Unit 1- Normal

Distribution

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Contents Introduction: Normal distribution

Introduction: Normal distribution

The standard normal distribution
More general normal distributions
Solving problems by working backwards.

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of 33
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Introduction: Normal distribution

A sample of heights of 10,000 adult males gave rise to the

following histogram:
Histogram showing the heights of 10000 males
1400
1200
1000
Frequency

800
600
400
200
0
140 148 156 164 172 180 188 More
Height (cm )

Notice that this histogram is symmetrical

and bell-shaped. This is the characteristic
shape of a normal distribution.
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Introduction: Normal distribution

If we were to draw a This is called the

smooth curve through the normal curve.
mid-points of the bars in
the histogram of these
heights, it would have the
following shape:

The normal distribution is an appropriate model for many

common continuous distributions, for example:
The masses of new-born babies;
The IQs of school students;
The hand span of adult females;
The heights of plants growing in a field;
etc.
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Introduction: Normal distribution

All normal curves are symmetrical and bell-shaped but the

exact shape is governed by 2 parameters – the mean, μ, and
the standard deviation, σ.

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Introduction: Normal distribution

If X has a normal distribution with mean μ, and variance σ2,

we write
X ~ N[μ, σ2]

μ–σ μ+σ

68% of the distribution lies within

1 standard deviation of the mean.

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Introduction: Normal distribution

If X has a normal distribution with mean μ, and variance σ2,

we write
X ~ N[μ, σ2]

μ – 2σ μ + 2σ
95% of the distribution lies within 2
standard deviations of the mean.

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Introduction: Normal distribution

If X has a normal distribution with mean μ, and variance σ2,

we write
X ~ N[μ, σ2]

μ – 3σ μ + 3σ

99.7% of the distribution lies within

3 standard deviations of the mean.

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Introduction: Normal distribution

As normal distributions always represent continuous data, it

only makes sense to find the probability that X takes a value in
a particular interval. For example, we could find:

P(X ≥ 20);
P(–5 < X < 9);
P(X = 19 to the nearest whole number),
i.e. P(18.5 ≤ X < 19.5).
y

Probabilities correspond to areas

underneath the normal curve.
x

There is no simple formula that can be

used to find the probabilities. Instead, the
probabilities are found from tables.
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Contents The standard normal distribution

Introduction: Normal distribution

The standard normal distribution
More general normal distributions
Solving problems by working backwards.

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The standard normal distribution

x
-3 -2 -1 1 2 3

The normal distribution with mean 0 and standard deviation 1

is called the standard normal distribution – it is denoted Z.
So, Z ~ N[0, 1].

Probabilities for this distribution are given in tables.

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The standard normal distribution

Here is an extract from a standard normal distribution table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

This column gives

row gives the the
nextfirst part ofplace
decimal the zofvalue.
the z value.
The tables are cumulative, i.e. they give P(Z ≤ z).

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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

So, P(Z ≤ 0.54) = 0.7054.

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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(Z > 0.6) = 1 – P(Z ≤ 0.6)

= 1 – 0.7257
= 0 .2743
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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(0.25 ≤ Z < 0.78) = P(Z ≤ 0.78) – P(Z ≤ 0.25)

= 0.7823 – 0.5987
= 0.1836
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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(Z > –0.3) = P(Z < 0.3) Remember that the

standard normal distribution
= 0.6179 is symmetrical around 0.

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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(Z ≤ –0.28) = 1 – P(Z ≤ 0.28)

= 1 – 0.6103
= 0.3897
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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(–0.08 < Z ≤ 0.85) = P(Z ≤ 0.85) – P(Z ≤ –0.08)

= 0.8023 – (1 – 0.5319)
= 0.3342
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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

Find a such that P(Z < a) = 0.6950.

We search in the table to find the probability 0.6950.
We see that a = 0.51.
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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

Find b such that P(Z > b) = 0.242.

i.e. such that P(Z ≤ b) = 1 – 0.242 = 0.758.
We see that b = 0.7.
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The standard normal distribution

Extract from table:

z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

Find c such that P(Z < c) = 0.352.

c must be negative because P(Z < c) is less than 0.5000.
By symmetry, P(Z > |c|) = 0.352 and
P(Z ≤ |c|) = 0.648. Therefore c = –0.38.
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Contents More general normal distributions

Introduction: Normal distribution

The standard normal distribution
More general normal distributions
Solving problems by working backwards.

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More general normal distributions

It would of course be impractical to publish tables of

probabilities for every possible normal distribution.

Fortunately, it is possible and easy to transform any

normal distribution to a standard normal:

X 
If X ~ N[  ,  ]2
then Z  ~ N[0,1].

N[  ,  2 ] y N[0, 1]
y

Standardise
x
x -3 -2 -1 1 2 3

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More general normal distributions

Example: If X ~ N[20, 16] , find

a) P(X < 23);
b) P(X > 14);
c) P(16 < X < 24.8).

a) If σ2 = 16, then σ = 4.
Standardise
y y
23  20
 0.75
4
x x
20 23 0 0.75

P( X  23)  P( Z  0.75) = 0.7734

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More general normal distributions

Example: If X ~ N[20, 16] , find

a) P(X < 23);
b) P(X > 14);
c) P(16 < X < 24.8).

b)
Standardise
y y
14  20
 1.5
x
4
x
14 20 –1.5 0

P( X  14)  P( Z  1.5)  P( Z  1.5) = 0.9332

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More general normal distributions

Example: If X ~ N[20, 16] , find

a) P(X < 23);
b) P(X > 14);
c) P(16 < X < 24.8).
16  20 24.8  20 
c) P 16  X  24.8   P  Z   P(1  Z  1.2)
 4 4 
y y
Standardise

x x
16 20 24.8 -1 0 1.2

P(Z < 1.2) = 0.8849

and P(Z < –1) = 1 – P(Z < 1) = 1 – 0.8413 = 0.1587.
So, P(–1 < Z < 1.2) = 0.8849 – 0.1587 = 0.7262
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More general normal distributions

Examination style question: IQs are normally distributed

with mean 100 and standard deviation 15. What proportion
of the population have an IQ of at least 124?
Let X be the random variable for the IQ of an individual.
X ~ N[100, 225].

Standardise
y y
124  100
 1.6
15
x x
100 124 0 1.6

So, we want P(X > 124) = P(Z > 1.6)

= 1 – P(Z ≤ 1.6) = 1 – 0.9452
= 0.0548
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Contents Working backwards

Introduction: Normal distribution

The standard normal distribution
More general normal distributions
Solving problems by working backwards.

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Working backwards

Example: If X ~ N[4, 0.25], find the value of

x if P(X < x) = 0.67.
To find x, we start by finding the standardised value z such
that P(Z < z) = 0.67.
From tables we see that z = 0.44.
We therefore need to find the value that standardises to
make 0.44 by rearranging the formula.

Standardise
N[4, 0.25] y y N[0, 1]
x  4  0.44  0.5
x  4.22
x x
4 x 0 0.44

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Working backwards

Example: Marks in an examination can be assumed to

follow a normal distribution with mean 62 and standard
deviation 16. The pass mark is to be chosen so that 86%
of candidates pass. Find the pass mark.

Let X represent the marks in the examination. X ~ N[62, 256].

We need to find x such that P(X ≥ x) = 0.86.
x  62
We need to solve:  1.08 . Therefore x = 44.72.
16

y Standardise y

x x
x -1.08

So, the pass mark is 44.

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Working backwards

Examination style question: A machine is designed to fill jars

of coffee so that the contents, X, follow a normal distribution
with mean μ grams and standard deviation σ grams.
If P(X > 210) = 0.025 and P(X < 198) = 0.04, find μ and σ
correct to 3 significant figures.
We are given 2 pieces of information which we can
use to form equations:
Firstly: 210  
 1.96  210    1.96


μ 210 0 1.96

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Working backwards

Secondly, we are told that P(X < 198) = 0.04.

This gives the equation:

198  
 1.75  198    1.75


198 μ -1.75 0

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Working backwards

The two equations are:

210    1.96
198    1.75
Subtracting to eliminate μ:
12  3.71    3.2345g

This gives μ = 210 – 1.96 × 3.2345 = 203.66g

So the solutions to 3 s.f. are μ = 204g and σ = 3.23g.

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