AE 09 Lecture (Chapter 6) Continuous Probability Distribution
AE 09 Lecture (Chapter 6) Continuous Probability Distribution
with
Software Application
Continuous
Probability Distribution
Learning Objectives:
At the end of the session you should have:
• defined and illustrated a normal random variable and described its
characteristics;
• understood the properties of the graph of a normally distributed random
variable;
• defined and illustrated a standard normal distribution;
• transformed a normal distribution into a standard normal distribution using z-
score; and
• found the areas under the standard normal curve using standard normal table
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concept map
may be described by
Random Variable Probability Distribution
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Normal Distribution
▹ Normal/Gaussian Distribution is a bell-shaped graph which encompasses two
basic terms- mean and standard deviation. The graph of a normal distribution is
called the normal curve.
Examples of Normal Distribution
▹ Height
Examples of Normal Distribution
▹ Rolling a Dice
Examples of Normal Distribution
▹ Tossing a coin
Examples of Normal Distribution
▹ IQ
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Examples of Normal Distribution
▹ Shoe Size
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Examples of Normal Distribution
▹ Birth Weight
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Properties of a Normal Distribution
▹ The mean, median, and mode are equal.
▹ The normal curve is bell-shaped and is symmetric about the mean.
▹ The total area under the normal curve is equal to 1.
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Properties of a Normal Distribution
• The normal curve approaches, but never touches, the x-axis
as it extends farther and farther away from the mean.
▹ The mean determines the location of the center of the bell-shaped curve.
Thus, a change in the value of the mean shifts the graph of the normal
curve to the left or right.
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Properties of a Normal Distribution
▹ The standard deviation determines the shape of the graphs (i.e. the height
and width of the curve). When the standard deviation is large, the normal
curve is short and wide, while a small value for the standard deviation
yields a skinnier and taller graph.
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Example of normal curves with varying
Mean and Standard Deviation
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Understanding Mean and
Standard Deviation
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Interpreting Graphs of Normal Distribution
The scaled test scores for the New York State Grade 8 Mathematics Test are
normally distributed. The normal curve shown below represents this distribution.
What is the mean test score? Estimate the standard deviation of this normal
distribution. (Adapted from New York State Education Department)
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Interpreting Graphs of Normal
Distribution
Interpretation: The scaled test scores for the New York State Grade 8 Mathematics Test are
normally distributed with a mean of about 675 and a standard deviation of about 35.
The Standard Normal Distribution
▹ If each data value of a normally distributed random variable 𝑥 is
transformed into a 𝑧 − 𝑠𝑐𝑜𝑟𝑒, the result will be the standard normal
distribution.
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Standardizing a Normal Distribution
▹ We standardize a normal distribution to easily compare different normal
distributions that can vary in spread, position or are measured in different
units.
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Normal Distribution Standard Normal Distribution
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Standard Normal Distribution
▹ The normal distribution with a mean of 0 and a standard deviation of 1 is
called the standard normal distribution.
▹ The horizontal scale of the graph of the standard normal distribution
corresponds to z-scores. z-score is a measure of position that indicates the
number of standard deviations a value lies from the mean.
𝒙−𝝁
𝒛=
𝝈 27
Properties of the Standard Normal Distribution
▹ The cumulative area is close to 0 for z-scores close to 𝑧 = −3.49.
▹ The cumulative area increases as the z-scores increase.
▹ The cumulative area for 𝑧 = 0 is 0.5000.
▹ The cumulative area is close to 1 for z-scores close to 𝑧 = 3.49.
𝒙−𝝁
𝒛=
𝝈
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Standard Normal Table
▹ How to find the area (probability) using the
Standard Normal Table?
NOTE: The area in the illustrated Normal Table is only half of the Normal
Curve, as such the maximum area is approximately 50% or 0.5.
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The reference point of the covered area using this table is the Mean,
which is at the center.
Using the Standard Normal Table
1. Find the cumulative area that
corresponds to a z-score of 1.15.
2. Find the cumulative area that
corresponds to a z-score of -0.24.
3. Find the area between z-scores
-1.35 and 3.14
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Using the Standard Normal Table
1. Find the cumulative area that ROW
corresponds to a z-score of 1.15.
COLUMN
Solution:
▹ Find the area that corresponds to 𝑧 =
1.15 by finding 1.1 in the left column
and then moving across the row to the
column under 0.05.
▹ The number in that row and column is
0.3749. Since the area to the left of 𝑧 =
1.15 covers more than half of the
normal curve, the total area will be
added by 0.5 (50%). The cumulative
area then will be 0.8749.
Using the Standard Normal Table
2. Find the cumulative area that corresponds ROW
to a z-score of -0.24.
COLUMN
Solution:
▹ Find the area that corresponds to 𝑧=−0.24 by
finding 0.2 (disregard the sign since the curve is already
symmetric) on the left column and then moving
across the row to the column under 0.04.
▹ The number on that row and column is
0.0948. However, the area that we are
looking for is the cumulative area from the
left, as such, we have to subtract from 0.5
(50%) the area we found from the mean. So,
the area to the left of 𝑧=−0.24 is 0.4052.
Try it Yourself
ROW
1. Find the cumulative area that
corresponds to a z-score of -2.19.
COLUM
2. Find the cumulative area that
N
corresponds to a z-score of 2.17.
3. Find the area between z-scores
-1.35 and 3.14
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REFERENCES:
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THANKS!
Any questions?
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