BS111

Probability and Statistics

Lecture 11

Dr. Ahmed Hagag

Faculty of Computers and Artificial Intelligence
Benha University

2021
 Ch 3.2: Continuous Prob. Distr.

• Continuous Uniform Distribution.

• Normal Distribution.

© Ahmed Hagag Probability and Statistics 2

 Continuous Uniform Dist. (1/4)

Probability Density Function: 𝑼(𝒂, 𝒃)

• 𝑎 and 𝑏 real numbers with 𝑎 < 𝑏.

𝐀𝐫𝐞𝐚 = 𝟏

© Ahmed Hagag Probability and Statistics 3

 Continuous Uniform Dist. (2/4)

Cumulative Distribution Function: 𝑼(𝒂, 𝒃)

cumulative distribution function

𝑃(𝑋 ≤ 𝑥)

© Ahmed Hagag Probability and Statistics 4

 Continuous Uniform Dist. (2/4)

Cumulative Distribution Function: 𝑼(𝒂, 𝒃)

© Ahmed Hagag Probability and Statistics 5

 Continuous Uniform Dist. (3/4)

Example1 (1/6):
Suppose that a large conference room at a certain company
can be reserved for no more than 4 hours. Both long and
short conferences occur quite often. In fact, it can be
assumed that the length 𝑋 of a conference has a uniform
distribution on the interval [0, 4].
(a) What is the probability density function?
(b) What is the probability that any given conference lasts at least 3
hours?

© Ahmed Hagag Probability and Statistics 6

 Continuous Uniform Dist. (3/4)

Example1 (2/6):
𝑿~𝑼(𝟎, 𝟒)

a) What is the probability density function?

0.25
𝐀𝐫𝐞𝐚 = 𝟏
0 4

© Ahmed Hagag Probability and Statistics 7

 Continuous Uniform Dist. (3/4)

Example1 (3/6):
𝑿~𝑼(𝟎, 𝟒)

b) What is the probability that any given conference lasts at least 3

hours?
4
1
𝑃 𝑋≥3 =න 𝑑𝑥
3 4

0.25
𝐀𝐫𝐞𝐚 = ?
0 3 4

© Ahmed Hagag Probability and Statistics 8

 Continuous Uniform Dist. (3/4)

Example1 (4/6):
𝑿~𝑼(𝟎, 𝟒)

b) What is the probability that any given conference lasts at least 3

hours?
1 1 𝑥=4
4
3 1
𝑃 𝑋≥3 =න 𝑑𝑥 = 𝑥 ቮ = 1 − =
3 4 4
𝑥=3
4 4

0.25
𝟏
𝐀𝐫𝐞𝐚 =
𝟒
0 3 4

© Ahmed Hagag Probability and Statistics 9

 Continuous Uniform Dist. (3/4)

Example1 (5/6):
𝑿~𝑼(𝟎, 𝟒)

b) What is the probability that any given conference lasts at least 3

hours?
𝑃 𝑋 ≥ 3 = 1 − 𝑃 𝑋 < 3 = 1 − 𝐹(3)

0.25
𝐀𝐫𝐞𝐚 = ?
0 3 4

© Ahmed Hagag Probability and Statistics 10

 Continuous Uniform Dist. (3/4)

Example1 (6/6):
𝑿~𝑼(𝟎, 𝟒)

b) What is the probability that any given conference lasts at least 3

hours?
𝑃 𝑋 ≥3 =1−𝑃 𝑋 <3 =1−𝐹 3
3−0 1
=1− =
4−0 4

0.25
𝟏
𝐀𝐫𝐞𝐚 =
𝟒
0 3 4

© Ahmed Hagag Probability and Statistics 11

 Continuous Uniform Dist. (4/4)

Example2 (1/10):
A bus arrives every 10 minutes at a bus stop. It is assumed
that the waiting time for a particular individual is a random
variable with a continuous uniform distribution.
(a) What is the probability that the individual waits at most 4
minutes?
(b) What is the probability that the individual waits more than 6
minutes (at least 6 minutes)?
(c) What is the probability that the individual waits between 1 and 4
minutes?
(d) What is the average waiting time?

© Ahmed Hagag Probability and Statistics 12

 Continuous Uniform Dist. (4/4)

Example2 (2/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

1
if 0 ≤ 𝑥 ≤ 10
10
𝑓 𝑥 =

0 otherwise

1
10
𝐀𝐫𝐞𝐚 = 𝟏
0 10

© Ahmed Hagag Probability and Statistics 13

 Continuous Uniform Dist. (4/4)

Example2 (3/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

a) What is the probability that the individual waits at most 4

minutes?

𝑃 𝑋≤4 =𝐹 4

1
10
𝐀𝐫𝐞𝐚 = ?
0 4 10

© Ahmed Hagag Probability and Statistics 14

 Continuous Uniform Dist. (4/4)

Example2 (4/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

a) What is the probability that the individual waits at most 4

minutes?

4−0 4
𝑃 𝑋≤4 =𝐹 4 = = = 0.4
10 − 0 10
1
10
𝐀𝐫𝐞𝐚 = 𝟎. 𝟒
0 4 10

© Ahmed Hagag Probability and Statistics 15

 Continuous Uniform Dist. (4/4)

Example2 (5/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

b) What is the probability that the individual waits more than 6

minutes (at least 6 minutes)?

𝑃 𝑋 ≥6 =1−𝐹 6

1
10
𝐀𝐫𝐞𝐚 = ?
0 6 10

© Ahmed Hagag Probability and Statistics 16

 Continuous Uniform Dist. (4/4)

Example2 (6/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

b) What is the probability that the individual waits more than 6

minutes (at least 6 minutes)?

6−0 4
𝑃 𝑋 ≥6 =1− = = 0.4
10 − 0 10
1
10
𝐀𝐫𝐞𝐚 = 𝟎. 𝟒
0 6 10

© Ahmed Hagag Probability and Statistics 17

 Continuous Uniform Dist. (4/4)

Example2 (7/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

c) What is the probability that the individual waits between 1 and 4

minutes?

𝑃 1≤𝑋≤4

1
10 𝐀𝐫𝐞𝐚 = ?
0 1 4 10

© Ahmed Hagag Probability and Statistics 18

 Continuous Uniform Dist. (4/4)

Example2 (8/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

c) What is the probability that the individual waits between 1 and 4

minutes?
1 1 4 𝑥=4 4 1 3
𝑃 1≤𝑋≤4 =න 𝑑𝑥 = 𝑥ቮ = − =
1 10 10
𝑥=1
10 10 10

1
10 𝐀𝐫𝐞𝐚 = 𝟎. 𝟑
0 1 4 10

© Ahmed Hagag Probability and Statistics 19

 Continuous Uniform Dist. (4/4)

Example2 (9/10):
𝑿~𝑼(𝟎, 𝟏𝟎)

c) What is the probability that the individual waits between 1 and 4

minutes?
4−0 1−0 3
𝑃 1≤𝑋 ≤4 =𝐹 4 −𝐹 1 = − =
10 − 0 10 − 0 10

1
10 𝐀𝐫𝐞𝐚 = 𝟎. 𝟑
0 1 4 10

© Ahmed Hagag Probability and Statistics 20

 Continuous Uniform Dist. (4/4)

Example2 (10/10): 𝑎+𝑏

𝜇=𝐸 𝑋 =
𝑿~𝑼(𝟎, 𝟏𝟎) 2

d) What is the average waiting time?

0 + 10
𝜇=𝐸 𝑋 = = 5 minutes
2

© Ahmed Hagag Probability and Statistics 21

 Normal Distribution (1/41)

Bell

Bell Curve

© Ahmed Hagag Probability and Statistics 22

 Normal Distribution (2/41)

A continuous random variable 𝑋 having the bell-shaped distribution

of the following figure is called a normal random variable.
Its graph, called the normal curve.

Bell Curve

© Ahmed Hagag Probability and Statistics 23

 Normal Distribution (2/41)

A continuous random variable 𝑋 having the bell-shaped distribution

of the following figure is called a normal random variable.
Its graph, called the normal curve.

Normal Curve

© Ahmed Hagag Probability and Statistics 24

 Normal Distribution (3/41)

In 1733, Abraham DeMoivre developed the mathematical equation

of the normal curve.

Normal Curve

France

© Ahmed Hagag Probability and Statistics 25

 Normal Distribution (4/41)

The normal distribution is often referred to as the Gaussian

distribution, in honor of Karl Friedrich Gauss, who discovered the
normal distribution in 1823.

Normal Curve

Germany

© Ahmed Hagag Probability and Statistics 26

 Normal Distribution (5/41)

𝑋 ∶ continuous random variable

𝑿~N(𝝁, 𝝈𝟐 )
𝜇 ∶ mean
Location parameter 𝜇 ∈ ℝ,
𝜎 2 : variance
Scale parameter 𝜎 > 0.
𝜎 ∶ standard deviation

Normal Curve

Area under curve = 1

© Ahmed Hagag Probability and Statistics 27

 Normal Distribution (6/41)

Note that the graph of the normal distribution is symmetric about its
mean 𝜇 (i.e., for any 𝑐 > 0, 𝑃 𝑋 > 𝜇 + 𝑐 = 𝑃(𝑋 < 𝜇 − 𝑐), and
that 𝜎 2 is a measure of the width of the bell shape.

Normal Curve

© Ahmed Hagag Probability and Statistics 28

 Normal Distribution (7/41)

Same standard deviation but different means 𝜇1 < 𝜇2 .

© Ahmed Hagag Probability and Statistics 29

 Normal Distribution (8/41)

Same mean but different standard deviations 𝜎1 < 𝜎2 .

© Ahmed Hagag Probability and Statistics 30

 Normal Distribution (9/41)

Different means 𝜇1 < 𝜇2 and standard deviations 𝜎1 < 𝜎2 .

© Ahmed Hagag Probability and Statistics 31

 Normal Distribution (10/41)

Different means 𝜇1 < 𝜇2 and standard deviations 𝜎1 < 𝜎2 .

Area under curve = 1

© Ahmed Hagag Probability and Statistics 32

 Normal Distribution (11/41)

Properties of the normal curve (1/2):

1) Mode = Mean 𝜇
2) The curve is symmetric about a vertical axis through the mean 𝜇 .
3) The curve has its points of inflection at 𝑥 = 𝜇 ± 𝜎; it is concave
downward if 𝜇 − 𝜎 < 𝑋 < 𝜇 + 𝜎 and is concave upward otherwise.

© Ahmed Hagag Probability and Statistics 33

 Normal Distribution (11/41)

Properties of the normal curve (2/2):

4) The normal curve approaches the horizontal axis asymptotically as
we proceed in either direction away from the mean.
5) The total area under the curve and above the horizontal axis is
equal to 1.

© Ahmed Hagag Probability and Statistics 34

 Normal Distribution (12/41)

Probability density function of the normal random variable X:

1 − 𝑥−𝜇 2
𝑓 𝑥 = 𝑒 2𝜎2 −∞<𝑥 <∞
𝜎 2𝜋

The mean and variance of 𝑋 are 𝜇 and 𝜎 2 , respectively,

where −∞ < 𝜇 < ∞ and 𝜎 > 0

© Ahmed Hagag Probability and Statistics 35

 Normal Distribution (13/41)

© Ahmed Hagag Probability and Statistics 36

 Normal Distribution (14/41)

Cumulative distribution function:

1 𝑥 − 𝑣−𝜇 2
𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥) = න 𝑒 2𝜎2 𝑑𝑣
𝜎 2𝜋 −∞

© Ahmed Hagag Probability and Statistics 37

 Normal Distribution (15/41)

Areas under the Normal Curve:

1 𝑥2 − 𝑥−𝜇 2
𝑃(𝑥1 < 𝑋 < 𝑥2 ) = න 𝑒 2𝜎2 𝑑𝑥
𝜎 2𝜋 𝑥1

© Ahmed Hagag Probability and Statistics 38

 Normal Distribution (16/41)

Areas under the Normal Curve:

Different means and standard deviations
1 𝑥2 − 𝑥−𝜇 2
𝑃(𝑥1 < 𝑋 < 𝑥2 ) = න 𝑒 2𝜎2 𝑑𝑥
𝜎 2𝜋 𝑥1

Different
Areas

© Ahmed Hagag Probability and Statistics 39

 Normal Distribution (16/41)

Areas under the Normal Curve:

Different means and standard deviations
1 𝑥2 − 𝑥−𝜇 2
𝑃(𝑥1 < 𝑋 < 𝑥2 ) = න 𝑒 2𝜎2 𝑑𝑥
𝜎 2𝜋 𝑥1

Unfortunately, there is no
closed-form expression for
the integral of a normal
probability density function Different
Areas

© Ahmed Hagag Probability and Statistics 40

 Normal Distribution (17/41)

Empirical Rule (1/2):

68-95-99.7 rule or three-sigma rule

© Ahmed Hagag Probability and Statistics 41

 Normal Distribution (17/41)

Empirical Rule (2/2):

68-95-99.7 rule or three-sigma rule

© Ahmed Hagag Probability and Statistics 42

 Normal Distribution (18/41)

Example1 (1/5):
Suppose the pulse rates of 200 college men are bell-shaped
with a mean of 72 beats per minute (bpm) and a standard
deviation of 6 bpm.

© Ahmed Hagag Probability and Statistics 43

 Normal Distribution (18/41)

Example1 (2/5):
Suppose the pulse rates of 200 college men are bell-shaped
with a mean of 72 bpm and standard deviation of 6 bpm.
𝜇 = 72, 𝜎=6

© Ahmed Hagag Probability and Statistics 44

 Normal Distribution (18/41)

Example1 (3/5):
About 68% of the men have pulse rates
in the interval [66, 78] bpm.
𝜇 = 72, 𝜎=6

66 72 78

© Ahmed Hagag Probability and Statistics 45

 Normal Distribution (18/41)

Example1 (4/5):
About 95% of the men have pulse rates
in the interval [60, 84] bpm.
𝜇 = 72, 𝜎=6

60 66 72 78 84

© Ahmed Hagag Probability and Statistics 46

 Normal Distribution (18/41)

Example1 (5/5):
About 99.7% of the men have pulse rates
in the interval [54, 90] bpm.
𝜇 = 72, 𝜎=6

54 60 66 72 78 84 90

© Ahmed Hagag Probability and Statistics 47

 Normal Distribution (19/41)

Recall
Cumulative distribution function:

1 𝑥 − 𝑣−𝜇 2
𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥) = න 𝑒 2𝜎2 𝑑𝑣
𝜎 2𝜋 −∞

Are there a table that provides

cumulative probabilities for a
normal random variable?

© Ahmed Hagag Probability and Statistics 48

 Normal Distribution (19/41)

Recall
Cumulative distribution function:

1 𝑥 − 𝑣−𝜇 2
𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥) = න 𝑒 2𝜎2 𝑑𝑣
𝜎 2𝜋 −∞

Are there a table that provides

Yes, but for a special
cumulative probabilities for a
values of 𝝁 and 𝝈.
normal random variable?

© Ahmed Hagag Probability and Statistics 49

 Normal Distribution (20/41)

Standard Normal Random Variable 𝒁 : 𝝁 = 𝟎 𝝈𝟐 = 𝟏

The distribution of a normal random variable with mean 0 and
variance 1 is called a standard normal distribution.

© Ahmed Hagag Probability and Statistics 50

 Normal Distribution (21/41)

Density function of standard normal random variable 𝒁 :

𝒁~N(𝟎, 𝟏)
1 𝜇 ∶ mean = 0
𝑓 𝑧 = 𝑒 −𝑧 2 /2 −∞<𝑧 <∞ 𝜎 2 : variance = 1
2𝜋

© Ahmed Hagag Probability and Statistics 51

 Normal Distribution (22/41)

Cumulative distribution function of standard normal random

variable 𝒁 :
𝒁~N(𝟎, 𝟏)
𝑧
1 −𝑥 2 /2 𝜇 ∶ mean = 0
Φ 𝑧 = 𝑃(𝑍 ≤ 𝑧) = න 𝑒 𝑑𝑣
2𝜋 −∞ 𝜎 2 : variance = 1

© Ahmed Hagag Probability and Statistics 52

 Normal Distribution (22/41)

Cumulative distribution function of standard normal random

variable 𝒁 :
𝒁~N(𝟎, 𝟏)
𝑧
1 −𝑥 2 /2 𝜇 ∶ mean = 0
Φ 𝑧 = 𝑃(𝑍 ≤ 𝑧) = න 𝑒 𝑑𝑣
2𝜋 −∞ 𝜎 2 : variance = 1

There is a table that can find

most of these areas.

© Ahmed Hagag Probability and Statistics 53

 Normal Distribution (23/41)

Example2 (1/2):
Assume that 𝑍 is a standard normal random variable. The
Table provides probabilities of the form Φ 𝑧 = 𝑃(𝑍 ≤ 𝑧).
The use of Table to find 𝑃(𝑍 ≤ 1.5) is illustrated as
follows:

© Ahmed Hagag Probability and Statistics 54

 Normal Distribution (23/41)

Example2 (2/2):
Assume that 𝑍 is a standard normal random variable. The
Table provides probabilities of the form Φ 𝑧 = 𝑃(𝑍 ≤ 𝑧).

The probability is 0.93319.

© Ahmed Hagag Probability and Statistics 55

 Normal Distribution (23/41)

© Ahmed Hagag Probability and Statistics 56

 Normal Distribution (23/41)
𝚽 −𝟐. 𝟑𝟓

© Ahmed Hagag Probability and Statistics 57

 Normal Distribution (23/41)
𝚽 −𝟐. 𝟑𝟓 = 𝑷(𝒁 ≤ −𝟐. 𝟑𝟓)

© Ahmed Hagag Probability and Statistics 58

 Normal Distribution (23/41)
𝚽 −𝟐. 𝟑𝟓 = 𝑷(𝒁 ≤ −𝟐. 𝟑𝟓)

© Ahmed Hagag Probability and Statistics 59

 Normal Distribution (23/41)
𝚽 −𝟐. 𝟑𝟓 = 𝑷(𝒁 ≤ −𝟐. 𝟑𝟓)

© Ahmed Hagag Probability and Statistics 60

 Normal Distribution (23/41)
𝚽 −𝟐. 𝟑𝟓 = 𝑷 𝒁 ≤ −𝟐. 𝟑𝟓 = 𝟎. 𝟎𝟎𝟗𝟒

© Ahmed Hagag Probability and Statistics 61

 Normal Distribution (23/41)

© Ahmed Hagag Probability and Statistics 62

 Normal Distribution (23/41)
𝚽 𝟏. 𝟐𝟕 = 𝑷 𝒁 ≤ 𝟏. 𝟐𝟕

© Ahmed Hagag Probability and Statistics 63

 Normal Distribution (23/41)
𝚽 𝟏. 𝟐𝟕 = 𝑷 𝒁 ≤ 𝟏. 𝟐𝟕 = 𝟎. 𝟖𝟗𝟖𝟎

© Ahmed Hagag Probability and Statistics 64

 Normal Distribution (23/41)

© Ahmed Hagag Probability and Statistics 65

 Normal Distribution (24/41)

Some Properties:

Φ 𝑎 =𝑃 𝑍≤𝑎 → From Table

𝑃 𝑍 < −𝑎 = 1 − 𝑃 𝑍 ≤ 𝑎

𝑃 𝑎 <𝑍 <𝑏 =𝑃 𝑍 <𝑏 −𝑃 𝑍 <𝑎

𝑃 𝑍 >𝑎 =1−𝑃 𝑍 ≤𝑎

𝑃 𝑍 > −𝑎 = 𝑃 𝑍 < 𝑎

© Ahmed Hagag Probability and Statistics 66

 Normal Distribution (25/41)

Example3 (1/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:

1. 𝑃(𝑍 > 1.26)

2. 𝑃(𝑍 < −0.86)
3. 𝑃(𝑍 > −1.37)
4. 𝑃(−1.25 < 𝑍 < 0.37)
5. 𝑃(𝑍 ≤ −4.6)

© Ahmed Hagag Probability and Statistics 67

 Normal Distribution (25/41)

Example3 (2/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
1. 𝑃(𝑍 > 1.26)

© Ahmed Hagag Probability and Statistics 68

 Normal Distribution (25/41)

Example3 (3/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
1. 𝑃 𝑍 > 1.26 = 1 − Φ 1.26

𝚽 𝟏. 𝟐𝟔

© Ahmed Hagag Probability and Statistics 69

 Normal Distribution (25/41)

Example3 (4/16):
Assume that 𝑍 is a standard normal
Φ 1.26 =𝑃 𝑍≤ random
1.26 variable. Find
From the Table
the following probabilities:
1. 𝑃 𝑍 > 1.26 = 1 − Φ 1.26

𝚽 𝟏. 𝟐𝟔

© Ahmed Hagag Probability and Statistics 70

 Normal Distribution (25/41)

Example3 (5/16): 𝚽 𝟏. 𝟐𝟔 = 𝟎. 𝟖𝟗𝟔𝟏𝟔𝟓

© Ahmed Hagag Probability and Statistics 71

 Normal Distribution (25/41)

Example3 (6/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
1. 𝑃 𝑍 > 1.26 = 1 − 0.896165 = 0.103835

𝚽 𝟏. 𝟐𝟔

© Ahmed Hagag Probability and Statistics 72

 Normal Distribution (25/41)

Example3 (7/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
2. 𝑃 𝑍 < −0.86

© Ahmed Hagag Probability and Statistics 73

 Normal Distribution (25/41)

Example3 (8/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
2. 𝑃 𝑍 < −0.86 = Φ −0.86 = 0.19490

© Ahmed Hagag Probability and Statistics 74

 Normal Distribution (25/41)

Example3 (9/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
2. 𝑃 𝑍 < −0.86 = Φ −0.86 = 0.19490
𝐨𝐫 𝑃 𝑍 < −0.86 = 1 − 𝑃 𝑍 < 0.86 = 1 − Φ 0.86
= 0.19490

© Ahmed Hagag Probability and Statistics 75

 Normal Distribution (25/41)

Example3 (10/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
3. 𝑃 𝑍 > −1.37

© Ahmed Hagag Probability and Statistics 76

 Normal Distribution (25/41)

Example3 (11/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
3. 𝑃 𝑍 > −1.37 = 𝑃 𝑍 < 1.37 = 0.91465

© Ahmed Hagag Probability and Statistics 77

 Normal Distribution (25/41)

Example3 (12/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
4. 𝑃(−1.25 < 𝑍 < 0.37)

© Ahmed Hagag Probability and Statistics 78

 Normal Distribution (25/41)

Example3 (13/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
4. 𝑃 −1.25 < 𝑍 < 0.37 = Φ 0.37 − Φ −1.25

© Ahmed Hagag Probability and Statistics 79

 Normal Distribution (25/41)

Example3 (14/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
4. 𝑃 −1.25 < 𝑍 < 0.37 = Φ 0.37 − Φ −1.25
= 0.64431 − 0.10565
= 0.53866

© Ahmed Hagag Probability and Statistics 80

 Normal Distribution (25/41)

Example3 (15/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
5. 𝑃(𝑍 ≤ −4.6) is nearly zero
The last entry in the table can be used to find that 𝑃(𝑍 ≤
− 3.99) = 0.00003.

© Ahmed Hagag Probability and Statistics 81

 Normal Distribution (25/41)

Example3 (16/16):
Assume that 𝑍 is a standard normal random variable. Find
the following probabilities:
5. 𝑃(𝑍 ≤ −4.6) is nearly zero
The last entry in the table can be used to find that 𝑃(𝑍 ≤
− 3.99) = 0.00003.

© Ahmed Hagag Probability and Statistics 82

 Normal Distribution (26/41)

Example4 (1/8):
Given a standard normal distribution 𝑍, find the value of 𝑘
such that
a 𝑃 𝑍 > 𝑘 = 0.3015 and
b 𝑃 𝑘 < 𝑍 < −0.18 = 0.4197

© Ahmed Hagag Probability and Statistics 83

 Normal Distribution (26/41)

Example4 (2/8):
a 𝑃 𝑍 > 𝑘 = 0.3015

© Ahmed Hagag Probability and Statistics 84

 Normal Distribution (26/41)

Example4 (3/8):
a 𝑃 𝑍 > 𝑘 = 0.3015

𝑃 𝑍 < 𝑘 = 1 − 0.3015 = 0.6985

From the Table

0.6985

© Ahmed Hagag Probability and Statistics 85

 Normal Distribution (26/41)

© Ahmed Hagag Probability and Statistics 86

 Normal Distribution (26/41)

Example4 (4/8):
a 𝑃 𝑍 > 𝑘 = 0.3015

𝑃 𝑍 < 𝑘 = 1 − 0.3015 = 0.6985

From the Table

it follows that 𝑘 = 0.52.

0.6985

© Ahmed Hagag Probability and Statistics 87

 Normal Distribution (26/41)

Example4 (5/8):
b 𝑃 𝑘 < 𝑍 < −0.18 = 0.4197

© Ahmed Hagag Probability and Statistics 88

 Normal Distribution (26/41)

Example4 (6/8):
b 𝑃 𝑘 < 𝑍 < −0.18 = 0.4197
𝑃 𝑍 < −0.18 − 𝑃 𝑍 < 𝑘 = 0.4197
From the Table
𝑃 𝑍 < −0.18 = 0.4286.

© Ahmed Hagag Probability and Statistics 89

 Normal Distribution (26/41)

Example4 (7/8):
b 𝑃 𝑘 < 𝑍 < −0.18 = 0.4197
𝑃 𝑍 < −0.18 − 𝑃 𝑍 < 𝑘 = 0.4197
From the Table
𝑃 𝑍 < −0.18 = 0.4286.
∴ 0.4286 − 𝑃 𝑍 < 𝑘 = 0.4197
𝑃 𝑍 < 𝑘 = 0.4286 − 0.4197 = 0.0089

© Ahmed Hagag Probability and Statistics 90

 Normal Distribution (26/41)

© Ahmed Hagag Probability and Statistics 91

 Normal Distribution (26/41)

Example4 (8/8):
b 𝑃 𝑘 < 𝑍 < −0.18 = 0.4197
𝑃 𝑍 < −0.18 − 𝑃 𝑍 < 𝑘 = 0.4197
From the Table
𝑃 𝑍 < −0.18 = 0.4286.
∴ 0.4286 − 𝑃 𝑍 < 𝑘 = 0.4197
𝑃 𝑍 < 𝑘 = 0.4286 − 0.4197 = 0.0089
From the Table
it follows that 𝑘 = −2.37.

© Ahmed Hagag Probability and Statistics 92

 Normal Distribution (27/41)

Example5 (1/6):
Given a standard normal distribution 𝑍, find the value of 𝑘
such that
a 𝑃 𝑍 > 𝑘 = 0.05 and
b 𝑃 −𝑘 < 𝑍 < 𝑘 = 0.99.

© Ahmed Hagag Probability and Statistics 93

 Normal Distribution (27/41)

Example5 (2/6):
a 𝑃 𝑍 > 𝑘 = 0.05

𝑃 𝑍 > 𝑘 = 1 − 𝑃 𝑍 < 𝑘 = 0.05

𝑃 𝑍 < 𝑘 = 0.95

© Ahmed Hagag Probability and Statistics 94

 Normal Distribution (27/41)

© Ahmed Hagag Probability and Statistics 95

 Normal Distribution (27/41)

© Ahmed Hagag Probability and Statistics 96

 Normal Distribution (27/41)

Example5 (3/6):
a 𝑃 𝑍 > 𝑘 = 0.05

𝑃 𝑍 > 𝑘 = 1 − 𝑃 𝑍 < 𝑘 = 0.05

𝑃 𝑍 < 𝑘 = 0.95

From the Table

We do not find 0.95 exactly; the nearest value is 0.95053,
corresponding to 𝑘 ≅ 1.65.

© Ahmed Hagag Probability and Statistics 97

 Normal Distribution (27/41)

Example5 (4/6):
b 𝑃 −𝑘 < 𝑍 < 𝑘 = 0.99.

𝑃 𝑍 < 𝑘 − 𝑃 𝑍 < −𝑘 = 0.99

−𝑘 𝑘

© Ahmed Hagag Probability and Statistics 98

 Normal Distribution (27/41)

Example5 (5/6):
b 𝑃 −𝑘 < 𝑍 < 𝑘 = 0.99.
𝑃 𝑍 < 𝑘 − 𝑃 𝑍 < −𝑘 = 0.99

𝑃 𝑍 < 𝑘 = 0.995

© Ahmed Hagag Probability and Statistics 99

 Normal Distribution (27/41)

© Ahmed Hagag Probability and Statistics 100

 Normal Distribution (27/41)

© Ahmed Hagag Probability and Statistics 101

 Normal Distribution (27/41)

Example5 (6/6):
b 𝑃 −𝑘 < 𝑍 < 𝑘 = 0.99.
𝑃 𝑍 < 𝑘 − 𝑃 𝑍 < −𝑘 = 0.99

𝑃 𝑍 < 𝑘 = 0.995

From the Table

We do not find 0.995 exactly; the nearest value is 0.99506,
corresponding to 𝑘 ≅ 2.58.

© Ahmed Hagag Probability and Statistics 102

 Normal Distribution (28/41)

Recall
Areas under the Normal Curve:
Different means and standard deviations
1 𝑥2 − 𝑥−𝜇 2
𝑃(𝑥1 < 𝑋 < 𝑥2 ) = න 𝑒 2𝜎2 𝑑𝑥
𝜎 2𝜋 𝑥1

Unfortunately, there is no
closed-form expression for
the integral of a normal
probability density function Different
Areas

© Ahmed Hagag Probability and Statistics 103

 Normal Distribution (29/41)

Standardizing a Normal Random Variable:

If 𝑋 is a normal random variable with mean 𝜇 and variance 𝜎 2 , the
random variable
𝑋−𝜇
𝑍=
𝜎
is a normal random variable with mean = 0 and variance = 1. That
is, 𝑍 is a standard normal random variable.

© Ahmed Hagag Probability and Statistics 104

 Normal Distribution (30/41)
𝑋−𝜇
𝑿~𝑵 𝜇, 𝜎 𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
𝜎

variance = 1

variance = 𝜎 2

© Ahmed Hagag Probability and Statistics 105

 Normal Distribution (31/41)

The relationship between the values of 𝑿 and the transformed

values of 𝒁:
𝟐 𝑋−𝜇
𝑿~𝑵 𝜇, 𝜎 ⟹ 𝒁 = ~N(𝟎, 𝟏)
𝜎
The value 𝑧 is
𝑥−𝜇
𝑧=
𝜎

And the value 𝑥 is

𝑥 = 𝜎𝑧 + 𝜇

© Ahmed Hagag Probability and Statistics 106

 Normal Distribution (32/41)

Example1 (1/7):
Suppose that the current measurements in a strip of wire
are assumed to follow a normal distribution with a mean of
10 milliamperes and a variance of 4 (milliamperes)2. What
is the probability that a measurement exceeds 13
milliamperes?

© Ahmed Hagag Probability and Statistics 107

 Normal Distribution (32/41)

Example1 (2/7):
Suppose that the current measurements in a strip of wire
are assumed to follow a normal distribution with a mean of
10 milliamperes and a variance of 4 (milliamperes)2. What
is the probability that a measurement exceeds 13
milliamperes?

Let 𝑋 denote the current in milliamperes. The requested

probability can be represented as 𝑃(𝑋 > 13).

𝜇 = 10 and 𝜎 2 = 4 → 𝜎=2

© Ahmed Hagag Probability and Statistics 108

 Normal Distribution (32/41)

Example1 (3/7):
𝑃(𝑋 > 13)
𝜇 = 10 and 𝜎 2 = 4 → 𝜎=2

13 − 𝜇 13 − 10
𝑃 𝑋 > 13 = 𝑃 𝑍 > =𝑃 𝑍>
𝜎 2

= 𝑃 𝑍 > 1.5

© Ahmed Hagag Probability and Statistics 109

 Normal Distribution (32/41)

Example1 (4/7):
𝑃(𝑋 > 13) = 𝑃 𝑍 > 1.5

= 1 − 𝑃 𝑍 ≤ 1.5

© Ahmed Hagag Probability and Statistics 110

 Normal Distribution (32/41)

Example1 (5/7):
𝑃(𝑋 > 13) = 𝑃 𝑍 > 1.5

= 1 − 𝑃 𝑍 ≤ 1.5

From the Table 𝑃 𝑍 ≤ 1.5 = 0.93319

∴ 𝑃 𝑋 > 13 = 1 − 0.93319 = 0.06681

© Ahmed Hagag Probability and Statistics 111

 Normal Distribution (32/41)

Example1 (6/7):
𝑃 𝑋 > 13 = 𝑃 𝑍 > 1.5 = 0.06681

© Ahmed Hagag Probability and Statistics 112

 Normal Distribution (32/41)

Example1 (7/7):
𝑃 𝑋 > 13 = 𝑃 𝑍 > 1.5 = 0.06681

© Ahmed Hagag Probability and Statistics 113

 Normal Distribution (33/41)

Example2 (1/6):
Continuing Example 1, what is the probability that a
current measurement is between 9 and 11 milliamperes?

Then, determine the value for which the probability that a

current measurement is less than this value is 0.98.

© Ahmed Hagag Probability and Statistics 114

 Normal Distribution (33/41)

Example2 (2/6):
Continuing Example 1, what is the probability that a
current measurement is between 9 and 11 milliamperes?

© Ahmed Hagag Probability and Statistics 115

 Normal Distribution (33/41)

Example2 (3/6):
Continuing Example 1, what is the probability that a
current measurement is between 9 and 11 milliamperes?

© Ahmed Hagag Probability and Statistics 116

 Normal Distribution (33/41)

Example2 (4/6):
Determine the value for which the probability that a current
measurement is less than this value is 0.98.

© Ahmed Hagag Probability and Statistics 117

 Normal Distribution (33/41)

Example2 (5/6):

Table is used to find the 𝑧-value such that 𝑃 𝑍 < 𝑧 = 0.98. The
nearest probability from the Table results in 𝑃(𝑍 < 2.06) =
0.980301.

© Ahmed Hagag Probability and Statistics 118

 Normal Distribution (33/41)

Example2 (6/6):

Table is used to find the 𝑧-value such that 𝑃 𝑍 < 𝑧 = 0.98. The
nearest probability from the Table results in 𝑃(𝑍 < 2.06) =
0.980301.

∵ 𝑥 = 𝜎𝑧 + 𝜇
∴ 𝑥 = 2 2.06 + 10 = 14.1 mA

© Ahmed Hagag Probability and Statistics 119

 Normal Distribution (34/41)

Example3 (1/8):
The loaves of rye bread distributed to local stores by a
certain bakery have an average length of 30 centimeters
and a standard deviation of 2 centimeters. Assuming that
the lengths are normally distributed,

what percentage of the loaves are

(a) longer than 31.7 centimeters?
(b) between 29.3 and 33.5 centimeters in length?

© Ahmed Hagag Probability and Statistics 120

 Normal Distribution (34/41)
𝑋−𝜇
Example3 (2/8): 𝑿~𝑵 𝜇, 𝜎 𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
𝜎

The loaves of rye bread distributed to local stores by a

certain bakery have an average length of 30 centimeters
and a standard deviation of 2 centimeters. Assuming that
the lengths are normally distributed, what percentage of the
loaves are
(a) longer than 31.7 centimeters?
(b) between 29.3 and 33.5 centimeters in length?

© Ahmed Hagag Probability and Statistics 121

 Normal Distribution (34/41)
𝑋−30
Example3 (3/8): 𝑿~𝑵 𝟑𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

The loaves of rye bread distributed to local stores by a

certain bakery have an average length of 30 centimeters
and a standard deviation of 2 centimeters. Assuming that
the lengths are normally distributed, what percentage of the
loaves are
(a) longer than 31.7 centimeters?
(b) between 29.3 and 33.5 centimeters in length?

© Ahmed Hagag Probability and Statistics 122

 Normal Distribution (34/41)
𝑋−30
Example3 (4/8): 𝑿~𝑵 𝟑𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

(a) longer than 31.7 centimeters?

31.7 − 𝜇 31.7 − 30
𝑃 𝑋 > 31.7 = 𝑃 𝑍 > =𝑃 𝑍>
𝜎 2

𝑃 𝑍 > 0.85 = 1 − 𝑃 𝑍 ≤ 0.85

© Ahmed Hagag Probability and Statistics 123

 Normal Distribution (34/41)

𝑃 𝑍 ≤ 0.85 = 0.8023

© Ahmed Hagag Probability and Statistics 124

 Normal Distribution (34/41)
𝑋−30
Example3 (5/8): 𝑿~𝑵 𝟑𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

(a) longer than 31.7 centimeters?

31.7 − 𝜇 31.7 − 30
𝑃 𝑋 > 31.7 = 𝑃 𝑍 > =𝑃 𝑍>
𝜎 2

𝑃 𝑍 > 0.85 = 1 − 𝑃 𝑍 ≤ 0.85 = 1 − 0.8023 = 0.1977

Then, 19.77% of the loaves are longer than 31.7 centimeters

© Ahmed Hagag Probability and Statistics 125

 Normal Distribution (34/41)
𝑋−30
Example3 (6/8): 𝑿~𝑵 𝟑𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

(b) between 29.3 and 33.5 centimeters in length?

𝑃 29.3 < 𝑋 < 33.5

© Ahmed Hagag Probability and Statistics 126

 Normal Distribution (34/41)
𝑋−30
Example3 (7/8): 𝑿~𝑵 𝟑𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

(b) between 29.3 and 33.5 centimeters in length?

29.3 − 30 33.5 − 30
𝑃 29.3 < 𝑋 < 33.5 = 𝑃 <𝑍<
2 2
= 𝑃 −0.35 < 𝑍 < 1.75

© Ahmed Hagag Probability and Statistics 127

 Normal Distribution (34/41)
𝑋−30
Example3 (8/8): 𝑿~𝑵 𝟑𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

(b) between 29.3 and 33.5 centimeters in length?

29.3 − 30 33.5 − 30
𝑃 29.3 < 𝑋 < 33.5 = 𝑃 <𝑍<
2 2
= 𝑃 −0.35 < 𝑍 < 1.75

𝑃 −0.35 < 𝑍 < 1.75 = 𝑃 𝑍 < 1.75 − 𝑃 𝑍 < −0.35

𝑃 −0.35 < 𝑍 < 1.75 = 0.9599 − 0.3632 = 0.5967
Then, 59.67% of the loaves are between 29.3 and 33.5
centimeters.
© Ahmed Hagag Probability and Statistics 128
 Normal Distribution (35/41)

Example5 (1/8):
The average grade for an exam is 74, and the standard
deviation is 7. If 12% of the class is given 𝐴s, and the
grades are curved to follow a normal distribution, what is
the lowest possible integer grade for 𝐴 and the highest
possible integer grade for 𝐵?

© Ahmed Hagag Probability and Statistics 129

 Normal Distribution (35/41)
𝑋−74
Example5 (2/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

The average grade for an exam is 74, and the standard

deviation is 7. If 12% of the class is given 𝐴s, and the
grades are curved to follow a normal distribution, what is
the lowest possible integer grade for 𝐴 and the highest
possible integer grade for 𝐵?

© Ahmed Hagag Probability and Statistics 130

 Normal Distribution (35/41)
𝑋−74
Example5 (3/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

The average grade for an exam is 74, and the standard

deviation is 7. If 12% of the class is given 𝑨s, and the
grades are curved to follow a normal distribution, what is
the lowest possible integer grade for 𝐴 and the highest
possible integer grade for 𝐵?

Grade
𝑨

© Ahmed Hagag Probability and Statistics 131

 Normal Distribution (35/41)
𝑋−74
Example5 (4/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

The average grade for an exam is 74, and the standard

deviation is 7. If 12% of the class is given 𝑨s, and the
grades are curved to follow a normal distribution, what is
the lowest possible integer grade for 𝐴 and the highest
possible integer grade for 𝐵?

Area Grade
𝟎. 𝟖𝟖 𝑨

© Ahmed Hagag Probability and Statistics 132

 Normal Distribution (35/41)
𝑋−74
Example5 (5/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

𝑃 𝑋 < 𝑥 = 0.88

𝑥 − 74
𝑃 𝑍< = 0.88
7

Area Grade
𝟎. 𝟖𝟖 𝑨

© Ahmed Hagag Probability and Statistics 133

 Normal Distribution (35/41)
𝑋−74
Example5 (6/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

𝑃 𝑋 < 𝑥 = 0.88

𝑃 𝑍 < 𝑧 = 0.88

Area Grade
𝟎. 𝟖𝟖 𝑨

© Ahmed Hagag Probability and Statistics 134

 Normal Distribution (35/41)

𝑃 𝑍 < 𝑧 = 0.88

© Ahmed Hagag Probability and Statistics 135

 Normal Distribution (35/41)

𝑧 ≅ 1.18

© Ahmed Hagag Probability and Statistics 136

 Normal Distribution (35/41)
𝑋−74
Example5 (7/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

𝑃 𝑋 < 𝑥 = 0.88

𝑃 𝑍 < 𝑧 = 0.88

From the Table, 𝑃(𝑍 < 1.18) has the closest value to 0.88,
so the desired 𝑧 value is 1.18.
∵ 𝑥 = 𝜎𝑧 + 𝜇
∴ 𝑥 = 7 1.18 + 74 = 82.26
© Ahmed Hagag Probability and Statistics 137
 Normal Distribution (35/41)
𝑋−74
Example5 (8/8): 𝑿~𝑵 𝟕𝟒, 𝟕𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
7

∴ 𝑥 = 7 1.18 + 74 = 82.26.
Therefore, the lowest 𝐴 is 83 and the highest 𝐵 is 82.

Area Grade
𝟎. 𝟖𝟖 𝑨

𝟖𝟐. 𝟐𝟔

© Ahmed Hagag Probability and Statistics 138

 Normal Distribution (36/41)

Example6 (1/6):
The average life of a certain type of small motor is 10 years
with a standard deviation of 2 years. The manufacturer
replaces free all motors that fail while under guarantee. If
he is willing to replace only 3% of the motors that fail, how
long a guarantee should be offered? Assume that the
lifetime of a motor follows a normal distribution.

© Ahmed Hagag Probability and Statistics 139

 Normal Distribution (36/41)
𝑋−10
Example6 (2/6): 𝑿~𝑵 𝟏𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

The average life of a certain type of small motor is 10

years with a standard deviation of 2 years. The
manufacturer replaces free all motors that fail while under
guarantee. If he is willing to replace only 3% of the motors
that fail, how long a guarantee should be offered? Assume
that the lifetime of a motor follows a normal distribution.

© Ahmed Hagag Probability and Statistics 140

 Normal Distribution (36/41)
𝑋−10
Example6 (3/6): 𝑿~𝑵 𝟏𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

The manufacturer replaces free all motors that fail while

under guarantee. If he is willing to replace only 3% of the
motors that fail, how long a guarantee should be offered?
Assume that the lifetime of a motor follows a normal
distribution.

Area
𝟑%

𝒙 𝟏𝟎
© Ahmed Hagag Probability and Statistics 141
 Normal Distribution (36/41)
𝑋−10
Example6 (4/6): 𝑿~𝑵 𝟏𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

𝑃 𝑋 < 𝑥 = 0.03
𝑃 𝑍 < 𝑧 = 0.03

Area
𝟑%

𝒙 𝟏𝟎
© Ahmed Hagag Probability and Statistics 142
 Normal Distribution (36/41)

𝑃 𝑍 < 𝑧 = 0.03

© Ahmed Hagag Probability and Statistics 143

 Normal Distribution (36/41)

𝑧 ≅ −1.88

© Ahmed Hagag Probability and Statistics 144

 Normal Distribution (36/41)
𝑋−10
Example6 (5/6): 𝑿~𝑵 𝟏𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

𝑃 𝑋 < 𝑥 = 0.03
𝑃 𝑍 < 𝑧 = 0.03

From the Table, 𝑃(𝑍 < −1.88) has the closest value to
0.03, so the desired 𝑧 value is −1.18.
∵ 𝑥 = 𝜎𝑧 + 𝜇
∴ 𝑥 = 2 −1.18 + 10 = 6.24 years

© Ahmed Hagag Probability and Statistics 145

 Normal Distribution (36/41)
𝑋−10
Example6 (6/6): 𝑿~𝑵 𝟏𝟎, 𝟐𝟐 ⟹ 𝒁 = ~N(𝟎, 𝟏)
2

𝑃 𝑋 < 𝑥 = 0.03
𝑥 = 2 −1.18 + 10 = 6.24 years

Area
𝟑%

𝟔. 𝟐𝟒 𝟏𝟎
© Ahmed Hagag Probability and Statistics 146
 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (1/20):

Provides a very accurate
approximation to the
binomial distribution when 𝑏 𝑥; 15, 0.4
𝑛 is large and 𝑝 is not
extremely close to 0 or 1 𝑛 = 15 𝑝 = 0.4
------------------------
𝑛 is small
𝑝 is close to 1/2

© Ahmed Hagag Probability and Statistics 147

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (2/20):

© Ahmed Hagag Probability and Statistics 148

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (3/20):

Binomial distribution
is not symmetrical
if 𝒏 is small and 𝒑 is
near 0 or 1

© Ahmed Hagag Probability and Statistics 149

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (4/20):

𝑏 𝑥; 15, 0.4
𝑛 = 15 𝑝 = 0.4
------------------------
𝜇 = 𝑛𝑝 = 15 0.4 = 6
𝜎 2 = 𝑛𝑝 1 − 𝑝 = 3.6

© Ahmed Hagag Probability and Statistics 150

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (5/20):

𝑛 𝑥; 6, 3.6 𝑏 𝑥; 15, 0.4

Normal Distribution 𝑛 = 15 𝑝 = 0.4
------------------------
𝜇 = 𝑛𝑝 = 15 0.4 = 6
𝜎 2 = 𝑛𝑝 1 − 𝑝 = 3.6

© Ahmed Hagag Probability and Statistics 151

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (6/20):

Binomial
𝑃 𝑋=4 =
𝑏(4; 15, 0.4) =
0.1268

© Ahmed Hagag Probability and Statistics 152

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (7/20):

Binomial
𝑃 𝑋=4 =
𝑏(4; 15, 0.4) =
0.1268

© Ahmed Hagag Probability and Statistics 153

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (8/20):

Binomial
𝑃 𝑋=4 =
𝑏(4; 15, 0.4) =
0.1268

𝟑. 𝟓 𝟒. 𝟓

© Ahmed Hagag Probability and Statistics 154

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (9/20):

Normal
𝑃 3.5 < 𝑋 < 4.5

𝟎. 𝟓 is the
Continuity
Correction

𝟑. 𝟓 𝟒. 𝟓

© Ahmed Hagag Probability and Statistics 155

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (10/20):

Normal
𝑃 3.5 < 𝑋 < 4.5
𝑃 −1.32 < 𝑍 < −0.79
= 0.1214

𝟑. 𝟓 𝟒. 𝟓

© Ahmed Hagag Probability and Statistics 156

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (10/20):

Normal
𝑃 3.5 < 𝑋 < 4.5
𝑃 −1.32 < 𝑍 < −0.79
= 0.1214

𝟑. 𝟓 𝟒. 𝟓

© Ahmed Hagag Probability and Statistics 157

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (11/20):

© Ahmed Hagag Probability and Statistics 158

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (12/20):

Binomial
𝑃 𝑋≤3
=𝑃 𝑋 =3 +𝑃 𝑋 =2
+ 𝑃 𝑋 = 1 + 𝑃(𝑋 = 0)

© Ahmed Hagag Probability and Statistics 159

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (13/20):

Binomial
𝑃 𝑋≤3
=𝑃 𝑋 =3 +𝑃 𝑋 =2
+ 𝑃 𝑋 = 1 + 𝑃(𝑋 = 0)

𝟑. 𝟓

© Ahmed Hagag Probability and Statistics 160

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (14/20):

Normal
𝑃 𝑋 ≤ 𝟑. 𝟓

𝟑. 𝟓

© Ahmed Hagag Probability and Statistics 161

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (15/20):

Normal
𝑃 𝑋 ≤ 𝟑. 𝟓

𝟎. 𝟓 is the
Continuity
Correction

𝟑. 𝟓

© Ahmed Hagag Probability and Statistics 162

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (16/20):

Binomial
𝑃 𝑋≥9
= 𝑃 𝑋 = 9 + 𝑃 𝑋 = 10
+ 𝑃 𝑋 = 11 + 𝑃 𝑋 = 12
+𝑃 𝑋 = 13 + 𝑃(𝑋 = 14)
+ 𝑃(𝑋 = 15)

© Ahmed Hagag Probability and Statistics 163

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (17/20):

Binomial
𝑃 𝑋≥9
= 𝑃 𝑋 = 9 + 𝑃 𝑋 = 10
+ 𝑃 𝑋 = 11 + 𝑃 𝑋 = 12
+𝑃 𝑋 = 13 + 𝑃(𝑋 = 14)
+ 𝑃(𝑋 = 15)

𝟖. 𝟓

© Ahmed Hagag Probability and Statistics 164

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (18/20):

Normal
𝑃 𝑋 ≥ 𝟖. 𝟓

𝟎. 𝟓 is the
Continuity
Correction

𝟖. 𝟓

© Ahmed Hagag Probability and Statistics 165

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (19/20):

If 𝑋 is a binomial random variable with parameters 𝑛 and 𝑝,
Because 𝜇 = 𝑛𝑝 and 𝜎 2 = 𝑛𝑝 1 − 𝑝 for binomial, then

𝑋 − 𝑛𝑝
𝑍=
𝑛𝑝 1 − 𝑝

is a standard normal random variable

Provides a very accurate
with mean = 0 and variance = 1. approximation to the
binomial distribution when
𝑛 is large and 𝑝 is not
extremely close to 0 or 1

© Ahmed Hagag Probability and Statistics 166

 Normal Distribution (37/41)

Normal Approximation to the Binomial Distribution (20/20):

To approximate a binomial probability with a normal distribution, a
continuity correction is applied as follows:

𝑥 + 0.5 − 𝑛𝑝
𝑃 𝑋 ≤ 𝑥 ≈ 𝑃 𝑋 ≤ 𝑥 + 0.5 ≈ 𝑃 𝑍 ≤
𝑛𝑝 1 − 𝑝
and
𝑥 − 0.5 − 𝑛𝑝
𝑃 𝑋 ≥ 𝑥 ≈ 𝑃 𝑋 ≥ 𝑥 − 0.5 ≈ 𝑃 𝑍 ≥
𝑛𝑝 1 − 𝑝

© Ahmed Hagag Probability and Statistics 167

 Normal Distribution (38/41)

Example1 (1/6):
A coin is tossed 400 times. Use the normal curve
approximation to find the probability of obtaining
(a) between 185 and 210 heads inclusive;
(b) exactly 205 heads;
(c) fewer than 176 or more than 227 heads.

© Ahmed Hagag Probability and Statistics 168

 Normal Distribution (38/41)

Example1 (2/6): 𝒃 𝒏 = 𝟒𝟎𝟎, 𝒑 = 𝟎. 𝟓

A coin is tossed 400 times. Use the normal curve

approximation to find the probability of obtaining
(a) between 185 and 210 heads inclusive;
(b) exactly 205 heads;
(c) fewer than 176 or more than 227 heads.

𝜇 = 𝑛𝑝 = 400 0.5 = 200

𝜎 2 = 𝑛𝑝 1 − 𝑝 = 400 0.5 0.5 = 100

𝜎 = 100 = 10

© Ahmed Hagag Probability and Statistics 169

 Normal Distribution (38/41)

Example1 (3/6): 𝒃 𝒏 = 𝟒𝟎𝟎, 𝒑 = 𝟎. 𝟓 , 𝝁 = 𝟐𝟎𝟎, 𝝈 = 𝟏𝟎

(a) between 185 and 210 heads inclusive.

184.5 − 200 210.5 − 200

𝑃 185 ≤ 𝑋 ≤ 210 ≈ 𝑃 ≤𝑍≤
10 10

≈ 𝑃 −1.55 ≤ 𝑍 ≤ 1.05 = 𝑃 𝑍 ≤ 1.05 − 𝑃 𝑍 ≤ −1.55

= 0.8531 − 0.0606 = 0.7925

© Ahmed Hagag Probability and Statistics 170

 Normal Distribution (38/41)

Example1 (4/6): 𝒃 𝒏 = 𝟒𝟎𝟎, 𝒑 = 𝟎. 𝟓 , 𝝁 = 𝟐𝟎𝟎, 𝝈 = 𝟏𝟎

(b) exactly 205 heads.

204.5 − 200 205.5 − 200

𝑃 𝑋 = 205 ≈ 𝑃 <𝑍<
10 10

≈ 𝑃 0.45 < 𝑍 < 0.55 = 𝑃 𝑍 < 0.55 − 𝑃 𝑍 < 0.45

= 0.7088 − 0.6736 = 0.0352

© Ahmed Hagag Probability and Statistics 171

 Normal Distribution (38/41)

Example1 (5/6): 𝒃 𝒏 = 𝟒𝟎𝟎, 𝒑 = 𝟎. 𝟓 , 𝝁 = 𝟐𝟎𝟎, 𝝈 = 𝟏𝟎

(c) fewer than 176 or more than 227 heads.

𝑃 𝑋 < 176 = 𝑃 𝑋 ≤ 175

Binomial is
+ Discrete
𝑃 𝑋 > 227 = 𝑃(𝑋 ≥ 228)

© Ahmed Hagag Probability and Statistics 172

 Normal Distribution (38/41)

Example1 (5/6): 𝒃 𝒏 = 𝟒𝟎𝟎, 𝒑 = 𝟎. 𝟓 , 𝝁 = 𝟐𝟎𝟎, 𝝈 = 𝟏𝟎

(c) fewer than 176 or more than 227 heads.

𝑃 𝑋 < 176 = 𝑃 𝑋 ≤ 175

Binomial is
+ Discrete
𝑃 𝑋 > 227 = 𝑃(𝑋 ≥ 228)

© Ahmed Hagag Probability and Statistics 173

 Normal Distribution (38/41)

Example1 (6/6): 𝒃 𝒏 = 𝟒𝟎𝟎, 𝒑 = 𝟎. 𝟓 , 𝝁 = 𝟐𝟎𝟎, 𝝈 = 𝟏𝟎

(c) fewer than 176 or more than 227 heads.

𝑃 𝑋 ≤ 175 + 𝑃 𝑋 ≥ 228
175.5 − 200 227.5 − 200
≈𝑃 𝑍≤ +𝑃 𝑍 ≥
10 10

≈ 𝑃 𝑍 ≤ −2.45 + 𝑃 𝑍 ≥ 2.75

= 𝑃 𝑍 ≤ −2.45 + 1 − 𝑃 𝑍 < 2.75

= 0.0071 + 1 − 0.9970 = 0.0101

© Ahmed Hagag Probability and Statistics 174

 Normal Distribution (39/41)

Example2 (1/5):
The probability that a patient recovers from a rare blood
disease is 0.4. If 100 people are known to have contracted
this disease, what is the probability that fewer than 30
survive?

© Ahmed Hagag Probability and Statistics 175

 Normal Distribution (39/41)

Example2 (2/5): 𝒃 𝒏 = 𝟏𝟎𝟎, 𝒑 = 𝟎. 𝟒 , 𝝁 = 𝟒𝟎, 𝝈 = 𝟒. 𝟖𝟗𝟗

The probability that a patient recovers from a rare blood
disease is 0.4. If 100 people are known to have contracted
this disease, what is the probability that fewer than 30
survive?
Let the binomial variable 𝑋 represent the number of patients who
survive.
𝜇 = 𝑛𝑝 = 100 0.4 = 40

𝜎 2 = 𝑛𝑝 1 − 𝑝 = 100 0.4 0.6 = 24

𝜎 = 24 = 4.899
© Ahmed Hagag Probability and Statistics 176
 Normal Distribution (39/41)

Example2 (3/5): 𝒃 𝒏 = 𝟏𝟎𝟎, 𝒑 = 𝟎. 𝟒 , 𝝁 = 𝟒𝟎, 𝝈 = 𝟒. 𝟖𝟗𝟗

The probability that a patient recovers from a rare blood
disease is 0.4. If 100 people are known to have contracted
this disease, what is the probability that fewer than 30
survive?
𝑃 𝑋 < 30 = 𝑃(𝑋 ≤ 29) Binomial is
Discrete

© Ahmed Hagag Probability and Statistics 177

 Normal Distribution (39/41)

Example2 (4/5): 𝒃 𝒏 = 𝟏𝟎𝟎, 𝒑 = 𝟎. 𝟒 , 𝝁 = 𝟒𝟎, 𝝈 = 𝟒. 𝟖𝟗𝟗

The probability that a patient recovers from a rare blood
disease is 0.4. If 100 people are known to have contracted
this disease, what is the probability that fewer than 30
survive?
29.5 − 40
𝑃 𝑋 < 30 = 𝑃(𝑋 ≤ 29) ≈ 𝑃 𝑍 ≤
4.899

≈ 𝑃 𝑍 ≤ −2.14 = 0.0162

© Ahmed Hagag Probability and Statistics 178

 Normal Distribution (39/41)

Example2 (5/5): 𝒃 𝒏 = 𝟏𝟎𝟎, 𝒑 = 𝟎. 𝟒 , 𝝁 = 𝟒𝟎, 𝝈 = 𝟒. 𝟖𝟗𝟗

𝑷 𝒁 ≤ −𝟐. 𝟏𝟒 = 𝟎. 𝟎𝟏𝟔𝟐

© Ahmed Hagag Probability and Statistics 179

 Normal Distribution (40/41)

Normal Approximation to the Poisson Distribution (1/2):

If 𝑋 is a Poisson random variable with parameter 𝜆,
Because 𝜇 = 𝜆 and 𝜎 2 = 𝜆 for Poisson, then

𝑋−𝜆
𝑍=
𝜆
is a standard normal random variable
Provides a very accurate
with mean = 0 and variance = 1. approximation to the
Poisson distribution when
𝜆>5

© Ahmed Hagag Probability and Statistics 180

 Normal Distribution (40/41)

Normal Approximation to the Poisson Distribution (2/2):

To approximate a Poisson probability with a normal distribution, a
continuity correction is applied as follows:

𝑥 + 0.5 − 𝜆
𝑃 𝑋 ≤ 𝑥 = 𝑃 𝑋 ≤ 𝑥 + 0.5 ≈ 𝑃 𝑍 ≤
𝜆
and
𝑥 − 0.5 − 𝜆
𝑃 𝑋 ≥ 𝑥 = 𝑃 𝑋 ≥ 𝑥 − 0.5 ≈ 𝑃 𝑍 ≥
𝜆

© Ahmed Hagag Probability and Statistics 181

 Normal Distribution (41/41)

Example1 (1/4):
Assume that the number of asbestos particles in a squared
meter of dust on a surface follows a Poisson distribution
with a mean of 1000. If a squared meter of dust is
analyzed, what is the probability that 950 or fewer particles
are found?

© Ahmed Hagag Probability and Statistics 182

 Normal Distribution (41/41)

Example1 (2/4): 𝐏𝐨𝐢𝐬𝐬𝐨𝐧 𝝀 = 𝟏𝟎𝟎𝟎

Assume that the number of asbestos particles in a squared

meter of dust on a surface follows a Poisson distribution
with a mean of 1000. If a squared meter of dust is
analyzed, what is the probability that 950 or fewer particles
are found?

© Ahmed Hagag Probability and Statistics 183

 Normal Distribution (41/41)

Example1 (3/4): 𝐏𝐨𝐢𝐬𝐬𝐨𝐧 𝝀 = 𝟏𝟎𝟎𝟎

Assume that the number of asbestos particles in a squared

meter of dust on a surface follows a Poisson distribution
with a mean of 1000. If a squared meter of dust is
analyzed, what is the probability that 950 or fewer
particles are found?
950
𝑒 −1000 1000𝑥
𝑃 𝑋 ≤ 950 = ෍
𝑥!
𝑥=0

© Ahmed Hagag Probability and Statistics 184

 Normal Distribution (41/41)

Example1 (4/4): 𝐏𝐨𝐢𝐬𝐬𝐨𝐧 𝝀 = 𝟏𝟎𝟎𝟎

950
𝑒 −1000 1000𝑥
𝑃 𝑋 ≤ 950 = ෍
𝑥!
𝑥=0

950 + 0.5 − 1000

𝑃 𝑋 ≤ 950 ≈ 𝑃 𝑍 ≤
1000

≈ 𝑃 𝑍 ≤ −1.57 = 0.058

© Ahmed Hagag Probability and Statistics 185

 Video Lectures

All Lectures: https://www.youtube.com/playlist?list=PLxIvc-MGOs6gW9SgkmoxE5w9vQkID1_r-

Lecture #11: https://www.youtube.com/watch?v=xtMLh4SXxZM&list=PLxIvc-

MGOs6gW9SgkmoxE5w9vQkID1_r-&index=13

© Ahmed Hagag Probability and Statistics 186

Dr. Ahmed Hagag
[email protected]