Continuous Random Variables and The Normal Distribution: Prem Mann, Introductory Statistics, 9/E

CHAPTER 6
CONTINUOUS RANDOM
VARIABLES AND THE
NORMAL
DISTRIBUTION
Prem Mann, Introductory Statistics, 9/E

Copyright © 2015 John Wiley & Sons. All rights reserved.
Opening Example
Have you ever participated in a road race? If you have, where did you stand in
comparison to the other runners? Do you think the time taken to finish a road race
varies as much among runners as the runners themselves? See Case Study 6–1
for the distribution of times for runners who completed the Manchester
(Connecticut) Road Race in 2014.

6.1 Continuous Probability Distribution and The Normal
Probability Distribution

Figure 6.1 Histogram and Polygon for Table 6.1

Figure 6.2 Probability Distribution Curve for Heights

Continuous Probability Distribution
Two characteristics
1. The probability that x assumes a value in any interval lies in

the range 0 to 1.
2. The total probability of all the (mutually exclusive) intervals

within which x can assume a value of 1.0.

Figure 6.3 Area Under a Curve between Two Points

Figure 6.4 Total Area under a Probability Distribution Curve

2.9899 =3 exactly 3= 1 ≤3 <3
3.0001=3 P( Exactly 3= 1 )= 1/Infinity=0

Figure 6.6 Probability that x Lies in the Interval 65 to 68

Figure 6.7 The Probability of a Single Value of x is Zero

Figure 6.8 Probability “from 65 to 68” and “between 65 and 68”
Area= Probability

Case Study 6-1 Distribution of Time Taken to Run a Road Race

Figure 6.9 Histogram and Polygon for the Road Race Data


Figure 6.10 Probability Distribution Curve for the Road Race
Data

Normal Probability Distribution
Normal Probability Distribution
A normal probability distribution , when plotted, gives

a bell-shaped curve such that:
1. The total area under the curve is 1.0.
2. The curve is symmetric about the mean.
3. The two tails of the curve extend indefinitely.

Figure 6.11 Normal Distribution with Mean μ and Standard
Deviation σ

Figure 6.12 Total Area under a Normal Curve

Figure 6.13 A Normal Curve is Symmetric about the Mean

Figure 6.14 Areas of the Normal Curve beyond μ ± 3σ

Figure 6.15 Three Normal Distribution Curves with the Same
Mean but Different Standard Deviations

Figure 6.16 Three Normal Distribution Curves with Different
Means but the Same Standard Deviation

Standard Normal Distribution
Definition
The normal distribution with μ = 0 and σ = 1 is called the

standard normal distribution.

Figure 6.17 The Standard Normal Distribution Curve

Z Values or Z Scores
Definition
z Values or z Scores
The units marked on the horizontal axis of the standard
normal curve are denoted by z and are called the z values
or z scores. A specific value of z gives the distance between
the mean and the point represented by z in terms of the
standard deviation.

Figure 6.18 Area under the Standard Normal Curve

Example 6-1
 Find the area under the standard normal curve to the left of
z = 1.95.

Table 6.2 Area Under the Standard Normal Curve to the Left of z
= 1.95

Figure 6.19 Area to the Left of z = 1.95

Example 6-2
 Find the area under the standard normal curve from z = -2.17
to z = 0.

Example 6-2: Solution
To find the area from z =-2.17 to z =0, first we find the areas
to the left of z =0 and to the left of z =-2.17 in Table IV.
As shown in Table 6.3, these two areas are .5 and .0150,
respectively. Next we subtract .0150 from .5 to find the
required area.
Area from -2.17 to 0 = P(-2.17≤ z ≤ 0)

= .5000 – .0150 = .4850

Table 6.3 Area Under the Standard Normal Curve

Figure 6.20 Area from z = -2.17 to z = 0

Example 6-3
Find the following areas under the standard normal curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
X Y
3 z1= 5
2 12
6 14
9 5000

(a) To find the area to the right of z =2.32, first we find the
area to the left of z =2.32. Then we subtract this area from
1.0, which is the total area under the curve.
The required area is 1.0 – .9898 = .0102, as shown in Figure
6.21.

Figure 6.21 Area to the Right of z = 2.32

(b) To find the area under the standard normal curve to the
left of z =-1.54, we find the area in Table IV that
corresponds to -1.5 in the z column and .04 in the top row.
This area is .0618, as shown in Figure 6.22.
Area to the left of -1.54 = P (z < -1.54) = .0618

Figure 6.22 Area to the Left of z = -1.54

Example 6-4
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -.75)

(a) P (1.19 < z < 2.12) = Area between 1.19 and 2.12
= .9830 – .8830
= .1000

Figure 6.23 Finding P (1.19 < z < 2.12)

(b) P (-1.56 < z < 2.31) = Area between -1.56 and 2.31
= .9896 – .0594
= .9302

Figure 6.24 Finding P (-1.56 < z < 2.31)

(c) P (z > -.75) = Area to the right of -.75
= 1.0 – .2266
= .7734

Figure 6.25 Finding P (z > -.75)

Figure 6.26 Area within One Standard Deviation of the Mean
0.8413-0.1587=0.6826

Figure 6.27 Area within Two Standard Deviations of the Mean

Figure 6.28 Area within Three Standard Deviations of the Mean
0.9987-0.0013=0.9974

Example 6-5
Find the following probabilities for the standard normal curve.
(a) P (0 < z < 5.67)
(b) P (z < -5.35)

(a) P (0 < z < 5.67) = Area between 0 and 5.67
= 1.0 – .5
= .5 approximately

Figure 6.29 Area between z = 0 and z = 5.67

(b) P (z < -5.35) = Area to the left of -5.35
= .00 approximately

Figure 6.30 Area to the Left of z = -5.35

6.2 Standardizing a Normal Distribution
 Converting an x Value to a z Value
 For a normal random variable x, a particular value of x can be
converted to its corresponding z value by using the formula
x
z

 where μ and σ are the mean and standard deviation of the
normal distribution of x, respectively.

Example 6-6
Let x be a continuous random variable that has a normal
distribution with a mean of 50 and a standard deviation of 10.
Convert the following x values to z values and find the
probability to the left of these points.
(a) x = 55
(b) x = 35

(a) x = 55
x 55  50
z   .50
 10
P(x < 55) = P(z < .50) = .6915

Figure 6.31 z Value for x = 55

(b) x = 35
x   35  50
z   1.50
 10
P(x < 35) = P(z < -1.50) = .0668

Figure 6.32 z Value for x = 35

Example 6-7
Let x be a continuous random variable that is normally
distributed with a mean of 25 and a standard deviation of 4.
Find the area
(a) between x = 25 and x = 32
(b) between x = 18 and x = 34

(a) The z value for x = 25 is 0

The z value for x = 32 is
x   32  25
z   1.75
 4
P (25 < x < 32) = P(0 < z < 1.75)
= .9599 – .5000 = .4599

Figure 6.33 Area between x = 25 and x = 32

(b) For x = 18:
18  25
z  1.75
4
For x = 34:
34  25
z  2.25
4
P (18 < x < 34) = P (-1.75 < z < 2.25)
= .9878 – .0401 = .9477


Example 6-8
Let x be a normal random variable with its mean equal to
40 and standard deviation equal to 5. Find the following
probabilities for this normal distribution.
(a) P (x > 55)
(b) P (x < 49)
Prem Mann, Introductory Statistics 9/E

(a) For x = 55:
55  40
z  3.00
5
P (x > 55) = P (z > 3.00)
= 1.0 – .9987
= .0013

Figure 6.35 Finding P (x > 55)

(b) For x = 49:
49  40
z  1.80
5
P (x < 49) = P (z < 1.80) = .9641

Figure 6.36 Finding P (x < 49)

Example 6-9
distribution with μ = 50 and σ = 8. Find the probability
P (30 ≤ x ≤ 39).

For x = 30:
30  50
z  2.50
8
For x = 39:
39  50
z  1.38
8
P (30 ≤ x ≤ 39) = P (-2.50 ≤ z ≤ -1.38)

= .0838 – .0062 = .0776

Figure 6.37 Finding P (30 ≤ x ≤ 39) 0.0838-0.0062=0.0776

Example 6-10
distribution with a mean of 80 and a standard deviation of
12. Find the area under the normal distribution curve
(a) from x = 70 to x = 135
(b) to the left of 27

(a) For x = 70:
70  80
z  .83
12
For x = 135:
135  80
z  4.58
12
P (70 ≤ x ≤ 135) = P (-.83 ≤ z ≤ 4.58)

= 1 – .2033
= .7967 approximately


(b) For x = 27:
27  80
z  4.42
12
P (x < 27) = P (z < -4.42)

= .00 approximately

Figure 6.39 Area to the Left of x = 27

6.3 Applications of the Normal Distribution
Sections 6.1 and 6.2 discussed the normal distribution, how

to convert a normal distribution to the standard normal
distribution, and how to find areas under a normal
distribution curve. This section presents examples that
illustrate the applications of the normal distribution.

Example 6-11
According to the 2015 Physician Compensation Report by
Medscape (a subsidiary of WebMD), American internal medicine
physicians earned an average of $196,000 in 2014. Suppose
that the 2014 earnings of all American internal medicine
physicians are normally distributed with a mean of $196,000
and a standard deviation of $20,000. Find the probability that
the 2014 earnings of a randomly selected American internal
medicine physician are between $169,400 and $206,800.

For x = $169,400:
For x = $206,800:
P ($169,400 < x < $206,800) = P (-1.33 < z < .54)

= .7054 - .0918
= .6136 = 61.36%

Figure 6.40 Area between x = $169,400 and x = $206,800

Example 6-12
A racing car is one of the many toys manufactured by Mack
Corporation. The assembly times for this toy follow a
normal distribution with a mean of 55 minutes and a
standard deviation of 4 minutes. The company closes at 5
p.m. every day. If one worker starts to assemble a racing
car at 4 p.m., what is the probability that she will finish this
job before the company closes for the day?

For x = 60:
= 1.25
P(x ≤ 60) = P(z ≤ 1.25) = .8944
Thus, the probability is .8944 that this worker will finish

assembling this racing car before the company closes for the
day.


Example 6-13
Hupper Corporation produces many types of soft drinks,
including Orange Cola. The filling machines are adjusted
to pour 12 ounces of soda into each 12-ounce can of
Orange Cola. However, the actual amount of soda poured
into each can is not exactly 12 ounces; it varies from can
to can. It has been observed that the net amount of soda
in such a can has a normal distribution with a mean of 12
ounces and a standard deviation of .015 ounce.

Example 6-13
(a) What is the probability that a randomly selected can of
Orange Cola contains 11.97 to 11.99 ounces of soda?
(b) What percentage of the Orange Cola cans contain 12.02
to 12.07 ounces of soda?

(a) For x = 11.97:
11 .97  12
z  2.00
.015
For x = 11.99:
11 .99  12
z  .67
.015
P (11.97 ≤ x ≤ 11.99) = P (-2.00 ≤ z ≤ -.67)

= .2514 – .0228
= .2286

Figure 6.42 Area between x = 11.97 and x = 11.99

(b) For x = 12.02:
12.02  12
z  1.33
.015
For x = 12.07: 12.07  12

z  4.67
.015
P (12.02 ≤ x ≤ 12.07) = P (1.33 ≤ z ≤ 4.67)

= 1.0 – .9082
= .0918

Figure 6.43 Area from x = 12.02 to x = 12.07

Example 6-14
Suppose the life span of a calculator manufactured by
Calculators Corporation has a normal distribution with a
mean of 54 months and a standard deviation of 8 months.
The company guarantees that any calculator that starts
malfunctioning within 36 months of the purchase will be
replaced by a new one. About what percentage of calculators
made by this company are expected to be replaced?

For x = 36:
36  54
z  2.25
8
P(x < 36) = P (z < -2.25) = .0122
Hence, 1.22% of the calculators are expected to be replaced.


6.4 Determining the z and x Values When an Area Under the
Normal Distribution Curve Is Known
So far we have discussed how to find the area under a
normal distribution curve for an interval of z or x.
Now we invert this procedure and learn how to find the

corresponding value of z or x when an area under a normal
distribution curve is known.

Example 6-15
Find the value of z such that the area under the standard
normal curve to the left of z is .9251.

Figure 6.45 Finding the z Value

Table 6.4 Finding the z Value When Area Is Known

Example 6-16
normal curve in the right tail is .0050.

To find the value of z, we first find the area to the left of z by
Area to the left of z = 1.0 – .0050 = .9950
Now we look for .9950 in the body of the normal distribution

table. Table IV does not contain .9950.
So we find the value closest to .9950, which is either .9949 or
.9951.
If we choose .9951, then z = 2.58.
If we choose .9949, then z = 2.57.
We can use either of these two values.


Example 6-17
normal curve in the left tail is .05.

Because .05 is less than .5 and it is the area in the left
tail, the value of z is negative.
We look for .0500 in the body of the normal distribution

table. The value closest to .0500 in Table IV is
either .0505 or .0495.
If we choose .0495, then z = -1.65.


Finding an x Value for a Normal Distribution
For a normal curve with known values of μ and σ and for a
given area under the curve to the left of x, the x value is
calculated as
x = μ+zσ
x
z


Example 6-18
Recall Example 6-14. It is known that the life of a calculator
manufactured by Calculators Corporation has a normal
distribution with a mean of 54 months and a standard
deviation of 8 months. What should the warranty period be
to replace a malfunctioning calculator if the company does
not want to replace more than 1% of all the calculators
sold?

Let x be the life of a calculator.
Area to the left of x = .01 or 1%
Find the z value from the normal distribution table for .0100.
Table IV does not contain a value that is exactly .0100 and so,
the value closest to .0100 in the table is .0099.
Hence, z = -2.33.
x = μ + z σ = 54 + (-2.33)(8)
= 54 – 18.64 = 35.36

Thus, the company should replace all the calculators that
start to malfunction within 35.36 months (which can be
rounded to 35 months) of the date of purchase so that they
will not have to replace more than 1% of the calculators.

Figure 6.48 Finding an x Value

Example 6-19
According to the 2015 Physician Compensation Report by
Medscape (a subsidiary of WebMD), American internal
medicine physicians earned an average of $196,000 in 2014.
Suppose that the 2014 earnings of all American internal
medicine physicians are normally distributed with a mean of
$196,000 and a standard deviation of $20,000. Dr. Susan
Garcia practices internal medicine in New Jersey. What were
Dr. Garcia’s 2014 earnings if 10% of all American internal
medicine physicians earned more than Dr. Susan Garcia in
2014?

Area to the left of the x value = 1.0 – .10 = .9000
Look for .9000 in the body of the normal distribution table.

The value closest to .9000 in Table IV is .8997, and the z
value is 1.28.
x = μ + z σ = 196,000 + 1.28 (20,000)

= 196,000 + 25,600 = $221,600
Thus, Dr. Garcia earned $221,600 in 2014.

Figure 6.49 Finding an x Value

6.5 The Normal Approximation to the Binomial Distribution
1. The binomial distribution is applied to a discrete random
variable.
2. Each repetition, called a trial, of a binomial experiment
results in one of two possible outcomes (or events), either a
success or a failure.
3. The probabilities of the two (possible) outcomes (or events)
remain the same for each repetition of the experiment.
4. The trials are independent.

The Normal Approximation to the Binomial Distribution
The binomial formula, which gives the probability of x
successes in n trials, is
x n x
P( x)  n C x p q

The Normal Approximation to the Binomial Distribution
Normal Distribution as an Approximation to Binomial
Distribution
The normal distribution is used as an approximation to the

binomial distribution when np and nq are both greater than 5
- that is, when
np > 5 and nq > 5

Table 6.5 The Binomial Probability Distribution for n = 12
and p = .50

Figure 6.50 Histogram for the Probability Distribution of Table
6.5

Example 6-20
According to an estimate, 50% of the people in the United
States have at least one credit card. If a random sample of
30 persons is selected, what is the probability that 19 of
them will have at least one credit card?

n = 30, p = .50, q = 1 – p = .50
x = 19, n – x = 30 – 19 = 11
From the binomial formula, the exact probability is
P(19)  30 C19 (.5)19 (.5)11  .0509

Let’s solve this problem using the normal distribution as an
approximation to the binomial distribution.
np = 30(.50) = 15 > 5 and nq = 30(.50) = 15 > 5
We can use the normal distribution as an approximation to

solve this binomial problem.

Step 1. Compute μ and σ for the binomial distribution.
  np  30(.50)  15
  npq  30(.50)(.50)  2.73861279
Step 2. Convert the discrete random variable into a

continuous random variable (by making the correction for
continuity).

Continuity Correction Factor
Continuity Correction Factor
Definition
The addition of .5 and/or subtraction of .5 from the
value(s) of x when the normal distribution is used as an
approximation to the binomial distribution, where x is the
number of successes in n trials, is called the continuity
correction factor.

Figure 6.51

Step 3. Compute the required probability using the normal

distribution.
For x = 18.5:
18.5  15
z  1.28
2.73861279
For x = 19.5:
19.5  15
z  1.64
2.73861279
P(18.5 ≤ x ≤ 19.5) = P(1.28 ≤ z ≤ 1.64)

= .9495 - .8997 = .0498

Thus, based on the normal approximation, the probability that
19 persons in a sample of 30 will have at least one credit card
is approximately .0498.
Using the binomial formula, we obtain the exact

probability .0509.
The error due to using the normal approximation is

.0509 - .0498 = .0011.
Thus, the exact probability is underestimated by .0011 if the

normal approximation is used.


Example 6-21
According to a survey, 32% of people working from home
said that the biggest advantage of working from home is
that there is no commute. Suppose that this result is true
for the current population of people who work from home.
What is the probability that in a random sample of 400
people who work from home, 108 to 122 will say that the
biggest advantage of working from home is that there is no
commute?

n = 400, p = .32, q = 1 – .32 = .68
For x = 107.5:
For x = 122.5

P(107.5 ≤ x ≤ 122.5) = P(-2.20 ≤ z ≤ -.59)

= .2776 - .0139 = .2637
Thus, the probability that 108 to 122 people in a sample of

400 who work from home will say that the biggest
advantage of working from home is that there is no
commute is approximately .2637.


Example 6-22
According to a FindLaw.com survey of American adults, 61%
of women support red light cameras at intersections (USA
TODAY, January 7, 2015). Assume that this percentage is
true for the current population of adult American women.
What is the probability that 500 or more such women in a
random sample of 800 will support red light cameras at
intersections?

n = 800, p = .61, q = 1 – .61 = .39
For x = 499.5:

P(x ≥ 499.5) = P(z ≥ .83) = 1.0 – .7967 = .2033
Thus, the probability that 500 or more adult American

women in a random sample of 800 will support red light
cameras at intersections is approximately .2033.

Figure 6.54 Area to the Right of x = 499.5 0.7967

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What is a continuous probability distribution?

What is a continuous probability distribution?

What are the two characteristics of a continuous probability distribution?

What are the two characteristics of a continuous probability distribution?

CHAPTER 6

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

1. The probability that x assumes a value in any interval lies in

2. The total probability of all the (mutually exclusive) intervals

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

Prem Mann, Introductory Statistics, 9/E

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Prem Mann, Introductory Statistics, 9/E

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Prem Mann, Introductory Statistics, 9/E

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Prem Mann, Introductory Statistics, 9/E

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A normal probability distribution , when plotted, gives

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Prem Mann, Introductory Statistics, 9/E

The normal distribution with μ = 0 and σ = 1 is called the

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Area from -2.17 to 0 = P(-2.17≤ z ≤ 0)

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Area to the left of -1.54 = P (z < -1.54) = .0618

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