LECTURE 10

CONTINUOUS PROBABILITY
DISTRIBUTIONS

Croucher, John S. (2013) Introductory Mathematics and Statistics, 6th Edition, McGraw-
Hill Australia,

Chapter 16 (The Normal Distribution)

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Binomial
Discrete
Probability distribution
distribution Normal
Continuous
distribution
 Learning Objectives
• Identify the characteristics of Normal
probability distribution.

• Convert a Normal distribution to the

Standard Normal distribution

• Calculate the probability of a normally

distributed random variable
 INTRODUCTION TO
CONTINUOUS PROBABILITY
DISTRIBUTION
 Characteristics of the
Normal Distribution

Median
Mode
1. It is “Bell-shaped ”.
Mean = Median = Mode
 Characteristics of the
Normal Distribution

2. It is symmetrical about the

mean.
A normal distribution can be
divided (through the mean)
into two equal halves and
these halves possess
exactly the same shape.
 Characteristics of the
Normal Distribution

3. It is asymptotic.
That is, the “tails of the curve approach the X-axis but
never actually touch it.
 Characteristics of the
Normal Distribution
mean

4. A normal distribution is completely described

by its mean and standard deviation.
 Characteristics of the
Normal Distribution
1.There are 68% of the observations lie
between    and    .
2.There are 95% of the observations lie
between   2  and   2  .
3.There are 99.7% of the observations lie
between   3  and   3  .
Family of Normal Distributions
V ~ N(30, 5) Y ~ N(100, 5)

W ~ N(50, 6)

X ~ N(50, 7)

30 50 100
STANDARD NORMAL
DISTRIBUTION
 Z Distribution /
Standard Normal Distribution
A Standard normal distribution has
  0 and   1
Z ~ N(0, 1)
X
-
M
=
2
-
ve + ve 6
D
g

X
-
a)Cls

Z values
-3 -2 -1 0 1 2 3
 Standardized Z value
• Any normal probability distribution can be
converted into a standard normal
probability distribution.

• The formula for the standardized z value

is: ↑
data
mean

X 
>

z
 -IS
standard
deviation
FINDING PROBABILITIES
USING Z TABLE
 Areas of a standard normal distribution

• Tabulated areas are probabilities of intervals

extending from the mean =0 to points z to its
right.

• The area from 0 to + is equal to 0.5. Since

the curve is symmetric, the area from 0 to –
is also equal to 0.5.
 PROBABILITY FOR AN OBSERVATION
LIES BETWEEN 2 VALUES
.

P(a < X < b) > probability

= the % of the total area under the curve
shaded from a to b.

a b
PROBABILITY FOR AN OBSERVATION
BELOW A GIVEN VALUE
P(X < a)
= the % of the total area under the curve shaded from
-∞ to a.

 a 
 PROBABILITY FOR AN OBSERVATION
ABOVE A GIVEN VALUE
2=2-5
P(X > a)
= the % of the total area under the curve shaded
from a to +∞.

 a 
 Brief Review

1) To find the area between 0 to z or (-

z) you look up the value directly in
the table.

2) To find the area between two points

on different sides of the mean,
determine the two z values and add
the corresponding areas.
 Brief Review
3) To find the area between two points on
the same side of the mean, determine
the two z values and subtract the smaller
from the larger area.

4) To find the area beyond z (-z) locate the

probability of z in the table and subtract
that value from 0.500.
Example 1
Refer to Z table, areas under the normal curve.
Find the probabilities for the following z values:
(a) In between 0 to 1.004>2 probability
value
2-
tab
"

value > to
,
, ,µ 12
pg
) 0
-
I

p(
042<1 value 0.3413
0.341 ≥
=

0 I
Example 1… continued

(b) In between 0 to -1.00

P (0524-1)
0.3413

¥
=

theres no
negative value

same
on
value value
'
the
table , so use the
value
as positive

0
Example 1… continued

(c) Above 1.35

)
1.3s
P ( 2 >

S - O
'
4115
=o
-

=
0.0885

0 ik
Example 1… continued
total probability

o.sc/)o.sp
(d) Below –1.35
(

-41 -5/10.41 5
2<-1.35 )
4115

(
- O -

= 0.5
0
. 0885
=

0
-1.3s
Example 1… continued

(e) In between 1.00 to 1.35

1-35 )
" '"

"
pckzs
O 3413
0.4115
- -

= 0.0702

0 I 1.35
Example 1… continued

(f) In between –1.35 to -1.00

O 3413
4115
-
-

'

= 0
.

070¥

-1.35
0
- I
Example 1… continued

(g) In between –1.35 to 1.00

pl -1.3542<1 )
⊕
-4115
to
-3413
0.4115

1>0.3413
= 0

0.7528
=

-1.35
0 I
 Example 1… continued

(h) In between –1.35 to 1.35

" '"
so 0.4115
0.4115 -10.4115
I /
=

TO
= 0 . 82

-1.35
0 1.35
Example 2 2 =
K -

Al

0
mean > SD
y
>

X ~ N (μ=600, σ=100)
(a) The playing life of the radio is in between 600 to
700 hours, 600 < X < 700
↓ to
✗1
K2

)
700 -600
600-600
P
( 100
{ 2 [
100 ""

Plo < 2<1 )

= 0.3413

I
 Example 2… continued
µ 600,0=100
=

(b) The playing life of the radio is above 700

hours, X > 700

m?
> 700 )
P ( x

)
700 -600

p
¢2 ,
100

plz > 1)
S O 3413
-

O
-

= O
'
1587
 Example 2… continued
600 0=700
µ -_
,

(c) The playing life of the radio is in between

400 to 700 hours, 400<X <700
=P( 400<25700 )
600

)
400-600 700
-

=
P( 100
{ 24
100

pc -252<1 )
/
=
0.8185
=
0.4772-10.3413 =
FINDING THE Z AND X VALUE
WITH A GIVEN PROBABILITY
Finding The Value of An Observation
With A Given Probability I 4

probability
80% :}
2

probability

Z=?
Example 3:
>
y
mean
sD
X is a test scores, X ~ N (μ=75, σ=8)
The professor wants to award an A to
students whose score is in the highest of
10%. probability
-

(a) Find the dividing point for students who get

an A and a B? (finding
cut of point )

(b) The value above which 95% of the test

scores lies.
Example 3… continued %
using
↑ table
'

X ~ N (μ=75, σ=8) p :O -4
A
score

(a) The diving point for '

/ -
:O I
-

yo
the highest 10% of •

the test scores 0 2=1.28

2
= K -
M

75
7C
-

1- 28
=

8
75
(8) = K
-

I. 28

7C = 85-24
Example 3… continued
(b) The value above which 95% of the test
scores lies. 2=1.65
M

:
-

= X
2.
O
K
- H
-1.6s =

51 .

8
K 75
1.65 (8)
-
=
-

7C = 61 -
8

0
TH
Example 4
Attendants in a concerts are normally distributed with
mean 2000 persons and standard deviation of 400
persons. What is the probability that:
(a) More than 2800 persons will attend?
(b) Less than 1400 persons will attend?
(c) Between 1700 and 2500 persons will attend?
(d) If there is a 5% probability that more than a
certain number of people will attend, what is the
number?
Example 4… continued
The number of attendants,
X ~ N (μ=2000, σ=400) 2 =

7%1
probability
x -
D2 →

(a) More than 2800 persons will attend?

-4772
go
P (K > 2800 )

P ( z >
2800
-2000
)
400
MM
plz > 2)
2=0-4772 0.5
-

o -

4772

= O
'
0228
Example 4… continued
(b) Less than 1400 persons will attend?

P ( KS 1400 )

plz <
1400 -2000
400
)
Plxs is )
-

- O
-
4332 -1.5
. S
=
o

=
0-0668
 Example 4… continued
(c)Between 1700 and 2500 persons will
attend?
2<2500 )
PC 1700 <

p
(
1700 -
2000
-
2500-2000
400
) 0.3944
400

"

÷: ::
"

b. 2 7
34 to
-

3944 1
=

d
2 p
-

-0-75 1.25
Example 4… continued
(d) If there is a 5% probability that more than
a certain number of people will attend,
what is the number?
2
=X-
"" "
ios
I 65 (400 ) = K 2000
.
'

K= 2660

2=1.65
Example 5
• A large departmental store has analyzed the
monthly amount spent by its credit card
customers and found that it is normally
distributed with a mean of $110 and a
standard deviation of $15. What is the
probability of people will spend:
(a)Over $130?
(b)Below $70
(c)Between $115 and $130?
Example 5… continued
The monthly amount spent X ~ N (μ =110, σ =15)
(a) What is the probability of people will
spend over $130?
plz > 130
) Tzu
)
130 -115
plz >
0.5 -
O -

4032
15

=
1.3 = 0.0968

plz > I. 3)
Example 5… continued
(b) What is the probability of people will
spend below $70?
p ( 2<70 )

plz < 70
)
"°

µ
-

15
= -
2. 67

-
2.67

0.5
- 0-4962

= 0.0038
Example 5… continued
(c) What is the probability of people will
spend between $115 and $130?

""
p ( 115
1,04082
< 2<130 )

115-110
2<130-110 )
P( is
<
IS

= PC 0-3342<1-33 )
0.33 1.33
0.1293 0 .
4082

O
'

4082-0.1293

= 0.2789
 Example 5… continued
What is the minimum amount spent of the top
3% of customers?
probability :O -03
2 = 0-08

O
'
08 =
✗ -
110

15

0.08 ( 15 ) -1110
:X

✗ = 111 -2
PREVIEW…NEXT LECTURE

X~N X ~N Central
• Normal • Sampling Limit
Distribution • Distribution Theorem