Normal Probability

Distribution
Normal Probability Distribution
Characteristics:
 bell-shaped distribution
 symmetric about its mean and its spread
is determined by the value of the standard
deviation
 curve is asymptotic to the x-axis
Total area under the curve is 1
-3 -2 -   2 3

68 %
95 %
99.7 %
 N(5, 4)

N(5,9)

-5 0 5 10 15

Figure: Two Normal Distributions with equal means but with different variances
 N(5, 4)

N(10,4)

-5 0 5 10 15

Figure: Two Normal Distributions with equal means but with different variances
The Standard Normal Distribution

Normal Distribution with mean=0 and variance=1.

We denote a variable with this probability distribution as Z. Thus,

The areas under the
P(Z  z)  curve to the left of
Z~N(0, 1).
Z=z is the P(Z  z).
These areas are
We call this variable the standard normal variable (or Z-variate) and
tabulated.

0 the standard
its distribution z normal distribution (or Z-distribution).
 X 
Theorem 1: If X~N(, 2), then Z  is N(0, 1)

Example: Let X = travel time (in minutes) to get to Kanluran from Admin and
let X~N(3, 4).

Problem: Find P(X  5).

Solution 1. Transform X to Z: x  3  5  3
2 2
Z 1
2. The event (X  5) is equivalent to the event (Z 1).
3. Using the Z-table, P(Z 1)=0.8413

Answer : Hence, P(X  5) = 0.8413

 Steps in finding probabilities using theorem 1:

1. Transform X to Z values.

In computing the area under the standard normal curve, the following rules
2. State
can equivalence
be used. of events
These rules in terms
hold for of X and
any positive realZ.number z and the real
numbers a and b.

3.
a. Use the =
P(Z >z) Z-table
1- P(Zto< compute
z) the required probabilities.
b. P(Z < -z) = P(Z > z) =1- P(Z < z)
c. P(Z > -z) = P(Z < z)
d. P(a < Z < b)= P(Z < b) - P(Z < a)
Example:

1. Final exam in StatLet

Solution: 1 are
X = normally distributed
final exam score of awith mean 50 and standard
deviation
Statof1 4. Find the probability that a student will obtain a score of at
std.
Given: X~N(50,16).
most 62.
Needed: P(X  62)

P((X  62) = P(Z 62  50 ) (theorem1)

4
= P(Z  3.0)
Answer: = 0.9987 (from the Z-table)
2. Given a normal distribution with  = 50 and 
=10, find the probability that X assumes a value
between 45 and 62.
3. An electrical firm manufactures light bulbs that
have a length of life that is normally distributed
with mean=800 hrs. and a standard deviation of
40 hrs. Find the probability that a bulb burns
between 778 and 834 hrs.
4. The waistline girth of the 2,000 policemen in a certain region follows
a normal distribution with a mean of 39 and a standard deviation of 4
inches.
a) About how many policemen have waistline girth of at least 46.84
inches?
b) What is the probability that policemen in the region will have
waistline girth between 32 to 45 inches?
c) It has been agreed that policemen whose waistline girth belongs to
the longest 12% will be advised to attend a physical fitness class.
What is the minimum waistline girth of those who will be advised to
attend a physical fitness class?
d) In what range would you expect to find the middle 85% of the
waistline girth of 2,000 policemen?