Normal Distribution

 Bell-shaped curve- shows continuous probability distribution

 Continuous distribution: area gives probability, “probability density function”, any individual
probability 0
 Symmetric about the mean
 Parameters are the mean and the variance
 The total area under the normal curve is 1 (total area is the probability the variable takes any
value = 1)
 Proportions near the mean written in terms of standard deviation are the same for different
normal distributions:
o E.g. proportion of values within 1 standard deviation of the mean will be the same
for two different distributions
X−μ
 Hence we can use Z = to convert to standard normal: we are going from
σ

X N ( μ , σ 2 ) ¿ Z N (0 , 12)
X−μ
gives the number of standard deviations that X is away from the mean so this does
σ
our conversion

 Don’t forget to square-root the variance

Consider, if we have X ~N(12, 22)

 P(X<15) can either be found by doing 0.5 + P(12<X<15) or using a very negative value
e.g. P(-1000<X<15)

 Eg. Given that X~N(μ, 2.5) and P(X>3.5)=0.970, find μ

P(X<3.5)=0.03
3.5−μ
s.ds away from mean
√ 2.5
3.5−μ
Z~N(0,1) ∴ P(Z < ) =0.03
√ 2.5
Using inverse normal distribution on this, we find
3.5−μ
= -1.88
√ 2.5
⇒μ=6.47 (3sf)
 If the normal distribution is rounded to integer values then you must consider e.g. if asked to
find the probability of getting 67 then you would calculate P(66.5 < X < 67.5)
Normal Hypothesis Testing

X 1+ X 2 +…+ X n
 For a sample of n items, you can model the mean distribution as X n=
n
E ( X 1 ) + E ( X 2) + …+ E ( X n )
 So E ( X n )=¿ =μ
n
1
 Var ( X n)= 2
(Var ( X 1)+Var ( X 2)+…+ Var (X n ))
n
 If all of X 1 , X 2 ,… have variance x 2 then we get
2
x n
Var( X n ¿= 2
n
2
x
=
n
Eg. Let X be the mass of jam in a randomly selected mini-jar

We are given X~N(μ, 22)

H 0:μ = 42
H 1: μ < 42
Where μ is the true population mean mass of jam in mini-jars

Let X 12 be the mean of a random sample of 12 jars

Then E( X 12 )= μ
2
2 1
Var( X 12 ¿= =
12 3
1
So, we find X 12 N (μ , )
3
Assuming H 0, we can find the critical region at the 5% level (standard)

We find the critical region is the inverse normal using area 0.05 with the given Normal parameters =
41.05 (don’t forget to square root your variance!)
If our result is 41.5:
The result found does not lie within the critical region. The result is insignificant. There is insufficient
evidence to reject H 0. So there is insufficient evidence to suggest that the mean mass is not 42 and
that the customers are being swindled

 Normal hypothesis tests are often used to check if something has changed; we must then
specify that μ is the true population mean ____ of the CHANGED version eg. true population
mean score of students taught using the new method