PO 1-09 Normal Distribution PDF

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Performance objective 1.

9: Normal distribution

Enabling Objective: measured quantities in the natural sciences


1. Convert data from a normal follow a normal distribution.
distribution to the standardised The normal distribution is important for
form, calculate z-scores three reasons:
2. Use Standard normal distribution
1. Can be good descriptions of real world
table:
data (e.g. IQ)
2.1 Find pobabities
2. Good approximations of many chance
2.2 Solve range of work- related
outcomes (therefore good for predicting
problems
probabilities)
2.3 Significance testing
3. Classical statistical inference procedures
3 Convert data from general
are based on normal approximations
3.1 Calculate area under normal
curve For example, in HNTec class, the heaviest
4 Apply hypothesis test for one population student is 70kg and the mass of the lightest
5 Apply standard normal distribution to student is 45kg. If X represents the masses
solve range of work- related problems of any student in the class, then X can take
any value from 45kg to 70kg. Thus,
X = {x : 45kg  x  70kg , x _ is _ students' _ mass}
Use of the Standard Normal Tables for , where X is a continuous random variable.
Any Normal Distribution
The normal continuous random variable has
We now show how the tables for the two parameters, i.e. mean,µ and
standard normal distribution can be adapted variance,σ2. The normal distribution X with
for use with any normal variable X where mean,µ and variance,σ2 is denoted by
X ~ N(  ,  2 ) . X ~ N ( ,  2 )

We ‘standardise’ X by subtracting  and


then dividing by the standard deviation,  .
2.1 The probability of X having a value
This gives the standard normal variable Z. between a and b is given by P(a  X  b ) =
area of the shaded region.
Normal Distribution
f(x)
1.1 The normal distribution is the most x= µ
important continuous random variable
P(a<X<b)
distribution in statistics. Continuous random
variable is a variable that can take any
infinite value in certain range. Many
0 x
µ a b
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Performance objective 1.9: Normal distribution

Characteristics of Normal Distribution o The actual size of the bell-shaped


Curve curve depends on the values of 
and  .

o The standard deviation tells one how


the scores are spread out and
therefore the fatness or skinniness of
the bell

o The standard deviation determines


the shape of the curve and is the
distance from the mean to the
change-of-curvature points on either
side

The normal distribution curves are o The probability score above the
symmetric, bell-shaped with the properties: mean is 50% and the probability
score below the mean is 50%
o By specifying the mean (peak, equal-
areas, balance point) and the o The area under the curve is equal to
standard deviation (measure of how 1
spread the bell is) the curve is
completely defined. The bell shape o The sum of the probabilities of all
curve is symmetrical - the left events is 1
balances exactly with the right. o The probability of an event that does
not happen is 0
o The mean, median and the mode are o The range of normal distribution is
all the same and identify the line of from -∞ to +∞
symmetry, i.e. the mean, the median o In normal distribution
and the mode are all in the centre ▪ µ ± σ contains
approximately 68% area
▪ It is the mean because it is ▪ µ ± 2σ contains
the ARITHMETIC average approximately 95% area
of all the scores ▪ µ ± 3σ contains
▪ It is the mode because of all approximately 99% area
the scores the mean score
happens MOST often as shown in the figure above
▪ It is the median because
when the scores are displayed
from lowest to highest, the
mean is the MIDDLE score

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Performance objective 1.9: Normal distribution

3.1 The Standard Normal Variable, Z Example 3:

The standard normal variable, z, where Find P (Z < 0.429) = _______


X −
Z= Example 4:
 is the normal variable with
Find P (Z < 3.159) = _______
mean 0 and variance 1.

Symbolically: Z ~ N(0,1) Example 5:

where Find P (Z < 0.85) = ________

Z = standard score or z-score Example 6:


X = value of the normal random variable
µ = mean of normal distribution Find P (Z <- 0.85) = ________
σ = standard deviation of normal distribution

We can find the areas under the standard Notice that the table start when z = 0. For
normal curve by referring to standard negative values of z we need to use the
normal tables which give cumulative symmetrical properties of the curve.
probabilities.

Use of the Standard Normal Tables Using Example 7:

[Refer to the given standard normal table.] If Z ~ N (0, 1),

Find the values of each of the following find P (–1.4 < Z < –0.6)
probabilities by reading the standard normal
distribution table and sketching the normal Example 8:
curves.
If Z ~ N (0, 1),
Example 1:
find P (| Z | < 1.433)
Find P (Z < 0.16).

 P (Z < 0.16) = ___________

Example 2:

Find P (Z < 0.345) = _________

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Performance objective 1.9: Normal distribution

Example 9: 1. Assuming that length of life of


electric bulbs produced by a firm
The random variable or r.v. X ~ N (300, 25). follow a normal distribution. Having
Find
an average length of life 750 hours
a) P (X > 305) with a variance of 400 hours. Find the
probability that a bulb selected at
b) P (X < 291) random will last for
c) P (X <312) a. More than 820 hours
d) P (X > 286) b. Between 710 and 780 hours
2. Suppose that during period of
transcendental meditation, the
Example 10:
reduction of a person’s oxygen
The r.v. X such that X ~ N (50, 8). Find consumption is a random variable
have a normal distribution with mean
a) P (48 < X < 54) 37.6 c.c per minute and variance
b) P (52 < X < 55) 21.16 c.c per minute. Find the
probability that during a period
c) P (46 < X < 49)
transcendental mediation a person’s
oxygen will be reduced by.
a. At most 35.0 c.c per minutes
De-standardising
b. At least 45.55 c.c per minutes
X −
X =  + Z
c. Anywhere from 30.0 to 40.0
Now, if Z = , then
 c.c per minutes
3. The height of boys at particular age
Example 19: follow a normal distribution with
mean 150.3cm and variance 25 cm.
If X ~ N (50, 6.8), find the value of X which find probability that a boy picked at
corresponds to a standardised value of:
random from this age group has
a) -1.2 & 1.08 height
a. Less than 153 cm
b) 0.6 b. More than 145 cm
c. Between 146 cm and 152 cm

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