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Chapter 04

The document discusses normal distributions and their properties. It provides examples of how to calculate probabilities and percentiles from the standard normal distribution. It introduces the central limit theorem and how statisticians analyze how sample means vary from the population mean.

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0% found this document useful (0 votes)
71 views56 pages

Chapter 04

The document discusses normal distributions and their properties. It provides examples of how to calculate probabilities and percentiles from the standard normal distribution. It introduces the central limit theorem and how statisticians analyze how sample means vary from the population mean.

Uploaded by

Osama Samha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 4

The Normal Distribution

1
6.1 Normal Distributions
 Many continuous variables have distributions
that are bell-shaped and are called
approximately normally distributed
variables.
 The theoretical curve, called the bell curve or
the Gaussian distribution, can be used to
study many variables that are not normally
distributed but are approximately normal.

2
Normal Distributions
The mathematical equation for the normal
distribution is:
− ( X − µ )2 (2σ 2 )
e
y=
σ 2π
where
e ≈ 2.718
π ≈ 3.14
µ = population mean
σ = population standard deviation
3
Normal Distributions
 The shape and position of the normal
distribution curve depend on two parameters,
the mean and the standard deviation.
 Each normally distributed variable has its own
normal distribution curve, which depends on the
values of the variable’s mean and standard
deviation.

4
Normal Distributions

5
Normal Distribution Properties
 The normal distribution curve is bell-shaped.
 The mean, median, and mode are equal and
located at the center of the distribution.
 The normal distribution curve is unimodal (i.e.,
it has only one mode).
 The curve is symmetrical about the mean,
which is equivalent to saying that its shape is
the same on both sides of a vertical line
passing through the center.

6
Normal Distribution Properties
 The curve is continuous—i.e., there are no
gaps or holes. For each value of X, here is a
corresponding value of Y.
 The curve never touches the x axis.
Theoretically, no matter how far in either
direction the curve extends, it never meets the
x axis—but it gets increasingly closer.

7
Normal Distribution Properties
 The total area under the normal distribution
curve is equal to 1.00 or 100%.
 The area under the normal curve that lies within
 one standard deviation of the mean is
approximately 0.68 (68%).
 two standard deviations of the mean is
approximately 0.95 (95%).
 three standard deviations of the mean is
approximately 0.997 ( 99.7%).

8
Normal Distribution Properties

9
Standard Normal Distribution
 Since each normally distributed variable has its
own mean and standard deviation, the shape
and location of these curves will vary. In
practical applications, one would have to have
a table of areas under the curve for each
variable. To simplify this, statisticians use the
standard normal distribution.
 The standard normal distribution is a normal
distribution with a mean of 0 and a standard
deviation of 1.

10
z value (Standard Value)
The z value is the number of standard deviations
that a particular X value is away from the mean.
The formula for finding the z value is:

value - mean
z=
standard deviation
X −µ
z=
σ
11
Area under the Standard Normal
Distribution Curve
1. To the left of any z value:
Look up the z value in the table and use the
area given.

12
Area under the Standard Normal
Distribution Curve
2. To the right of any z value:
Look up the z value and subtract the area
from 1.

13
Area under the Standard Normal
Distribution Curve
3. Between two z values:
Look up both z values and subtract the
corresponding areas.

14
Example 6-1: Area under the Curve
Find the area to the left of z = 1.99.

The value in the 1.9 row and the .09 column of


Table E is .9767. The area is .9767.
15
Example 6-2: Area under the Curve
Find the area to right of z = -1.16.

The value in the -1.1 row and the .06 column of


Table E is .1230. The area is 1 - .1230 = .8770.
16
Example 6-3: Area under the Curve
Find the area between z = 1.68 and z = -1.37.

The values for z = 1.68 is .9535 and for z = -1.37


is .0853. The area is .9535 - .0853 = .8682.
17
Example 6-4: Probability
a. Find the probability: P(0 < z < 2.32)

The values for z = 2.32 is .9898 and for z = 0 is


.5000. The probability is .9898 - .5000 = .4898.
18
Example 6-5: Probability
Find the z value such that the area under the
standard normal distribution curve between 0 and
the z value is 0.2123.

Add .5000 to .2123 to get the cumulative area of


.7123. Then look for that value inside Table E.
19
Example 6-5: Probability
Add .5000 to .2123 to get the cumulative area of
.7123. Then look for that value inside Table E.

The z value is 0.56.


20
Example 6-6: Holiday Spending
A survey by the National Retail Federation found that
women spend on average $146.21 for the Christmas
holidays. Assume the standard deviation is $29.44. Find
the percentage of women who spend less than $160.00.
Assume the variable is normally distributed.

Step 1: Draw the normal distribution curve.

21
Example 6-6: Holiday Spending
Step 2: Find the z value corresponding to $160.00.
X − µ 160.00 − 146.21
=z = = 0.47
σ 29.44
Step 3: Find the area to the left of z = 0.47.

Table E gives us an area of .6808.


68% of women spend less than $160.
22
Example 6-7a: Newspaper Recycling
Each month, an American household generates an
average of 28 pounds of newspaper for garbage or
recycling. Assume the standard deviation is 2 pounds. If a
household is selected at random, find the probability of its
generating between 27 and 31 pounds per month.
Assume the variable is approximately normally distributed.

Step 1: Draw the normal distribution curve.

23
Example 6-7a: Newspaper Recycling
Step 2: Find z values corresponding to 27 and 31.
27 − 28 31 − 28
z= = −0.5=z = 1.5
2 2
Step 3: Find the area between z = -0.5 and z = 1.5.

Table E gives us an area of .9332 - .3085 = .6247.


The probability is 62%.
24
Example 6-8: Emergency Response
The American Automobile Association reports that the
average time it takes to respond to an emergency call is
25 minutes. Assume the variable is approximately
normally distributed and the standard deviation is 4.5
minutes. If 80 calls are randomly selected, approximately
how many will be responded to in less than 15 minutes?

Step 1: Draw the normal distribution curve.

25
Example 6-8: Newspaper Recycling
Step 2: Find the z value for 15.
15 − 25
z= = −2.22
4.5
Step 3: Find the area to the left of z = -2.22. It is 0.0132.

Step 4: To find how many calls will be made in less than


15 minutes, multiply the sample size 80 by
0.0132 to get 1.056. Hence, approximately 1 call
will be responded to in under 15 minutes.

26
Example 6-9: Police Academy
To qualify for a police academy, candidates must score in
the top 10% on a general abilities test. The test has a
mean of 200 and a standard deviation of 20. Find the
lowest possible score to qualify. Assume the test scores
are normally distributed.

Step 1: Draw the normal distribution curve.

27
Example 6-8: Newspaper Recycling
Step 2: Subtract 1 - 0.1000 to find area to the left, 0.9000.
Look for the closest value to that in Table E.

Step 3: Find X.
X =µ + zσ =200 + 1.28 ( 20 ) =225.60
The cutoff, the lowest possible score to qualify, is 226.
28
Example 6-10: Systolic Blood Pressure
For a medical study, a researcher wishes to select people
in the middle 60% of the population based on blood
pressure. If the mean systolic blood pressure is 120 and
the standard deviation is 8, find the upper and lower
readings that would qualify people to participate in the
study.

Step 1: Draw the normal distribution curve.

29
Example 6-10: Systolic Blood Pressure

Area to the left of the positive z: 0.5000 + 0.3000 = 0.8000.


Using Table E, z ≈ 0.84. X = 120 + 0.84(8) = 126.72

Area to the left of the negative z: 0.5000 – 0.3000 = 0.2000.


Using Table E, z ≈ - 0.84. X = 120 - 0.84(8) = 113.28

The middle 60% of readings are between 113 and 127.


30
6.3 The Central Limit Theorem

In addition to knowing how individual data values


vary about the mean for a population, statisticians
are interested in knowing how the means of
samples of the same size taken from the same
population vary about the population mean.

31
Distribution of Sample Means
 A sampling distribution of sample means is
a distribution obtained by using the means
computed from random samples of a specific
size taken from a population.
 Sampling error is the difference between the
sample measure and the corresponding
population measure due to the fact that the
sample is not a perfect representation of the
population.

32
Properties of the Distribution of
Sample Means
 The mean of the sample means will be the
same as the population mean.
 The standard deviation of the sample means
will be smaller than the standard deviation of
the population, and will be equal to the
population standard deviation divided by the
square root of the sample size.

33
The Central Limit Theorem
 As the sample size n increases, the shape of
the distribution of the sample means taken with
replacement from a population with mean µ and
standard deviation σ will approach a normal
distribution.
 The mean of the sample means equals the
population mean. µ X = µ .
 The standard deviation of the sample means is
called the standard error of the mean.
σ X = σ n.
34
The Central Limit Theorem
 The central limit theorem can be used to
answer questions about sample means in the
same manner that the normal distribution can
be used to answer questions about individual
values.
 A new formula must be used for the z values:
X − µX X −µ
z= =
σX σ n

35
Example 6-13: Hours of Television
A. C. Neilsen reported that children between the ages of 2
and 5 watch an average of 25 hours of television per week.
Assume the variable is normally distributed and the
standard deviation is 3 hours. If 20 children between the
ages of 2 and 5 are randomly selected, find the probability
that the mean of the number of hours they watch television
will be greater than 26.3 hours.

36
Example 6-13: Hours of Television

Since we are calculating probability for a sample mean, we need


the Central Limit Theorem formula
X −µ 26.3 − 25
z= = = 1.94
σ n 3 20
The area is 1.0000 – 0.9738 = 0.0262. The probability of
obtaining a sample mean larger than 26.3 hours is 2.62%.

37
Example 6-14: Vehicle Age
The average age of a vehicle registered in the United
States is 8 years, or 96 months. Assume the standard
deviation is 16 months. If a random sample of 36 vehicles
is selected, find the probability that the mean of their age is
between 90 and 100 months.

Since the sample is 30 or larger, the normality assumption


is not necessary.

38
Example 6-14: Vehicle Age

90 − 96 100 − 96
z= = −2.25
= z = 1.50
16 36 16 36
Table E gives us areas 0.9332 and 0.0122, respectively.
The desired area is 0.9332 - 0.0122 = 0.9210.
The probability of obtaining a sample mean between 90 and 100
months is 92.1%.
39
Example 6-15: Meat Consumption
The average number of pounds of meat that a person
consumes per year is 218.4 pounds. Assume that the
standard deviation is 25 pounds and the distribution is
approximately normal.
a. Find the probability that a person selected at random
consumes less than 224 pounds per year.

40
Example 6-15: Meat Consumption

X − µ 224 − 218.4
z=
= = 0.22
σ 25
The area to the left of z = 0.22 is 0.5871. Hence, the
probability of selecting an individual who consumes less
than 224 pounds of meat per year is 0.5871, or 58.71%.

41
Example 6-15: Meat Consumption
The average number of pounds of meat that a person
consumes per year is 218.4 pounds. Assume that the
standard deviation is 25 pounds and the distribution is
approximately normal.
b. If a sample of 40 individuals is selected, find the
probability the sample will be less than 224 pounds per
year.

42
Example 6-15: Meat Consumption

X −µ 224 − 218.4
z=
= = 1.42
σ n 25 40
The area to the left of z = 1.42 is 0.9222. Hence, the
probability that the mean of a sample of 40 individuals is
less than 224 pounds per year is 0.9222, or 92.22%.
43
Uniform Probability Distribution

• A random variable is uniformly distributed whenever the probability is


proportional to the interval’s length.
• The uniform probability density function is:

1
f (x)
= for a ≤ x ≤ b
b−a
= 0 ,elsewhere
where: a = smallest value the variable can assume
b = largest value the variable can assume
Uniform Probability Distribution

• Expected Value of x
a+b
E( x ) =
2

• Variance of x 2
(b − a )
Var( x ) =
12
Uniform Probability Distribution
 Example: Flight time of an airplane
traveling from Chicago to New York
Suppose the flight time can be any value in the
interval from 120 minutes to 140 minutes.
Uniform Probability Distribution

• Uniform Probability Density Function


1
f (x)
= for 120 ≤ x ≤ 140
20
= 0 ,elsewhere
where:
x = Flight time of an airplane traveling from Chicago to New York
Uniform Probability Distribution

• Expected Value of x
E( x=
) (a + b ) 2
= (120 + 140) 2
= 130
130

• Variance of x
Var( x )= (b − a )2 12
= (140 − 120)2 12
33.33
= 33.33
Uniform Probability Distribution

 Example: Flight time of an airplane traveling


from Chicago to New York
Uniform Probability Distribution

• Example: Flight time of an airplane traveling from Chicago to New York


Probability of a flight time between 120 and 130 minutes
P(120 ≤ x ≤ =
130) 1 20(10)
= .5
Exponential Probability Distribution
 The exponential probability distribution is
useful in describing the time it takes to
complete a task.
 The exponential random variables can be
used to describe:
 Time between vehicle arrivals at a toll booth
 Time required to complete a questionnaire
 Distance between major defects in a highway

 In waiting line applications, the exponential


distribution is often used for service times.
Exponential Probability Distribution

 A property of the exponential distribution is


that the mean and standard deviation are
equal.
 The exponential distribution is skewed to
the right. Its skewness measure is 2.
Exponential Probability Distribution

• Density Function

−λx
=f ( x ) λe for x ≥ 0
where: µ = expected value or mean
e = 2.71828
1
Mean =
λ
1
Variance =
λ2
Exponential Probability Distribution

• Cumulative Probabilities

1 − e − λ x0
P ( x ≤ x0 ) =

where:
x0 = some specific value of x
Exponential Probability Distribution

Example: Loading time for trucks


Suppose x represents the loading time for
a truck at the Schips loading dock and
follows exponential distribution. If the
mean or average loading time is 15
minutes, what is the probability that
loading a truck will take 6 minutes or less?
Exponential Probability Distribution
1 1
= 15 ⇒ λ =
λ 15
1 − e − λ x0
P ( x ≤ x0 ) =
6
− 15
P ( x ≤ 6) =1 − e

= .3297

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