Normal Probability

Distribution

Anisa Fahmi

6.1 - 1
 Preview
Chapter focus is on:
• Continuous random variables
• Normal distributions
2
1  x  
  
2  
e
f x  
 2
Formula 6-1
Distribution determined
by fixed values of mean
Figure 6-1 and standard deviation
6.1 - 2
 Key Concept
This section presents the standard normal
distribution which has three properties:
1. Its graph is bell-shaped.
2. Its mean is equal to 0 (μ = 0).
3. Its standard deviation is equal to 1 (σ = 1).
Develop the skill to find areas (or probabilities or
relative frequencies) corresponding to various
regions under the graph of the standard normal
distribution. Find z scores that correspond to area
under the graph.
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 Uniform Distribution

A continuous random variable has a

uniform distribution if its values are
spread evenly over the range of
probabilities. The graph of a uniform
distribution results in a rectangular shape.

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 Density Curve
A density curve is the graph of a continuous
probability distribution. It must satisfy the
following properties:

2. Every point on the

curve must have a
1. The total area under vertical height that is 0
the curve must equal 1. or greater. (That is, the
curve cannot fall below
the x-axis.)

Because the total area under the density curve is equal to 1,

there is a correspondence between area and probability.
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 Using Area to Find Probability
Given the uniform distribution illustrated, find
the probability that a randomly selected
passenger has a waiting time greater than 2
minutes
The shaded area
represents waiting
times greater than 2
minutes. Because
the total area under
the density curve is
equal to 1, there is a
correspondence
between area and
probability → 0.6
6.1 - 6
 Standard Normal Distribution
The standard normal distribution is a
normal probability distribution with  = 0
and  = 1. The total area under its density
curve is equal to 1.

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Table A-2

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 Notation

P (a  z  b)
denotes the probability that the z score is between a and b.

P( z  a)
denotes the probability that the z score is greater than a.

P( z  a)
denotes the probability that the z score is less than a.

6.1 - 9
A bone mineral density test can be helpful in identifying the
presence of osteoporosis.

The result of the test is commonly measured as a z score,

which has a normal distribution with a mean of 0 and a
standard deviation of 1.

A randomly selected adult undergoes a bone density test.

Find the probability that the result is a reading less than

1.27.

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continue

P (z < 1.27) = 0.8980

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Look at Table A-2

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 continue
P (z < 1.27) = 0.8980

The probability of random adult having a bone density

less than 1.27 is 0.8980.
Or 89.80% will have readings below 1.27.
6.1 - 13
 – continued
Using the same bone density test, find the
probability that a randomly selected person has a
result above –1.00 (which is considered to be in
the “normal” range of bone density readings.

The probability of a randomly selected adult having a bone

density above –1 is 0.8413.
6.1 - 14
 Example – continued
A bone density reading between –1.00 and –2.50 indicates the
subject has osteopenia. Find this probability.

1. The area to the left of z = –2.50 is 0.0062.

2. The area to the left of z = –1.00 is 0.1587.
3. The area between z = –2.50 and z = –1.00 is the difference
between the areas found above.

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 Finding z Scores
When Given Probabilities

5% or 0.05

(z score will be positive)

Finding the 95th Percentile

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 Finding z Scores
When Given Probabilities - cont

5% or 0.05

1.645
(z score will be positive)
Finding the 95th Percentile
6.1 - 17
 Finding z Scores
When Given Probabilities - cont

(One z score will be negative and the other positive)

Finding the Bottom 2.5% and Upper 2.5%

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 Finding z Scores
When Given Probabilities - cont

(One z score will be negative and the other positive)

Finding the Bottom 2.5% and Upper 2.5%

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 Section 6-3
Applications of Normal
Distributions

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 Key Concept
This section presents methods for working with normal
distributions that are not standard. That is, the mean
is not 0 or the standard deviation is not 1, or both.
The key concept is that we can use a simple
conversion that allows us to standardize any normal
distribution so that the same methods of the previous
section can be used.

x–µ
Conversion Formula z= 
6.1 - 21
Converting to a Standard
Normal Distribution

x–
z=


6.1 - 22
 Weights Water Taxi
Passengers

In the Chapter Problem, we noted that the safe load for a

water taxi was found to be 3500 pounds. We also noted
that the mean weight of a passenger was assumed to be
140 pounds. Assume the worst case that all passengers
are men. Assume also that the weights of the men are
normally distributed with a mean of 172 pounds and
standard deviation of 29 pounds. If one man is randomly
selected, what is the probability he weighs less than 174
pounds?

6.1 - 23
 continue

 = 172 174 – 172

z = = 0.07
 =29 29
P ( x < 174 lb.) = P(z < 0.07)
= 0.5279

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Lightest and Heaviest
Use the data from the previous example
to determine what weight separates the
lightest 99.5% from the heaviest 0.5%?

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 Lightest and Heaviest (continue)

x =  + (z ● )
x = 172 + (2.575  29)
x = 246.675 (247 rounded)

The weight of 247 pounds separates the lightest 99.5%

from the heaviest 0.5%
6.1 - 26
6.1 - 27
6.1 - 28
6.1 - 29
 Suatu biro perjalanan menawarkan
harga khusus bagi para lansia untuk
melakukan perjalanan wisata ke tempat-tempat yang telah
ditentukan. Direktur biro perjalanan tersebut ingin
memperoleh informasi mengenai umur yang ikut serta
dalam paket wisata tersebut. Sampel acak sebanyak 40 orang
berusia sebagai berikut:
77 71 70 64 59 55 65 65
60 63 72 71 69 77 56 69
66 61 56 58 84 70 76 62
68 84 72 64 67 71 55 79
60 58 69 78 68 57 80 74
Jika penawaran harga khusus tersebut hanya untuk 25%
usia tertua, berapa usia minimum untuk memperoleh
paket tersebut?
6.1 - 30
 Section 6-5
The Central Limit
Theorem

6.1 - 31
 Key Concept
The Central Limit Theorem tells us that for a population with
any distribution, the distribution of the sample means
approaches a normal distribution as the sample size
increases.
The procedure in this section form the foundation for
estimating population parameters and hypothesis testing.

Central Limit Theorem

For all samples of the same size n with n >30, the sampling
distribution of can be approximated by a normal distribution
with mean and standard deviation
Simple random samples all of size n are selected from the
population so that all possible samples of the same size n
have the same chance of being selected.)
6.1 - 32
 Conclusions
The distribution of sample will,
as the sample size increases,
approach a normal distribution.

Central
Limit The mean of the sample
means is the population
Theorem mean µ.

The standard deviation of all

sample means is

6.1 - 33
NOTATION

the mean of
the sample
means

(often called
the standard the standard
deviation of error of the
sample mean mean)

6.1 - 34
The central limit Theorem and the Sampling Dist. of

Given The original

population has mean
and standard
deviation

Simple random
samples of the same
size n are selected
from the population

The distribution of is a normal distribution parameters:

z score conversion of :
When working with a mean for
some sample of n values, be
sure to use the value of for
the standard deviation.
6.1 - 35
 Water Taxi Safety
Passengers died when a water taxi sank in Baltimore’s Inner
Harbor. Men are typically heavier than women and
children, so when loading a water taxi, assume a worst-case
scenario in which all passengers are men. Assume the
population of weights of men is normally distributed with a
mean of 172 lb and a standard deviation of 29 lb. The water
taxi that sank had a stated capacity of 20 passengers, and
the boat was rated for a load limit of 3500 lb.
a) Find the probability that if an individual man is randomly
selected, his weight is greater than 175 lb.

b) Find the probability that 20 randomly selected men will

have a mean weight that is greater than 175 lb (so that their
total weight exceeds the safe capacity of 3500 pounds).
6.1 - 36
 continue
a) Find the probability that if an
individual man is randomly selected,
his weight is greater than 175 lb.
z = 175 – 172 = 0.10 P(x > 175) = 0.4602
29

6.1 - 37
 continue
b) Find the probability that 20 randomly
selected men will have a mean weight
that is greater than 175 lb (so that their
total weight exceeds the safe capacity of
3500 pounds).

z = 175 – 172 = 0.46 P( > 175) = 0.3228

29
20 It is much easier for an
individual to deviate
from the mean than it
is for a group of 20 to
deviate from the mean.

6.1 - 38
 Interpretation of Results

Given that the safe capacity of the water taxi

is 3500 pounds, there is a fairly good chance
(with probability 0.3228) that it will be
overloaded with 20 randomly selected men.

6.1 - 39
Correction for a Finite Population
In applying the central limit theorem, our use of
assumes that the population has infinitely many members.
When sampling without replacement and the sample size n is
greater than 5% of the finite population of size N (that is, n >
0.05N ), adjust the standard deviation of sample means by
multiplying it by the finite population correction factor:

 N–n
x = n N–1

finite population
correction factor 6.1 - 40
• Misalkan diketahui rata-rata populasi besaran pajak
usaha mikro sebesar 5 juta rupiah dengan standar
deviasi sebesar 2 juta rupiah. Berapa peluang dari
data 25 KPP didapat rata-rata besaran pajak usaha
mikro lebih besar dari 5,4 juta rupiah?

6.1 - 41
 Section 6-6
Normal as Approximation
to Binomial

6.1 - 42
 Key Concept
A method for using a normal distribution as an
approximation to the binomial probability distribution.

For a proportion , if the conditions of np ≥ 5 and

nq ≥ 5 are both satisfied, then probabilities from a
binomial probability distribution can be
approximated well by using a normal distribution
with mean μ = np and standard deviation

Because a binomial probability distribution

typically uses only whole numbers for the random
variable x, but the normal approximation is
continuous, we use a “continuity correction” with a
whole number x represented by the interval from
to
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x = at least 8
(includes 8 and above)

x = more than 8
(doesn’t include 8)

x = at most 8
(includes 8 and below)

x = fewer than 8
(doesn’t include 8)

x = exactly 8
6.1 - 44
 Number of Men Among Passengers
Finding the Probability of
“At Least 122 Men” Among 213 Passengers

1. Verify that and

6.1 - 45
• Pada penilaian kinerja pegawai yang dilakukan di
Kementerian Keuangan, diketahui bahwa nilai rata-
rata kinerja pegawai 77 dengan simpangan baku 12
dan sebarannya berdistribusi normal. Pegawai yang
memiliki nilai kurang dari 52 dianggap gagal dan
akan dikenakan penalty penurunan grading,
persentase pegawai yang akan terkena penalty
adalah …

6.1 - 46