Examples of continuous

probability distributions:

The normal and standard normal

 The Normal Distribution

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ X
The Normal Distribution:
as mathematical function (pdf)

1 x 2
1  ( )
f ( x)  e 2 
 2
This is a bell shaped
Note constants: curve with different
=3.14159 centers and spreads
e=2.71828 depending on  and 
Standard Normal Distribution

 The Classic Bell-Shaped curve is

symmetric, with
 mean = median = mode =
midpoint
 Standard Normal Distribution
Standard Normal Distribution
Probability Density

0.40 .34

0.30
.50 .135
0.20

0.10
.025
0.00
-4 -3 -2 -1 0 1 2 3 4
Standard Score (z)
 Probabilities in the
Normal Distribution
 The distribution is symmetric, with a
mean of zero and standard deviation of
1.
 The probability of a score between 0
and 1 is the same as the probability of a
score between 0 and –1: both are .34.
 Thus, in the Normal Distribution, the
probability of a score falling within one
standard deviation of the mean is .68.
More Probabilities
 The area under the Normal Curve from
1 to 2 is the same as the area from –1
to –2: .135.
 The area from 2 to infinity is .025, as is
the area from –2 to negative infinity.
 Therefore, the probability that a score
falls within 2 standard deviations of the
mean is .95.
Normal Distribution Problems A.
 Suppose the NMAT exam has a mean
of 500 and a standard deviation of 100.
 Joe wants to be accepted to a medical
school that requires that applicants
score at or above the 84th percentile.
In other words, Joe must be among the
top 16% to be admitted.
 What score does Joe need on the test?
 To solve these problems, start by drawing
the standard normal distribution.
Next, formula for z:
Standard Normal Distribution

.34
X i  X X i  500
zX i  
.50
.135 + sX 100
.025 =
.16

-4 -3 -2 -1 0 1 2 3 4
Standard Score (z)


THE NORMAL CURVE AND PROBABILITY
Practice problem

If birth weights in a population are

normally distributed with a mean of 109
oz and a standard deviation of 13 oz,
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when
sampling birth records at random?
b. What is the chance of obtaining a birth
weight of 120 or lighter?
**The beauty of the normal curve:

No matter what  and  are, the area between - and

+ is about 68%; the area between -2 and +2 is
about 95%; and the area between -3 and +3 is
about 99.7%. Almost all values fall within 3 standard
deviations.
 How good is rule for real data?

Check some example data:

The mean of the weight of the women = 127.8
The standard deviation (SD) = 15.5
68-95-99.7 Rule

68% of
the data

95% of the data

99.7% of the data

 68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5 lbs) of the mean.

112.3 127.8 143.3

25

20

P
e 15
r
c
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n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS
 95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.

96.8 127.8 158.8

25

20

P
e 15
r
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n 10
t

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80 90 100 110 120 130 140 150 160
POUNDS
 99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the
mean.

81.3 127.8 174.3

25

20

P
e 15
r
c
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n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS
Problem set
 Suppose NMAT scores roughly follows a
normal distribution in the population of
9,800 takers (with range restricted to 200-
800), and the average NMAT score is 500
with a standard deviation of 50.
Determine the following:
1. The raw score of the 68 percentile.
2. The number of takers whose scores
between 400 and 600.
3. The score of percentile 99.
4.The score of percentile 40.
5. The number of takers whose scores
between 350 and 450.
6. The number of takers whose cores
between 520 and 610.
 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


Somebody calculated all the integrals for the standard

normal and put them in a table! So we never have to
integrate!
Even better, computers now do all the integration.
Comparing X and Z units

100 200 X ( = 100,  = 50)

0 2.0 Z ( = 0,  = 1)
Practice problem
If birth weights in a population are
normally distributed with a mean of 109
oz and a standard deviation of 13 oz,
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when
sampling birth records at random?
b. What is the chance of obtaining a birth
weight of 120 or lighter?
 Answer
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

From the chart or SAS  Z of 2.46 corresponds to a right tail (greater

than) area of: P(Z≥2.46) = 1-(.9931)= .0069 or .69 %
 Answer
b. What is the chance of obtaining a birth
weight of 120 or lighter?
120  109
Z  .85
13

From the chart or SAS  Z of .85 corresponds to a left tail area of:
P(Z≤.85) = .8023= 80.23%
 Looking up probabilities in the
standard normal table
What is the area to the
left of Z=1.51 in a
standard normal curve?

Area is 93.45%
Z=1.51

Z=1.51
Are my data “normal”?
 Not all continuous random variables are
normally distributed!!
 It is important to evaluate how well the
data are approximated by a normal
distribution
 Are my data normally
distributed?
1. Look at the histogram! Does it appear bell
shaped?
2. Compute descriptive summary measures—are
mean, median, and mode similar?
3. Do 2/3 of observations lie within 1 std dev of the
mean? Do 95% of observations lie within 2 std
dev of the mean?
4. Look at a normal probability plot—is it
approximately linear?
5. Run tests of normality (such as Kolmogorov-
Smirnov). But, be cautious, highly influenced by
sample size!
Problem B.
You are performing a cohort study. If
the probability of developing disease in
the exposed group is .25 for the study
duration, then if you sample (randomly)
500 exposed people, What’s the
probability that at most 120 people
develop the disease?