STATISTIK
NORM DISTRIBUTION
LAB. TEKNOLOGI DAN MANAJEMEN
AGROINDUSTRI FAKULTAS TEKNOLOGI
PERTANIAN
UNIVERSITAS JEMBER
The Normal Distribution
f(X)
Changing shifts the
distribution left or
right.
Changing
increases or
decreases the
spread.
X
Normal Distribution Density
Function
The normal distribution is defined by the
density function:
1
f ( x)
e
2
1 x
This function happens to be
Symmetrical,
Bell-shaped,
and easy to use tables are available.
13 - 3
The Normal Distribution:
as mathematical function (pdf)
f ( x)
Note constants:
=3.14159
e=2.71828
1 x 2
(
)
2
This is a bell shaped
curve with different
centers and spreads
depending on and
Probability Function :
Its a probability function, so no matter what the values
of and , must integrate to 1!
1
2
1 x 2
(
)
e 2 dx
The
probability distribution of a continuous random
variable is represented by a curve. The area under
the curve in a given interval gives the probability of
the value lying in that interval.
If
a variable X follows a normal probability
distribution, with mean and standard deviation ,
we write X N (, 2)
The
variable Z=
is called the standard normal variable corresponding
to X
A Normal distribution is a theoretical model of the
whole population. It is perfectly symmetrical about
the central value; the mean represented by zero.
The X axis is divided up into deviations from the
As well
as the
theshaded
meanarea
theisstandard
mean.
Below
one deviation
deviation
() must also be known.
from
the mean.
Two standard deviations from the
mean
Three standard deviations from the
mean
Rule for a set of normal data:
68% of data will fall within 1 of the
P( -1
<
<
0.683
68.3%
95% of data fits within 2 of the
P( -2 <
<
0.954
95.4%
99.7% of data fits within 3 of the
P( -3 < z < 3
0.997
99.7%
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
2
1
2
1
2
1 x 2
(
)
e 2 dx
.68
1 x 2
(
)
2
e
dx
.95
1 x 2
(
)
e 2 dx
.997
Simple problems solved using the rule - firstly,
make a table out of the rule
<-3
0%
-3 to -2 -2 to -1
2%
14%
-1 to 0
0 to 1
1 to 2
2 to 3
>3
34%
34%
14%
2%
0%
The heights of students at a
college were found to follow
a bell-shaped distribution
with of 165cm and of 8
cm.
What proportion of students
are smaller than 157 cm
16%
x
first standardise
z
157 165
first 157cm is
1
8
or 1 below the
Simple problems solved using the rule - firstly,
make a table out of the rule
<-3
0%
-3 to -2 -2 to -1
2%
14%
-1 to 0
0 to 1
1 to 2
2 to 3
>3
34%
34%
14%
2%
0%
The heights of students at a
college were found to follow
a bell-shaped distribution
with of 165cm and of 8
cm.
Above roughly what height
are the tallest 2% of the
students?
The tallest 2% of students are beyond 2 of
165 + 2 x 8 = 181 cm
The Standard Normal (Z):
Universal Currency
The formula for the standardized normal
probability density function is
1
p( Z )
e
(1) 2
1 Z 0 2
(
)
2 1
e
2
1
( Z )2
2
The Standard Normal Distribution (Z)
All normal distributions can be converted into the
standard normal curve by subtracting the mean and
dividing by the standard deviation:
X
Z
Comparing X and Z units
100
0
200
2.0
X
Z
( = 100, = 50)
( = 0, = 1)
Practice problem
a.
b.
If birth weights in a population are normally
distributed with a mean of 109 oz and a standard
deviation of 13 oz,
What is the chance of obtaining a birth weight of
141 oz or heavier when sampling birth records at
random?
What is the chance of obtaining a birth weight of
120 or lighter?
a.
What is the chance of obtaining a birth weight of
141 oz or heavier when sampling birth records at
random?
141 109
Z
2.46
13
Answer
P(Z 2.46) = 1-(.9931)= .0069 or .69 %
b. What is the chance of obtaining a birth weight of
120 or lighter?
120 109
Z
.85
13
Answer
P(Z.85) = .8023= 80.23%
What is the area to
the left of Z=1.51 in
a standard normal
curve?
Z=1.51
Z=1.51
Area is 93.45%
Looking up probabilities in the
standard normal table
Using the Normal Tables
We can use the normal tables to obtain probabilities
for measurements for which this frequency
distribution is appropriate. For a reasonably complete
set of probabilities, see TABLE MODULE 1: NORMAL
TABLE.
This module provides most of the z-values and
associated probabilities you are likely to use; however,
it also provides instructions demonstrating how to
calculate those not included directly in the table.
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Normal Tables (contd.)
The table is a series of columns containing
numbers for z and for P(z). The z represents
the z-value for a normal distribution and P(z)
represents the area under the normal curve
to the left of that z-value for a normal
distribution with mean = 0 and standard
deviation = 1.
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Using the Normal Tables
N (0,1)
0
2 1
(1)
Area Below z = -2;
P(z < -2) = 0.0228
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Using the Normal Tables
N (0,1)
0
2 1
(2)
Area Below z = -1;
P(z < -1) = 0.1587
13 - 29
Using the Normal Tables
N (0,1)
0
2 1
(1)
Area Below z = +2;
P(z > +2) = 0.0228
13 - 30
Using the Normal Tables
N (0,1)
0
2 1
(2)
Area Below z = +1;
P(z > +1) = 0.1587
13 - 31
Using the Normal Tables
N (0,1)
0
1
2
(3)
Area Below z = 0;
P(z > 0) = 0.5000
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Calculating the Area Under the Normal Curve
N (0,1)
0
1
2
(1) Area between -1, +1;
P( -1 < z < +1)
up to z = +1:
.8413
up to z = -1 : .1587
.6826
13 - 33
Calculating the Area Under the Normal Curve
N (0,1)
0
1
2
(2) Area between -2, +2;
P( -2 < z < +2)
up to z = +2:
.9772
up to z = -2 : .0228
.9544
13 - 34
Calculating the Area Under the Normal Curve
N (0,1)
0
1
2
(3) Area between -2, +1;
P( -2 < z < +1)
up to z = +1:
.8413
up to z = -2 : .0228
.8185
13 - 35
Standard Normal Distribution
N (0,1)
0
2 1
(1)
Values of z that bracket middle 95%
-1.96 to +1.96
13 - 36
Standard Normal Distribution
N (0,1)
0
1
2
(1)
Values of z that bracket middle 99%
-2.576 to +2.576
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Calculating z-values
If X ~ N ( x, x )
and Z ~ N (0,1)
i.e. z = 0 and z2 = 1
then the corresponding z value for x is given as
x x
z
x
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Calculating z-values
X ~ N ( x, x )
x 150
x 10
Z ~ N (0,1)
z 0
z2 1
Z
110
120
130
140
150
x 3 x x 2 x x 1 x x
x x
z
;
x
160
170
180
190
x 1 x x 2 x x 3 x
if X ~N( 150,10) i.e. x 150, x 10
150 150
when x = 150; z
0
10
170 150 20
when x = 170; z
2
10
10
13 - 39
Some Questions
The following questions reference a normal distribution with a
mean = 150 lbs, a variance 2 = 100 lbs2, and a standard
deviation = 10 lbs. Such a distribution is often indicated by the
symbols N(,) = N(150, 10).
1. What is the probability individual observation within 5 lbs of
the population
mean = 150 lbs?
2. What is the likelihood that a mean from a random
of size n = 5 is within 5 lbs of = 150 lbs?
sample
3. What is the likelihood that a mean from a random
of size n = 20 is within 5 lbs of = 150 lbs?
sample
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Solution to Question 1
X ~ N (150,10)
n 1
0.38292
x 150 lbs
x 10 lbs
zUpper
xUpper x
155 150
0.5 , Area up to z
10
xLower x 145 150
zLower
0.5
x
10
Area between z
upper
and z
, Area up to z
lower
upper
= 0.69146
lower
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= 0.38292
= 0.30854
Solution to Question 2
X ~ N ( x, x )
n5
x 150
10
x
4.47
n
5
0.7372
8
X
zUpper
z Lower
xUpper x
x
xLower x
Area between z
155 150
1.12 , Area up to z
4.47
upper
= 0.86864
145 150
1.12 , Area up to z
4.47
lower
= 0.13136
upper
and z
lower
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= 0.73728
Solution to Question 3
X ~ N ( x, x )
n 20
x 150 lbs
x
2.23 lbs
n
0.9749
0
X
zUpper
z Lower
xUpper x
xLower x
155 150
2.24
2.23
, Area up to z
upper
= 0.98745
145 150
2.24
2.23
, Area up to z
lower
= 0.01255
Area between z
upper
and z
lower
= 0.97490
13 - 43
n 1
150 lbs
10 lbs
n5
150 lbs
x
= 4.47 lbs
n
n 20
150 lbs
x
= 2.23 lbs
n
0.38292
0.7372
8
0.9749
0
13 - 44
