Chapter 5:

Normal Distribution
Spring 2023
Amer Malbanji
Objectives
1. Introduction to Normal Distributions
• Continuous Distributions
• Normal Distribution
• Standard Normal Distribution

2. Finding Normal Probabilities

3. Finding Values: Backward Calculations

4. Sampling Distributions and the Central Limit Theorem

• Sampling Distributions
• Central Limit Theorem (CLT)

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Introduction
A continuous variable is a variable that can assume any value on a continuum
(can assume an uncountable number of values).
Time required to complete a programming task, Starting salary of a ZU Public
Health graduate, pH level of drinking water., BMI of school children in UAE.
These can potentially take on any value depending only on the ability to
precisely and accurately measure.
Use a continuous probability distribution to assign probabilities to intervals of
values.
The probability distribution of a continuous random variable is specified by a
function, f(x), such that:

The function f is called the probability density function (pdf).

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Continuous
Probability
Distribution
Continuous probability distribution

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Properties of Normal Distribution

• Measurements concentrate near the mean .

• Symmetric distribution (Mean Median)
• As standard deviation gets bigger, the curve gets flatter
• It has two tails extended from to
• The total area under the curve is 1
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Empirical Rule
(68%, 95%, 99%)
 68.26% of data are within
 95.44% of data are within
 99.74% of data are within

 Example:
IQ average is 100, standard deviation 16
 Then 68% are between (84,116)
 Then 95% are between (68,132)
 Then 99.7% are between (52,148)

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Standard Normal
Distribution
(, =1)
We can transfer any normal distribution to a
standardized distribution by applying the
formula:

from

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Normal Distribution Calculator

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 Example
A new gas-electric hybrid car has recently hit the market. The distance
traveled on 1 gallon of fuel is normally distributed with a mean of
65 miles and a standard deviation of 4 miles.

• Find the probability that the car travels less than 60 miles per gallon

• Find the probability that the car travels more than 75 miles per gallon

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 Example Cont’d
A new gas-electric hybrid car has recently hit the market. The distance
traveled on 1 gallon of fuel is normally distributed with a mean of
65 miles and a standard deviation of 4 miles.

• Find the probability that the car travels between 55 and 70 mil/gal

• Find the probability that the car travels exactly 90 miles per gallon

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 Exercise 1, Pg 19
Recent studies showed that the time spent by adults worldwide on social media (social networking and messaging
platforms) per day is normally distributed with a mean of 142 minutes and a standard deviation of 33 minutes.
Find the probability of the following:
 that a randomly selected adult spends less than 150 minutes per day on social media.
𝑃 ( 𝑋 <150 )=0.5958
 that a randomly selected adult spends more than 3 hours per day on social media.
𝑃 ( 𝑋 >180 )=0.1248
 that a randomly selected adult spends between 1.5 and 3.5 hours per day on social media.
𝑃 ( 90< 𝑋 <210 )=0.9228

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 Exercise 1, Pg 19, Cont’d
Recent studies showed that the time spent by adults worldwide on social media (social networking and messaging
platforms) per day is normally distributed with a mean of 142 minutes and a standard deviation of 33 minutes.
Find the probability of the following:
 would it be “unusual" for a randomly selected adult to spend more than 4 hours per day on social media?

, This probability is very small, so it is very unusual for an adult to spend more than 4 hours.
 If 600 adults are randomly selected, how many would you expect to say they spend less than one hour per day on
social media?

, For 600 adults 0.0065 of them spend less than an hour,

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 Exercise 2, Pg 20
The speed of a file transfer from a server on campus to a personal computer at a student's home on a weekday
evening is normally distributed with a mean of 60 kilobits/second and a standard deviation of 4 kilobits/second. Find
the probability that the file will transfer at a speed of
 70 kilobits per second or more. 𝑃 ( 𝑋 >70 )=0.00 62

 less than 58 kilobits per second. 𝑃 ( 𝑋 <58 )=0.3085

 52 and 72 kilobits per second. 𝑃 ( 52< 𝑋 <72 ) =0.9759

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 Exercise 3, Pg 20
 The postsurgery survival time of a breast cancer patient is normally distributed with a mean of eight years and a
standard deviation of 1.5 years. Find the probabilities that a woman with breast cancer will survive after her
surgery:
 less than six years. 𝑃 ( 𝑋 <6 )=0.09 12 ≅ 9 %

 more than 11 years. 𝑃 ( 𝑋 >11 ) =0.0228 ≅ 2 %

 between five and seven years. 𝑃 ( 5 > 𝑋 > 7 ) =0.2297 ≅ 23 %

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Backward Calculation: Find

value A, such that

for given probability p.

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When to use backward calculation:
 Below which grade 10% of students have scored.
 Find a salary where 75% of all employees are above.
 Finding the boundaries of 50% middle class.
 Blood pressure of 95% are between these two values.
 The lowest 5% of company’s profits.

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Exercise 1, Pg 25
A person must score in the upper 2% of the population on an IQ
test to qualify for membership in Mensa, the international high-
IQ society. If IQ scores are normally distributed with a mean of
100 and a standard deviation of 15, what score must a person get
to qualify for Mensa?

From the online calculator, A is 130.806

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 Exercise 2, Pg 25
It is known that the life of a calculator manufactured by Texas Instruments has a normal distribution with a mean of
54 months and a standard deviation of 8 months.
A. The company guarantees that any calculator that starts malfunctioning within 3.5 years of the purchase will be
replaced by a new one. About what percentage of calculators made by this company are expected to be
replaced?
Use Area from a Value to find . So 6.7% of calculators might be replaced.

B. What should the warranty period be to replace a malfunctioning calculator if the company does not want to
replace more than 1% of all the calculators sold?
Use Value from Area to find . The warranty should be more than 35.4 months,

Study hint: check using area from value P(X<35.4) = 0.01

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Exercise 4, Pg 27
In a large section of a statistics class, the points for the final exam
are normally distributed, with a mean of 72 and a standard deviation of 9.
Grades are to be assigned according to the following rule:
the top 10% receive A’s,
the next 20% receive B’s,
the middle 40% receive C’s,
the next 20% receive D’s,
60 67 76 83
the bottom 10% receive F’s.
Find the lowest score on the final exam that would qualify a student for an A, a B, a C, and a D.
This question is asking about the grade that would qualify for A, B, C, and D. Use Value from a Area.
A = 83.534 or more, B = 76.72 and less than 83.534
C = 67.28 and less than 76.72, D = 60.47 and less than 67.28
Study Hint: To Check: and

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 Exercise 5, Pg 28
The fill amount in 2-liter soft drink bottles is normally distributed, with a mean of 2 L and a standard deviation of
0.05L. If bottles contain less than 1.9 L, the manufacturer may be subject to penalty by the office of consumer
affairs. However, bottles that have a net content above 2.1L may cause excess spillage upon opening.
a What proportion of the bottles will contain between 1.90 and 2.10 L?

Use Area from a Value: between

b What proportion of the bottles will contain below 1.90 L or above 2.10 L?

Use Area from a Value: Outside

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 Exercise 5, Pg 28, Cont’d
… mean of 2 L and a standard deviation of 0.05L.
c) At least how much soft drink is contained in 99% of the bottles?

Use Value from a Area: Above

C: 1.884 L, so 99% of all bottles contain at least 1.884L

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 Exercise 5, Pg 28, Cont’d
… mean of 2 L and a standard deviation of 0.05L.

d) 99% of the bottles contain an amount that is between which

two values (symmetrically distributed) around the mean?
Use Value from a Area: Between
A: 1.871 and B : 2.129

So 99% of all bottles contain between 1.871L and 2.129L

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 Exercise 7, Pg 29,
The diameter of the dot produced by a printer is normally distributed with a mean diameter of 0.005 mm and a
standard deviation of 0.001 mm.
a) What is the probability that the diameter of a dot exceeds 0.0065?
Use Area from a Value: Above

b) What standard deviation of diameters is needed so that the probability in part (a) is 0.0025?
In order to calculate the standard deviation, we need to standardize the values.

To find Z use Value from an Area: Above Z=2.807

Solve for :

Study Hint Check using Area from Value:

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 Exercise 8, Pg 29,
Of the Type A electrical resistors produced by a factory, 85% have a resistance greater than 41 ohms, and 3.7% of
them have a resistance greater than 45 ohms. The resistances follow a normal distribution. What percentage of these
resistors have a resistance greater than 44 ohms?
Lets find such that: , Use a Value from Area: Above
Again we need to find such that: Use a Value from Area: Above

Now solve two equations with two unknowns:

and
Use Area From a Value: Above:

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Section 3
Sampling Distributions and the Central Limit Theorem
 Sampling Distributions
 Central Limit Theorem (CLT)

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What is Statistic and Sampling Distribution?

A statistic is any measurement from sample data;

But the statistic varies from sample to sample and hence it is a random variable and has a
probability distribution called the sampling distribution.

The random variables are said to form a random sample of size n if

 1 The Xi's are independent random variables.
 Every Xi has the same probability distribution.

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Population Mean Vs. Sample Mean
Population Mean Sample Mean

1. Although is a fixed number, depends on sample and subject to “sampling variability".

2. The problem is that by reporting alone, we don't take account of the variability caused by the sampling
procedure.

3. The sampling distribution of the sample mean x is the probability distribution of the population of the sample
means obtainable from all possible samples of size n from a population of size N.

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Probabilities of Sampling Distribution of
The mean of the sampling distribution of the sample mean is equal to the mean of the population. That is,

Standard error of the mean of the sampling distribution of the sample mean is

Note: This assumes that sampling is with replacement or sampling is without replacement from an infinite
population.

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Sampling Distribution of Sampling Mean

Case 1: Case 2:
Non-normal Population,
The population is Normal, n (Sample Size) must be
regardless of n sufficiently large (30)

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About Central Limit Theorem (CLT)
 is a condition for the CLT, but starting from the distribution start to be symmetric.

 In some cases we might require larger sample size when we are dealing with
Binary Situation for example with probability of success is small.

 If the population is normal, then the approximation will be exact value.

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Examples of Central Limit Theorem
Normal Population

In all three cases, as n

Non-Normal Population
(sample size) gets larger

the sampling

Skewed Population Mean approximate the

population mean.

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Example 1
An electrical rm manufactures light bulbs that have a length of life that is
normally distributed, with mean equal to 800 hours and a standard deviation of 40
hours.
 Find the probability that a random sample of 16 bulbs will have an average life
of less than 775 hours?
 Solution:
Step 1: Calculate the mean and standard deviation of the Distribution: so
Step 2: Now use the online calculator:

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Example 1, Cont’d
…
Find an interval symmetrically distributed around the population mean lifetime
that will include 95% of the sample means, based on samples of 16 bulbs.?
 Solution:
 Use the Online calculator , Choose: Value from Area
Now use the online calculator:

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Example 1, Cont’d
…
Find an interval symmetrically distributed around the population mean lifetime
that will include 95% of the sample means, based on samples of 16 bulbs.?
 Solution:
 Use the Online calculator , Choose: Value from Area
Now use the online calculator:

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 Exercise 1, Pg 44
The length of time a battery lasts in a laptop is normally distributed with a mean of 240 minutes and a standard
deviation of 15 minutes.
 What is the probability that a selected battery will last more than 245 minutes?
 What is the probability that the mean time of 9 randomly selected batteries is more than 245 minutes?
 What is the probability that the mean time of 36 randomly selected batteries is more than 245 minutes?
 What is the probability that the mean time of 81 randomly selected batteries is more than 245 minutes?
 If the population of times is not normally distributed, which, if any, of the questions above can you answer? Justify
your answer.

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 Exercise 1 a, Pg 44

a) What is the probability that a selected battery will

last more than 250 minutes?

Probability = 25.25%

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 Exercise 1 b, Pg 44
b) What is the probability that the mean time of 9
randomly selected batteries is more than 245 minutes?

In this case we have selected a sample, its mean is still

240 but the standard deviation will be reduced by √9

Probability = 15.87%

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 Exercise 1 c., Pg 44
c. What is the probability that the mean time of 36 randomly
selected batteries is more than 245 minutes?

In this case we have selected a sample, its mean is still 240 but
the standard deviation will be reduced by 36

Probability = 2.28%

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 Exercise 1 E and F., Pg 44
What is the probability that the mean time of 81 randomly selected
batteries is more than 245 minutes?
In this case we have selected a sample, its mean is still 240 but the
standard deviation will be reduced by 9

Probability = 0.14%

If the population of times is not normally distributed, which, if any, of

the questions above can you answer? Justify your answer.
We can calculate C and D, because in that case the sample size is more
than 30 and the average is almost equal to the population sample.

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