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Introduction to Probability
and Statistics

Chapter 4
The Normal Probability
Distribution
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Continuous Random Variables

• Continuous random variables can assume

infinitely many values corresponding to
points on a line interval.
• Examples:
– Heights, Weights
– Lifetime of a particular product
– Experimental laboratory error

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Continuous Random Variables

• A smooth curve describes the probability
distribution of a continuous random variable.

• The depth or density of the probability, which varies

with x, may be described by a mathematical formula
f (x), called the probability distribution or probability
density function (PDF) for the random variable x.
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Properties of Continuous Random Variable x

• The area under the curve is equal to 1.

• P(a < x < b) = area under the curve
between a and b.

• There is no probability attached to any

single value of x. That is, P(x = a) = 0.
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Properties of Continuous Random Variable x

• Total probability is 1
• P( x = a) = 0
• P( x  a) = P( x < a)
(not true when x is discrete)
• P( a < x < b) is the area between a and b
under the density curve
• P( x < a) is the area to the left of a
• P( x > a) is the area to the right of a

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Continuous Probability Distributions

• There are many different types of continuous

random variables
a. Uniform;
b. Exponential;
c. Normal.
• We try to pick a model that
– Fits the data well
– Allows us to make the best possible
inferences using the data.
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Normal Distribution

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ X

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Normal Distribution
• The formula that generates the
normal probability density is:
2
1  x 
1  
2  

f ( x)  e for    x  
 2
  3.1416 e  2.7183
 is mean;  is standard deviation.
• Standard Normal: 0,  = 1.
x2
1 2
f ( x)  e
2
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Normal Distribution

• The shape and location of the normal curve

changes as the mean and standard deviation
change.
• Mean locates the center of the curve;
• Standard deviation determines the shape:
1. Large values of standard deviation reduce
height and increase spread.
2. Small values increase height and reduce
spread.
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Normal Distributions:  =1

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Normal Distributions:  =0

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The beauty of the normal curve:

No matter what  and  are, Note the area:
From - to + is about 68%;
From -2 to +2 is about 95%;
From -3 to +3 is about 99.7%.
Almost all values fall within 3 standard deviations.

68% of the
data

95% of the data

99.7% of the data
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The Standard Normal Distribution

• To find P(a < x < b), we need to find the area

under the appropriate normal curve.
• To simplify the tabulation of these areas, we
standardize each value of x by expressing it as
a z-score, the number of standard deviations 
it lies from the mean .

x
z

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Standard Normal (z) Distribution

• z has Mean = 0; Standard deviation = 1

• Symmetric about z = 0
• Total area under curve is 1; Total probability

• Area to the right of 0 is 0.5; P ( z > 0 ) = .5

• Area to the left of 0 is 0.5. P ( z < 0 ) = .5

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Using Table 3
Use Table 3 to calculate the probability:
P(z < 1.36) ?

Area to the left of 1.36

P ( z < 1.36) = .9131

Area to the left of 1.36

=.9131
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Using Table 3

Use Table 3 to find the probability:

Area to the right of 1.36

P( z > 1.36) ?

P ( z > 1.36)
= 1- P ( z 1.36)
= 1 - .9131 = .0869

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Using Table 3

Use Table 3 to calculate the probability:

(Area between)

P(-1.20 < z <1.36)

= P ( z < 1.36) - P ( z <-1.2)
= .9131 - .1151
= .7980

P(-1.20 < z <1.36)?

Area between -1.2 and 1.36

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Check Empirical Rule

• within 3 standard deviations

P(-3 < z <3)

= .9987 - .0013=.9974

Remember the Empirical Rule:

Approximately 99.7% of the P(-1 < z <1)
measurements lie within 3 standard = .8413 - .1587 = .6826
deviations of the mean.

P(-2 < z < 2)

= .9772 - .0228 = .9544
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z value with more than two decimals

P( z < 1.643) P( z < 1.6474)

= P( z < 1.64) = P( z < 1.65)
= .9495 = .9505 P( z < 1.645) ?

1. 1.645 is halfway of 1.64 and 1.65

2. Look for areas of 1.64 and 1.65 in Table 3.
3. Since the value 1.645 is halfway between 1.64 and 1.65,
we average areas .9495 and .9505.
4. P( z  1.645) = (.9495+.9505)/2 = .9500

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Extreme z values

Using Table 3, calculate

P(z<-5) = ?
P(z>4) = ?

• P(z<-5) = 0
• P(z>4) = 0

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General Normal & Standard Normal

• x is normal with mean  and standard

deviation  .
• Question: P(a < x < b) ?
• i.e. area under the normal curve from a to b.
• To simplify the tabulation of these areas, we
standardize each value of x by expressing it as
a z-score, the number of standard deviations 
it lies from the mean .

x
z z is standard normal

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Example

• x is normal with mean 0

and standard deviation 2.

x  0 .6 z is standard normal
z
2
• x is normal with mean 10.2 and standard
deviation 5.
x  10.2 z is standard normal
z
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Probabilities for General Normal Random

Variable
To find an area for a normal random variable x with
mean and standard deviation  standardize or rescale
the interval in terms of z.
Find the appropriate area using Table 3.
Example: x has a normal
distribution with  = 5 and  = 2.
Find P(x > 7).
x 5 75
P ( x  7)  P (  )
2 2
 P( z  1)  1  P( z  1)
1 z

 1  .8413  .1587
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Example

The weights of packages of ground beef are normally

distributed with mean 1 pound and standard deviation
.10. What is the probability that a randomly selected
package weighs between 0.80 and 0.85 pounds?

P(.80  x  .85)
.8  1 x  1 .85  1
 P(   )
.1 .1 .1
 P (2  z  1.5)
 .0668  .0228  .0440
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Area under General Normal Curve

Studies show that gasoline use for compact cars sold in

U.S. is normally distributed, with a mean of 25.5 mpg
and a standard deviation of 4.5 mpg.
What is the percentage of compacts get 30 mpg or more?

P( x  30) 15.87% of compacts

get 30 mpg or more
x  25.5 30  25.5
 P(  )
4.5 4.5
 P ( z  1)  P ( z   1) using Table 3

 .1587
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Using Table 3
To find an area to the left of a z-value, find the area directly
from the table.
e.g. P( z < 1.36)
To find an area to the right of a z-value, find the area in Table 3
and subtract from 1. or find the area with respect to the negative
of the z-value;
e.g. P( z >1.36) = 1-P( z <1.36), P( z>1.36) = P( z< -1.36)
To find the area between two values of z, find the two areas in
Table 3, and subtract.
e.g. P( -1.20 < z < 1.36 )

To find an area for a normal random variable x with mean and
standard deviation  standardize or rescale the interval in terms
of z.
x
Find the appropriate area using Table 3. z
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
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Working Backwards

Find the value of z that has area .25 to its left.

1. Look for the four digit area
closest to .2500 in Table 3.
2. What row and column does
this value correspond to?
3. z = -.67

4. What percentile
does this value
represent? 25th percentile,
or 1st quartile (Q1)
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Working Backwards

Find the value of z that has area .05 to its right.

1. The area to its left will be 1 - .05 =
.95
2. Look for the four digit area closest
to .9500 in Table 3.
3. Since the value .9500 is halfway
between .9495 and .9505, we
choose z halfway between 1.64
and 1.65.
4. z = 1.645

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Example 1

Find the value of z, say z0 , such that .01

of the area is to its right.
(tail area of .01)

P ( z  z 0 )  . 01
P( z  z0 )  .99
using Table 3

z0  2.33
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Example 2

Find the value of z, say z0 , such that .95

of the area is within z0 standard
deviations of the mean.

P (  z 0  z  z 0 )  .95
P( z  z0 )  .975
using Table 3

z 0  1 . 96  2
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Example 3
The weights of packages of ground beef are
normally distributed with mean 1 pound and
standard deviation .10. What is the weight of a
package such that only 1% of all packages
exceed this weight?
P ( x  x 0 )  . 01
P( x  x0 )  .99
x0  1
P( z  )  .99
.1
x0  1 using Table 3
 2.33
.1
x0  2.33(.1)  1  1.233
99th percentile
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Exercise

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Key Concepts

I. Continuous Probability Distributions

1. Continuous random variables
2. Probability distributions or probability density functions
a. Curves are smooth.
b. The area under the curve between a and b represents
the probability that x falls between a and b.
c. P(x  a)  0 for continuous random variables.

II. The Normal Probability Distribution

1. Symmetric about its mean  .
2. Shape determined by its standard deviation  .

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Key Concepts
III. The Standard Normal Distribution
1. The normal random variable z has mean 0 and standard
deviation 1.
2. Any normal random variable x can be transformed to a
standard normal random variable using
x
z

3. Convert necessary values of x to z.
4. Use Table 3 in Appendix I to compute standard normal
probabilities.
5. Several important z-values have tail areas as follows:
Tail Area: .005 .01 .025 .05 .10
z-Value: 2.58 2.33 1.96 1.645 1.28

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