Statistics and Data Analysis for Engineers

WITH SPSS

Innocent Ndoh Mbue, PhD

(Assoc. Prof. in Eco-informatics)

7-Oct-23 1
 Lecture II
The Normal Distribution and
Elementary sampling theory

7-Oct-23 2
A. The Normal Distribution
 Objectives

In this chapter, you learn:

• To compute probabilities from the normal distribution
• How to use the normal distribution to solve business
problems
• To use the normal probability plot to determine whether a set
of data is approximately normally distributed

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Brief History

• Discovered by Abraham de Moivre in the 17th century

• Subsequently used by Laplace in 1783 to study measurement
errors
• Rediscovered by Gauss in 1809 to analyse astronomical data,
hence Gaussian distribution

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 Continuous Probability Distributions

• A continuous variable is a variable that can assume any value

on a continuum (can assume an uncountable number of
values)
– thickness of an item
– time required to complete a task
– temperature of a solution
– height, in inches
• These can potentially take on any value depending only on
the ability to precisely and accurately measure

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 The Normal Distribution

• Bell Shaped
• Symmetrical f(X)
• Mean, Median and Mode are Equal
Location is determined by the mean, μ
σ
Spread is determined by the standard X
deviation, σ μ

The random variable has an infinite Mean

theoretical range: = Median
+  to   = Mode

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 The Normal Distribution Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ X

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 68-95-99.7 Rule
in Math terms…
  1 x 2
1  ( )

  
 2
 e 2  dx  .68

  2 1 x 2
1  ( )

  
2 2
 e 2  dx  .95

  3 1 x 2
1  ( )

  
3 2
e 2  dx  .997

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 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
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 The Normal PDF

It’s a probability function, so no matter what the values

of  and , must integrate to 1!

 1 x 2
1  ( )

 2
 e 2  dx 1

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 Normal distribution is defined by
its mean and standard dev.
 1 x 2
1  ( )
E(X)= = x
 2
e 2  dx

 1 x 2
1  ( )
Var(X)=2 = ( 

x2
 2
e 2  dx)   2

Standard Deviation(X)=
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 The Standard Normal (Z):
“Universal Currency”
The formula for the standardized normal
probability density function is

1 Z 0 2 1
1  ( ) 1  ( Z )2
p( Z )  e 2 1
 e 2
(1) 2 2

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 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 X  μ  Zσ
σ
The Z distribution always has mean = 0 and standard
deviation = 1
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 The Standardized
Normal Distribution

• Also known as the “Z” distribution

• Mean is 0
• Standard Deviation is 1
f(Z)

1
Z
0
Values above the mean have positive Z-values.
Values below the mean have negative Z-values.
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 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.
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 Practice problem

If birth weights in a population are normally

distributed with a mean of 109Kg and a
standard deviation of 13Kg,
a. What is the chance of obtaining a birth weight
of 141Kg or heavier when sampling birth
records at random?
b. What is the chance of obtaining a birth weight
of 120 or lighter?
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 Looking up probabilities in the standard normal table

What is the area to the

left of Z=1.51 in a
standard normal curve?

Z=1.51 Area is 93.45%

Z=1.51

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 How to read the Normal distribution
table
Φ(z) means the area under the curve
on the left of z

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 How to read the Normal distribution
table
Φ(0.24) means the area under the
curve on the left of 0.24 and is this
value here:

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 Values of Φ(z)

• Φ(-1.5)=1- Φ(1.5)

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 Values of Φ(z)

• Φ(1.5)=0.93319
• Φ(-1.00)
=1- Φ(1.00)
=1-0.84134
=0.15866
• Shaded area =
Φ(1.5)- Φ(-1.00)
= 0.93319 - 0.15866
= 0.77453
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 Exercise

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Home work

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 a) 0.0548; b) 148.4; c) SD = 2.22 and mean = 155

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 a) 0.8944; b) Q3-30/8 0.67; so Q3 =35.4; c) Q1 = 24.6; d) h= 8.4; k=51.6
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2*P(D>51.6) =0.007
 SD = 8.30; Mean = 167.65

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 B

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 7-Oct-23

See the Normal distribution table in your “Stundents file

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