CHAPTER

5
NORMAL PROBABILITY DISTRIBUTION
Chapter Overview:

1. Introduction
2. Continuous Distribution
3. Normal Distribution
4. The Standard Normal Distribution N(0, 1)
5. Areas under the Standard Normal Curve
6. The Non-Standard Normal Distribution N( μ , σ)
7. Normal Approximation to the Binomial Distribution
8. Normal Probability Distributions with Microsoft Excel ®
9. Extended Topics and Proofs in Continuous Probability Distributions (Optional)

5.1: INTRODUCTION

In Chapter 4 we discussed discrete random variables, defined a discrete probability distribution as a rule
which assigns a probability to every value of a discrete random variable, and presented the graph of a
discrete probability distribution as a set of points that are not connected. We also introduced continuous
random variables and defined them as variables that take on a continuous range of values (interval), hence
making it impossible to assign a probability to each possible value since there are infinitely many values in any
given interval. Therefore, to circumvent this, we instead assign probabilities to intervals of values that our
continuous random variable takes. We will see that the best way to do this is to describe a continuous
probability distribution by a curve, and assign the probabilities over intervals as the areas under the curve over
those intervals. Finally, since these areas are not simple geometric shapes, we will employ tables that contain
the appropriate areas and use these to answer any relevant probability questions.

5.1: Introduction • 167