Normal Distribution

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The Normal Distribution

Learning Outcomes

1. Discuss the properties of a normal distribution and the


standard normal distribution.

2. Find the probabilities of a normally distributed variable by


transforming it into a standard normal distribution.
Normal Probability Distribution

❑ one of the most commonly used continuous probability distribution.

Properties of Normal Distribution


1. It is bell shaped.
2. The mean, median, and mode are at the center of the distribution.
3. It is symmetric about the mean.
4. It is continuous; that is, there are no gaps.
5. It never touches the x-axis.
Normal Probability Distribution

6. The total area under the curve is 1.00 or 100%


7. About 0.68 or 68% of the area under the curve falls within one
standard deviation on either side of the mean. (Recall that µ is the
symbol for the mean and σ is the symbol for standard deviation.)
8. About 0.95 or 95% of the area under the curve falls within two
standard deviations of the mean. About 1.00or 100% of the area falls
within three standard deviations of the mean.
Distribution of Probabilities for a Normal Random Variable
Examples
Problem 1. A study was done to find the average waiting time to get service in a local
bank. The mean waiting time was 9.2 minutes, and the standard deviation was 2.6
minutes. If a person enters the bank, find the probability that the person has to wait
between 6.6 minutes and 11.8 minutes.

Solution.

The required area is shown in the Figure

Probability = 0.341 + 0.341 = 0.682 or 68.2%


0.341 0.341
1.4 4 6.6 9.2 11.8 14.4 17
The Standard Normal Distribution
❑ has all the properties of a normal distribution, but the mean is 0 and the
standard deviation is 1.
❑ a value for any variable that is approximately normally distributed can
be transformed into a standard normal value by using the formula
value − mean x−
z= =
standard deviation 

The standard normal values are called z values or z scores.


Examples
Problem 1. Find the corresponding z value for a value of 17 if the mean of
a variable is 10 and the standard deviation is 4.
Solution.
value − mean = 17 − 10 = 7 = 1.75
z=
standard deviation 4 4

Hence the z value of 1.75 corresponds to a value of 17 for an approximately normal


distribution which has a mean of 10 and a standard deviation of 4.

Note: The z values are negative for values of variables that are below the mean.
Standard N ormal Probabilities
Standard N ormal Probabilities
Examples
Problem 2. In a study it was found that people keep their television for an average of
4.8 years. The standard deviation is 1 year, and the variable is normally distributed. If a
television is selected at random, find the probability that it is between 5 and 6 years
old.

Solution. Find the z values:


x - 5 − 4.8
z = = = 0.2
 1
x - 6 − 4.8
z = = = 1 .2
 1
Examples

Cont. of Problem 2
Find the two areas corresponding to 0.2 and 1.2.
For z=0.2, the area is 0.0793. For z=1.2, the area is 0.3849.
Subtract the areas: 0.3849-0.0793=0.3056 or 30.56%.
Hence, the probability that a randomly selected television set is between 5
and 6 years old is 30.56%
Examples
Problem 3

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