The Normal Distribution and

Other Continuous Distributions

 Goals
 Describe the characteristics of the normal
distribution
 Translate normal distribution problems into
standardized normal distribution problems
 Find probabilities using a normal distribution table
 Evaluate the normality assumption
 Recognize when to apply the uniform and
exponential distributions
 Probability Distributions
Probability
Distributions

Discrete Continuous
Probability Probability
Distributions Distributions

Binomial Normal

Poisson Uniform

Hypergeometric Exponential
Continuous Probability Distributions
 A continuous random variable is a variable that
can assume any value on a continuum (can
assume an uncountable number of values)
 thickness of an item
 time required to complete a task
 temperature of a solution
 height, in inches

 These can potentially take on any value,

depending only on the ability to measure
accurately.
 The graphical form of the probability distribution for a
continuous random variable forms a smooth curve.

 This curve, which is a function of X, is called a

probability density function (pdf). It is denoted by
f(x).
 Two requirements must be satisfied by all
probability distributions for continuous random
variables.

 f(y) > 0 for all possible intervals of y.




 . f ( y ) dy  1

 Definition

 X is a continuous random variable if there is a

function f(x) so that for any constants a and b,
Example
 Calculation of the expected value

Discrete case:

E( X ) = ∑ x i p(x i )
all x
Continuous case:

E( X )  
all x
xi p(xi )dx
Example
Solution
 Example

 The random variable X is given by the following

PDF.
 Check that this is a valid PDF and calculate the
mean of X.
 Variance
Discrete case:

Var ( X )   2
 (x  )
all x
i
2
p(xi )

Continuous case:

Var ( X )     ( xi   ) p( xi )dx
2 2


The Normal Distribution
Probability
Distributions

Continuous
Probability
Distributions

Normal

Uniform

Exponential
 The Normal Distribution
 The normal distribution was introduced by the French mathematician Abraham
DeMoivre in 1733. DeMoivre, who used this distribution to approximate
probabilities connected with coin tossing, called it the exponential bell-shaped
curve. Its usefulness, however, became truly apparent only in 1809, when the
famous German mathematician Karl Friedrich Gauss (1777-1855) used it as an
integral part of his approach to predicting the location of astronomical entities. As
a result, it became common after this time to call it the Gaussian distribution.
 During the mid-to late 19th century, it became accepted that it was “normal” for
any well-behaved data set to follow this curve. As a result, following the lead of
the British statistician Karl Pearson, people began referring to the Gaussian
curve by calling it simply the normal curve.
 Normal probability distribution
• The normal distribution is the most important of all the
distributions.
• Its graph is bell-shaped.
• psychology, business, economics, natural sciences, nursing,
mathematics

• marks on a test
• IQ scores
• real estate prices
• the height of a man
• blood pressure
• errors in measurements
 Properties of the Normal Distribution

 It is bell-shaped.
 Properties of the Normal Distribution

 The normal curve is symmetrical about the mean μ.

 Properties of the Normal Distribution

 Mean, Median and Mode are Equal.

 Properties of the Normal Distribution

 Total area under the curve is equal to 1.

 The Normal Distribution
(continued)

 Location is
determined by the
mean, μ f(x)

 Spread is determined σ
by the standard
deviation, σ x
μ

Mean
The random variable = Median
= Mode
has an infinite
theoretical range:
+  to  
 The Normal Distribution

 The normal distribution has two parameters

(two numerical descriptive measures), the mean
() and the variance (2). If X is a quantity to be
measured that has a normal distribution with
mean () and the standard deviation (2), we
designate this by writing
 NORMAL:XN (, 2)
 Or XN (, )
Figure 5.7 Several normal distributions with different
means and Standard deviations
 Parameters μ and σ
 Normal pdfs have two parameters
μ - expected value (mean “mu”)
σ - standard deviation (sigma)

μ controls location σ controls spread

 The Normal Distribution
Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X
 Many Normal Distributions

By varying the parameters μ and σ, we obtain different

normal distributions.
 The Normal Probability
Density Function

 The formula for the normal probability density

function is
1 (1/2)[(X μ)/σ] 2
f(X)  e
2π

Where e = the mathematical constant approximated by 2.71828

π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation
X = any value of the continuous variable
 Cumulative Normal Distribution

 For a normal random variable X with mean μ and

variance σ2, i.e., X~N(μ,σ2), cumulative distribution
function is

F(x 0 )  P(X  x 0 )

f(x)

P(X  x 0 )

0 x0 x
 Finding Normal Probabilities

Probability is the
Probability is measured by the area
area under the
curve! under the curve
f(X) P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the
probability of any
individual value is zero)

a b X
 Finding Normal Probabilities
(continued)

F(b)  P(X  b)

a μ b x

F(a)  P(X  a)

a μ b x

P(a  X  b)  F(b)  F(a)

a μ b x
Areas to the left and Right of x
 Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

f(X) P(   X  μ)  0.5
P(μ  X   )  0.5

0.5 0.5

μ X
P(   X   )  1.0
 The Standardized Normal
 Any normal distribution (with any mean and
variance combination) can be transformed into the
standardized normal distribution (Z), with mean 0
and variance 1
f(Z)

Z ~ N(0,1) 1
Z
0
 Need to transform X units into Z units by subtracting the
mean of X and dividing by its standard deviation

X μ
Z
σ
 The Standardized Normal

 Any normal distribution (with any mean and

standard deviation combination) can be
transformed into the standardized normal
distribution (Z)

 Need to transform X units into Z units

 Translation to the Standardized
Normal Distribution

 Translate from X to the standardized normal

(the “Z” distribution) by subtracting the mean
of X and dividing by its standard deviation:

X μ
Z
σ
Z always has mean = 0 and standard deviation = 1
 The Standardized Normal
Probability Density Function

 The formula for the standardized normal

probability density function is
1 (1/2)Z 2
f(Z)  e
2π

Where e = the mathematical constant approximated by 2.71828

π = the mathematical constant approximated by 3.14159
Z = any value of the standardized normal distribution
 The Standardized
Normal Distribution

 Also known as the “Z” distribution

 Mean is 0
 Standard Deviation is 1
f(Z)

1
Z
0
Values above the mean have positive Z-values,
values below the mean have negative Z-values
 Definition
The standard normal distribution is a special case of the
normal distribution.
Figure 5.8 Standart normal distribution
  0,   1
 Finding Normal Probabilities
 a μ b μ
P(a  X  b)  P Z 
 σ σ 
f(x)  b μ  a μ
 F   F 
 σ   σ 

a µ b x
a μ b μ
0 Z
σ σ
Table 5.1

P(0  Z  z)
 Example

 If X is distributed normally with mean of 100

and standard deviation of 50, the Z value for
X = 200 is

X  μ 200  100
Z   2.0
σ 50
 This says that X = 200 is two standard
deviations (2 increments of 50 units) above
the mean of 100.
 Normal Distribution: Empirical
Rule for Any Normal Curve
≈ 68% of the observations fall within one standard deviation of the mean.
≈ 95% of the observations fall within two standard deviations of the mean.
≈ 99.7% of the observations fall within three standard deviations of the mean.

The probability equals approximately 0.68 within 1 standard deviation of the mean,
approximately 0.95 within 2 standard deviations, and approximately 0.997 within 3
standard deviations. Question: How do these probabilities relate to the empirical rule?
Normal Distribution: Empirical
Rule for Any Normal Curve
 Comparing X and Z units

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the distribution is the same, only the

scale has changed. We can express the problem in
original units (X) or in standardized units (Z)
 The Standardized Normal Table

 The Table gives the probability F(a) for any value of a.

.9772

0 2.00 Z

P(Z < 2.00) = 0.5 + P(0<Z<2)

= 0.5+0.4772
= 0.9772
 The Standardized Normal Table

 The Standardized Normal table gives the

probability less than a desired value for Z
(i.e., from negative infinity to Z)

.5 .4772
Example:
P(Z < 2.00) = .9772

0 2.00 Z
 The Standardized Normal Table
(continued)

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0

the value of Z 0.1
. The value within the
to the first .
decimal point . table gives the
2.0 .4772 probability from Z = 0 up
to the desired Z value
2.0
P(Z < 2.00) = .5+.4772=.9772
 Looking up probabilities in the
standard normal table

What is the area to

the left of Z=1.51 in a
standard normal
curve?

Area is 93.45%
Z=1.51

Z=1.51
 The Standardized Normal Table
(continued)

 For negative Z-values, use the fact that the

distribution is symmetric to find the needed
probability:
.9772

.0228
Example:
0 2.00 Z
P(Z < -2.00) = 1 – 0.9772
= 0.0228 .9772
.0228

-2.00 0 Z
 General Procedure for
Finding Probabilities

To find P(a < X < b) when X is

distributed normally:

 Draw the normal curve for the problem in

terms of X

 Translate X-values to Z-values

 Use the Standardized Normal Table

 Finding Normal Probabilities

 Suppose X is normal with mean 8.0 and

standard deviation 5.0
 Find P(X < 8.6)

X
8.0
8.6
 Finding Normal Probabilities
(continued)
 Suppose X is normal with mean 8.0 and
standard deviation 5.0. Find P(X < 8.6)
X  μ 8.6  8.0
Z   0.12
σ 5.0

μ=8 μ=0
σ = 10 σ=1

8 8.6 X 0 0.12 Z

P(X < 8.6) P(Z < 0.12)

 Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 8.6)

Table (Portion) = P(Z < 0.12)
Z .00 .01 .02 =.5+.0478
0.0 .0000 .0040 .0080 =.5478

0.1 .0398 .0438 .0478

0.2 .0793 .0832 .0871
Z
0.00
0.3 .1179 .1217 .1255
0.12
 Upper Tail Probabilities

 Suppose X is normal with mean 8.0 and

standard deviation 5.0.
 Now Find P(X > 8.6)

X
8.0
8.6
 Upper Tail Probabilities
(continued)

 Now Find P(X > 8.6)…

P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - .5478 = .4522

.5478
1.000 1.0 - .5478
= .4522

Z Z
0 0
0.12 0.12
 Probability Between
Two Values

 Suppose X is normal with mean 8.0 and

standard deviation 5.0. Find P(8 < X < 8.6)

Calculate Z-values:

X μ 8 8
Z  0
σ 5
8 8.6 X
X  μ 8.6  8 0 0.12 Z
Z   0.12
σ 5 P(8 < X < 8.6)
= P(0 < Z < 0.12)
 Solution: Finding P(0 < Z < 0.12)

Standardized Normal Probability P(8 < X < 8.6)

Table (Portion) = P(0 < Z < 0.12)
=.0478
Z .00 .01 .02
0.0 .0000 .0040 .0080 .0478

0.1 .0398 .0438 .0478

0.2 .0793 .0832 .0871

0.3 .1179 .1217 .1255 Z

0.00
0.12
 Probabilities in the Lower Tail

 Suppose X is normal with mean 8.0 and

standard deviation 5.0.
 Now Find P(7.4 < X < 8)

X
8.0
7.4
 Probabilities in the Lower Tail
(continued)

Now Find P(7.4 < X < 8)…

P(7.4 < X < 8)
= P(-0.12 < Z < 0) .0478
= .0478

The Normal distribution is

symmetric, so this probability
is the same as P(0 < Z < 0.12)
7.4 8.0 X
-0.12 0 Z
 Areas under the standard normal curve

A1 = A2 = .4082
P(-1.33 < z < 1.33)=P(-1.33 < z < 0) + P( 0< z < 1.33)=A1 + A2
= .4082*2=.8164
 Find the probability that a standard normal random
variable exceeds 1.96 in absolute value.

P(|z|> 1.96)=P(z<-1.96 or z>1.96)

Since the area between z=0 and z=1.96 is .4750,

P(|z|> 1.96)=A1 + A2 = .0250 + .0250=.05
 Example 5.10: Find the value of z0 such that 95% of the standard
normal Z values lie between - z0 and + z0; that is, find P(- z0 ≤ Z ≤ z0) =
0.95.

This means that the area on each side of the mean will be equal to 0.95 / 2=0.475.
The area between z=0 and z0 is 0.475. We look up 0.475 in the body of Table IV to
find the value z0 = 1.96.

It means 95% of a normal distribution lies between

+1.96 and -1.96 standard deviations of the mean.
 Finding the X value for a
Known Probability

 Steps to find the X value for a known

probability:
1. Find the Z value for the known probability
2. Convert to X units using the formula:

X  μ  Zσ
 Finding the X value for a
Known Probability
(continued)

Example:
 Suppose X is normal with mean 8.0 and
standard deviation 5.0.
 Now find the X value so that only 20% of all
values are below this X

.2000

? 8.0 X
? 0 Z
 Find the Z value for
20% in the Lower Tail

1. Find the Z value for the known probability

Standardized Normal Probability  20% area in the lower
Table (Portion) tail is consistent with a
Z … .03 .04 .05 Z value of -0.84

0.7 … .2673 .2704 .2734

.2000
0.8 … .2967 .2995 .3023
0.9 … .3238 .3264 .3289
? 8.0 X
-0.84 0 Z
 Finding the X value

2. Convert to X units using the formula:

X  μ  Zσ

 8.0  ( 0.84 )5.0

 3.80

So 20% of the values from a distribution

with mean 8.0 and standard deviation
5.0 are less than 3.80
Question: What gestational length is smaller than
97.5% of gestations?
 Let X represent gestations length
 We know from prior research that
X ~ N(39, 2)
 A value that is smaller than .975 of gestations
has a cumulative probability of.025
 z - percentile
Less than 97.5%
(right tail) = greater
than 2.5% (left tail)

z lookup:
z.025 = −1.96

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

–1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
 Unstandardize and sketch
x    z p  39  (1.96)(2)  35

The 2.5th percentile is 35 weeks

 Practice problem

If birth weights in a population are normally

distributed with a mean of 109 oz and a standard
deviation of 13 oz,
a. What is the chance of obtaining a birth weight of
141 oz or heavier when sampling birth records at
random?
b. What is the chance of obtaining a birth weight of
120 or lighter?
 Answer

a. What is the chance of obtaining a birth weight of

141 oz or heavier when sampling birth records at
random?

141  109
Z  2.46
13

From the chart or SAS  Z of 2.46 corresponds to a right tail (greater

than) area of: P(Z≥2.46) = 1-(.9931)= .0069 or .69 %
 Answer

b. What is the chance of obtaining a birth weight of

120 or lighter?

120  109
Z  .85
13

From the chart or SAS  Z of .85 corresponds to a left tail area of:
P(Z≤.85) = .8023= 80.23%
Example 5.11: College Entrance Exam Application

 Suppose the scores X on a college entrance

examination are normally distributed with a mean of 550
and a standard deviation of 100.
 A certain prestigious university will consider for
admission only those applicants whose scores exceed
the 90th percentile of the distribution.
 Find the mininmum score an applicant must achieve in
order to receive consideration for admission to the
university.
 Example 5.11: College Entrance Exam Application

 Solution: P(X ≤ x) = 0.90

 P(X ≤ x) = P(Z ≤ (x-µ)/σ)
=P(Z ≤ (x-550)/100)=0.90

z= (x-550)/100=1.28

X=550+1.28(100)=550+128=678

• The 90th percentile of the test score distribution

is 678.
 Figure 5.18 Area under the normal curve
for Example 5.11

That is to say, an applicant must score at least 678 on the

entrance exam to receive consideration for admission by
the university.
 Exercise 1

 A radar unit is used to measure speeds of cars

on a motorway.
 The speeds are normally distributed with a
mean of 90 km/hr and a standard deviation of
10 km/hr.
 What is the probability that a car picked at
random is travelling at more than 100 km/hr?
 Exercise 2

 For a certain type of computers, the length of

time between charges of the battery is normally
distributed with a mean of 50 hours and a
standard deviation of 15 hours.
 John owns one of these computers and wants
to know the probability that the length of time
will be between 50 and 70 hours.
 Exercise 3
 Entry to a certain University is determined by a
national test.
 The scores on this test are normally distributed
with a mean of 500 and a standard deviation of
100.
 Tom wants to be admitted to this university and
he knows that he must score better than at least
70% of the students who took the test.
 Tom takes the test and scores 585.
 Will he be admitted to this university?
 Exercise 4

 The annual salaries of employees in a large

company are approximately normally distributed
with a mean of $50,000 and a standard
deviation of $20,000.
 What percent of people earn between $45,000
and $65,000?
 Exercise 5

 The time taken to assemble a car in a certain

plant is a random variable having a normal
distribution of 20 hours and a standard
deviation of 2 hours.
 What is the probability that a car can be
assembled at this plant in a period of time
between 20 and 22 hours?
 Exercise 6

 Let’s suppose that the income of families are

normally distributed with N($25000, $100002).
 If the poverty level is $10,000, what percentage
of the population lives in poverty?
 Problems

1. If X is a random variable with a distribution of N(μ, σ), find:

p(µ−3σ ≤ X ≤ µ+3σ)

2. Calculate the value of a in a normal distribution with a mean of 4 and a

standard deviation of 2 for which:
P(4−a ≤ x ≤ 4+a) = 0.5934

3. In a city, it is estimated that the maximum temperature in June is normally

distributed with a mean of 23º and a standard deviation of 5°. Calculate the
number of days in this month in which it is expected to reach a maximum of
between 21° and 27°.
 Answer 1:

 If X is a random variable with a distribution of

N(μ, σ), find:
p(µ−3σ ≤ X ≤ µ+3σ)
 Approximately 99.74% of the X values are less
than three standard deviations from the mean.
 Answer 2:

 Calculate the value of a in a normal distribution

with a mean of 4 and a standard deviation of 2
for which:
 P(4−a ≤ x ≤ 4+a) = 0.5934
Answer 3
4. The mean weight of 500 college students is 70 kg and the standard
deviation is 3 kg. Assuming that the weight is normally distributed,
determine how many students weigh:
a. Between 60 kg and 75 kg.
b.More than 90 kg.
c.Less than 64 kg.
d.Exactly 64 kg.
e.64 kg or less.

5. It is assumed that the test results for a class follow a normal distribution
with a mean of 78 and a standard deviation of 36.
a. What is the probability of a student obtaining the a grade higher than
72?
b.Calculate the percentage of students who have scores that are at least
five points higher than the score that marks the border between pass and
fail (a failing grade is defined as 25% of the tests with the lowest scores) .
c. If you know that a student's grade is greater than 72, what is the
probability that it is greater than 84?
Answer 4
Answer 5
6. An IQ test shows that the scores follow a distribution of N(65, 18). It is
desirable to arrange the participants into three groups (low intelligence,
average intelligence and high intelligence) so that 20% of the partipants
are filled under the first group, 65% in the second and 15% in the third.
What are the scores that differentiate each intelligence group from one
another?

7. Several intelligence tests follow a normal distribution with a mean of 100

and a standard deviation of 15.
a. Determine the percentage of the population that would obtain a score
between 95 and 110.
b. What interval centered at a score of 100 contains 50% of the
population?
c. For a population of 2,500, how many are expected to have a score
above 125?
Answer 6
Answer 7