Normal Probability Distribution

Probability Distributions
 Variable : A characteristic which shows variation is
called a variable. The quality characteristic is said to
be a variable since its data contains more than one
value
 Probability Distribution
Probability distribution is a mathematical model that
relates the value of a variable with the probabilities of
occurrence of those values in the population
 Probability distribution specifies the relationship
between values of a variable and parameters of the
variable by means of a mathematical model
 Different types of Probability Distributions
• Discrete Probability Distributions
• Continuous Probability Distributions
 Continuous Probability Distributions

 Uniform Probability Distribution

 Normal Probability Distribution
 Exponential Probability Distribution
f (x) Exponential
Uniform
f (x)

f (x ) Normal

x
x

x
 Continuous Probability
Distributions
 A continuous random variable
can assume any value in an
interval on the real line or in a
collection of intervals.
 Continuous Probability Distributions

 The probability of the random variable assuming a

value within some given interval from x1 to x2 is
defined to be the area under the graph of the
probability density function between x1 and x2.
f (x) Exponential
Uniform
f (x)

f (x ) Normal

x
x x1 xx12 x2
x1 x2
x
x1 x2
 Normal Probability Distribution
 The normal probability distribution is the most
important distribution for describing a continuous
random variable.
 It is widely used in statistical inference.
 Normal Probability Distribution

 It has been used in a wide variety of applications:

Heights
of people
Scientific
measurements
 Normal Probability Distribution

 It has been used in a wide variety of applications:

Test
scores
Amounts
of rainfall
 Normal Probability Distribution

 Normal Probability Density Function

1  ( x   )2 /2  2
f (x)  e
 2

where:
 = mean
 = standard deviation
 = 3.14159
e = 2.71828
 Normal Probability Distribution

 Characteristics

The distribution is symmetric, and is bell-shaped.

x
 Normal Probability Distribution

 Characteristics

The entire family of normal probability

distributions is defined by its mean  and its
standard deviation  .

Standard Deviation 

x
Mean 
 Normal Probability Distribution

 Characteristics

The highest point on the normal curve is at the

mean, which is also the median and mode.

x
 Normal Probability Distribution

 Characteristics

The mean can be any numerical value: negative,

zero, or positive.

x
-10 0 20
 Normal Probability Distribution

 Characteristics

The standard deviation determines the width of the

curve: larger values result in wider, flatter curves.

 = 15

 = 25

x
 Normal Probability Distribution

 Characteristics
Probabilities for the normal random variable are
given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).

.5 .5
x
 Normal Probability Distribution

 Characteristics

68.26% of values of a normal random variable

are within +/- 1 standard deviation of its mean.

95.44% of values of a normal random variable

are within +/- 2 standard deviations of its mean.

99.72% of values of a normal random variable

are within +/- 3 standard deviations of its mean.
 Normal Probability Distribution

 Characteristics
99.72%
95.44%
68.26%


x
 – 3  – 1  + 1  + 3
 – 2  + 2
Standard Normal Probability Distribution

A random variable having a normal distribution

with a mean of 0 and a standard deviation of 1 is
said to have a standard normal probability
distribution.
 Standardizing

 Suppose X~N(
 Form a new random variable by subtracting the
mean  from X and dividing by the standard
deviation :
(X
 This process is called standardizing the random
variable X.
 Standardizing (cont.)

 (X is also a normal random variable; we will

denote it by Z:
Z = (X
 has mean 0 and standard deviation 1

 The probability distribution of Z is called the
standard normal distribution.
Standard Normal Probability Distribution

The letter z is used to designate the standard

normal random variable.



z
0
 Standard Normal Probability Distribution

 Converting to the Standard Normal Distribution

x
z


We can think of z as a measure of the number of

standard deviations x is from .
 Example

If x is a random variable that has a normal

distribution with a mean of 50 and a standard
deviation of 5.
a) What is the value of Z corresponding to x = 40?
b) What is P (x<40)?
c) What is the value of Z corresponding to x=55?
d) What is P (x<55)
a) What is the value of Z corresponding to x = 40?

x = 40 µ = 50

a. x=40; µ = 50, σ = 5
Z= (x-µ) = (40 – 50) = (-10)
σ 5 5
a) What is the value of Z corresponding to x = 40?

x = 40 µ = 50

a. x=40; µ = 50, σ = 5
Z= (x-µ) = (40 – 50) = (-10) = -2
σ 5 5
 x = 40 z = -2 z = 0
µ = 50

a. x=40; µ = 50, σ = 5
Z= (x-µ) = (40 – 50) = (-10) = -2
σ 5 5
b. P(x<40)

x = 40 z = -2 z = 0
µ = 50
b. P(x<40)

x = 40 z = -2 z = 0
µ = 50
 x = 40 z = -2 z = 0
µ = 50

b. P(x<40) = P (Z < -2)

 x = 40 z = -2 z = 0
µ = 50

b. P(X<40) = P (Z < -2)

= 0.0228
 c) What is the value of Z corresponding to x=55?

µ = 50 x = 55

c. x=55; µ = 50, σ = 5

Z= (x-µ) = (55 – 50) = (5) = 1

σ 5 5
d) What is P (x<55)

µ = 50 x = 55 z=0 z=1

c. x=55; µ = 50, σ = 5
Z= (x-µ) = (55 – 50) = (5) = 1
σ 5 5
d) What is P (x<55)

x = 55 z=0 z=1
µ = 50

d. P(x<55) = P ( Z < 1)
= 0.8413
 Problem 1

Suppose a machine, set for filling 1 kg

packets of sugar, produces packets with
contents whose weights are normally
distributed with mean 1.02 kg and
standard deviation 0.01 kg. what
proportion of packets will contain
1. Less than 1 kg of sugar?
2. More than 1.03 kg of sugar?
1. Proportion of packets less than 1 kg of sugar?

mean 1.02 kg and standard deviation 0.01 kg

x=1 µ = 1.02

µ = 1.02, σ = 0.01
Z = X - µ = 1 – 1.02 = 0.02/0.01 = -2
σ 0.01
 1. Less than 1 kg of sugar?
mean 1.02 kg and standard deviation 0.01 kg

x=1 z=-2 µ=0

µ = 1.02

P(x<1) = P ( Z < -2)

 1. Less than 1 kg of sugar?
mean 1.02 kg and standard deviation 0.01 kg

x=1 z= -2
µ = 1.02 µ=0

P(x<1) = P ( Z < -2)

= 0.0228
= 2.28%
2.28% of Sugar packets are less than 1 kg
2. Proportion of packets more than 1.03 kg of sugar?

mean 1.02 kg and standard deviation 0.01 kg

x = 1.03
µ = 1.02

µ = 1.02, σ = 0.01
 1. More than 1.03 kg of sugar?
mean 1.02 kg and standard deviation 0.01 kg

µ = 1.02 x = 1.03

µ = 1.02, σ = 0.01
 1. More than 1.03 kg of sugar?
mean 1.02 kg and standard deviation 0.01 kg

µ = 1.02 x = 1.03 µ=0 z=1

µ = 1.02, σ = 0.01
P(x>1.03) =?
Z = X- µ = (1.03-1.02) = 1
σ 0.01
 1. More than 1.03 kg of sugar?
mean 1.02 kg and standard deviation 0.01 kg

µ = 1.02 x = 1.03 Z= 1

µ = 1.02, σ = 0.01

P (X > 1.03) =P ( Z >1)

= 1- P (Z<1)
 1. More than 1.03 kg of sugar?
mean 1.02 kg and standard deviation 0.01 kg

x = 1.03 Z= 1
µ = 1.02

µ = 1.02, σ = 0.01
P [ Z < 1] = 0.8413
P (X > 1.03) =P ( Z >1)
= 1- P (Z<1)
= 1- 0.8413
= 0.1587 = 15.87%
 1. More than 1.03 kg of sugar?

µ = 1.02 x = 1.03 x=
µ = 1.021.03

=
1 – 0.8413
= 0.1587
x=
µ = 1.021.03
 Problem 2

A car battery has a mean life of 36 months with the

standard deviation of 8 months. What is the
probability that
a) The car battery will fail in less than 18 months
b) The car battery lasts more than 40 months
c) The car battery dealer wishes to offer a
guarantee of free replacement if a battery failed
earlier than a certain period. If he wishes to
replace only less than 3% what should be the
guarantee period specified by him?