Unit 2 Normal Distribution
Unit 2 Normal Distribution
Normal distribution, also known as the Gaussian distribution, is a probability distribution that is
symmetric about the mean, showing that data near the mean are more frequent in occurrence than
data far from the mean. In graph form, normal distribution will appear as a bell curve.
To define a particular normal probability distribution, we need only two parameters i.e., the
mean (µ) and standard deviation (σ).
Now we turn to examine the characteristics of normal distribution with the help of the figure ,
and explain the methods of calculating the probability of different events using the distribution.
1) The curve has a single peak, thus it is unimodal i.e., it has only one mode and has a bellshape.
2) Because of the symmetry of the normal probability distribution (skewness = 0), the median
and the mode of the distribution are also at the centre. Thus, for a normal curve, the mean,
median and mode are the same value.
3) The two tails of the normal probability distribution extend indefinitely but never touch the
horizontal axis.
Normal distribution is a limiting case of the binomial probability distribution under the following
conditions.
1. The normal curve is bell shaped and symmetrical in its appearance. If the curve is folded
along the vertical axis two halves will coincide.
2. The height of the normal curve is at its maximum at the mean and the distribution is
symmetrical , so mean, median, mode coincide. (mean=median=mode)
3. The curve is symmetrical about the line X=µ or (Z=0) .
4. the total area under the normal curve is 1.
5. the ordinate at X=µ or (Z=0) . divides the area into two equal parts.
6. The area to the right of the ordinate at X=µ is 0.5 and the left of the ordinate at X=µ is
0.5
For a normal distribution, 68% of the observations are within +/- one standard deviation
of the mean, 95% are within +/- two standard deviations, and 99.7% are within +- three
standard deviations.
Using the Standard Normal Table:
To use the standard normal table to find normal probability values, we follow two steps.
They are:
Step 1: Convert the normal distribution to a standard normal distribution. The standard
random variable Z, can be computed as follows:
Step 2: Look up the probability of z value from the Table, given at the end of this block,
of normal curve areas. This Table is set up to provide the area under the curve to any
specified value of Z. (The area under the normal curve is equal to 1. The curve is also
called the standard probability curve).
Let us consider the following illustration to understand as to how the table should be
consulted in order to find the area under the normal curve.
Illustration
(a) Find the area under the normal curve for Z = 1.54
Solution:
Consulting the Table given at the end of this block, we find the entry corresponding to
Z = 1.54 the area is 0.4382 and this measures the Shaded area between Z = 0 and
Z = 1.54 as shown in the following figure
Solution:
Since the curve is symmetrical, we can obtain the area between z =-1.46 and Z = 0 by
considering the area corresponding to Z = 1.46. Hence, when we look at Z of 1.46 in
Table given at the end of this block, we see the probability value of 0.4279. This value is
also the probability value of Z = -1.46 which must be shaded on the left of the µ as shown
in the following figure.
The other type of problems can be:
Now coming to second bit of the question we have to find number of workers whose
hourly wages are more than Rs.75
Now coming to third bit of the question we have to find number of workers whose
hourly wages are less than Rs.63
Sample exercise problem
(a) 15,000 students appeared for an examination. The mean marks were 49 and the
standard deviation of marks was 6. Assuming the marks to be normally distributed,
what proportion of students scored more than 55 marks?