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Normal: A Random Variable X Having A Probability Density Function Given by The Formula

The document discusses the normal distribution and its properties. [1] A random variable has a normal distribution if its probability density function follows a specific formula. [2] Key properties include that the distribution is symmetric about the mean and extends infinitely in both directions. [3] Approximately 68%, 95%, and 99% of the data lies within 1, 2, or 3 standard deviations of the mean, respectively.

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Shruti Kapoor
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89 views

Normal: A Random Variable X Having A Probability Density Function Given by The Formula

The document discusses the normal distribution and its properties. [1] A random variable has a normal distribution if its probability density function follows a specific formula. [2] Key properties include that the distribution is symmetric about the mean and extends infinitely in both directions. [3] Approximately 68%, 95%, and 99% of the data lies within 1, 2, or 3 standard deviations of the mean, respectively.

Uploaded by

Shruti Kapoor
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Normal Distribution

A random variable X having a probability density


function given by the formula
2
1 x   
1 
2  

f ( x)  e ,  x  
 2

is said to have a Normal Distribution with


parameters  and 2.
Symbolically, X ~ N(, 2).
Properties of Normal Distribution

1. The curve extends indefinitely to the left and to


the right, approaching the x-axis as x increases
in magnitude, i.e. as x  , f(x)  0.
2. The mode occurs at x=.
3. The curve is symmetric about a vertical axis
through the mean 
4. The total area under the curve and above the
horizontal axis is equal to 1.
i.e.
2
1 x   
 1  


2 
e  
dx  1

 2
Empirical Rule (Golden Rule)

 The following diagram illustrates relevant areas


and associated probabilities of the Normal
Distribution. Approximate 68.3% of the area
lies within ±, 95.5% of the area lies within
±2, and 99.7% of the area lies within ±3.
 For normal curves with the same , they are
identical in shapes but the means  are centered
at different positions along the horizontal axis.
 For normal curves with the same mean , the
curves are centered at exactly the same position
on the horizontal axis, but with different standard
deviations , the curves are in different shapes,
i.e. the curve with the larger standard deviation is
lower and spreads out farther, and the curve with
lower standard deviation and the dispersion is
smaller.
Normal Table

If the random variable X ~ N(, 2), then we can


transform all the values of X to the standardized
values Z with the mean 0 and variance 1, i.e. Z ~
N(0, 1), on letting

X 
Z

Standardizing Process

This can be done by means of the transformation.

The mean of Z is zero and the variance is respectively,

x
z

 X    X 
Var ( Z )  Var 
E (Z )  E  
     
1 1
 E X     2 Var ( X   )


1 1
 [E( X )   ]  2 Var ( X )


1
0  2  2

1
Diagrammatic of the Standardizing
Process

Transforms X ~ N(, 2) to Z ~ N(0, 1). Whenever X


is between the values x=x1 and x=x2, Z will fall
between the corresponding values z=z1 and z=z2, we
have P(x1 < X < x2) = P(z1 < Z < z2). It illustrates by
the following diagram:
The normal table can be used to find values like
P(Z > a), P(Z < b) and P(a  Z  b). We illustrate
with the following examples.
Example 1: P(-1.28 < Z < 0) = ?

Solution: P(-1.28 < Z < 0) = P(0 < Z < 1.28)


= 0.3997
Example 2: P(Z < -1.28) = ?

Solution: P(Z < -1.28) = P(Z > 1.28)


= 0.5 – 0.3997
=0.1003
Example 3: P(Z > -1.28) = ?

Solution: P(Z > -1.28) = P(Z < 1.28)


= 0.5 + 0.3997
= 0.8997
Example 4: P(-2.28 < Z < -1.28) = ?

Solution: P(-2.28 < Z < -1.28) = P(1.28 < Z < 2.28)


= 0.4887 – 0.3997
= 0.0890
Example 5: P(-1.28 < Z < 2.28) = ?

Solution: P(-1.28 < Z < 2.28) = 0.3997 + 0.4887


= 0.8884
Example 6: If P(Z > a) = 0.8, find the value of a?

Solution: From the Normal Table


A(0.84)  0.3
 a  - 0.84
Example 7: If P(Z < b) = 0.32, find the value of b?

Solution: P(Z < b) = 0.32


P(b < Z < 0) = 0.5 – 0.32
= 0.18
From table, A(0.47)  0.18
 b  -0.47
Example 8: If P(|Z > c) = 0.1, fin the values of c?

Solution: P(|Z > c) = 0.1


 P(Z > c) = 0.05
 P( c > Z > 0) = 0.5 – 0.05
= 0.45
From table, A(1.645)  0.45
 c  1.645
Transformation

Example 9: If X ~ N(10, 4), find


a) P(X  12);
b) P(9.5  X  11);
c) P(8.5  X  9) ?
Solution: (a) For the distribution of X with =10,
=2

P( X  12)
 12  10 
 P Z  
 2 
 0.5  0.3413
 0.1587
Solution: (b) For the distribution of X with =10,
=2

P(9.5  X  11)
= P(- 0.25 Z  0.5)
= 0.0987 + 0.1915
= 0.2902
Solution: (c) For the distribution of X with =10,
=2

P(8.5  X  9)
= P(- 0.75 Z  - 0.5)
= 0.2734 – 0.1915
= 0.0819
Example

A sample of 100 dry battery cells tested to find the length


of life produced the following results:
µ= 12 hours σ = 3 hours
Assuming the data to be normally distributed, what percentage
of battery cells are expected to have life
(i)More than 15 hours (ii) less than 6 hours
(iii) between 10 and 14 hours?
Solution:

Here x denoted the length of life


of dry battery cells.
Also
x   x  12
z 
 3
(i) When x = 15, z = 1

P  x  15   P  z  1
 P  0  z     P  0  z  1
 .5  .3413  0.1587 15.87 %
(ii) When x = 6, z = -2

P  x  6  P  z   2
P  z  2  P  0  z     P  0  z  2
 .5  .4772  0.0228  2.28 %
(iii) When x =10, z = 0.67
x =14, z = 0.67

P  10  x  14   P  0.67  z  0.67 
 2 P  0  z  0.67 
 2 * 0.2485  0.4970
 49.70%
Example
In a normal distribution, 31% of the items are under 45
and 8% are over 64. Find the mean and standard deviation
of the distribution.
Let  and  be the mean and S .D. resp.
31% of the items are under 45.
Area to the left of the ordinate x  45 is .31
when x  45 let z  z1
P  z1  z  0   .5  .31  .19
From table z1   0.5
when x  64, let z  z2
P  0  z  z2   .5  .08  0.42
from table z2  1.4
x
Since z

45   64  
 0.5  and 1.4 
 
45     0.5  and 64   1.4
  50,   10
Example:
In normal distribution, 7% of the items are under 35 and 89%
are under 63. What are the mean and standard deviation of the
distribution?
Let  and  bethe mean and S .D. resp.
7% of theitems areunder 35.
When x  35, let z  z1
P  z1  z  0   .5  .07  .43
from table z1   1.47  z1  0
When x  63, let z  z2
P  0  z  z2   .89  .5  .39
from table z2  1.23
x
Since z

35   63  
 1.47  and 1.23 
 
 1.47  35   and 1.23  63  
  50.24  10.33
Example:

It is known from the past experience that the number of telephone


calls made daily in a certain community between 3 p.m. and
4 p.m. have a mean of 352 and a standard deviation of 31.
What % of the time will there be more than 400 telephone
calls made in this community between 3 p.m. and 4 p.m.?
Here given   352 and   31, x  400
400  352
z  1.55
31
P  z  1.55   P  0  z     P  0  z  1.55 
 .5  .4394  .0606
 6.06%
Example:

In the examination taken by 500 candidates, the average and the


standard deviation of marks obtained are 40% and 10%. Find
approximately
(i)How many will pass, if 50% is fixed as a minimum?
(ii)What should be the minimum if 350 candidates are to pass?
(iii)How many have scored marks above 60% ?
(i ) here   40,   10 x  50
P  z  1  P  0  Z     P  0  Z  1
 .5  .3413  .1587
no. of the passing candidates  .1587 *500  79.35 79
(ii ) Here given minimum 350candidates are should be pass.
P  z  z1   .70
x  40
z1 
10
x  40
.5 
10
x  35%
60  40
x  60, z 2
10
P  z  2   P  0  Z     P  0  Z  2
 .5  .4772  .0228
no. of candidates have scored marks above 60 %  500*.0228
 11.4 11

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