Chapter 6

Normal Probability
Distributions

1
Normal Probability Distribution
A probability distribution in which the random variable is
continuous is a continuous probability distribution.
The normal probability distribution is the most common
continuous probability distribution.

2
 Nature of the normal distribution
Characteristics of normal distribution
1. Bell-shaped with a single peak
2. Symmetrical so two halves are mirror images mean (area
under the curve to the right µ=0 equals the area under the curve
to the left µ=0 equals ½).

x
• There are numerous normal distributions that have the
same mean, but different standard deviations.

3
 Characteristics of normal distribution
3. The mean, median, and mode are equal.
4. The total area under the curve is equal to one.
Total area = 1

x
5. The normal curve approaches, but never touches the x-axis as it extends
farther and farther away from the mean.

6. Between μ – σ and μ + σ (in the center of the curve), the graph curves
downward. The graph curves upward to the left of μ – σ and to the right of μ +
σ. The points at which the curve changes from curving upward to curving
downward are called the inflection points.

Inflection points

μ  3σ μ  2σ μ  σ μμ μ + σ μ + 2σ μ + 3σx 4
 Importance of the normal
distribution.

The normal distribution is very important for two good

reasons.
1. It can be used as an approximation for many other
distributions.
2. Many random variables in the real world follow a normal
distribution.

5
The standard normal distribution
Any normal distribution with a mean and a standard deviation
can be converted to a standard normal distribution. The
standard normal distribution has a mean of zero and a
standard deviation of one.

Once converted to the standard normal distribution, the

random variable is denoted by Z. The conversion is done by
using the following formula:
Value - Mean x-
z 
Standard deviation 
6
The Standard Normal Table
The standard Normal Table is a table of areas under the standard
Normal curve. The table entry for each value z is the area under the
curve to the left of -z.

Suppose we want to find the proportion

of observations from the standard
Normal distribution that are less than -
2.31. P(z < -2.31) = .0104

Z .00 .01 .02

−2.4 0.0082 0.008 0.0078
−2.3 0.0107 0.0104 0.0102
−2.2 0.0139 0.0136 0.0132

7
8
The Standard Normal Distribution Table can
be used to easily find the area…
to the left of a –z score (find value in table)
To the right of a z score ( using symmetrical characteristic)

to the right of a –z score (find value in table and subtract it from 1)

between 2 –z scores (find each value and subtract the smaller from the larger)

9
EXAMPLE : Finding the Area Under the
Standard Normal Curve

Find the area under the standard normal curve to the right of Z = 1.25.

Z=1.25

Using the properties : symmetric

P(z>1.25) = P(z<-1.25)(find value in table)

0.1056

10
Z=-1.25
Find the area under the standard normal curve to the left of z = -
0.99.

0.1611
z
0.99 0

From the Standard Normal Table, the area is

equal to 0.1611. P(z<-0.99) = 0.1699
11
Find the area under the standard normal curve between z = 1.5
and z = 1.25.
Solution: P(-1.25<Z<1.25)= 1- P(Z<-1.50)-P(Z>1.25)
= 1-0.0668-0.1056
= 0.8276

0.0668 0.1056
z
1.50 0 1.25

12
Find the area under the
standard normal curve…
1. to the right of 2.57
2. to the left of 2.57
3. between -2.16 and -1.35
4. between 0 and -2.57
5. between -2.16 and 1.35
6. to the left of -2.57
7. between 2.16 and 1.35
8. between 0 and 2.57
9. to the right of -2.57

13
 Application of Z Score

By now , we know how to use z Table for finding

probabilities. Let’s solve some real-life problems using z
Table .

14
 Probability and Normal Distributions
If a random variable x is normally distributed, you can find the
probability that x will fall in a given interval by calculating the
area under the normal curve for that interval.

P(x < 600) = Area μ = 500

σ = 100

x
μ =500 600

15
 Probability and Normal Distributions
Normal Distribution Standard Normal Distribution
μ = 500 σ = 100 μ=0 σ=1
x   600  500
z  1
P(x < 600)  100 P(z < 1)

x z
μ =500 600 μ=0 1

Same Area
P(x < 500) = P(z < 1)

16
 Example: Finding Probabilities for
Normal Distributions
A survey indicates that people use their computers an average of
2.4 years before upgrading to a new machine. The standard
deviation is 0.5 year. A computer owner is selected at random.
Find the probability that he or she will use it for fewer than 2
years before upgrading. Assume that the variable x is normally
distributed.

17
 Example
A survey indicates that for each trip to the supermarket, a shopper
spends an average of 45 minutes with a standard deviation of 12
minutes in the store. The length of time spent in the store is
normally distributed and is represented by the variable x. A
shopper enters the store. Find the probability that the shopper
will be in the store for between 24 and 54 minutes.

18
 Solution
Normal Distribution Standard Normal Distribution
X~N(45,122) Z~N(0,1)
μ = 45 σ = 12 z  x -   24 - 45  -1.75 μ = 0 σ = 1
1
 12 P(-1.75 < z < 0.75)
x -  54 - 45
P(24 < x < 54) z2    0.75
 12
0.7734
0.0401
x z
24 45 54 -1.75 0 0.75

P(24 < x < 54) = P(-1.75 < z < 0.75)

= 1 – 0.0401 – 0.2266= 0.7333
19
Find the probability that the shopper will be in the store more
than 39 minutes. (Recall μ = 45 minutes and
σ = 12 minutes)

Solution
Normal Distribution Standard Normal Distribution
μ = 45 σ = 12 μ=0 σ=1
P(z > -0.50)
P(x > 39)

0.3085
x z
39 45 -0.50 0

39  45
P(x > 39) = P( z  )
12
= P(z > -0.50) = 1– 0.3085 = 0.6915
20
If 200 shoppers enter the store, how many shoppers would you
expect to be in the store more than 39 minutes?

Solution:
Recall P(x > 39) = 0.6915

200(0.6915) =138.3 (or about 138) shoppers

21
Lets Try

22
 Finding values Given a
Probability
In previous section we were given a normally distributed random
variable x and we were asked to find a probability.
In this section, we will be given a probability and we will be asked
to find the value of the random variable x.

5.2

x z probability

5.3
23
 Example: Finding a z-Score Given
an Area
Find the z-score that corresponds to a cumulative area of 0.3632.
Solution:
Table: Find area in table and identify corresponding z-score

0.3632

z
z 0

24
 Solution
Locate 0.3632 in the body of the Standard Normal Table.

The z-score
is -0.35.

• The values at the beginning of the corresponding row

and at the top of the column give the z-score.
25
 Example
Find the z-score that has 10.75% of the distribution’s area to its
right.

Solution:
0.1075

0.1075
z
0 z

26
 Solution: Finding a z-Score Given an
Area
Locate 0.1075 in the body of the Standard Normal Table.

• The values at the beginning of the corresponding row

and at the top of the column give the z-score.
27
 Example
Find the z-score that corresponds to P5.
Solution:
The z-score that corresponds to P5 is the same z-score that
corresponds to an area of 0.05.
0.05
z
z 0
The areas closest to 0.05 in the table are 0.0495 (z = -1.65)
and 0.0505 (z = -1.64). Because 0.05 is halfway between the
two areas in the table, use the z-score that is halfway
between -1.64 and -1.65. The z-score is -1.645.
28
Lets Try

29
 Transforming a z-Score to an x-
Score

To transform a standard z-score to a data value x in a

given population, use the formula
x = μ + zσ

30
 Example: Finding an x-Value
The speeds of vehicles along a stretch of highway are normally
distributed, with a mean of 67 miles per hour and a standard
deviation of 4 miles per hour. Find the speeds x corresponding to
z-sores of 1.96, -2.33, and 0.

Solution: Use the formula x = μ + zσ

• z = 1.96: x = 67 + 1.96(4) = 74.84 miles per hour
• z = -2.33: x = 67 + (-2.33)(4) = 57.68 miles per hour
• z = 0: x = 67 + 0(4) = 67 miles per hour
Notice 74.84 mph is above the mean, 57.68 mph is
below the mean, and 67 mph is equal to the mean.
31
 Example
Scores for a civil service exam are normally distributed, with a
mean of 75 and a standard deviation of 6.5. To be eligible for civil
service employment, you must score in the top 5%. What is the
lowest score you can earn and still be eligible for employment?

Solution:
An exam score in the top 5%
5%
5% is any score above the 95th
percentile. Find the z-score
z that corresponds to 0.05.
0 ?
x
75 ?
32
 Solution
From the Standard Normal Table, the areas closest to 0.05 are
0.0505 (z = 1.64) and 0.0495 (z = 1.65). Because 0.05 is halfway
between the two areas in the table, use the z-score that is halfway
between 1.64 and 1.65. That is, z = 1.645.

5%

z
0 1.645
x
75 ?
33
 Solution
Using the equation x = μ + zσ

x = 75 + 1.645(6.5) ≈ 85.69

5%

z
0 1.645
x
75 85.69
The lowest score you can earn and still be eligible
for employment is 86.
34
Normal Approximations to
Binomial Distributions

35
 Normal Approximation to a
Binomial
• The normal distribution is used to approximate the
binomial distribution when it would be impractical to
use the binomial distribution to find a probability.

Normal Approximation to a Binomial Distribution

If np  5 and nq  5, then the binomial random variable x is
approximately normally distributed with
◦ mean μ = np
◦ standard deviation
σ  n pq

36
 Normal Approximation to a
Binomial
Binomial distribution: p = 0.25

• As n increases the histogram approaches a normal

curve.
37
 Example: Approximating the
Binomial
Decide whether you can use the normal distribution to
approximate x, the number of people who reply yes. If you can,
find the mean and standard deviation.

1. Fifty-one percent of adults in Kuala Lumpur aims to

exercise more this year. You randomly select 65 adults in
Kuala Lumpur whose aims was to exercise more and ask
each if he or she achieved his/her aims.
2. Fifteen percent of adults in Kuala Lumpur unemployment.
You randomly select 15 adults in Kuala Lumpur and ask
each if he or she unemployed.

38
Solution (1)
You can use the normal approximation
n = 65, p = 0.51, q = 0.49
np = (65)(0.51) = 33.15 ≥ 5
nq = (65)(0.49) = 31.85 ≥ 5

Mean: μ = np = 33.15
Standard Deviation:
σ  n pq  65  0.51  0.49  4.03

39
 Solution (2)
You cannot use the normal approximation
n = 15, p = 0.15, q = 0.85
np = (15)(0.15) = 2.25 < 5
nq = (15)(0.85) = 12.75 ≥ 5

Because np < 5, you cannot use the normal

distribution to approximate the distribution of x.

40
Correction for Continuity
The binomial distribution is discrete and can be represented
by a probability histogram.
To calculate exact binomial probabilities, the binomial
formula is used for each value of x and the results are
added.
Geometrically this corresponds to adding the areas of bars
in the probability histogram.

41
 Correction for Continuity
When you use a continuous normal distribution to approximate a
binomial probability, you need to move 0.5 unit to the left and
right of the midpoint to include all possible x-values in the
interval (correction for continuity).

Exact binomial probability Normal approximation

P(x = c) P(c – 0.5 < x < c + 0.5)

c c– 0.5 c c+ 0.5

42
 Example
Use a correction for continuity to convert the binomial
intervals to a normal distribution interval.

1. The probability of getting between 270 and 310

successes, inclusive.
2. The probability of getting at least 158 successes.
3. The probability of getting less than 63 successes.

43
 Solution
1. The discrete midpoint values are 270, 271, …, 310.
• The corresponding interval for the continuous normal
distribution is
269.5 < x < 310.5

2. The discrete midpoint values are 158, 159, 160, ….

• The corresponding interval for the continuous normal
distribution is
x > 157.5

3. The discrete midpoint values are …,60, 61, 62.

• The corresponding interval for the continuous normal
distribution is
44
 Using the Normal Distribution to
Approximate Binomial Probabilities

In Words In Symbols
1. Verify that the binomial Specify n, p, and q.
distribution applies.
2. Determine if you can use Is np  5?
the normal distribution to Is nq  5?
approximate x, the binomial
variable.
3. Find the mean  and   np
standard deviation for the   npq
distribution.

45
 Using the Normal Distribution to
Approximate Binomial Probabilities

In Words In Symbols
4. Apply the appropriate Add or subtract 0.5
continuity correction. from endpoints.
Shade the corresponding
area under the normal
curve.
5. Find the corresponding z- x-
z
score(s). 
6. Find the probability. Use the Standard
Normal Table.

46
 Example: Approximating a Binomial
Probability
Fifty-one percent of adults in the U. S. whose New Year’s
resolution was to exercise more achieved their resolution. You
randomly select 65 adults in the U. S. whose resolution was to
exercise more and ask each if he or she achieved that resolution.
What is the probability that fewer than forty of them respond yes?
(Source: Opinion Research Corporation)

Solution:
• Can use the normal approximation since np>5
and nq>5
• μ = 65∙0.51 = 33.15
σ  65  0.51  0.49  4.03
47
 Solution
Apply the continuity correction:
Fewer than 40 (…37, 38, 39) corresponds to the continuous
normal distribution interval x < 39.5
Normal Distribution Standard Normal
μ = 33.15 σ = 4.03 μ=0 σ=1
x- 39.5 - 33.15
z

  1.58 P(z < 1.58)
P(x < 39.5) 4.03

0.9429
x z
μ =33.15 39.5 μ =0 1.58

P(z < 1.58) = 1-0.0571 = 0.9429

48
 Example
A survey reports that 86% of Internet users use Windows® Internet
Explorer ® as their browser. You randomly select 200 Internet users
and ask each whether he or she uses Internet Explorer as his or
her browser. What is the probability that exactly 176 will say yes?
(Source: 0neStat.com)

Solution:
• Can use the normal approximation
np = (200)(0.86) = 172 ≥ 5 nq = (200)(0.14) = 28 ≥ 5

μ = 200∙0.86 = 172 σ  200  0.86  0.14  4.91

49
 Solution
Apply the continuity correction:
Exactly 176 corresponds to the continuous normal distribution
interval 175.5 < x < 176.5
Normal Distribution Standard Normal
μ = 172 σ = 4.91 x -  175.5 - 172 μ=0 σ=1
z1    0.71
 4.91
P(175.5 < x < 176.5) x -  176.5 - 172 P(0.71 < z < 0.92)
z2    0.92
 4.91
0.8212

x 0.7611 z
μ =172 176.5 μ =0 0.92
175.5 0.71
P(0.71 < z < 0.92) = 0.8212 – 0.7611 = 0.0601
50
Lets Try
80% of the books in a cupboard are academic books. If
there are 50 books in the cupboard, find the probability that
40 books taken at random from the cupboard are academic
books. (answer:0.1428)

51
 Sampling Distributions
Sampling distribution
The probability distribution of a sample statistic.
Formed when samples of size n are repeatedly taken from a
population.
e.g. Sampling distribution of sample means

52
 Sampling Distribution of
Sample Means
Population with μ, σ
Sample 3 Sample 5
x3 x5
Sample 1 Sample 4
x1 Sample 2 x4
x2

The sampling distribution consists of the values of the

sample means, x1 , x2 , x3 , x4 , x5 ,...

53
 Properties of Sampling Distributions
of Sample Means
1. The mean of the sample means,  x , is equal to the population
mean μ.
x  
2. The standard deviation of the sample means,  x , is
equal to the population standard deviation, σ
divided by the square root of the sample size, n.

x 
n
• Called the standard error of the mean.

54
 Example: Sampling Distribution of
Sample Means
The population values {1, 3, 5, 7} are written on slips of paper and
put in a box. Two slips of paper are randomly selected, with
replacement.
a. Find the mean, variance, and standard deviation of the
population.

x
Solution: Mean:  4
N
( x   ) 2
Variance:  2  5
N
Standard Deviation:   5  2.236

55
 Example: Sampling Distribution of
Sample Means
b. Graph the probability histogram for the population values.

Solution:
P(x) Probability Histogram of
Population of x
0.25
All values have the
same probability of
Probability

being selected (uniform

distribution)
x
1 3 5 7
Population values

56
 Example: Sampling Distribution of
Sample Means
c. List all the possible samples of size n = 2 and calculate the
mean of each sample.
Solution:
Sample x Sample x
1, 1 1 5, 1 3
1, 3 2 5, 3 4 These means
1, 5 3 5, 5 5 form the
1, 7 4 5, 7 6 sampling
3, 1 2 7, 1 4 distribution of
3, 3 3 7, 3 5
sample means.
3, 5 4 7, 5 6
3, 7 5 7, 7 7
57
 Example: Sampling Distribution of
Sample Means
d. Construct the probability distribution of the sample means.

Solution: xx f f
Probability Probability
1 1 0.0625
2 2 0.1250
3 3 0.1875
4 4 0.2500
5 3 0.1875
6 2 0.1250
7 1 0.0625
58
 Example: Sampling Distribution of
Sample Means
e. Find the mean, variance, and standard deviation of the
sampling distribution of the sample means.
Solution:
The mean, variance, and standard deviation of the
16 sample means are:
x  4 = 2.5 (use formula in ch 5)  x  2.5  1.581

These results satisfy the properties of sampling

distributions of sample means.
 5 2.236
x    4 x     1.581
n 2 2
59
 Example: Sampling Distribution of
Sample Means
f. Graph the probability histogram for the sampling distribution
of the sample means.

Solution:
P(x) Probability Histogram of
Sampling Distribution of x
0.25
The shape of the
Probability

0.20
0.15
graph is symmetric
0.10
and bell shaped. It
0.05 approximates a
x normal distribution.
2 3 4 5 6 7
Sample mean

60
 The Central Limit Theorem
1. If samples of size n  30, are drawn from any population with
mean =  and standard deviation = ,

x

then the sampling distribution of the sample
means approximates a normal distribution. The
greater the sample size, the better the
approximation. xx
x x
x x x
x x x x x x

61
 The Central Limit Theorem
2. If the population itself is normally distributed,

x

the sampling distribution of the sample means is
normally distribution for any sample size n.
xx
x x
x x x
x x x x x x

62
 The Central Limit Theorem
In either case, the sampling distribution of sample means has a
mean equal to the population mean.
x  
The sampling distribution of sample means has a variance equal
to 1/n times the variance of the population and a standard
deviation equal to the population standard deviation divided by
the square root of n.

2
 
2
Variance
x
n

x  Standard deviation (standard
n error of the mean)
63
 The Central Limit Theorem
1. Any Population Distribution 2. Normal Population Distribution

Distribution of Sample Means, Distribution of Sample Means,

n ≥ 30 (any n)

64
 Example: Interpreting the Central
Limit Theorem
Phone bills for residents of a city have a mean of $64 and a
standard deviation of $9. Random samples of 36 phone bills are
drawn from this population and the mean of each sample is
determined. Find the mean and standard error of the mean of the
sampling distribution. Then sketch a graph of the sampling
distribution of sample means.

65
 Solution: Interpreting the Central
Limit Theorem
The mean of the sampling distribution is equal to the population
mean
 x    64
The standard error of the mean is equal to the population
standard deviation divided by the square root of n.

 9
x    1.5
n 36

66
 Solution: Interpreting the Central
Limit Theorem
Since the sample size is greater than 30, the sampling distribution
can be approximated by a normal distribution with

 x  64  x  1.5

67
 Example: Interpreting the Central
Limit Theorem
The heights of fully grown white oak trees are normally
distributed, with a mean of 90 feet and standard deviation of 3.5
feet. Random samples of size 4 are drawn from this population,
and the mean of each sample is determined. Find the mean and
standard error of the mean of the sampling distribution. Then
sketch a graph of the sampling distribution of sample means.

68
 Solution: Interpreting the Central
Limit Theorem
The mean of the sampling distribution is equal to the population
mean
 x    90
The standard error of the mean is equal to the population
standard deviation divided by the square root of n.

 3.5
x    1.75
n 4

69
 Solution: Interpreting the Central
Limit Theorem
Since the population is normally distributed, the sampling
distribution of the sample means is also normally distributed.

 x  90  x  1.75

70
 Probability and the Central Limit
Theorem
To transform x to a z-score

Value-Mean x  x x  
z  
Standard Error x 
n

71
 Example: Probabilities for Sampling
Distributions
The graph shows the length of time
people spend driving each day. You
randomly select 50 drivers age 15 to 19.
What is the probability that the mean
time they spend driving each day is
between 24.7 and 25.5 minutes?
Assume that σ = 1.5 minutes.

 x    25

72
 Solution: Probabilities for Sampling
Distributions
From the Central Limit Theorem (sample size is greater than 30),
the sampling distribution of sample means is approximately
normal with
 1.5
 x    25 x    0.21213
n 50

73
 Solution: Probabilities for Sampling
Distributions
Normal Distribution Standard Normal Distribution
μ = 25 σ = 0.21213 x -  24.7 - 25 μ=0 σ=1
z1    -1.41
 1. 5
P(24.7 < x < 25.5) n 50 P(-1.41 < z < 2.36)
x- 25.5 - 25
z2    2.36
 1.5
n 50

0.0793 0.0091
x z
24.7 25 25.5 -1.41 0 2.36

P(24.7 < x < 25.5) = P(-1.41 < z < 2.36)

= 1-0.0091 – 0.0793 = 0.9116
74
 Example
A bank auditor claims that credit card balances are normally
distributed, with a mean of $2870 and a standard deviation of
$900.
1. What is the probability that a randomly selected credit card holder has a
credit card balance less than $2500?
2. You randomly select 25 credit card holders. What is the probability that
their mean credit card balance is less than $2500?

75
 Solution
1) Normal Distribution Standard Normal Distribution
μ = 2870 σ = 900 μ=0 σ=1
x- 2500 - 2870
z   -0.41
P(x < 2500)  900 P(z < -0.41)

0.3409

x z
2500 2870 -0.41 0

P( x < 2500) = P(z < -0.41) = 0.3409

76
  900
2)  x    2870 x    180
n 25

Normal Distribution Standard Normal Distribution

μ = 2870 σ = 180 μ=0 σ=1
x - 2500 - 2870
z   -2.06
 900
n 25 P(z < -2.06)
P(x < 2500)

0.0197
x z
2500 2870 -2.06 0

P( x < 2500) = P(z < -2.06) = 0.0197

77
Solution
There is a 34% chance that an individual will have a
balance less than $2500.
There is only a 2% chance that the sample of 25 will have
a mean balance less than $2500 (unusual event).

78
 Lets Try
1. The heights of all female college basketball players produce a
normal distribution with a mean of 68 inches and a standard deviation of 2
inches. The probability that the height of a randomly selected female college
basketball player is
a. more than 66.5 inches
b. between 66.7 inches and 69.8 inches.
c. Player who heights in the bottom 20% of the
distribution representing international sports. What is
the lowest height player can be a international player?
d. If a random sample of 10 female college basketball players
is selected, what is the probability that the mean
height is less than 70 inches?

79