Chapter 5

Normal Probability Distribution

 5.1 Continuous Random Variables
A continuous random variable has an infinite number of possible
values that can be represented by an interval on the number line.

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent studying

can be any number
between 0 and 24.

The probability distribution of a continuous random variable is

called a continuous probability distribution.
probability density, integrated between any two constants a and b, gives the probability that a
random variable assumes a value between these limits,
Examples
 5.2 The Normal Distribution

Inflection points
Total area = 1

x
μ − 3σ μ − 2σ μ−σ μ μ+σ μ + 2σ μ + 3σ

If x is a continuous random variable having a normal distribution

with mean μ and standard deviation σ, you can graph a normal
curve with the equation

e = 2.178 π = 3.14
 Properties of Normal Distributions
The most important probability distribution in statistics is the
normal distribution.

Normal curve

A normal distribution is a continuous probability distribution for a

random variable, x. The graph of a normal distribution is called the
normal curve.
 Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about
the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-
axis as it extends farther and farther away from the
mean.
5. Between μ − σ and μ + σ (in the center of the curve), the
graph curves downward. The graph curves upward to
the left of μ − σ and to the right of μ + σ. The points at
which the curve changes from curving upward to
curving downward are called the inflection points.
 Means and Standard Deviations
A normal distribution can have any mean and any positive
standard deviation.
Inflection
The mean gives points
Inflection the location of
points the line of
symmetry.
x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard Standard
deviation: σ ≈ 1.3 deviation: σ ≈ 1.9

The standard deviation describes the spread of the data.

 The Standard Normal Distribution (Table 3)

The standard normal distribution is a normal distribution

with a mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
−3 −2 −1 0 1 2 3
Normal Distribution Standard Normal Distribution
μ≠0 μ=0
σ≠1 σ=1

P( x ) P( z )

x z
μ ≠0 σ≠1 μ =0 1

Same area

Any value can be transformed into a z-score by using the formula

z= Value - Mean
=
x -μ.
Standard deviation σ
 The Standard Normal Distribution
If each data value of a normally distributed random
variable x is transformed into a z-score, the result will be
the standard normal distribution.
The area that falls in the interval under the
nonstandard normal curve (the x-values) is the
same as the area under the standard normal
curve (within the corresponding z-boundaries).

z
−3 −2 −1 0 1 2 3

After the formula is used to transform an x-value into a z-score,

the Standard Normal Table is used to find the cumulative area
under the curve.
 Normal Probability

This table pertains to the

standard normal P ( a < Z ≤ b ) = F (b) − F (a)
distribution, namely, the
normal distribution with μ
= 0 and σ = 1
 The Standard Normal Table

Properties of the Standard Normal Distribution

1. The cumulative area is close to 0 for z-scores close to z = −3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.

z
−3 −2 −1 0 1 2 3
z = −3.49 z = 3.49
z=0
Area is 0.5000.
Examples
 Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each case
shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.
2. The area to the
left of z = 1.23
is 0.8907.

z
0 1.23
1. Use the table to find
the area for the z-score.
 Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

b. To find the area to the right of z, use the Standard
Normal Table to find the area that corresponds to z.
Then subtract the area from 1.

2. The area to the 3. Subtract to find the area to

left of z = 1.23 is the right of z = 1.23:
0.8907. 1 − 0.8907 = 0.1093.

z
0 1.23
1. Use the table to find
the area for the z-score.
 Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard
Normal Table. Then subtract the smaller area from
the larger area.
2. The area to the 4. Subtract to find the area of
left of z = 1.23 the region between the two
is 0.8907. z-scores:
0.8907 − 0.2266 = 0.6641.
3. The area to the left
of z = −0.75 is
0.2266.

z
−0.75 0 1.23

1. Use the table to find the area for

the z-score.
 Example 4

Find the area under the standard normal

curve to the left of z = −2.33.

Always draw the

curve!

−2.33 0

From the Standard Normal Table, the area is equal to

0.0099.
 Example 5
Find the area under the standard normal
curve to the right of z = 0.94.

Always draw the

curve!
0.8264
1 − 0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to 0.1736.

 Example 6

Find the area under the standard normal

curve between z = −1.98 and z = 1.07.

Always draw the

0.8577 curve!

0.0239 0.8577 − 0.0239 = 0.8338

z
−1.98 0 1.07

From the Standard Normal Table, the area is equal to 0.8338.

 The zα notation for a standard normal distribution
Let zα be such that the probability is α that it will be exceeded by
a random variable having the standard normal distribution. That
is, α = P( Z > zα ) as illustrated in Figure. The results of the next
example are used extensively in subsequent chapters.

A. We look for the entry in Table 3 which is closest to 0.01 and get 0.0099
corresponding to z = -2.33. Thus z0.01 = -2.33.
B. We look for the
entry in Table 3 which
is closest to 0.05 and
get 0.0495 and 0.0505
corresponding to z = -
1.65 and z = -1.64.
Thus,
by interpolation, z0.05
= 1.645.
 Example A
Find the z-score that corresponds to a cumulative area
of 0.9973.
Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the Standard

Normal Table. The values at the beginning of the
corresponding row and at the top of the column give the z-score.
The z-score is 2.78.
 Example B
Find the z-score that corresponds to a cumulative area
of 0.4170.

Standard Normal Table

z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

−3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

−0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821 area.
−0.2
−0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

−0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
−0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the Standard

Normal Table. Use the value closest to 0.4170.
The z-score is −0.21.
 Example C
Finding a z-Score Given a Percentile

Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 0.67?

The z-score that corresponds to P75 is the same z-score that

corresponds to an area of 0.75.

The z-score is 0.67.

Normal Distributions: Finding
Probabilities
 Probability and Normal Distributions

If a random variable, x, is normally distributed, you can

find the probability that x will fall in a given interval by
calculating the area under the normal curve for that
interval.

μ = 10
P(x < 15) σ=5

x
μ =10 15
Probability and Normal Distributions
 Example 1
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
less than 90.
μ = 78
σ=8 z = x - μ = 90 - 78
σ 8
P(x < 90) = 1.5

The probability that a student

x receives a test score less than
μ =78 90 90 is 0.9332.
z
μ =0 ?
1.5

P(x < 90) = P(z < 1.5) = 0.9332

 Example 2
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
greater than 85.

μ = 78 z = x - μ = 85 - 78
σ=8
σ 8
= 0.875 ≈ 0.88
P(x > 85)
The probability that a student
x receives a test score greater
μ =78 85 than 85 is 0.1894.
z
μ =0 0.88
?

P(x > 85) = P(z > 0.88) = 1 − P(z < 0.88) = 1 − 0.8106 = 0.1894
 Example 3
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
between 60 and 80.
z1 = x - μ = 60 - 78 = -2.25
σ 8
P(60 < x < 80) z 2 = x - μ = 80 - 78 = 0.25
μ = 78 σ 8
σ=8
The probability that a student
x receives a test score between
60 μ =78 80 60 and 80 is 0.5865.
z
−2.25
? μ =0 0.25
?

P(60 < x < 80) = P(−2.25 < z < 0.25) = P(z < 0.25) − P(z < −2.25)
= 0.5987 − 0.0122 = 0.5865
 H.W. Example (page 129)
With an eye toward improving performance, industrial engineers study the
ability of scanners to read the bar codes of various food and household
products. The maximum reduction in power, occurring just before the scanner
cannot read the bar code at a fixed distance, is called the maximum attenuation.
This quantity, measured in decibels, varies from product to product. After
collecting considerable data, the engineers decided to model the variation in
maximum attenuation as a normal distribution with mean 10.1 dB and standard
deviation 2.7 dB.
Normal Distributions: Finding Values
 Example 13 Transforming a z-Score to an x-Score
The monthly electric bills in a city are normally distributed
with a mean of $120 and a standard deviation of $16. Find
the x-value corresponding to a z-score of 1.60.

x = μ + zσ
= 120 +1.60(16)
= 145.6

We can conclude that an electric bill of $145.60 is 1.6 standard

deviations above the mean.
 Example page 130 (Finding a Specific Data Value)
A The actual amount of instant coffee which a filling machine puts into”4-
ounce” jars may be looked upon as a random variable having a normal
distribution with σ = 0.04 ounce. If only 2% of the jars are to contain less than
4- ounces, what is the mean fill of these jars?

P(x < 4) = 0.02

P(z < ?) = 0.02

From Table 3 z0.02 = -2.05
P(z < -2.05) = 0.02

μ = x - (z.σ) = 4.082
 5.3 The Normal Approximation to the Binomial
Distribution
Discrete Random Variable x

0 3 6 9 12 15 18 21 24
X-1 x X+1

Continuous Random Variable x

0 3 6 9 12 15 18 21 24

If we want to approximate any discrete random variable

distribution with a normal distribution, we must “spread”
its values over a continuous scale. We do this by
representing each integer k by the interval from k − 1/2 to
k+½.
For instance, 3 is represented by the interval from 2.5 to
3.5, 10 is represented by the interval from 9.5 to 10.5, and
so on.
Example page 131

8 is represented by the interval from 7.5 to 8.5.

Thus “at least 8” is represented by the interval
to the right of 7.5. the desired probability is
approximated by
 Theorem 5.1 Normal approximation to
binomial distribution

If 20% of the memory chips made in a certain plant are defective, what are the
probabilities that in a lot of 100 randomly chosen for inspection
A. At most 15 will be defective.
B. Exactly 15 will be defective.
(a) Using the formulas for mean and standard
deviation, we find
μ = n p = 100 × 0.02 = 20 and σ = 𝑛𝑛𝑛𝑛 1 − 𝑝𝑝 = 4
15.5 − 20
𝑝𝑝 𝑥𝑥 < 15 = 𝐹𝐹 = 𝐹𝐹 −1.13
4
= 0.1292

15.5−20 14.5−20
(b) 𝑝𝑝 𝑥𝑥 = 15 = 𝐹𝐹 4
− 𝐹𝐹
4
= 𝐹𝐹 −1.13 − 𝐹𝐹 −1.38

= 0.1292-0.0838 = 0.0454.