
 P (0 < z < 5.67) = Area between 0 and 5.67 = 1.0 – .5 = .5
approximately
o (b) P (z < -5.35)
 P (z < -5.35) = Area to the left of -5.35 = .00 approximately

Standardizing a Normal Distribution

- Converting an x Value to a z Value
o For a normal random variable x, a particular value of x can be converted to its corresponding z value by
using the formula
- where μ and σ are the mean and standard deviation of the normal distribution of x, respectively.
- Example 1: If X is distributed normally with mean of $100 and standard deviation of $50, the Z
X - μ $200 - $100
Z = = = 2 .0
value for X = $200 is σ $50
- Comparing X and Z units
Note that the shape of the distribution is the same, only the scale has changed.
We can express the problem in the original units (X in dollars) or in standardized
units (Z)

Finding Normal Probabilities

- Let X represent the time it takes (in seconds) to download an image file from the internet.
- Suppose X is normal with a mean of 18.0 seconds and a standard deviation of 5.0 seconds.
- Find P (X < 18.6)

X - μ 1 8 .6 - 1 8 .0
Z = = = 0 .1 2
σ 5 .0

Finding Normal Upper Tail Probabilities

- Suppose X is normal with mean 18.0 and standard deviation 5.0.
 Chapter 6: Continuous Random Variables and the Normal Distribution
- Now Find P (X > 18.6)

Finding a Normal Probability Between Two Values

- Suppose X is normal with mean 18.0 and standard deviation 5.0. Find P (18 < X < 18.6)

Probabilities in the Lower Tail

- Suppose X is normal with mean 18.0 and standard deviation 5.0.
- Now Find P (17.4 < X < 18)
- Example 1: Let x be a continuous random variable that has a normal
distribution with a mean of 50 and a standard deviation of 10.
o Convert the following x values to z values and find the
probability to the left of these points.

(a) x = 55 (b) x = 35

- Example 2: Let x be a continuous random variable that is normally distributed with a mean of 25 and a standard
deviation of 4. Find the area (a) between x = 18 and x = 34

Applications of the Normal Distribution

- Example 1: According to the 2015 Physician Compensation Report by Medscape (a subsidiary of WebMD),
American internal medicine physicians earned an average of $196,000 in 2014. Suppose that the 2014 earnings of
all-American internal medicine physicians are normally distributed with a mean of $196,000 and a standard
deviation of $20,000. Find the probability that the 2014 earnings of a randomly selected American internal
medicine physician are between $169,400 and $206,800.
For x = $169,400:
169,400−196,000
z= =−1.33
20,000
For x = $206,800:
206,800−196,000
z= =.54
 Chapter 6: Continuous Random Variables and the Normal Distribution

- Example 2: A racing car is one of the many toys manufactured by Mack Corporation. The assembly times for this
toy follow a normal distribution with a mean of 55 minutes and a standard deviation of 4 minutes. The company
closes at 5 p.m. every day. If one worker starts to assemble a racing car at 4 p.m. what is the probability that she
will finish this job before the company closes for the day?
For x = 60:
60−55
z= = 1.25
4
P (x ≤ 60) = P (z ≤ 1.25)
= .8944
Thus, the probability is .8944 that this worker will finish
assembling this racing car before the company closes for the
day.
- Example 3: Hupper Corporation produces many types of soft drinks, including Orange Cola. The filling
machines are adjusted to pour 12 ounces of soda into each 12-ounce can of Orange Cola. However, the actual
amount of soda poured into each can is not exactly 12 ounces; it varies from can to can. It has been observed that
the net amount of soda in such a can has a normal distribution with a mean of 12 ounces and a standard deviation
of .015 ounce.
o (a) What is the probability that a randomly selected can of Orange Cola contains 11.97 to 11.99 ounces of
soda?

o (b) What percentage of the Orange Cola cans contain 12.02 to 12.07 ounces of soda?

Determining the z and x Values When an Area Under the Normal Distribution Curve Is Known
- So far, we have discussed how to find the area under a normal distribution curve for an interval of z or x.
- Now we invert this procedure and learn how to find the corresponding value of z or x when an area under a
normal distribution curve is known.
- Example 1: Find the value of z such that the area under the standard normal curve to the left of z is .9251.
 Chapter 6: Continuous Random Variables and the Normal Distribution
o z = 1.44
- Example 2: Find the value of z such that the area under the standard normal
curve in the right tail is .0050.
o To find the value of z, we first find the area to the left of z by Area to
the left of z = 1.0 – .0050 = .9950
o Now we look for .9950 in the body of the normal distribution table.
o So, we find the value closest to .9950, which is either .9949 or .9951. If
we choose .9951, then z = 2.58. If we choose .9949, then z = 2.57. We can use either of these two values.
- Example 3: Find the value of z such that the area under the standard
normal curve in the left tail is .05.
o Find the value of z such that the area under the standard normal
curve in the left tail is .05.
o We look for .0500 in the body of the normal distribution table. The
value closest to .0500 in Table IV is either .0505 or .0495. If we choose .0495, then z = -1.65.

Finding an X-value for a Normal Distribution

- For a normal curve with known values of μ and σ and for a given area under the curve to the left of x, the x value
is calculated as x = μ + z σ
- Example 1: It is known that the life of a calculator manufactured by Calculators Corporation has a normal
distribution with a mean of 54 months and a standard deviation of 8 months. What should the warranty period be
to replace a malfunctioning calculator if the company does not want to replace more than 1% of all the calculators
sold?
o Let x be the life of a calculator. Area to the left of x = .01 or 1% Find the
z value from the normal distribution table for .0100. Table IV does not
contain a value that is exactly .0100 and so, the value closest to .0100 in
the table is .0099. Hence, z = -2.33. x = μ + z σ = 54 + (-2.33) (8) = 54 –
18.64 = 35.36
o Thus, the company should replace all the calculators that start to
malfunction within 35.36 months (which can be rounded to 35 months) of the date of purchase so that
they will not have to replace more than 1% of the calculators.

The Normal Approximation to the Binomial Distribution

- 1. The binomial distribution is applied to a discrete random variable.
- 2. Each repetition, called a trial, of a binomial experiment results in one of two possible outcomes (or events),
either a success or a failure.
- 3. The probabilities of the two (possible) outcomes (or events) remain the same for each repetition of the
experiment.
- 4. The trials are independent.
x n- x
- The binomial formula, which gives the probability of x successes in n trials, is P ( x ) = n C x p q
- Normal Distribution as an Approximation to Binomial Distribution
o The normal distribution is used as an approximation to the binomial distribution when np and nq are both
greater than 5 - that is, when np > 5 and nq > 5
- Example 1: According to an estimate, 50% of the people in the United States have at least one credit card. If a
random sample of 30 persons is selected, what is the probability that 19 of them will have at least one credit card?
o n = 30, p = .50, q = 1 – p = .50 x = 19, n – x = 30 – 19 = 11
19 11
o From the binomial formula, the exact probability is 3 P (1 9 ) = C
0 1 9 ( .5 ) ( .5 ) = .0 5 0 9
o Let’s solve this problem using the normal distribution as an approximation to the binomial distribution.
o np = 30(.50) = 15 > 5 and nq = 30(.50) = 15 > 5
o We can use the normal distribution as an approximation to solve this binomial problem.
o Step 1. Compute μ and σ for the binomial distribution.
= n p = 3 0 ( .5 0 ) = 1 5

 = n p q = 3 0 ( .5 0 ) ( . 5 0 ) = 2 . 7 3 8 6 1 2 7 9
 Chapter 6: Continuous Random Variables and the Normal Distribution
o Step 2. Convert the discrete random variable into a continuous random variable (by making the
correction for continuity).

Continuity Correction Factor

- The addition of .5 and/or subtraction of .5 from the value(s) of x
when the normal distribution is used as an approximation to the
binomial distribution, where x is the number of successes in n
trials, is called the continuity correction factor.
- Step 3. Compute the required probability using the normal
distribution.
- Thus, based on the normal approximation, the probability that 19
persons in a sample of 30 will have at least one credit card is
approximately .0498.
o Using the binomial formula, we obtain the exact
probability .0509.
o The error due to using the normal approximation is .0509
- .0498 = .0011.
o Thus, the exact probability is underestimated by .0011 if the
normal approximation is used.
- Example 4: According to a survey, 32% of people working from home
said that the biggest advantage of working from home is that there is no
commute. Suppose that this result is true for the current population of
people who work from home. What is the probability that in a random
sample of 400 people who work from home, 108 to 122 will say that the
biggest advantage of working from home is that there is no commute?
o P (107.5 ≤ x ≤ 122.5) = P (-2.20 ≤ z ≤ -.59) = .2776 - .0139 = .
2637
o Thus, the probability that 108 to 122 people in a sample of
400 who work from home will say that the biggest advantage
of working from home is that there is no commute is
approximately .2637.
- Example 5: According to a FindLaw.com survey of American adults,
61% of women support red light cameras at intersections (USA TODAY, January 7, 2015). Assume that this
percentage is true for the current population of adult American women. What is the probability that 500 or more
such women in a random sample of 800 will support red light cameras at intersections?

P (x ≥ 499.5) = P (z ≥ .83) = 1.0 – .7967 = .2033

Thus, the probability that 500 or more adult American women in a
random sample of 800 will support red light cameras at intersections
is approximately .2033.

Example 1: (a) Suppose that the probability that a person books an airline
ticket using an online travel website is 0.72.
Consider a sample of 10 randomly selected people who recently booked an
airline ticket.
 Chapter 6: Continuous Random Variables and the Normal Distribution
What is the probability that exactly 7 out of 10 people used an online travel website when they booked their airline ticket?

(b) What is the probability that at least 9 out of 10 people used an online travel website when they booked their airline
ticket?

(c) What is the probability that exactly 7 out of 10 people used an

online travel website when they booked their airline ticket? Round to
the nearest thousandth.
A) 0.267 B) 0.035 C) 0.480 D) 0.998
Chapter 6: Continuous Random Variables and the Normal Distribution