CHAPTER 5

NORMAL
DISTRIBUTION
N U R A D I L A L AT I F
LEARNING OBJECTIVES
At the end of this chapter, you should be able to:

1. To compute probabilities from the normal distribution

2. To use the normal probability plot to determine whether a set of data

is approximately normally distributed
CONTINUOUS PROBABILITY
DISTRIBUTIONS

height, in
inches

time
thickness of required to These can potentially
an item A continuous complete a take on any value
variable is a variable task
that can assume any depending only on the
value on a ability to precisely and
continuum (can accurately measure
assume an
uncountable number
of values) temperature
of a solution
The Normal Distribution
✓ Bell Shaped
f(X)
✓ Symmetrical
✓ Mean, Median and Mode
are Equal
σ
Location is determined by X
the mean, μ μ
Spread is determined by the Mean = Median = Mode
standard deviation, σ
The random variable has an infinite theoretical range:
+  to − 
The Normal Distribution
Density Function
◼ The formula for the normal probability density function is

2
1  (X −μ) 
1 −  
2 
f(X) = e 

2π
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation
X = any value of the continuous variable
By varying the parameters μ and σ, we
obtain different normal distributions
A
B
C

A and B have the same mean but different standard deviations.

B and C have different means and different standard deviations.
The Normal Distribution
Shape
 The Standardized
The Standardized Normal
Normal

Any normal
distribution (with any
The standardized
mean and standard To compute normal
normal distribution
deviation probabilities need to
(Z) has a mean of 0
combination) can be transform X units
and a standard
transformed into the into Z units
deviation of 1
standardized normal
distribution (Z)
Translation to the Standardized
Normal Distribution
Translate from X to the standardized normal (the
“Z” distribution) by subtracting the mean of X and
dividing by its standard deviation:

X −μ
Z=
σ
The Z distribution always has mean = 0 and
standard deviation = 1
The Standardized Normal
Probability Density Function
The formula for the standardized normal probability
density function is

1 −(1/2)Z 2
f(Z) = e
2π
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
Z = any value of the standardized normal distribution
The Standardized
Normal Distribution
Also known as the “Z” distribution
Mean is 0
Standard Deviation is 1

Values above the mean have positive Z-values.

Values below the mean have negative Z-values.
Example
If X is distributed normally with mean of 100 and
standard deviation of 50, the Z value for X = 200 is

X − μ 200 − 100
Z= = = 2.0
σ 50

This says that X = 200 is two standard deviations (2

increments of 50 units) above the mean of 100.
Comparing X and Z
units

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the shape of the distribution is the same, only the
scale has changed. We can express the problem in the
original units (X in dollars) or in standardized units (Z)
Finding Normal Probabilities
Probability is measured by the area under
the curve
Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below
f(X) P( −  X  μ) = 0.5
P(μ  X   ) = 0.5

0.5 0.5

μ X
P( −  X   ) = 1.0
 The Standardized Normal Table
The Cumulative Standardized Normal table gives the
probability less than a desired value of Z (i.e., from
negative infinity to Z)

Example:
P(Z < 2.00) = 0.9772
https://www.z-table.com/
The Standardized Normal
Table (continued)

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0

the value of Z 0.1
. The value within the
to the first .
decimal point . table gives the
2.0 .9772 probability from Z = − 
up to the desired Z
P(Z < 2.00) = 0.9772 value
2.0
General Procedure for
Finding Normal Probabilities

To find P(a < X < b) when X is distributed normally:

Step 1: Draw
Step 2: Step 3: Use
the normal
Translate X- the
curve for the
values to Z- Standardized
problem in
values Normal Table
terms of X
Finding Normal Probabilities
❖Let X represent the time it takes (in seconds) to download an
image file from the internet.
❖Suppose X is normal with a mean of18.0 seconds and a
standard deviation of 5.0 seconds. Find P(X < 18.6)

X
18.0
18.6
Finding Normal Probabilities
(continued)
Let X represent the time it takes, in seconds to download an image file
from the internet.
Suppose X is normal with a mean of 18.0 seconds and a standard
deviation of 5.0 seconds. Find P(X < 18.6)

X − μ 18.6 − 18.0
Z= = = 0.12
σ 5.0

μ = 18 μ=0
σ=5 σ=1

18 18.6 X 0 0.12 Z
P(X < 18.6) P(Z < 0.12)
Solution: Finding P(Z < 0.12)
Standardized Normal Probability
Table (Portion) P(X < 18.6)
= P(Z < 0.12)
Z .00 .01 .02
0.5478
0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871
Z
0.3 .6179 .6217 .6255 0.00
0.12
Finding Normal
Upper Tail Probabilities

Suppose X is normal with mean 18.0 and

standard deviation 5.0.
Now Find P(X > 18.6)

X
18.0
18.6
Finding Normal
Upper Tail Probabilities (continued)

Now Find P(X > 18.6)…

P(X > 18.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - 0.5478 = 0.4522

1.000 0.5478 1.0 - 0.5478

= 0.4522

Z Z
0 0
0.12 0.12
Finding a Normal Probability
Between Two Values
Suppose X is normal with mean 18.0 and standard
deviation 5.0. Find P(18 < X < 18.6)
Calculate Z-values:

X − μ 18 − 18
Z= = =0
σ 5

18 18.6 X
X − μ 18.6 − 18
Z= = 0 0.12 Z
σ 5
= 0.12
P(18 < X < 18.6) = P(0 < Z < 0.12)
Solution: Finding P(0 < Z < 0.12)

Standardized Normal P(18 < X < 18.6)

Probability Table (Portion) = P(0 < Z < 0.12)
= P(Z < 0.12) – P(Z ≤ 0)
Z .00 .01 .02 = 0.5478 - 0.5000 = 0.0478
0.0 .5000 .5040 .5080 0.5000 0.0478
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0.00
0.12
Probabilities in the Lower Tail
Suppose X is normal with mean 18.0 and
standard deviation 5.0. Find P(17.4 < X < 18)

X
18.0
17.4
Probabilities in the Lower Tail
(continued)

Now Find P(17.4 < X < 18)…

P(17.4 < X < 18)
= P(-0.12 < Z < 0) 0.0478

= P(Z < 0) – P(Z ≤ -0.12)

= 0.5000 - 0.4522 = 0.0478 0.4522

The Normal distribution is

symmetric, so this probability
17.4 18.0 X
is the same as P(0 < Z < 0.12) Z
-0.12 0
Empirical Rule
What can we say about the distribution of values
around the mean? For any normal distribution:
f(X)
μ ± 1σ encloses about
68.26% of X’s
σ σ

X
μ-1σ μ μ+1σ
68.26%
 The Empirical Rule
(continued)

μ ± 2σ covers about 95.44% of X’s μ ± 3σ covers about 99.73% of X’s

2σ 2σ 3σ 3σ
μ x μ x

95.44% 99.73%
Given a Normal Probability
Find the X Value
Steps to find the X value for a known
probability:
1. Find the Z value for the known probability
2. Convert to X units using the formula:

X = μ + Zσ
 Finding the X value for a
Known Probability
(continued)
Example:

Let X represent the time it takes (in seconds) to download an image file
from the internet. Suppose X is normal with mean 18.0 and standard
deviation 5.0. Find X such that 20% of download times are less than X.

0.2000

? 18.0 X
? 0 Z
Find the Z value for 20% in the
Lower Tail
1. Find the Z value for the known probability
Standardized Normal 20% area in the lower tail
Probability is consistent with a Z
Table (Portion) value of -0.84
Z … .03 .04 .05

-0.9 … .1762 .1736 .1711 0.2000

-0.8 … .2033 .2005 .1977

-0.7 … .2327 .2296 .2266 ? 18.0 X
-0.84 0 Z
Finding the X value
2. Convert to X units using the formula:

X = μ + Zσ
= 18.0 + (−0.84)5.0
= 13.8

So 20% of the values from a distribution

with mean 18.0 and standard deviation
5.0 are less than 13.80
Chapter Summary
In this chapter we discussed:
➢ Computing probabilities from the normal
distribution
➢ Using the normal probability plot to determine
whether a set of data is approximately normally
distributed