Some Continuous Probability Distributions

Week – 7
MKT3802 Statistical and Experimental Methods for Engineers

April 3, 2024
Outline

Normal distribution
Areas under the Normal Curve, i.e. Probability
Applications of Normal Distribution
Normal approximation to the Binomial Distributions

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Normal distribution

The most important distribution in Statistics

PDF curve is called as Normal Curve
Approximately describes many phenomena that occur in nature,
industry, and research
1 meteorological experiments
2 rainfall studies
3 measurements of manufactured parts
4 errors in scientific measurements
In 1733, Abraham DeMoivre developed the mathematical equation
of the normal curve
Often referred to as the Gaussian distribution, in honor of Karl
Friedrich Gauss (1777–1855)

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Normal distribution

Definition (The Normal Distribution)

A random variable X is said to have a normal distribution with mean µ
and variance σ 2 if it has the probability density function
1 2
f (x) = n(x; µ, σ) = √ e−(1/2)[(x−µ)/σ] −∞<x<∞
σ 2π

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Properties of Normal Distribution

R∞
−∞ f (x)dx =1
1

2 f (X) ≥ 0
3 limx→−∞ f (x) = 0 and limx→∞ f (x) = 0
4 Symmetric: f (µ − x) = f (µ + x)
5 Maximum value occur at x = µ
6 The point of inflection of f are at x = µ ± σ

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Normal Cumulative Distribution Function

Normal CDF can be calculated by

Z x
1 2
F (x) = P (X ≤ x) = √ e−(1/2)[(x−µ)/σ] dx
−∞ σ 2π

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Standard Normal Distribution Function

Definition
The distribution of a normal random variable with mean 0 and
variance 1 is called a standard normal distribution
1 2
f (x) = n(x; µ, σ) = √ e−x /2 −∞<x<∞
2π

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Probability - Areas under the normal curve
The curve of any continuous probability distribution or density
function is constructed so that the area under the curve bounded
by the two ordinates x = x1 and x = x2 equals the probability
that the random variable X assumes a value between x = x1 and
x = x2 .
For a Normal Distribution
Z x2 Z x2
1 1 2
P (x1 < X < x2 ) = n(x; µ, σ)dx = √ e− 2 [(x−µ)/σ] dx
x1 σ 2π x1

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Probability - Areas under the normal curve

Softwares (R, SPSS, MATLAB etc.) can be used in calculating

areas under the normal curve.
The difficulty of calculation → the tabulation of normal curve
areas for quick reference
Need to create separate table for each couple of µ and σ → not
practical !!
Solution → variable transformation
Let
X −µ
Z=
σ
Z z2
1 1 2
P (x1 < X < x2 ) = P (z1 < Z < z2 ) = √ e− 2 z dz
z1 2π
Use Table in the next Slide for numerical values.

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Table for Normal Probability

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Normal Distribution

Example (1)
Given a standard normal distribution, find the area under the curve
that lies
1 to the right of z = 1.84 and
2 between z = −1.97 and z = 0.86

Example (2)
Given a standard normal distribution, find the value of k such that
1 P (Z > k) = 0.3015 and
2 P (k < Z < −0.18) = 0.4197

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Normal Distribution

Example (3)
Given a random variable X having a normal distribution with µ = 50
and σ = 10, find the probability that X assumes a value between 45
and 62.

Example (4)
Given a normal distribution with µ = 40 and σ = 6, find the value of x
that has
1 45% of the area to the left and
2 14% of the area to the right.

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Applications of Normal Distribution

Example (5)
A certain type of storage battery lasts, on average, 3.0 years with a
standard deviation of 0.5 year. Assuming that battery life is normally
distributed, find the probability that a given battery will last less than
2.3 years.

Example (6)
An electrical firm manufactures light bulbs that have a life, before
burn-out, that is normally distributed with mean equal to 800 hours
and a standard deviation of 40 hours. Find the probability that a bulb
burns between 778 and 834 hours.

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Applications of Normal Distribution

Example (7)
In an industrial process, the diameter of a ball bearing is an important
measurement. The buyer sets specifications for the diameter to be
3.0 ± 0.01 cm. The implication is that no part falling outside these
specifications will be accepted. It is known that in the process the
diameter of a ball bearing has a normal distribution with mean µ = 3.0
and standard deviation σ = 0.005. On average, how many
manufactured ball bearings will be scrapped?

Example (8)
Gauges are used to reject all components for which a certain dimension
is not within the specification 1.50 ± d. It is known that this
measurement is normally distributed with mean 1.50 and standard
deviation 0.2. Determine the value d such that the specifications
“cover” 95% of the measurements.
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Applications of Normal Distribution

Example (9)
A certain machine makes electrical resistors having a mean resistance
of 40 ohms and a standard deviation of 2 ohms. Assuming that the
resistance follows a normal distribution and can be measured to any
degree of accuracy, what percentage of resistors will have a resistance
exceeding 43 ohms?

Example (10)
The average grade for an exam is 74, and the standard deviation is 7.
If 12% of the class is given As, and the grades are curved to follow a
normal distribution, what is the lowest possible A and the highest
possible B?

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Normal approximation to the Binomial Distributions

for small n values Binomial approximation can be calculated from

Tables or available in many Software.
the quality of the approximation is quite good for large n.
If p is close to 1/2, a moderate or small sample size will be
sufficient for a reasonable approximation.

Theorem
If X is a binomial random variable with mean µ = np and variance
σ 2 = npq, then the limiting form of the distribution of
X − np
Z= √
npq

as n → ∞, is the standard normal distribution

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Normal approximation to the Binomial Distributions

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Normal approximation to the Binomial Distributions

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Normal approximation to the Binomial Distributions

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Normal approximation to the Binomial Distributions

Continuity Correction
Let X be a binomial random variable with parameters n and p. For
large n, X has approximately a normal distribution with µ = np and
σ 2 = npq = np(1 − p) and
x
X
P (X ≤ x) = b(k; n, p)
k=0

≈ area under normal curve to the left of x + 0.5

!
x + 0.5 − np
=P Z≤ √
npq
and the approximation will be good if np and n(1 − p) are greater than
or equal to 5

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Sensitivity

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Sensitivity

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Applications of Normal Distribution

Example (9)
The probability that a patient recovers from a rare blood disease is 0.4.
If 100 people are known to have contracted this disease, what is the
probability that fewer than 30 survive?

Example (10)
A multiple-choice quiz has 200 questions, each with 4 possible answers
of which only 1 is correct. What is the probability that sheer
guesswork yields from 25 to 30 correct answers for the 80 of the 200
problems about which the student has no knowledge?

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End of Lesson

Questions?

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