Normal Probaility Distribution

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NORMAL PROBAILITY

DISTRIBUTION
NORMAL PROBAILITY DISTRIBUTION
 

A normal distribution is, perhaps, the most important example of a continuous random
variable. The probability density function of a normal distribution is

 
This curve is always ‘bell-shaped’ with the center of the bell located at the value of μ. The
depth of the bell is controlled by the value of σ. As with all normal distribution curves it is
symmetrical about the center and decays exponentially as

As with any probability density function the area under the curve is equal to 1. See Figure 1.
Normal distribution Curve

Figure 1
Characteristics of a normal random variable
• It is symmetric about its mean,
Because there is a single peak and the highest point occurs at
• The area under the curve is 1.
• The area under the curve to the right of equals the area under the curve to the left of which
equals
• As x increases without bound (gets larger and larger), the graph approaches, but never
reaches, the horizontal axis. As x decreases without bound (gets larger and larger in the
negative direction), the graph approaches, but never reaches, the horizontal axis.
• The Empirical Rule: Approximately 68% of the area under the normal curve is between .
Approximately 95% of the area under the normal curve is between Approximately 99.7% of
the area under the normal curve is between
Figure 2: Normal Distribution
• A normal distribution is completely defined by specifying its mean
(the value of μ) and its standard deviation (the value of σ). The normal
distribution with mean μ and standard deviation σ is written N(μ, σ).
Hence the distribution N(20, 5) has a mean of 20 and a standard
deviation of 5;
Take for Example;

Figure 3
The standard normal distribution
• The standard normal distribution has a mean of 0 and a standard
deviation of 1.
f

Figure 4: The standard normal distribution curve


•Suppose that the random variable X is normally distributed with mean and standard
deviation Then the random variable is normally distributed with mean and standard
deviation The random variable Z is said to have the Standard Normal Distribution
i.e.

Standardized values can be positive or negative:


• a positive z-value indicates that the data value it represents lies above the mean
• a negative z-value indicates that the data value lies below the mean.
General Procedure
1) Convert the problem into an equivalent one dealing with a normal variable measured in
standardized deviation units, called a standardized normal variable. To do this, if then
 
2) Use the table of standardized normal values to obtain the value of z
3) The value of z can be converted back to the original units of measurement.
4) The interpretation of Z values is straightforward. Since , the corresponding X value is
exactly 2 standard deviations above the mean. , the corresponding X value is one standard
deviation below the mean. then X = the mean, i.e. μ.
Example 1
Given X, what are the values of the mean and standard deviation? B)
what value of x has a z-score of 1.4? C) what is the z-score that
corresponds to x = 30? What is the difference between positive and
negative z-values?
when z = 1.4, X = ?

b) = 30-50/10 = -20/10 = -2
c) Negative z values are to the left of the mean while positive z-values
are to the right of the mean
Example 2: Eggs laid by a particular chicken are known to have lengths normally distributed with mean. What is t
probability of
a) finding an egg bigger than 8cm in length
b) finding an egg smaller than 5cm in length
 
Solution
Let the random variable X represent the length of egg
Therefore,  )

From tables, (i.e. area to the left of Z-Value)


The area under the curve is equals to 1, therefore
Hence there is 7.65% chance of getting an egg bigger than 8cm
b) The number of standard deviations that 5cm is below the mean is
 
From tables, (i.e. area to the left of Z-Value)
 

Hence there is 23.75% chance of getting an egg smaller than 5cm


Example 3: A machine produces bolts which are , where measurements are in mm. bolts are
measured accurately and any which are smaller than 3.5mm or bigger than 4.4mm are
rejected. Out of batch of 500 bolts, how many would be acceptable?
Solution
Let the random variable X represent the size of the bolts.
Therefore,
For
, From tables,
For

From tables,
 
Hence

The number of acceptable items is therefore


Example 4: Family income If the poverty level is $10,000, what percentage of the population lives in
poverty?

Solution
Let the random variable X = Family income.

We want to find P(X ≤ $10,000).

 
From tables, 0.0668
Hence 6.68% or 7% of the population lives in poverty line
EXERCISES
1) The dressed weights of Excelsior Chickens are approximately normally distributed with mean 3.20 pounds and standard deviation 0.40
pound. About what proportion of the chickens have dressed weights greater than 3.60 pounds?
2) Suppose that the daily demand for change (meaning coins) in a particular store is approximately normally distributed with mean $800.00 and
standard deviation $60.00. What is the probability that, on any particular day, the demand for change will be below $600?
3) A machine dispenses popcorn into cartons previously labeled “12 ounces.” The machine has a setting to adjust the mean amount dispensed,
but you have no idea about the standard deviation. Suppose that you set the dispenser at 12.5 ounces, and you find that 9% of the cartons are
underweight (below 12 ounces). What is the standard deviation?
4) Suppose that the manufacturer in the Example 7 would like to extend the warranty time to 24 months. Approximately what proportion of the
mufflers will fail the warranty?
5) Limits of acceptability imposed on the lengths of a certain batch of metal rods are 1.925 cm and 2.075 cm. It is observed that, on average, 5%
are rejected as undersized and 5% are rejected as oversized. Assuming that the lengths are normally distributed find the mean and standard
deviation of the distribution.
6) The marks of a large number of students in a statistics examination are normally distributed with a mean of 48 marks and a standard deviation
of 15 marks.
a. If the pass mark is 53, find the percentage of students who passed the examination.
b. If 8% of students gained an A on the examination by scoring a mark of at least c, find the value of c.

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