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Properties of A Normal Distribution

The normal distribution is a bell-shaped curve that describes how many natural phenomena are distributed. It is determined by its mean and standard deviation. Approximately 68% of values fall within 1 standard deviation of the mean, 95% within 2 standard deviations, and 99.7% within 3 standard deviations. The standard normal distribution has a mean of 0 and standard deviation of 1, making probabilities easier to calculate.

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Carmelle Bahade
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377 views

Properties of A Normal Distribution

The normal distribution is a bell-shaped curve that describes how many natural phenomena are distributed. It is determined by its mean and standard deviation. Approximately 68% of values fall within 1 standard deviation of the mean, 95% within 2 standard deviations, and 99.7% within 3 standard deviations. The standard normal distribution has a mean of 0 and standard deviation of 1, making probabilities easier to calculate.

Uploaded by

Carmelle Bahade
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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The Normal Distribution

The normal distribution also known as Gaussian is simply a distribution with a certain
shape. It is normal because many things have this same shape. The normal distribution is the bell-
shaped distribution that describes how so many natural, machine-made, or human performance
outcomes are distributed. 
Discovery of the normal curve is generally credited to Karl Gauss (1777 – 1855), who recognized that
the errors of repeated measurement of objects are often normally distributed. Sometimes, the normal
distribution is also called the Gaussian distribution.
Properties of a Normal Distribution

1. The normal curve is symmetrical about the mean μ;

2. The mean is at the middle and divides the area into halves;

3. The total area under the curve is equal to 1;

4. It is completely determined by its mean and standard deviation σ(or variance σ2)

The 68-95-99.7 Rule (Empirical rule)


• Approximately 68% of the data falls ±1 standard deviation from the mean.
• Approximately 95% of the data falls ±2 standard deviation from the mean.
• Approximately 99.7% of the data falls ±3 standard deviation from the mean.

Note: In a normal distribution, only 2parameters are needed, namely  μ and  σ2.

Area Under the Normal Curve using Integration


The probability of a continuous normal variable X found in a particular interval [a, b] is the area under
the curve bounded by x=a and x=b and is given by

and the area depends upon the values of μ and σ.


The Standard Normal Distribution
It makes life a lot easier for us if we standardize our normal curve, with a mean of zero and a
standard deviation of 1 unit. If we have the standardized situationof μ = 0 and σ = 1, then we have:

We can transform all the observations of any normal random variable X with mean μ and variance σ to a new
set of observations of another normal random variable Z with mean 0 and variance 1 using the following
transformation:

We can see this in the following example.

The new distribution of the normal random variable Z with mean 0 and variance 1 (or standard
deviation1) is called a standard normal distribution. Standardizing the distribution like this makes it
much easier to calculate probabilities.

Formula for the Standardized Normal Distribution

If we have mean μ and standard deviation σ, then

Since all the values of X falling between x1 and x2 have corresponding Z values between z1 and z2, it


means:

The area under the X curve between X = x1 and X = x2 equals the area under the Z curve
between Z = z1 and Z = z2.

Hence, we have the following equivalent probabilities:

P(x1 < X < x2) = P(z1 < Z < z2)

Percentages of the Area Under the Standard Normal Curve


A graph of this standardized (mean 0 and variance 1) normal curve is shown.

In the above graph, we have indicated the areas between the regions as follows:

−1 ≤ Z ≤ 1 68.27%
−2 ≤ Z ≤ 2 95.45%
−3 ≤ Z ≤ 3 99.73%
This means that 68.27% of the scores lie within 1 standard deviation of the mean.

Also, 95.45% of the scores lie within 2standard deviations of the mean

Finally, 99.73% of the scores lie within 3standard deviations of the mean.

The total area from −∞<z<∞ is1.

The z-Table
The areas under the curve bounded by the ordinates z = 0 and any positive value of z . From this
table the area under the standard normal curve between any two ordinates can be found by using the
symmetry of the curve about z = 0. 

Example 1.
It was found that the mean length of 100 parts produced by a lathe was 20.05 mm with a standard
deviation of 0.02 mm. Find the probability that a part selected at random would have a length

(a) between 20.03 mm and 20.08 mm


(b)20.06 mm and 20.07 mm
(c) less than 20.01 mm
(d) greater than 20.09 mm.

Example 2.

The average life of a certain type of motor is 10 years, with a standard deviation of 2 years. If the
manufacturer is willing to replace only 3% of the motors because of failures, how long a guarantee
should she offer? Assume that the lives of the motors follow a normal distribution.

Solution 1:
Solution 2:

Measures of Central Tendency and Dispersion

Statistics involves the collection, organization, summarization, presentation, and


interpretation of data.

The branch of statistics :

Descriptive statistics.- involves the collection, organization, summarization, and presentation of


data.
Inferential statistics- interprets and draws conclusions from the data.

●Types of averages, known as the arithmetic mean, the median, and the mode. Each of these
averages are measures of central tendency for numerical data.

Mean
- The arithmetic mean is the most commonly used measure of central tendency. The
arithmetic mean of a set of numbers is often referred to as simply the mean.
- The traditional symbol used to indicate a summation is the Greek letter sigma, .Thus the

Mean = x= 41,000 +39,500 + 34,000 +32,500 + 30,500


5
=177,500
5
= 35,500

Median
- The median is the middle number or the average of the two middle numbers in a list of
numbers that have been arranged in numerical order from smallest to largest or from largest to
smallest. Any list of numbers that is arranged in numerical order from smallest to largest or
from largest to smallest is a ranked list.

Ex:
The list 4, 8, 1, 14, 9, 21, 12 contains seven numbers. The median of a list with an odd number of
numbers is found by ranking the numbers and finding the middle number. Ranking the numbers from
smallest to largest gives us 1, 4,8, 9, 12, 14, 21. The middle number is 9. Thus 9 is the median.

Mode
- A third type of average is called the mode.
- The mode of a list of numbers is the number that occurs most frequently.

Example:
In the list 4, 2, 6, 2, 7, 9, 2, 4, 9, 8, 9, 7, the number 2 occurs three times and the number 9 oc-
curs three times. Thus 2 and 9 are both modes for the data.

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