The Normal Distribution

The Normal Curve

§ A normal curve distribution is

represented by a normal curve. The area
under a normal curve indicates
probability, so the larger the area, the
greater is the probability.
The Normal Distribution

§ The normal distribution or Gaussian

distribution is a continuous probability
distribution that often gives a good
description of data that cluster around
the mean.
 The Normal Distribution
Properties
§ ‘Bell Shaped’ f(X)
§ Symmetrical
§ Mean, Median and Mode are equal
σ
§ Location is characterized by the mean, μ
§ Spread is characterized by the standard μ
deviation, σ
§The random variable has an infinite Mean
= Median
theoretical range: - to +
= Mode
 The Normal Distribution
Density Function
§ The formula for the normal probability density function is

2
1  (X μ) 
1   
f(X)  e 2  

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
 The Normal Distribution
Shape

By varying the parameters μ and σ, we obtain

different normal distributions
 The Normal Distribution
Shape
• Distributions A and
B have the same
mean but have
different standard
deviations.
• Distributions A and
C have the same
standard deviation
but have different
means.
• Distributions B and
C differ with respect
to both mean and
standard deviation
 The Normal Distribution
Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ X
 The Standardized Normal
Distribution

§ Any normal distribution (with any mean and

standard deviation combination) can be
transformed into the standardized normal
distribution (Z).
§ Need to transform X units into Z units.
§ The standardized normal distribution has a
mean of 0 and a standard deviation of 1.
 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
σ
 The Standardized Normal
Distribution: Density Function
§ The formula for the standardized normal probability
density function is

Z2
1 
f(Z)  e 2
2π
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
Z = any value of the standardized normal distribution
 The Standardized Normal
Distribution: Shape
§ Also known as the “Z” distribution
§ Mean is 0
§ Standard Deviation is 1
f(Z)

Z
0
Values above the mean have positive Z-values, values
below the mean have negative Z-values
 The Standardized Normal
Distribution: 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.
 The Standardized Normal
Distribution: Example

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the distribution is the same, only the

scale has changed. We can express the problem in
original units (X) or in standardized units (Z)
 Normal Probabilities

Probability is measured by the area under the curve

f(X)
P(a ≤ X ≤ b)

(Note that the probability

of any individual value is
zero)

a b
 Normal Probabilities

The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below.
f(X) P(   X  μ)  0.5
P(μ  X   )  0.5

0.5 0.5

P(   X   )  1.0
 Normal Probability Tables

§ The Standardized Normal table in the textbook

(Appendix table E.2) gives the probability less
than a desired value for Z (i.e., from negative
infinity to Z)

.9772
Example:
P(Z < 2.00) = .9772
0 2.00 Z
 Normal Probability Tables
The column gives the value of Z
to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0

the value of Z to 0.1
the first decimal . The value within the table
.
point . gives the probability from
2.0 .9772 Z =   up to the desired
Z value.
P(Z < 2.00) = .9772
2.0
 Finding Normal Probability
Procedure
To find P(a < X < b) when X
is distributed normally:

§ Draw the normal curve for the problem in terms of X.

§ Translate X-values to Z-values.

§ Use the Standardized Normal Table.

 Finding Normal Probability
Example
§ Let X represent the time it takes (in seconds) to
download an image file from the internet.
§ Suppose X is normal with mean 8.0 and
standard deviation 5.0
§ Find P(X < 8.6)

X
8.0
8.6
 Finding Normal Probability
Example
§ Suppose X is normal with mean 8.0 and standard
deviation 5.0. Find P(X < 8.6).

X  μ 8.6  8.0
Z   0.12
σ 5.0

μ=8 μ=0
σ = 10 σ=1

X Z
8 8.6 0 0.12
P(X < 8.6) P(Z < 0.12)
 Finding Normal Probability
Example
P(X < 8.6)
Standardized Normal Probability
Table (Portion) = P(Z < 0.12)
.5478
Z .00 .01 .02

0.0 .5000 .5040 .5080 μ=0

0.1 .5398 .5438 .5478 σ=1

0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0 0.12
 Finding Normal Probability
Example
§ Find P(X > 8.6)…

P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)

= 1.0 - .5478 = .4522
.5478

1.0 - .5478 = .4522

Z
0
0.12
 Finding Normal Probability
Between Two Values
§ Suppose X is normal with mean 8.0 and standard
deviation 5.0. Find P(8 < X < 8.6)

Calculate Z-values:

X μ 8 8
Z  0
σ 5
8 8.6 X

X  μ 8.6  8 0 0.12 Z
Z   0.12
σ 5 P(8 < X < 8.6)
= P(0 < Z < 0.12)
 Finding Normal Probability
Between Two Values
P(8 < X < 8.6)
Standardized Normal Probability = P(0 < Z < 0.12)
Table (Portion) = P(Z < 0.12) – P(Z ≤ 0)
= .5478 - .5000 = .0478
Z .00 .01 .02
.0478
0.0 .5000 .5040 .5080 .5000

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0.00 0.12
 Given Normal Probability,
Find the X Value
§ Let X represent the time it takes (in seconds) to download an
image file from the internet.
§ Suppose X is normal with mean 8.0 and standard deviation 5.0
§ Find X such that 20% of download times are less than X.

.2000

X
? 8.0
Z
? 0
 Given Normal Probability,
Find the X Value
§ First, find the Z value corresponds to the
known probability using the table.

Z …. .03 .04 .05

-0.9 …. .1762 .1736 .1711

.2000
-0.8 …. .2033 .2005 .1977

-0.7 …. .2327 .2296 .2266

X
? 8.0
-0.84 0 Z
 Given Normal Probability,
Find the X Value
§ Second, convert the Z value to X units using
the following formula.

X  μ  Zσ
 8.0  (0.84)5.0
 3.80

So 20% of the download times from the distribution with mean

8.0 and standard deviation 5.0 are less than 3.80 seconds.
 Assessing Normality

§ It is important to evaluate how well the data set

is approximated by a normal distribution.
§ Normally distributed data should approximate
the theoretical normal distribution:
§ The normal distribution is bell shaped
(symmetrical) where the mean is equal to the
median.
§ The empirical rule applies to the normal
distribution.
§ The interquartile range of a normal distribution is
1.33 standard deviations.
 Assessing Normality
§ Construct charts or graphs
§ For small- or moderate-sized data sets, do stem-and-
leaf display and box-and-whisker plot look symmetric?
§ For large data sets, does the histogram or polygon
appear bell-shaped?
§ Compute descriptive summary measures
§ Do the mean, median and mode have similar values?
§ Is the interquartile range approximately 1.33 σ?
§ Is the range approximately 6 σ?
 Assessing Normality
§ Observe the distribution of the data set
§ Do approximately 2/3 of the observations lie within
mean ± 1 standard deviation?
§ Do approximately 80% of the observations lie within
mean ± 1.28 standard deviations?
§ Do approximately 95% of the observations lie within
mean ± 2 standard deviations?
§ Evaluate normal probability plot
§ Is the normal probability plot approximately linear
with positive slope?
 The Normal Probability Plot

§ Normal probability plot (steps):

§ Arrange data into ordered array
§ Find corresponding standardized normal quantile (Z)
values
§ Plot the pairs of points with observed data values (X) on
the vertical axis and the standardized normal quantile
(Z) values on the horizontal axis
§ Evaluate the plot for evidence of linearity
 The Normal Probability Plot

A normal probability plot for data from a normal

distribution will be approximately linear:
X
90

60

30

-2 -1 0 1 2 Z
 The Normal Probability Plot
Left-Skewed Right-Skewed
X 90 X 90
60 60
30 30

-2 -1 0 1 2 Z -2 -1 0 1 2 Z

Rectangular
X 90
Nonlinear plots indicate a
60
deviation from normality
30

-2 -1 0 1 2 Z
The Standard Normal
Distribution