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Transforming Normal To Standard Normal

1. The document explains how to convert a normal distribution to a standard normal distribution in order to find probabilities. This allows relating probabilities for any normal distribution to areas under the standard normal curve. Several examples are provided to illustrate finding probabilities and proportions for different scenarios involving normal distributions. 2. The document provides practice problems involving finding probabilities and proportions for situations involving normally distributed variables. The problems are solved by converting values to z-scores and relating areas under the normal curve to the standard normal distribution.

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Marcy Boral
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613 views14 pages

Transforming Normal To Standard Normal

1. The document explains how to convert a normal distribution to a standard normal distribution in order to find probabilities. This allows relating probabilities for any normal distribution to areas under the standard normal curve. Several examples are provided to illustrate finding probabilities and proportions for different scenarios involving normal distributions. 2. The document provides practice problems involving finding probabilities and proportions for situations involving normally distributed variables. The problems are solved by converting values to z-scores and relating areas under the normal curve to the standard normal distribution.

Uploaded by

Marcy Boral
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Conversion of Normal to

Standard Normal Distribution


• Given a normally distributed random variable: 𝑋~𝑁 𝜇, 𝜎 2 , we often
wish to find various probabilities pertaining to where an arbitrary
measurement may lie.
• For instance, we may want to find P(a ≤ X ≤ b), which is the
probability that a random measurement X lies between a and b.
• We may also wish to find the proportion of measurements less than a
value 𝑘, denoted by 𝑃(𝑋 < 𝑘) or at most 𝑘 denoted by 𝑃(𝑋 ≤ 𝑘).
• It would not matter whether we are considering 𝑃(𝑋 < 𝑘) or
𝑃(𝑋 ≤ 𝑘) since 𝑃(𝑋 = 𝑘) = 0
• Finally, we may want the proportion greater than 𝑘 denoted by
𝑃 𝑋 > 𝑘 or at least 𝑘 denoted by 𝑃(𝑋 ≥ 𝑘).
• To find these areas/probabilities, we make use of areas under a standard normal
distribution also but we need to convert a normal distribution into standardized form.
• Whatever the value of the mean and standard deviation of a normal curve, we can
transform the whole normal curve into a standard normal curve (as illustrated in the
following figure).
Standard Scores (z-scores)
• Standard form of normal random variable X is

𝑥−𝜇
𝑧=
𝜎
• Z-scores may be used for normal random variables to transform them
into standard normal random variables
• This, in turn, can help us relate probabilities for any normal
distribution to areas under a standard normal curve
Illustration for Finding Areas under Normal
Curve
• Assume that the distribution of heights of all female Grade 11 students can
be modeled well by a normal curve with a mean of 1620 mm and a
standard deviation of 50 mm. (𝑋 = ℎ𝑒𝑖𝑔ℎ𝑡 𝑜𝑓 𝐺𝑟. 11 𝑠𝑡𝑢𝑑𝑒𝑛𝑡)
• Determine the proportion of female Grade 11 students shorter than 1550
mm
• Answer:
1550−1620
• Transform 1550 to its z-score. 𝑧 = = −1.4
50
• So that we can associate the area to the left of 1550 with that of the area
to the left of z = -1.4 under a standard normal curve.
• 𝑃 𝑍 < −1.4 = 𝟎. 𝟎𝟖𝟎𝟖
Illustration for Finding Areas under Normal
Curve
• Assume that the distribution of heights of all female Grade 11
students can be modeled well by a normal curve with a mean of 1620
mm and a standard deviation of 50 mm.
• Determine the proportion of female Grade 11 students taller than
1650 mm
• Answer:
1650−1620
• Transform 1650 to its z-score. 𝑧 = = 0.6
50
• 𝑃 𝑍 > 0.6 = 1 − 𝑃 𝑍 < 0.6 = 1 − 0.7257 = 𝟎. 𝟐𝟕𝟒𝟑
Illustration for Finding Areas under Normal
Curve
• Assume that the distribution of heights of all female Grade 11 students
can be modeled well by a normal curve with a mean of 1620 mm and a
standard deviation of 50 mm.
• Determine the proportion of female Grade 11 students between 1600
and 1675 mm
• Answer:
• Transform 1600 and 1675 into their respective standardized forms
1600−1620 1675−1620
•𝑧= = −0.4 𝑧= = 1.1
50 50
• 𝑃 −0.4 < 𝑧 < 1.1 = 𝑃 𝑍 < 1.1 − 𝑃 𝑍 < −0.4
• = 0.8643 − 0.3446 = 0.5197
Practice Problems
• The length of time it takes a Grade 11 student to play the Candy Crush
computer app follows a normal distribution with a mean of 3.5 minutes
and a standard deviation of 1 minute.
• What is the probability that a randomly selected Grade 11 student will play
one game of Candy Crush in less than 3 minutes?
• Answer:
• Given: 𝜇 = 3.5 𝜎 = 1
• We are looking for 𝑃 𝑋 < 3
3−3.5
• Transform 3 to its z-score. 𝑧 = = −0.5
1
• 𝑃 𝑍 < −0.5 = 𝟎. 𝟑𝟎𝟖𝟓
Practice Problems
• The length of time it takes a Grade 11 student to play the Candy Crush
computer app follows a normal distribution with a mean of 3.5 minutes
and a standard deviation of 1 minute.
• The probability that a randomly-selected grade 11 student will take
between 1 and 4.5 minutes to play Candy Crush is:
• Answer:
• Given: 𝜇 = 3.5 𝜎 = 1
• We are looking for 𝑃 1 < 𝑋 < 4.5
• Transform 2 and 4.5 into their respective standardized forms
1−3.5 4.5−3.5
•𝑧= = −2.5 𝑧= =1
1 1
• 𝑃 −2.5 < 𝑧 < 1 = 𝑃 𝑍 < 1 − 𝑃 𝑍 < −2.5
• = 0.8413 − 0.0062 = 𝟎. 𝟖𝟑𝟓𝟏
Practice Problems
• The length of time it takes a Grade 11 student to play the Candy Crush
computer app follows a normal distribution with a mean of 3.5 minutes
and a standard deviation of 1 minute.
• The probability that a randomly-selected grade 11 student will take longer
than 4.5 minutes to play Candy Crush is:
• Answer:
• Given: 𝜇 = 3.5 𝜎 = 1
• We are looking for 𝑃 𝑋 > 4.5
• Transform 4.5 into its respective standardized form
4.5−3.5
•𝑧= =1
1
• 𝑃 𝑧 > 1 = 1 − 𝑃 𝑍 < 1 or P(Z<-1)=0.1587
• = 1 − 0.8413 = 𝟎. 𝟏𝟓𝟖𝟕
Practice Problems
• Ron earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100.
• What proportion of students had a higher score than Ron? (Assume that
test scores are normally distributed.)
• If there were 100,000 students who took the test, how many would be
expected to have a higher score than Ron?
• Answer:
• Given: 𝜇 = 850 𝜎 = 100
• We are looking for 𝑃 𝑋 > 940
• Transform 940 into its respective standardized form
940−850
•𝑧= = 0.90
100
• 𝑃 𝑧 > 0.90 = 1 − 𝑃 𝑍 < 0.90 = 1 − 0.8159 = 𝟎. 𝟏𝟖𝟒𝟏
• 𝟏𝟖. 𝟒𝟏% of the students tested had a higher score than Ron
1. Every day after school, you and your friends take a walk around the
city. The length of the walk is normally distributed with a mean of
μ = 15 minutes and standard deviation of σ = 3 minutes.
• What proportion of walks last less than 15 minutes?
• What proportion of walks last longer than 20 minutes?
• What proportion of walks last between 10 and 20 minutes?
2. Suppose scores on an IQ test are normally distributed. If the test
has a mean of 100 and a standard deviation of 10.
• What is the probability that a person who takes the test will score between 90
and 110?
• What is the probability that a person who takes the test will score greater
than 90?

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