Note #5: Normal Random Variable

Normal Probability Distribution

- probability distribution of continuous random variables

Continuous Random Variables - can assume infinitely many values corresponding to points on a
line interval such as
• heights and weights,
• length of life of a particular product, or
• experimental laboratory error

The graph of a normal probability distribution with mean 𝝁 and standard deviation 𝝈

• The mean 𝝁 locates the center of the distribution. The mean, median and mode coincide
at the center.
• The distribution is symmetric about its mean 𝝁.
• The total area under the normal probability distribution is equal to 1.
• The large values of 𝝈 reduce the height of the curve and increase the spread;
small values of 𝝈 increase the height of the curve and reduce the spread

Empirical Rule Given a distribution of measurements that is approximately mound-shaped:

• The interval (𝜇 ± 𝜎) contains approximately 68% of the measurements.
• The interval (𝜇 ± 2𝜎) contains approximately 95% of the measurements.
• The interval (𝜇 ± 3𝜎) contains approximately 99.7% of the measurements.

Example 1
In Statistics examination, the mean 𝜇 = 27.5 and standard deviation 𝜎 = 3.7, assume that x is
normal, construct the probability distribution of x.
Solution
Since the 𝜇 = 27.5 and standard deviation 𝜎 = 3.7 then the

Normal Distribution of x

By empirical rule
68% of the scores is within 23.8 to 31.2
95% of the scores is within 20.1 to 34.9
99.7% of the scores is within 16.4 to 38.6

Example 2.
Suppose you and your friends conducted a donation-drive in your barangay. Each of the donors
gave a certain amount. If the average donation is ₱320 with a standard deviation of ₱60.
Assuming, it is normally distributed,
a. What percentage of the distribution that the amount falls between ₱260 and ₱380?
b. How much of the donations fall in 95% of the distributions?
c. How much of the donations fall in 99.7% of the distributions?

Solution:
By assumption x is normally distributed, with 𝜇 = 320 and 𝜎 = 60 then,

a. The amount between ₱260 and ₱380 is 68% of the distribution.

b. 95% of the donation lies between ₱200 and ₱440
c. 99.7% of the donations lies between ₱140 and ₱500.