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Normal Distribution

The document explains the normal distribution, characterized by its mean (μ) and standard deviation (σ), and illustrates how changes in these parameters affect the distribution's shape. It highlights the 68-95-99.7 rule, indicating that approximately 68%, 95%, and 99.7% of data falls within one, two, and three standard deviations from the mean, respectively. Additionally, it provides examples of calculating probabilities using Z-scores for normally distributed data.

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Krish Gujarathi
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14 views20 pages

Normal Distribution

The document explains the normal distribution, characterized by its mean (μ) and standard deviation (σ), and illustrates how changes in these parameters affect the distribution's shape. It highlights the 68-95-99.7 rule, indicating that approximately 68%, 95%, and 99.7% of data falls within one, two, and three standard deviations from the mean, respectively. Additionally, it provides examples of calculating probabilities using Z-scores for normally distributed data.

Uploaded by

Krish Gujarathi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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The normal and standard

normal distribution
The Normal Distribution

f(X) Changing μ shifts the


distribution left or right.

Changing σ increases or
decreases the spread.
σ

µ X
The Normal Distribution:
as mathematical function (pdf)

1 x− 2
1 − ( )
f ( x) = e 2 
 2
This is a bell shaped
Note constants: curve with different
=3.14159 centers and spreads
e=2.71828 depending on  and 
The Normal PDF

It’s a probability function, so no matter what the values of 


and , must integrate to 1!

+ 1 x− 2
1 − ( )

− 2
e 2  dx =1
Normal distribution is defined by
its mean and standard dev.
+ 1 x− 2
1 − (
E(X)= =
)
x
− 2
e 2  dx

+ 1 x− 2
1 − (
Var(X)=2 = )
  e 2  dx) − 2
2
( x
−  2

Standard Deviation(X)=
**The beauty of the normal curve:

No matter what  and  are, the area between - and


+ is about 68%; the area between -2 and +2 is
about 95%; and the area between -3 and +3 is
about 99.7%. Almost all values fall within 3 standard
deviations.
68-95-99.7 Rule

68% of
the data

95% of the data

99.7% of the data


68-95-99.7 Rule
in Math terms…
 + 1 x− 2
1 − ( )

  
− 2
• e 2  dx = .68

 + 2 1 x− 2
1 − ( )

  
−2 2
• e 2  dx = .95

 + 3 1 x− 2
1 − ( )

  
−3 2
•e 2  dx = .997
How good is rule for real
data?

Check some example data: A dataset of 120 runners.


The mean of the weight of the runners = 127.8
The standard deviation (SD) = 15.5
68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5) of the mean.
95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.
99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the mean.
Z-score table
Z-score table
Practice problem
If birth weights in a population are normally
distributed with a mean of 109 oz and a standard
deviation of 13 oz.
1. What is the chance of obtaining a birth weight of
141 oz or heavier when sampling birth records at
random?
2. What is the chance of obtaining a birth weight of
120 or lighter?
Solution
(a) Probability of obtaining a birth weight of 141 oz
or heavier:
• Mean 𝜇 = 109 oz
• Standard deviation 𝜎 = 13 oz

𝑋−𝜇 141−109 32
𝑍= = = = 2.46
𝜎 13 13

P(Z ≥ 2.46) = 1 – P(Z<2.46) = 1 – 0.9931 = 0.0069


= 0.69%
Solution
(a) Probability of obtaining a birth weight of 120 oz
or lighter:
• Mean 𝜇 = 109 oz
• Standard deviation 𝜎 = 13 oz

𝑋−𝜇 120−109 11
𝑍= = = = 0.85
𝜎 13 13

P(Z < 0.85) = 0.8023


= 80.23%
Solution
(a) Probability of obtaining a birth weight of 120 oz
or lighter:
• Mean 𝜇 = 109 oz
• Standard deviation 𝜎 = 13 oz

𝑋−𝜇 120−109 11
𝑍= = = = 0.85
𝜎 13 13
P(Z ≥ -2.5) = 1- P(Z ≥ -2.5)
P(Z < 0.85) = 0.8023
= 80.23%
Problem
• It is established that the average response of a
particular phenomenon is 1.250 with standard
deviation as 0.002. One experimenter conducted
several repeated experiment and found that the
average value varies between 1.245 and 1.255. If
the values are normally distributed find the
percentage of value that fall outside the range.
Solution
• Mean 𝜇 = 1.250
• Standard deviation 𝜎 = 0.002
𝑋−𝜇 1.255−1.250
𝑍𝑈 = = = 2.5
𝜎 0.002
𝑋−𝜇 1.245−1.250
𝑍𝐿 = = = -2.5
𝜎 0.002
P(Z<−2.5)= 1 - P(Z<2.5)= 1- .9938 = 0.0062
P(Z<2.5)=0.9938
P(−2.5≤Z≤2.5) =P(Z<2.5)−P(Z<−2.5)
=0.9938−0.0062=0.9876
= 98.76%

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