CH 06

Dr. Saeed A.
Dobbah Alghamdi
Department of Statistics
Faculty of Sciences
Building 90, 2ndFloor, Office 2090
King Abdulaziz University
http://saalghamdy.kau.edu.sa
‫موقع المكتب‬
Main Reference
Elementary Statistics
A Step by Step Approach
By
Allan Bluman
Chapter 6
The Normal Distribution

Objectives
➢ Identifying the properties of the normal distribution.
➢ Finding the area under the standard normal distribution, given various z
values.
➢ Finding the probability of a normally distributed variable by transforming it
into a standard normal variable.
➢ Finding specific data values for given percentages using the standard normal
distribution.
➢ Using the central limit theorem to solve problems involving sample means for
large samples.
2023 © All rights are preserved for Dr. Saeed A. Dobbah Alghamdi, Department of Statistics, Faculty of Sciences, KAU 1
Introduction
▪ The most important probability distribution for describing a continuous
random variable is the normal probability distribution.
▪ It has been used in a wide variety of practical applications such as heights &
weights of people, scientific measurements, amounts of rainfall and so on.
▪ It is also widely used in statistical inference, which is the major topic of the
remainder of this book.
▪ The normal distribution curve is bell-shaped and has a single peak at the
center of the distribution.
Normal Probability Distribution Properties
▪ The entire family of normal distributions is differentiated by its mean μ and
its standard deviation σ.
▪ The entire family of normal distribution curve is symmetric and differentiated
by two parameters, the mean (position parameter) and the standard deviation
(scale parameter) which determines how flat and wide the curve is.
Normal Probability Distribution Properties
▪ The curve of the normal distribution is continuous, i.e., there are no gaps.
▪ The total area under a normal distribution curve is equal to 1 or 100%. This
fact may seem unusual since the curve never touches the x-axis.
▪ The area under the part of the normal curve that lies within 1 standard
deviation of the mean is approximately 68%, within 2 standard deviations is
about 95%, and within 3 standard deviations is about 99.7%.
Standard Normal Probability Distribution Properties
▪ Since the total area under the normal distribution is 1, there is a
correspondence between area and probability.
▪ Since each normal distribution is determined by its own mean and standard
deviation, we will use a common standard that calculate probabilities that is
the standard normal distribution which is a normal distribution with a mean
of 0 and a standard deviation of 1.
▪ All normally distributed variables can be transformed into the standard
normally distributed variable by using the z-value.
x-
Z=

 x 0 z
Area Under the Probability Distribution Curve
▪ Area under the standard normal probability distribution to the left of a value,
thus P(z < a).
▪ Note the following:

▪ P(z < a) = P( z ≤ a)
▪ P(a < z < b) = P( a ≤ z ≤ b)
▪ P(z > a) = P(z ≥ a)
EXAMPLE
Using the standard normal distribution, find P(z < 2.32) and P(z > 2.32).
Step 1: Select “DATA” tab Step 2 Step 3 Step 4
EXAMPLE P(z < 2.32) and P(z > 2.32).
Step 5: Input the value of z Step 7
Step 6: Make sure the value of the mean is 0 and the value of the
standard deviation is 1 in case of the standard normal distribution
P(z < 2.32) P(z > 2.32)
EXAMPLE
Using the standard normal distribution, find P(-1.34 < z < 2.32).
Step 1: Select “DATA” tab Step 2 Step 3 Step 4
EXAMPLE P(-1.34 < z < 2.32)
Step 6: Make sure the value of the mean is 0 and the value of the
standard deviation is 1 in case of the standard normal distribution
EXAMPLE P(-1.34 < z < 2.32)
P(z < 2.23)

P(z < -1.34)
P(-1.34 < z < 2.23) = P(z < 2.23) - P(z < -1.34) = 0.9871-0.0901=0.9871
EXAMPLE
If the income of 10000 family follows a normal distribution with mean 5800
SAR and standard deviation 300 SAR, find
▪ the probability of a family income is less than 6550,
P(x < 6550) = 0.9938
▪ the probability of a family income is greater than 5500,
P(x > 5500) = 0.8413
▪ the number of families that have income greater than 5500,
P(x > 5500) * n = 0.8413*10000=8413
▪ the probability of a family income is between 5650 and 6100,
P(5650 < x < 6100) = P(x < 6100) – P(x < 5650) = 0.5328
EXAMPLE P(x < 6550)
Step 1: Select “DATA” tab Step 2 Step 3 Step 4 Step 6: Input the value of x Step 7
Step 5: Input the value

of the mean and the
value of the standard
deviation
P(x < 6550)
EXAMPLE P(x > 5500) and number of families with income > 5500

of the mean and the
deviation
P(x > 5500)

Number of families with income greater than 5500
P(x > 5500) * 10000 = 0.8413*10000 = 8413
EXAMPLE P(5650 < x < 6100)

of the mean and the
deviation
P(x < 6100)
EXAMPLE P(5650 < x < 6100)

of the mean and the
value of the standard P(x < 6100)
deviation
P(x < 5650)
P(5650 < x < 6100) = P(x < 6100) - P(x < 5650)
= 0.8413 - 0.3085 = 0.5328
EXAMPLE
The lifetime of a type of microwaves follows a normal distribution with mean of
3 years and standard deviation of 9 months.
▪ If one microwave was chosen randomly, what is the probability that its
lifetime will be greater than 2 years?
First we need to have the same unit measurements by changing months to
years. Thus, 9/12 = 0.75 year.
P(x > 2) = 0.9088
▪ If the microwaves have warranty for two year, what is the percentage of
microwaves that the factory has to exchange with new ones?
P(x < 2)*100 = 0.0912*100 = 9.12%
EXAMPLE P(x > 2)

of the mean and the
deviation
P(x < 2) P(x < 2)
P(x < 2)*100 = 0.0912*100 = 9.12%
Calculating the Value of X given P
When one must find the value of X given a probability using the standard normal
probability distribution, the following formula can be used: X = z   + 
EXAMPLE
To qualify for a police academy, candidates must score in the top 10% on a
general abilities test. The test has a mean of 200 and a standard deviation of 20.
Assuming the test scores are normally distributed, find the lowest possible score
to qualify.
The test value X that cuts off the upper
10% of the area under a normal
distribution curve is desired. 09 0
200 X
EXAMPLE X that cuts off the upper 10%
Step 1: Select “DATA” tab Step 2 Step 3 Step 4 Step 5: Select “calculate X given P Step 6: Input the value of P Step 8

of the mean and the
deviation
X=225.6
Hence, a score of 226 should be used as a cutoff.

Anybody scoring 226 or higher qualifies
EXAMPLE
For a medical study, a researcher wishes to select people in the middle 60% of
the population based on blood pressure. If the mean systolic blood pressure is
120 with standard deviation 8, find the upper and lower readings that would
qualify people to participate in the study.
The test value X that cuts off the upper 10% of the area under a normal
distribution curve is desired.
02 06 02
X1 120 X2
EXAMPLE X1 and X2 that give the middle 60%

of the mean and the
deviation
EXAMPLE X1 and X2 that give the middle 60%
X1=113.3
X2=126.7
Therefore, the lower and upper readings that would qualify

people to participate in the study are 113.3 and 126.7.
Distribution of Sample Means
▪ A sampling distribution of sample means is a distribution obtained by using
the means computed from random samples of a specific size taken from a
population.
▪ Sampling error is the difference between the sample measure and the
corresponding population measure due to the fact that the sample is not a
perfect representation of the population. for example, sampling error in the
mean = 𝜇 − 𝑥ҧ
The Central Limit Theorem
▪ As the sample size n increases, the shape of the distribution of the sample
means taken with replacement from a population with mean μ and standard
deviation σ will approach a normal distribution,
▪ Thus, the mean of the sample means equals the population mean, 𝜇𝑥ҧ = 𝜇, and
the standard deviation of the sample means which is called standard error of
𝜎
the mean is 𝜎𝑥ҧ = .
𝑛
▪ The central limit theorem can be used to answer questions about sample
means in the same manner that the normal distribution can be used to answer
questions about individual values.
▪ A new formula must be used for the z-values:
𝑥ҧ − 𝜇
𝑧=
𝜎Τ 𝑛
Standard Error of The Mean
EXAMPLE
Find the standard error of the mean for a sample of 49 that has been drawn from
a population with standard deviation equal to 14.
𝜎 14
𝜎𝑥ҧ = = =2
𝑛 49
EXAMPLE
A.C. Neilsen reported that children between the ages of 2 and 5 watch TV an
average of 25 hours per week. Assume the variable is normally distributed with
standard deviation 3 hours. If 32 children between the ages of 2 and 5 are
randomly selected, find the probability that the mean of the number of hours they
watch TV is greater than 26.3 hours.
𝑃 𝑥ҧ > 26.3 = 0.0071
EXAMPLE 𝑃 𝑥ҧ > 26.3
Step 1: Select “DATA” tab Step 2 Step 3 Step 4 Step 5: Select “calculate P given X Step 6: Input the value of X Step 8

of the mean and the
error of the mean
𝒙 > 26.3)
P(ഥ
EXAMPLE
The average age of a vehicle registered in the United States is 8 years. Assume
the standard deviation is 16 months. If a random sample of 36 cars is selected,
find the probability that the mean of their age is between 90 and 100 months.
First, make sure the units are the same. Since the required probability is for age
in months, all units must be in months.
𝑃 90 < 𝑥ҧ < 100 = 𝑃 𝑥ҧ < 100 − 𝑃 𝑥ҧ < 90 = 0.921
EXAMPLE 𝑃 90 < 𝑥ҧ < 100

of the mean and the
error of the mean
EXAMPLE 𝑃 90 < 𝑥ҧ < 100
𝒙 < 90)
P(ഥ
𝒙 < 100)
P(ഥ
Step 7: Input the value of the mean and the ഥ <100)=P(ഥ

P(90< 𝒙 𝒙 <100) - P(ഥ
𝒙 < 90)=0.9332-0.0122=0.921
value of the standard error of the mean
Summary
✓ The normal distribution can be used to describe a variety of variables, such as
heights, weights, and temperatures.
✓ The normal distribution is bell-shaped, unimodal, symmetric, and continuous;
its mean, median, and mode are equal.
✓ Mathematicians use the standard normal distribution which has a mean of 0
and a standard deviation of 1.
✓ The normal distribution can be used to describe a sampling distribution of
sample means. These samples must be of the same size and randomly selected
with replacement from the population.
✓ The central limit theorem states that as the size of the samples increases, the
distribution of sample means will be approximately normal.
✓ The distribution of sample means is much less variable than the distribution of
individual data value.

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Dr. Saeed A.

The Normal Distribution

▪ Note the following:

P(z < 2.32) P(z > 2.32)

P(z < 2.23)

Step 5: Input the value

P(x < 6550)

Step 5: Input the value

P(x > 5500)

Step 5: Input the value

P(x < 6100)

Step 5: Input the value

Step 5: Input the value

P(x < 2) P(x < 2)

P(x < 2)*100 = 0.0912*100 = 9.12%

Step 7: Input the value

Hence, a score of 226 should be used as a cutoff.

02 06 02

Step 7: Input the value

Therefore, the lower and upper readings that would qualify

𝑃 𝑥ҧ > 26.3 = 0.0071

Step 7: Input the value

𝑃 90 < 𝑥ҧ < 100 = 𝑃 𝑥ҧ < 100 − 𝑃 𝑥ҧ < 90 = 0.921

Step 7: Input the value

Step 7: Input the value of the mean and the ഥ <100)=P(ഥ

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P(x < 2)100 = 0.0912100 = 9.12%