5.

5 The Normal Distribution

• Understand the use of a normal distribution to model a continuous random variable,
and use normal distribution tables
• solve problems concerning a variable Z= (X-U)/0
• recall conditions under which the normal distribution can be used as an
approximation to the binomial distribution, and use this approximation, with a
continuity correction, in solving problems
Understanding Normal Distribution
• A normal distribution, is a continuous probability distribution that is
symmetrical around its mean, forming a bell-shaped curve when
plotted graphically.
• Normal distribution is a way to represent how a set of numbers is
spread out, with most of them clustering around the average, and
fewer numbers as you move away from that average.
• It's like if you were to take a picture of all the heights of your
classmates and saw that most of them were around the same height,
with only a few being significantly taller or shorter.
Example:
• Let's imagine you have a class of grade 11 students, and you're
interested in their heights. Now, if you were to measure the heights of
every single student in your class and plot them on a graph, you might
notice that most students are around a certain height, with fewer
students being either much taller or much shorter. This pattern is what
we call a distribution.
• Imagine your class of grade 11 students again. Let's say you measure
the heights of every student and plot them on a graph. If most
students are around, let's say, 5 feet 6 inches tall, and as you move
away from this average height, there are fewer students, with some
being taller and some being shorter. This pattern would resemble a
bell-shaped curve, or a normal distribution.
Components of Graphical Representation
• Graph of Normal Distribution: We'll create a graph where the x-axis
represents heights in inches, and the y-axis represents the frequency
or probability of students having those heights.
• Mean and Standard Deviation: We'll mark the mean height (66
inches) on the x-axis and indicate one standard deviation above and
below the mean (63 inches to 69 inches).
• Bell Curve: We'll draw a smooth, symmetrical bell curve around the
mean, showing how the frequency of students' heights is distributed.
Graphical Representation
• The bell curve is centered
around the mean height of 66
inches.

• The area shaded between 63

inches and 69 inches represents
approximately 68% rule.

• As you move further away from

the mean in either direction, the
frequency of students decreases,
following the bell-shaped curve.
Normal Distribution Tables
• These tables are tools that help us understand and work with normal
distributions, especially when we want to find probabilities associated
with certain values.
• They're typically divided into two sections: one for positive values
(above the mean) and one for negative values (below the mean).

• This table helps us to find different things based on “Z-Score”.

 Example
• Let's stick with the example of heights of students in a grade 11 class.
Imagine we know that the heights of students follow a normal
distribution, with a mean (average) height of 66 inches and a
standard deviation of 3 inches.
• Now, let's say we want to find out what percentage of students in the
class are shorter than 70 inches.
Find the Z-score
• Expression: Z = (X - μ) / σ
Where:
• X is the value we're interested in (in this case, 70 inches)
• Μ is the mean (66 inches)
• σ is the standard deviation (3 inches)

• So, Z = (70 - 66) / 3 = 4 / 3 = 1.33

Distribution Table (from -3 to 3)
Z-Score Probability
-3.00 0.0013
-2.50 0.0062
-2.00 0.0228
-1.50 0.0668
-1.00 0.1587
-0.50 0.3085
0.00 0.5000
0.50 0.6915
1.00 0.8413
1.50 (Closest to 1.33) 0.9332
Explanation
• We calculate the Z-score for a height of 70 inches:
Z = (70 - 66) / 3 = 1.33
• Looking at the table, we find the closest Z-score to 1.50, which is 1.00
• The corresponding probability (area to the left) for a Z-score of 1.00 is
0.944.

• So, approximately 93% of the students in the class are shorter than 70
inches.
 Finding the probability P(X>xi​) given the
values of xi, n, and v i.e: P(Z>zi)
• Suppose we have a random variable X that follows a normal distribution with a mean
(μ) of 50 and a variance (σ2) of 25. We want to find the probability that X is greater than
55.
• Given:
• Xi = 55 (the value we're interested in)
• U = 50 (mean)
• Σ2 =25 (variance)
• We'll need to find the Z-score for xi​ = 55 using the formula:
Explanation:
• Now, we'll use the standard normal distribution table to find the
probability associated with a Z-score of 1. Specifically, we're
interested in P(Z > 1)
• Referring to the standard normal distribution table, we find the
probability associated with a Z-score of 1 to be approximately 0.1587
• Thus, the probability that X is greater than 55 is approximately 0.1587
or 15.87%.
• This means there's roughly a 15.87% chance that a randomly selected
value from this normal distribution will be greater than 55.
Find the relationship between xi, n, and v given
the value of P(X>xi​) or a related probability
• We can use the Z-score formula and properties of the normal
distribution.
• Example: Suppose we have a random variable X that follows a normal
distribution with a mean (μ) of 60 and a variance (σ2) of 36. We want
to find the probability that X is greater than 72.
• μ=60
• σ2=36
• xi=​72
• Z-Score is 2 after evaluating from the expression.
Deriving the relationship from
Now, suppose we know that the probability P(X>xi​) is 0.0228 (from the standard normal distribution table).
To find the relationship between xi, n, and v, let's denote the standard deviation as

Then, we can rewrite the Z-score formula as: Z = xi​−μ / σ

Given that Z=2, we can solve for xi in terms of μ and σ:

So, we find that the value of xi​ we're

interested in (72) matches the value we
initially had.
This shows the relationship between xi​, n,
and v when considering the probability
P(X>xi​)