Lecture Outline

• Continuous Random Variable

• Continuous Probability Distribution
• Probability Density Function f(x)
• Properties of Continuous Probability Distributions
• The Normal Distribution
• Characteristics of the Normal Distribution
• The Standard Normal Distribution
• Properties of Standard Normal Distribution
• Using Standard Normal Distribution Table
• Solving Normal Distribution Application Problems
• Applications of the Normal Distribution
• Applications of the Normal Distribution: Working Backwards
• The Normal Approximation to the Binomial Distribution
Continuous Random Variable

A continuous random variable can assume the infinitely many values corresponding to
points on a line interval.

• Examples:
– Heights
– Birth weights
– Blood pressure
– Length of life of a medicine
Continuous Probability Distribution

• Suppose we measure height of students in 11-BM class.

• If we “discretize” the variable of height by rounding to the nearest feet, the discrete
probability histogram is shown on the left figure.

• Now if height is measured to the nearest inch, a possible probability histogram is

shown in the middle figure.

• We get more bins and much smoother appearance.

• Imagine we continue in this way to measure height more and more finely, the
resulting probability histograms approach a smooth curve shown on the right figure.
Continuous Probability Distribution

• Probability distribution describes how the probabilities are distributed over all
possible values.

• A probability distribution for a continuous random variable x is specified by a

mathematical function denoted by f(x) which is called the density function.

• The graph of a density function f(x) is a smooth curve.

Graphical representation of a continuous distribution

Probability Density Function f(x)

The probability-density function f(x) of the random variable X is a function such that the

area under the density-function curve between any two points a and b is equal to the

probability that the random variable X falls between a and b. Thus, the total area under

the density-function curve over the entire range of possible values for the random

variable is 1.
Properties of Continuous Probability Distributions

• The density function f(x)  0.

• The area under the curve is equal to 1.

• The probability of a continuous random variable to assume values between

• a and b is denoted by P(a < x < b)

• P(a < x < b) = area under the curve between a and b.

Properties of Continuous Probability Distributions

Notice that for a continuous random variable x,

P(x = a) = 0

for any specific value a because the “area above a point” under the curve is a line
segment and hence has 0 area. Specifically this means

P(x < a) = P(x  a)

P(a<x<b) = P(ax<b) = P(a<xb) = P(a xb)

a b
The Normal Distribution

• The normal distribution is the most widely used continuous distribution.

• It is also frequently called the Gaussian distribution, after the well-known

mathematician Karl Friedrich Gauss
The Normal Distribution

The normal distribution is the most important and most frequently used continuous
probability distribution.

Where

π = 3.14159
e = 2.71828
µ = mean
σ = standard deviation
The Normal Distribution

Characteristics of the Normal Distribution

1. It is symmetrical about its mean λ, As is shown in the Figure , the curve on either side
of λ is a mirror image of the other side.

2. The mean, the median, and the mode are all equal.

3. The total area under the curve above the x-axis is one square unit. Therefore 50% is
to the right of m and 50% is to the left of m. This characteristic follows from the fact that
the normal distribution is a probability distribution.
The Normal Distribution

Characteristics of the Normal Distribution

4.a) If we erect perpendiculars a distance of 1 standard deviation from the mean µ in

both directions, the area enclosed by these perpendiculars, the x-axis, and the curve will

be approximately 68 percent of the total area.

The Normal Distribution

Characteristics of the Normal Distribution

4.b) If we extend these lateral boundaries a distance of 2 standard deviations on either

side of the mean µ, approximately 95 percent of the area will be enclosed,

The Normal Distribution

Characteristics of the Normal Distribution

4.c) If we extend these lateral boundaries a distance of 3 standard deviations on either

side of the mean µ, approximately 99.7 percent of the area will be enclosed,
The Normal Distribution

Characteristics of the Normal Distribution

The Normal Distribution

Characteristics of the Normal Distribution

5. The normal distribution is completely determined by the two parameters mean μ and
standard deviation σ.
The Normal Distribution

Characteristics of the Normal Distribution

5. Different values of mean μ shift the graph of the distribution along the x-axis as is
shown in Figure. The mean μ is often referred to as a location parameter .

Figure: Three normal distributions with different means μ but the same amount of variability or
standard deviation σ.
The Normal Distribution

Characteristics of the Normal Distribution

5. Different values of standard deviation σ determine the degree of flatness or

peakedness of the graph of the distribution as is shown in Figure. The standard deviation
σ is often referred to as a shape parameter.

Figure: Three normal distributions with different amount of variability or standard deviations σ
but the same mean μ.
The Normal Distribution

Characteristics of the Normal Distribution

Figure: Two normal distributions with different amount of variability or standard deviations σ
and the mean μ.
The Standard Normal Distribution

• The standard normal distribution or unit normal distribution, is the special case
of normal distribution with a mean μ = 0 and a standard deviation σ = 1.

• To find P(a < x < b), we need to find the area under the appropriate normal curve.

• To simplify the tabulation of these areas, we standardize each value of random

variable x by expressing it as a z-score.

• The z-score tells the number of standard deviations σ it lies from the mean μ.

• A z-transformation that yields a value of z = 1 indicates that the value of x used in the
transformation is 1 standard deviation above 0.

• A value of z = -1 indicates that the value of x used in the transformation is 1 standard

deviation below 0.
The Standard Normal Distribution

The Graph of the Standard Normal Distribution

The Standard Normal Distribution

• Since it's not feasible to publish tables for every possible value of μ and σ, we define
the standard normal distribution to be a normal distribution with μ = 0 and σ = 1, and
publish a table for that.

• Then, every normal probability question can be reduced to an equivalent question

about the standard normal distribution.
The Standard Normal Distribution

• A standard normal random variable (Z) can be form from any non-standard normal
random variable (x) with a simple transformation:

x−m
Z =


• The equation for the standard normal distribution is written