1

The Normal Distribution

Chapter
5
Elementary Statistics
Larson Farber

2
x
Properties of a Normal
Distribution

Inflection point
Inflection point
The mean, median, and mode are equal
Bell shaped and symmetric about the mean
The total area under the curve is one or 100%
The curve approaches but never touches the x- axis as
it extends farther away from the mean.
The graph curves downward between - and +
and curves upward to the left of - and to the right
of + . The points at which the curvature changes
are called inflection points.
-
+

3
Means and Standard
Deviations
Curves with different means, same standard deviation
20 12 15 18 10 11 13 14 16 17 19 21 22 9
12 15 18 10 11 13 14 16 17 19 20
Curves with different means
different standard deviations

4
Empirical Rule
About 95% of the
area lies within 2
standard deviations
About 99.7% of the area lies
within 3 standard deviations
of the mean
+2 -2 +1 +3 -1 -3
68%
About 68% of the
area lies within 1
standard deviation
of the mean

5
Determining Intervals
An instruction manual claims that the assembly time
for a product is normally distributed with a mean of
4.2 hours and standard deviation 0.3 hours. Determine
the interval in which 95% of the assembly times fall.
3 2 1 0 1 2 3
4.2 4.5 4.8 5.1 3.9 3.6 3.3
x
= 4.2 hrs
= 0.3 hrs
95% of the data will fall within 2 standard
deviations of the mean.
- 2 (0.3) = 3.6 and +2 (0.3) = 4.8.
95% of the assembly times will be between
3.6 and 4.8 hrs.

Larson/Farber Ch 5
6
The Standard Score
The standard score, or z-score, represents the
number of standard deviations a random
variable x falls from the mean .
o

= =
x
z
deviation standard
mean - value
The test scores for a civil service exam are
normally distributed with a mean of 152 and
standard deviation of 7. Find the standard z-
score for a person with a score of:
(a) 161 (b) 148 (c) 152
(c)
0
7
152 152
=

=
z
z
29 . 1
7
152 161
=

=
z
z
(a)
57 . 0
7
152 148
=

=
z
z
(b)

Larson/Farber Ch 5
7
From z-Scores to Raw
Scores
To transform a standard z-score to a data value, x
use the formula
x = + z
The test scores for a civil service exam are normally
distributed with a mean of 152 and standard deviation
of 7. Find the test score for a person with a standard
score of
(a) 2.33 (b) -1.75 (c) 0
(a) x = 152 + (2.33)(7) = 168.31
(b) x = 152 + ( -1.75)(7) = 139.75
(c) x = 152 + (0)(7) = 152

Larson/Farber Ch 5
8
The Standard Normal
Distribution
The standard normal distribution has a
mean of 0 and a standard deviation of 1.
Using z- scores any normal distribution can be
transformed into the standard normal distribution.
4 3 2 1 0 1 2 3 4
z

9
Cumulative Areas
The cumulative area is close to 1 for z scores
close to 3.49.
The cumulative area is close to 0 for z-scores
close to -3.49.
The cumulative area for z = 0 is 0.5000
The
total
area
under
the curve
is one.

0 1 2 3 -1 -2 -3
z

10
Find the cumulative area for a z-score
of -1.25.
Then move across that row to the column under 0.05.
0 1 2 3 -1 -2 -3
z
Cumulative Areas
0.1026
Read down the z column on the left to z = -1.2.
The probability that z is at most -1.25 is 0.1056.
P ( z s -1.25) = 0.1026
The value in the cell is 0.1056, the cumulative area.

11
z
0.9803
From Areas to z-scores
Locate 0.9803 in the area portion of the table.
Read the values at the beginning of the
corresponding row and at the top of the column.
The z-score is 2.06.
Find the z-score that corresponds to a
cumulative area of 0.9803.
z = 2.06 is roughly the 98th percentile.
4 3 2
1 0 1 2 3 4
0.9803

12
Finding Probabilities
To find the probability that z is less than a
given value, read the cumulative area in the
table corresponding to that z-score.
0 1 2 3 -1 -2 -3
z
Read down the z-column to -1.2 and across to .04.
The cumulative area is 0.1075.
Find P( z < -1.24)
P ( z < 1.24) = 0.1075

Larson/Farber Ch 5
13
Finding Probabilities
To find the probability that z is greater than
a given value, subtract the cumulative area
in the table from 1.
0 1 2 3 -1 -2 -3
z
P( z > -1.24) = 0.8925
Required area
Find P( z > -1.24)
The cumulative area (area to the left) is 0.1075.
0.1075
So the area to the right is 1 - 0.1075 = 0.8925.
0.8925

14
Finding Probabilities
To find the probability z is between two given
values, find the cumulative areas for each and
subtract the smaller area from the larger.
Find P( -1.25 < z < 1.17)
1. P(z < 1.17) = 0.8790
2. P(z < -1.25) =0.1056
3. P( -1.25 < z < 1.17) = 0.8790 - 0.1056 = 0.7734
0 1 2 3 -1 -2 -3
z

15
0 1 2 3 -1 -2 -3
z
Summary
To find the probability that
z is less than a given value,
read the corresponding
cumulative area.
0 1 2 3 -1 -2 -3
z
To find the probability
that z is greater than a
given value, subtract the
cumulative area in the
table from 1.
0 1 2 3 -1 -2 -3
z
To find the probability z
is between two given
values, find the
cumulative areas for each
and subtract the smaller
area from the larger.

16
Probabilities and Normal
Distributions
B 4 3.99 , 1 ..
115 100
1
15
100 115
=

= z
If a random variable, x is normally distributed, the
probability that x will fall within an interval is equal
to the area under the curve in the interval.
IQ scores are normally distributed with a mean of 100
and standard deviation of 15. Find the probability that
a person selected at random will have an IQ score less
than 115.
To find the area in this interval, first find the standard
score equivalent to x = 115.

Larson/Farber Ch 5
17
B 4 3.99 , 1 ..
0
1
Probabilities and Normal
Distributions
= 0
= 1
Find P(z < 1)
B 4 3.99 , 1 ..
115 100
Standard Normal
Distribution
Find P(x < 115)
= 100
= 15
Normal Distribution
P( z< 1) = 0.8413, so P( x<115) = 0.8413
S
A
M
E

S
A
M
E


18
Monthly utility bills in a certain city are normally
distributed with a mean of $100 and a standard
deviation of $12. A utility bill is randomly selected.
Find the probability it is between $80 and $115.
P(80 < x < 115)
= 100
= 12
Normal Distribution
67 . 1
12
100 80
=

= z
25 . 1
12
100 115
=

= z
P(-1.67 < z < 1.25)
0.8944 - 0.0475 = 0.8469
The probability a utility bill
is between $80 and $115 is
0.8469.
Application

19
Finding Percentiles
Monthly utility bills in a certain city are normally
distributed with a mean of $100 and a standard
deviation of $12. What is the smallest utility bill
that can be in the top 10% of the bills?
t 1.28 1.29 , 4 ..
10%
90%
Find the cumulative area in the table that is closest
to 0.9000 (the 90th percentile.) The area 0.8997
corresponds to a z-score of 1.28.
To find the corresponding x-value, use x = + z
x = 100 + 1.28(12) = 115.36.
$115.36 is the smallest value for the top 10%.
z

20
Sampling Distributions
A sampling distribution is the probability
distribution of a sample statistic that is formed
when samples of size n are repeatedly taken
from a population. If the sample statistic is the
sample mean, then the distribution is the
sampling distribution of sample means.
Sample

Sample

Sample

Sample
Sample
Sample

The sampling distribution consists of the values of the
sample means, ,... , , , , ,
6 5 4 3 2 1
x x x x x x
1
x
2
x
3
x
4
x
5
x
6
x

21

x
x
x
x
x
x
x
x
x
x
x
x x
x
x
x x
x
x
x
x
x
x
x
x x
the sample means will have a normal distribution
The Central Limit Theorem
If a sample n > 30 is taken from a population with
any type distribution that has a mean =
and standard deviation = o

=
x
with a mean
n
x
o
o =
and standard deviation

Larson/Farber Ch 5
22
x
x
x
x
x
x
x
x
x
x x
x
x
x x
x
x
x
x
x
x
x x
If a sample of any size is taken from a population
with a normal distribution and
mean = and
standard deviation = o,
the distribution of means of sample size n , will be
normal
with a mean

standard deviation

n
x
o
o =
=
x
The Central Limit Theorem


x

23
Application
The mean height of American men (ages 20-29) is
= 69.2 inches and = 2.9 inches. Random
samples of 60 men in this age group are selected.
Find the mean and standard deviation (standard
error) of the sampling distribution.
69.2
x
x
x
x
x
x
x
x
x
x x
x
x
x x
x
x
x
x
x
x
x x
3744 . 0
60
9 . 2
=
=
x
o
Distribution of means of sample size 60 , will be
normal with a mean
standard deviation (standard error)

2 . 69 =
x

= 69.2
= 2.9

24
Interpreting the Central
Limit Theorem
The mean height of American men (ages 20-29) is
= 69.2. If a random sample of 60 men in this
age group is selected, what is the probability the
mean height for the sample is greater than 70?
Assume = 2.9.
Find the z-score for a sample mean of 70:
14 . 2
3744 . 0
2 . 69 70
=

=
x
x
z
o

3744 . 0
60
9 . 2
= =
x
o standard deviation
2 . 69 =
x
mean

since n > 30
The sampling distribution of will be normal x

25
t 1.87 1.88 , 4 ..
2.14
Interpreting the Central
Limit Theorem
P ( > 70)

x
z
There is a 0.0162 probability that a sample
of 60 will have a mean greater than 70.
= P (z > 2.14)
= 1 - 0.9838
= 0.0162

26
Application
Central Limit Theorem
During a certain week the mean price of gasoline in
California was = $1.164 per gallon. What is the
probability that the mean price for the sample of 38
gas stations in California is between $1.169 and
$1.179? Assume = $0.049.
63 . 0
0079 . 0
164 . 1 169 . 1
=

= z
90 . 1
0079 . 0
164 . 1 179 . 1
=

= z
0079 . 0
38
049 . 0
= = =
n
x
o
o
standard deviation

mean
164 . 1 = =
x x

The sampling distribution of will be normal
x
Calculate the standard z-score for sample values of
$1.169 and $1.179.

27
.63 1.90
z
Application
Central Limit Theorem
P( 0.63 < z < 1.90)
= 0.9713 - 0.7357
= 0.2356
The probability is 0.2356 that the mean for
the sample is between $1.169 and $1.179.

28
Normal Approximations
to the Binomial
There are a fixed number of trials. (n)
The n trials are independent and
repeated under identical conditions
Each trial has 2 outcomes,
S = Success or F = Failure.
The probability of success on a single
trial is p and the probability of failure
is q. P(S) = p P(F) =q p + q = 1
The central problem is to find the
probability of x successes out of n
trials. Where x = 0 or 1 or 2 n.
Characteristics of a Binomial Experiment
x is a count of the number of successes
in n trials.

29
If np >5 and nq > 5, the binomial random variable x is
approximately normally distributed with
mean = np and
npq = o
Application
34% of Americans have type A
+
blood. If 500
Americans are sampled at random, what is the
probability at least 300 have type A
+
blood?
Using techniques of chapter 4 you could calculate
the probability that exactly 300, exactly
301exactly 500 Americans have A
+

blood type and add the probabilities.
Oryou could use the normal curve
probabilities to approximate the binomial
probabilities.

30
Why do we require
np > 5 and nq > 5?

0 1 2 3 4 5
4
4
n = 5
p = 0.25, q = .75
np =1.25 nq = 3.75
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
n = 20
p = 0.25
np = 5 nq = 15
n = 50
p = 0.25
np = 12.5
nq = 37.5
0 10 20 30 40 50

Larson/Farber Ch 5
31
Binomial Probabilities
The binomial distribution is discrete with a probability
histogram graph. The probability that a specific value
of x will occur is equal to the area of the rectangle
with midpoint at x.
If n = 50 and p = 0.25 find P (14s x s 16)
Add the areas of the rectangles with
midpoints at
x = 14, x = 15 and x = 16.
14 15
16
0.111
0.089
0.065
0.111 + 0.089 + 0.065 = 0.265
P (14s x s 16) = 0.265


32
14 15
16
Correction for Continuity
Check that np= 12.5 > 5 and nq= 37.5 > 5.
Use the normal approximation to the binomial to find
P(14s x s 16) if n = 50 and p = 0.25
The interval of values under the normal curve is
13.5 s x s 16.5.
To ensure the boundaries of each rectangle are
included in the interval, subtract 0.5 from a left-hand
boundary and add 0.5 to a right-hand boundary.

Larson/Farber Ch 5
33
Normal Approximation to
the Binomial
Use the normal approximation to the binomial to
find P(14s x s 16) if n = 50 and p = 0.25
Adjust the endpoints to correct for continuity
P(13.5 s x s 16.5)
33 . 0
0618 . 3
5 . 12 5 . 13
=

= z 31 . 1
0618 . 3
5 . 12 5 . 16
=

= z
P(0.33 s z s 1.31) = 0.9049 - 0.6293 = 0.2756

Convert each endpoint to a standard score
5 . 12 ) 25 (. 50 = = = np
0618 . 3 ) 75 )(. 25 (. 50 = = = npq o
Find the mean and standard deviation using
binomial distribution formulas.

34
Application
A survey of Internet users found that 75% favored
government regulations on junk e-mail. If 200
Internet users are randomly selected, find the
probability that fewer than 140 are in favor of
government regulation.
Since np=150 > 5 and nq = 50 > 5 you can use
the normal approximation to the binomial.
Use the correction for continuity P(x < 139.5)
71 . 1
1237 . 6
150 5 . 139
=

= z
P(z < -1.71) = 0.0436
The probability that fewer than 140 are in
favor of government regulation is 0.0436
1237 . 6 ) 25 )(. 75 (. 200 = = = npq o
150 ) 75 (. 200 = = = np