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NormalDistribution Lecture

The normal distribution is a probability density function that is symmetric and bell-shaped. It is defined by two parameters: the mean (μ) and standard deviation (σ). Any normal distribution can be converted to a standard normal distribution with μ=0 and σ=1 using standardization. The standard normal distribution is called the Z-distribution and its probabilities are provided in Z-tables. Examples show how to use the normal distribution and Z-tables to calculate probabilities for various scenarios involving weights, IQs, and salaries.

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Jeanpierre Akl
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53 views

NormalDistribution Lecture

The normal distribution is a probability density function that is symmetric and bell-shaped. It is defined by two parameters: the mean (μ) and standard deviation (σ). Any normal distribution can be converted to a standard normal distribution with μ=0 and σ=1 using standardization. The standard normal distribution is called the Z-distribution and its probabilities are provided in Z-tables. Examples show how to use the normal distribution and Z-tables to calculate probabilities for various scenarios involving weights, IQs, and salaries.

Uploaded by

Jeanpierre Akl
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Normal Distribution

Normal Distribution
 Called a Probability density function. The
probability is interpreted as "area under the curve."
 
 1) The random variable takes on an infinite # of
values within a given interval

 2) the probability that X = any particular value is 0.


Consequently, we talk about intervals. The
probability is = to the area under the curve.

 3) The area under the whole curve = 1.

2
Normal Distribution
 Probabilities are obtained by getting the area
under the curve inside of a particular interval.
3 Characteristics of the Normal distribution:

◦ It is symmetric about the mean μ.


◦ Mean = median = mode. [“bell-shaped” curve]

Normal Distribution 3
Normal Distribution
  
 The probability density function for the normal
distribution:

f(X) the height of the curve, represents the relative


frequency at which the corresponding values occur.

Normal Distribution 4
Normal Distribution

Note that the normal distribution is defined by


two parameters, μ and σ . You can draw a
normal distribution for any μ and σ
combination. There is one normal distribution,
Z, that is special. It has a μ = 0 and a σ = 1.
This is the Z distribution, also called the
standard normal distribution

Normal Distribution 5
Z-Distribution

 
 Any normal distribution can be converted into a standard
normal distribution by transforming the normal random
variable into the standard normal random variable:

 This is called standardizing the data. It will result in


(transformed) data with μ = 0 and σ = 1. 
 The areas under the curve for the Standard Normal

Distribution (Z) has been computed and tabled. The table


we use here gives you the area under the curve from 0 to
z. In the table on the next slide, the area from 0 to z is
shaded so you know that you are getting the area from 0
to z.

Normal Distribution 6
Normal Distribution

Normal Distribution 7
Normal Distribution
Remember these probabilities (percentages):
# standard deviations Approx. area under the
from the mean normal curve
±1 .68
±1.645 .90
±1.96 .95
±2 .955
±2.575 .99
±3 .997

Practice: Find these values yourself using the Z table.

8
Example: Weight
If the weight of males is N.D. with μ=150 and
σ=10, what is the probability that a randomly
selected male will weigh between 140 lbs and
155 lbs?
  

Normal Distribution 9
Example: Weight
Solution:
 
 
140 150 155 X

-1 Z
0 0.5

Z = (140 – 150)/ 10 = -1.00 s.d. from mean


Area under the curve = .3413 (from Z table)

Z = (155 – 150) / 10 =+.50 s.d. from mean


Area under the curve = .1915 (from Z table)

Answer: .3413 + .1915 = .5328

Normal Distribution 10
Example: IQ
If IQ is ND with a mean of 100 and a s.d. of 10, what
percentage of the population will have
(a) IQs ranging from 90 to 110?

Solution:
Z = (90 – 100)/10 = -1.00
Z = (110 -100)/ 10 = +1.00
Area between 0 and 1.00 in the Z-table is  .3413;
Area between 0 and -1.00 is also .3413 (Z-
distribution is symmetric).
Answer to part (a) is .3413 + .3413 = .6826.

Normal Distribution 11
Example: Salary
Suppose that the average salary of college
graduates is N.D. with μ=$40,000 and
σ=$10,000.
(a) What proportion of college graduates will earn
$24,800 or less?
(b) What proportion of college graduates will earn
$53,500 or more?
(c) What proportion of college graduates will earn
between $45,000 and $57,000?

Normal Distribution 12
Example: Salary
(a) What proportion of college graduates will
earn $24,800 or less?

Solution:
Convert the $24,800 to a Z-score:
Z = ($24,800 - $40,000)/$10,000 = -1.52.

Always DRAW a picture of the distribution to


help you solve these problems.

Normal Distribution 13
Example: Salary

.4357

$24,800 $40,000 X

-1.52 0
Z

First Find the area between 0 and -1.52 in the Z-table.


From the Z table, that area is .4357.
Then, the area from -1.52 to - ∞ is
.5000 - .4357 = .0643.

Answer: 6.43% of college graduates will earn less than


$24,800.

Normal Distribution 14
Example: Salary
(b) What proportion of
college graduates will earn
.4115
$53,500 or more?
.0885
$40,000 $53,500
Solution:
0 +1.35
Convert the $53,500 to a Z-score. Z

Z = ($53,500 - $40,000)/$10,000 = +1.35. Find the area


between 0 and +1.35 in the Z-table: .4115 is the table value.
When you DRAW A PICTURE (above) you see that you need the
area in the tail: .5 - .4115 - .0885.

Answer: .0885. Thus, 8.85% of college graduates will earn


$53,500 or more.

Normal Distribution 15
Example: Salary

.4
55
4
.1915
(c) What proportion of college
graduates will earn between
$45,000 and $57,000? $40k $45k $57k

0 .5 1.7

Z = $45,000 – $40,000 / $10,000 = .50 Z

Z = $57,000 – $40,000 / $10,000 = 1.70

From the table, we can get the area under the curve between
the mean (0) and .5; we can get the area between 0 and 1.7.
From the picture we see that neither one is what we need.
What do we do here? Subtract the small piece from the big
piece to get exactly what we need.
Answer: .4554 − .1915 = .2639

Normal Distribution 16

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