‘Normal Distribution
‘A random variable X with probability density function
1 2
Hh)= Fee emirce 48)
isanormal random variable wih parameters where -= << and 6>0. Also
Fx)=n ad V(X)=0° ro)
andthe notation N(4,6") is used to denote the distribution,
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oak
aes wes .
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FIGURE 4-10 Normal probability density functions for 7
selected values of the parameters w and”. FIGURE 4-11 Probability that X > 13 for a normal
‘random variable with w = 10 ando? = 4.f@) }
p-30 p-20 p-o pp pto pte pts0 x
| bes |
| _!
FIGURE 4-12 Probabilities associated with a normal di
The following equations and Fig. 4-12 summarize some useful results concerning a normal
distribution. For any normal random variable,
P(w-o13). Let
Z=(X ~10)/2. The relationship between the several values of X and the transformed values of Z are shown in
Fig. 415. We note that X > 13 corresponds toZ > 1.5. Therefore, from Appendix Table II,
P(X>13)=P(Z>1.5)=1-P(Z-<15)=1-0.93319 = 0.06681
Rather than using Fig. 4-15, the probability can be found from the inequality X > 13. That is,
reronjan{ 10) _ (13-10)
z P(Z<1.5)=0,06681
Practical Interpretation: Probabilities for any normal random variable can be computed with a simple transform to
a standard normal random variable,