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Lecture 10 Normal Distribution

This document provides an overview of the normal probability distribution and how it can be used to model continuous random variables. It discusses key properties of the normal distribution including that it is symmetric and bell-shaped, with nearly all values falling within 3 standard deviations of the mean. The 68-95-99.7 rule explains what percentage of values fall within 1, 2, and 3 standard deviations of the mean. It also introduces the standard normal distribution and how z-scores and probability tables can be used to find probabilities for any normal distribution.

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Shahadat Hossain
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29 views17 pages

Lecture 10 Normal Distribution

This document provides an overview of the normal probability distribution and how it can be used to model continuous random variables. It discusses key properties of the normal distribution including that it is symmetric and bell-shaped, with nearly all values falling within 3 standard deviations of the mean. The 68-95-99.7 rule explains what percentage of values fall within 1, 2, and 3 standard deviations of the mean. It also introduces the standard normal distribution and how z-scores and probability tables can be used to find probabilities for any normal distribution.

Uploaded by

Shahadat Hossain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Normal Probability Distribution

Continuous Random Variables


• Continuous random variables can
assume the infinitely many values
corresponding to points on a line
interval.
• Examples:
– Heights, weights
– length of life of a particular product
– experimental laboratory error
Continuous Random Variables
• A smooth curve describes the probability
distribution of a continuous random variable.

•The depth or density of the probability, which


varies with x, may be described by a
mathematical formula f(x), called the
probability distribution or probability density
function for the random variable x.
Properties of Continuous
Probability Distributions
• The area under the curve is equal to 1.
• P(a ≤ x ≤ b) = area under the curve
between a and b.

•There is no probability attached to any


single value of x. That is, P(x = a) = 0.
Continuous Probability
Distributions
• There are many different types of
continuous random variables
• We try to pick a model that
– Fits the data well
– Allows us to make the best possible
inferences using the data.
• One important continuous random
variable is the normal random
variable.
The Normal Distribution
• The formula that generates the
normal probability distribution is:

• The shape and location of the normal


curve changes as the mean and standard
deviation change.
**The beauty of the normal curve:

• The area between μ-σ and μ+σ is about 68%


• The area between μ-2σ and μ+2σ is about 95%
• The area between μ-3σ and μ+3σ is about 99.7%.
• Almost all values fall within 3 standard deviations.
68-95-99.7 Rule

68% of
the data

95% of the data

99.7% of the data


The Standard Normal
Distribution
• To find P(a < x < b), we need to find the
area under the appropriate normal curve.
• To simplify the tabulation of these areas,
we standardize each value of x by
expressing it as a z-score, the number of
standard deviations σ it lies from the mean
μ.
The
Standard
Normal (z)
Distribution
• Mean = 0; Standard deviation = 1
• When x = μ, z = 0
• Symmetric about z = 0
• Values of z to the left of center are negative
• Values of z to the right of center are positive
• Total area under the curve is 1.
Using Table 3
The four digit probability in a particular row
and column of Table 3 gives the area under
the z curve to the left that particular value of
z.

Area for z = 1.36


Example
Use Table 3 to calculate these probabilities:
P(z ≤1.36) = .9131

P(z >1.36)
= 1 - .9131 = .0869

P(-1.20 ≤ z ≤ 1.36)
= P(z ≤ 1.36) - P(z ≤-1.20)
= P(z ≤ 1.36)-{1 - P(z ≤1.20)=0.9131 – {1-0.8849}
= 0.9131 – {0.1151}= 0.7980
Using Table 3
✔To find an area to the left of a z-value, find the area
directly from the table.
✔To find an area to the right of a z-value, find the area in
Table 3 and subtract from 1.
✔To find the area between two values of z, find the two
areas in Table 3, and subtract one from the other.

P(-3 ≤ z ≤ 3)
= .9987-.0013=.9974
Remember the Empirical Rule:
Approximately 99.7% of the
measurements lie within 3
standard deviations of the mean.
P(-1.96 ≤ z ≤ 1.96) =
.9750 - .0250 =
.9500

Remember the Empirical Rule:


Approximately 95% of the
measurements lie within 2
standard deviations of the mean.
Working Backwards
Find the value of z that has area .25 to its left.
1. Look for the four digit area
closest to .2500 in Table 3.
2. What row and column does
this value correspond to?
3. z = -.67
4. What percentile does this
value represent?

25th percentile,
or 1st quartile (Q1)
Working Backwards
Find the value of z that has area .05 to its right.
1. The area to its left will be 1 - .05 = .95
2. Look for the four digit area closest to
.9500 in the following Table.
3. Since the value .9500 is halfway
between .9495 and .9505, we
choose z halfway between 1.64 and
1.65.
4. z = 1.645
Finding Probabilities for the
General Normal Random Variable
✔To find an area for a normal random variable x with
mean μ and standard deviation σ, standardize or
rescale the interval in terms of z.
✔Find the appropriate area using Table 3.

Example: x has a normal


distribution with μ = 5 and σ =
2. Find P(x > 7).

1 z

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