Normal Distribution

The parameters µ and σ2 must be fatisfy the condition,

– ∞ < µ < ∞ , σ > 0 the parameter of the distribution.
If x has normal distribution with parameters µ and σ2 , we
use the notation X ~ n ( µ , σ2 )

Y
y= f ( x )

X
µ-σ µ µ+σ
Distribution Function
Standard Normal Distribution
If X has normal distribution X ~ n ( 0 , 1 ) we say that X
has standard normal distribution. That is probability density
function of X may be written as

Y
y= f ( x )

X
µ-1 µ µ+1
µ=x=0
Standard Normal Distribution Function
 If X ~ n ( 0, 1 ), find ( i ) P ( X < 1.337 ) ( ii ) P ( X > - 1.337 )
(iii ) P ( X < - 1.337 ) ( iv ) P ( – 2.696 < X < 1.865 ) ( v ) P ( | X | < 1.433 )
( vi ) P ( X > 0.863 ) or P ( X < – 1.527 )
Y
If X ~ n ( 0, 1 ),
( i ) P ( X < 1.337 )

= Ф ( 1.337 ) X
0 1.337

= 0.9099

( ii ) P ( X > – 1.337 ) ( or ) ( ii ) P ( X < 1.337 ) Y

= 1 – P ( X < – 1.377 )

= 1 – Ф ( – 1.337 ) = 1 – 0.0901
X
= 0.9099 – 1.337 0

( iii ) P ( X < – 1.337 )

= Ф ( – 1.337 ) = 0.0901
( iv ) P ( – 2.696 < X < 1.865 )

Y
= Ф ( 1.865 ) – Ф ( – 2.696 )

= 0.9686 – 0.0035
X
– 2.696 0 1.865
= 0.9651
( v ) P ( | X | < 1.433 )
Y
= P ( – 1.433 < X < 1.433 )

= Ф ( 1.433 ) – Ф ( – 1.433 ) X
– 1.433 0 1.433
= 0.9236 – 0.0764
= 0.8472 ( or )

( v ) P ( | X | < 1.433 )
Y
= P ( – 1.433 < X < 1.433 )

By the symmetry
= 2Ф ( 1.433 ) – 1 X
– 1.433 0 1.433
= 2 x 0.9236 – 1
= 0.8472
( vi ) P ( X > 0.863 ) or P ( X < – 1.527 )

= P ( X > 0.863 ) + P ( X < – 1.527 ) Y

= 1 – P ( X < 0.863 ) + P ( X < – 1.527 )

= 1 – Ф ( 0.863 ) + Ф ( –1.527 ) X
– 1.527 0 0.86

= 1 – 0.8051 + 0.0630

= 0.2579
 If X ~ n ( 0, 1 ), find the value of C if ( i ) P ( X > C ) = 0.3802
( ii ) P ( X > C ) = 0.7818 (iii ) P ( X < C ) = 0.0793 ( iv ) P ( X < C ) = 0.9693
( v ) P ( | X | < C ) = 0.9

( i ) P ( X > C ) = 0.3802
Y
1 – P ( X < C ) = 0.3802
P ( X < C ) = 1 – 0.3802
Ф ( C ) = 0.6198
Ф ( C ) = Ф ( 0.301 ) X
0 C
C = 0.301
( ii ) P ( X > C ) = 0.7818
Since, probability is greater than 0.5, C must be Y
negative
1 – P ( X < C ) = 0.7818
P ( X < C ) = 1 – 0.7818
X
C 0
Ф ( C ) = 0.2182
Ф ( C ) = Ф ( – 0.78 )
C = – 0.78
 ( iii ) P ( X < C ) = 0.0793
Y
Since, probability is less than 0.5, C
must be negative
Ф ( C ) = Ф ( – 1.41 )
X
C 0

C = – 1.41
 ( iv ) P ( X < C ) = 0.9692
Y
Ф ( C ) = Ф ( 1.87 )

C = 1.87 X
0 C

( iii ) P ( |X |< C ) = 0.9

Y

i.e, P ( - C < X < C ) = 0.9

By the symmetry
X
– C 0 C
2 Ф ( C ) – 1 = 0.9

Ф(C) = 0.95
Ф ( C ) = Ф (1.64 )

C = 1.64
Y Y
y= f ( x ) y= f ( z )

X Z
µ-σ µ µ+σ µ - 1 µ=0 µ + 1
Let X be the normal with mean 80 and variance 9. Find P ( X > 83 ) ,
P ( X < 81 ) , P ( X < 80 ) and P ( 78 < X < 82 )
Y Y

X Z
0 µ – C 0 C

P ( X > 83 ) = P ( Z > 1 ) = 1 – P ( Z < 1 )

= 1 – Ф ( 1 ) = 1 – 0.8413 = 0.1587
P ( X < 81 ) = P ( Z < 0.33 )

= Ф ( 0.33 ) = 0.6293

P ( X < 80 ) = P ( Z < 0 )

= Ф(0) = 0.5
 Y

X
– 0.67 0 0.67
P ( 78 < X < 82) = P ( – 0.67 < Z < 0.67 )

= 2 Ф ( 0.67 ) – 1 By the symmetry

= 2 × 0.7486 – 1

= 1.4972 – 1

= 0.4972

( or ) = Ф ( 0.67 ) – Ф ( – 0.67 ) = 0.7486 – 0.2514 = 0.4972

Let X be the normal with mean 14 and variance 0.01. Determine C such that
P ( X < C ) = 50 % , P ( X > C ) = 10% and P ( – C < X < C ) = 99.9%
Y Y

X Z
0 µ – C 0 C

( i )P ( X < C ) = 0.5
P ( X < C ) = 0.5

P ( X > C ) = 0.1
 For the random variable x of normal distribution X ~ n ( 10, 25 ). Find the
probability that x is ( i ) less than 6 ( ii ) more than 12 ( iii ) between 3 and 17
Y Y

X Z
0 µ – C 0 C

P ( X < 6 ) = P ( Z < – 0.8 )

= 0.2119
P ( X > 12 ) = P ( Z > 0.4 ) = 1 – P ( Z ≤ 0.4 ) = 1 – Ф ( 0.4 ) = 1 – 0.6554

= 0.3446

P ( 3 < X < 17 ) = P ( – 1.4 < Z < 1.4 )

= 2 Ф ( 1.4 ) – 1 ( By the smmstry )

= 2 x 0.9192 – 1

= 0.8384
7. Suppose that hight of 800 students are normally distribution with mean 66
inches and student deviation 5 inches. Find the number of students with hight
( i ) between 65 and 70 inches ( ii ) greater than or equal 6 ft.
Y Y

X Z
0 µ µ=0
 ( i ) P ( 65 < X < 70 ) = P ( – 0.2 < Z < 0.8 )

= Ф ( 0.8 ) – Ф ( – 0.2 )

= 0.7881 – 0.4207

= 0.3674

The number of students with hight between 65 and 70 inches

= 0.3674 × 800 = 293.92 = 294
 P ( X ≥ 6 ft ) = P ( X ≥ 72 inches ) = P ( Z ≥ 1.2 )
= 1 – P ( Z < 1.2 )

= 1 – Ф ( 1.2 )

= 1 – 0.8849
= 0.1151

The number of students with hight more than 6 ft

= 0.1151 × 800 = 92.08 = 93
 8. Suppose that the diameters of bolt manufactored by a company are
normally distribution with mean 0.25 inches and standare deviation 0.02
inches. A bolt is consided defective if its diameter is lass than equal to 0.2
or grether than 0.28 inches . Find the percentage of defective bolts
manufactored by the company.
X be the diameter of bolts
P ( X ≤ 0.2 ) or P ( X > 0.28 ) = P ( Z ≤ – 2.5 ) or P ( Z > 1.5 )

= P ( Z ≤ – 2.5 ) + P ( Z > 1.5 ) Y

= P ( Z ≤ – 2.5 ) + 1 – P ( Z ≤ 1.5 )

= Ф ( – 2.5 ) + 1 – Ф ( 1.5 ) Z
– 2.5 0 1.5
= 0.0062 + 1 – 0.9332
= 0.073
(OR) P ( X ≤ 0.2 ) or P ( X < 0.28 )
= 1 – { P ( 0.2 < X ≤ 0.28 ) }
= 1 – { P ( – 2.5 < Z ≤ 1.5 ) }
= 1 – { Ф ( 1.5 ) – Ф ( – 2.5 ) }

= 1 – 0.9332 + 0.0062
= 0.073

Parcentage of defective bolts are 7.3%

 9. Suppose that the scores on an examination are normally distribution with
mean 76 and standard deviation 15. The top 15 % of the students recieve A’s
and botton 10 % recieve F’s. Find the minimum score to recieve an A
( ii ) minimum score to pass ( not to recieve F )

Y Y

X Z
0 µ=76 µ=0
( i ) “a” be the minimum scores to recieve grate A.

Z
0 x=a
( i ) “b” be the minimum scores to pass.

Z
x =b 0
 The length of certain items follow a normal distribution with
the mean µ cm and standard deviation 6 cm. It is known that
4.78 % of the items have a length greater than 82 cm. Find the
value of the mean µ.
Y Y

X Z
0 µ µ=0
 Y

Z
0 z
X ~ n ( 100 , σ2 ) and P ( X < 106 ) = 0.8849. Find the standard
deviation σ.

Y Y

X Z
0 µ=100 µ=0
 Y

Z
0 z
 The masses of articles produced in particular workshop are
normally distributed with mean µ and standard deviation σ.
8.08 % of articles have a mass greater than 85g and 5.48 %
have a mass less than 25g. Find the value of µ and σ, and find
the range symmetrical about the mean, within which 75 % of
the mass lie.
Additing eq ( 1 ) and eq ( 2 )

85 – 1.4 σ = 25 + 1.6 σ

3 σ = 60

σ = 20

Substitute in eq ( 1 )

µ = 85 – 1.6 × 20

µ = 53
 Consider 75 % Y
i.e, P ( a < X < b ) = P ( - C < Z < C ) = 0.75
By the symmetry
2 Ф ( C ) – 1 = 0.75
Z
– C 0 C
Ф(C) = 0.875

Ф(C) = Ф ( 1.15 )

C = 1.15 For Z
Y
Therefore, for X let P ( a < X < b )

X
0 a b

Therefore, central 75 % of distribution lies between the limit 30g and 76g
 For another subject ( 1 29 year-olds meal ) in the study by Diskin et al.
( A- 10 ) , acetone level were normally distributed with a mean of 870 and a
standard deviation of 20 ppb. Find the probability that on given day the
subject’s acetone level is ( i ) Between 600 and 1000 ppb ( ii ) Over 500 ppb
( iv ) Between 900 and 1100 ppb.

( i ) P ( 600 < X < 1000 )

P ( 600 < X < 1000 )

 Y

= Ф ( 0.65 ) – Ф ( – 1.35 )

Z
– 1.28 0 0.62
= 0.7422 – 0.0885

= 0.6537
 In the study of fingerprints an important quantitative characteristic is the
total ridge count for the 10 fingers of an individual. Suppose that the total
ridge counts of individuals in a certain population are approximately normally
distributed with a mean of 140 and standard deviation of 50. Find the
probability that an individual picked at random from the population will have
a ridge count of; ( i ) 200 0r more ( ii ) less than 100 ( iii ) between 100 and
200 ( iv ) between 200 and 250.

( i ) P ( X ≥ 200 )

P ( X ≥ 200 )
P ( X ≥ 200 ) = P ( Z ≥ 1.25 ) = 1 – P ( Z < 1.25 )
Y
= 1 – Ф ( 1.25 )

= 1 – 0. 8944
= 0.1056 Z
0 1.25
( ii ) P ( X < 100 )

P ( X < 100 ) = P ( Z < – 0.8 )

= Ф ( – 0.8 ) Z
– 0.8 0

= 0.2119
( iii ) P ( 100 < X < 200 )

P ( 100 < X < 200 )

= P ( – 0.8 < Z < 1.25 )

Z
– 0.8 0 1.25
= Ф ( 1.25 ) – Ф ( – 0.8 )

= 0.8944 – 0.2119

= 0.6825 ( or ) ( iii ) P ( 100 < X < 200 ) = 1 – ( 0.1056 + 0.2119 )

= 0.6825
 On the variable collected in the North Corolina Brith Registry data ( A-6 ) is
pounds gained during pregnancy. According to data from the entire for 2001,
the number of pound ganied during preganacy was approximately normally
distributed with a mean of 30 pounds and standard deviation of 12 pounds.
Calculate the probability that a randomly selected morther in North Carolina
2001 gained; ( i ) Less than 15 pounds during pregnanacy ( ii ) more than 50
pounds ( iii ) Between 14 and 40 pounds ( iv ) Less than 10 pounds ( v )
Between 10 and 20 pounds.

( i ) P ( X < 15 )

P ( X < 15 ) = P ( Z < – 1.25 )

 P ( X < 15 ) = P ( Z < – 1.25 ) Y

= Ф ( – 1.25 )

= 0.1056 Z
– 1.25 0

( ii ) P ( X > 50 )
Y

Z
0 1.428
P ( X > 50 ) = P ( Z > 1.67 ) = 1 – P ( Z ≤ 1.67 )

= 1 – Ф ( 1.67 )

= 1 – 0.9525

= 0.0475
( iii ) P ( 14 < X < 40 )

P ( 14 < X < 40 ) Z
– 0.5 0 0.83
= P ( – .5 < Z < 0.83 )

= Ф ( 0.83 ) – Ф ( – 0.5 )

= 0.7969 – 0.3085

= 0.4884
( iv ) P ( X < 10 )
Y

Z
P ( X < 10 ) = P ( Z < – 1.67 ) – 1.462 0

= Ф ( – 1.67 )

= 0.0475
( v ) P ( 10 < X < 20 )

P ( 10 < X < 20 ) Z
0

– 0.74
– 1.426
= P ( – 1.67 < Z < – 0.83 )

= Ф ( – 0.83 ) – Ф ( – 1.67 )

= 0.2033 – 0.0475

= 0.1558
 Suppose the average length of stay in a chronic disease hospital of a certain
type of patient is 60 days with a standard deviation of 15. If it reasionable
to assume an approximately normal distribution of lengths of stay, find the
probability that a randomly selected patient from this group will have a
length of stay; ( i ) greater than 50 days ( ii ) Less than 30 days ( iii ) Between
30 days and 50 days ( iv ) Greater than 90 days.

( i ) P ( X < 50 )

P ( X > 50 ) = P ( Z > – 0.67 )

 ( i ) P ( X > 50 ) Y

Z
– 0.67 0
P ( X > 50 ) = P ( Z > – 0.67 )

= 1 – P ( Z < – 0.67 )

= 1 – Ф ( – 0.67 )

= 1 – 0.2514

= 0.7486
 ( ii ) P ( X < 30 ) Y

Z
P ( X < 30 ) = P ( Z < – 2 ) –2 0

= Ф(–2)

= 0.0228
( iii ) P ( 30 < X < 50 )

P ( 30 < X < 50 ) Z
0

–2

– 0.67
= P ( – 2 < Z < – 0.67 )

= Ф ( – 0.67 ) – Ф ( – 2 )

= 0.2514 – 0.0228

= 0.2286
 ( iv ) P ( X > 90 )
Y

Z
0 2
P ( X > 90 ) = P ( Z > 2 ) = 1 – P ( Z < 2 )

= 1–Ф(2)

= 1 – 0.9772

= 0.0228