Normal Distribution

Dr. Mahmoud Abd El-

Raouf
1
Normal Distribution

The normal distribution is one of the most important distributions because of its characteristics that apply to
natural, social and economic. If we choose a hundred or thousand people and measure their lengths, we will find a
large percentage of them close to the average, and the percentage of lengths will decrease as we move away from
the average value.

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Normal Distribution

3
Normal Distribution

Assuming that ,This possibility is determined by the following area:

This area (probability) is calculated by finding the following integral:

 x 
x2 x2 2
1
 
1   

p ( x1  x  x2 )  x f ( x)dx  x  2 e 2 dx
1 1

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Normal Distribution

This integration is difficult to calculate, a Transform has been made, and its probability distribution can
be used to calculate these probabilities.
𝒙−𝝁
𝒁=
𝝈

The new variable is known as Z and is the standard normal variable, its mean = 0 and a standard
deviation = 1. Z ~ N (0,1)
Properties for normal distribution curve

1. The total area under the curve is equal to one.

2. Symmetric around the mean

so the average divides the standard normal curve into
two equal parts in shape and area.
The Standard Normal Distribution
Use standard Normal tables for
[also called ]

𝑋 −𝜇
𝑍= ∼ 𝑁 (0 , 1)
𝜎

𝑸= 𝑷 ( 𝒁 <𝒂)

𝑎 6
The Standard Normal Distribution
To find the probabilities (areas) in the normal
distribution problems

we first convert the values of X to the corresponding Z

𝑋 −𝜇
values. 𝑍 =
𝜎
this gives the value of area (probability) less than the
value of Z under the curve.

For example, at Z = 1.96

the area (probability) under the standard normal curve and less
than Z = 1.96 .

We start with the value 1.9 in the Z column

we move in the corresponding row until we reach the column

heading 0.06

the value The probability is 0.9750.

The Standard Normal Distribution

Example :
(a)

888
The Standard Normal Distribution
Probability Rules of Normal Distributions:

1) ¿ 𝜱 ( 𝒂) 3) ¿ 𝜱 ( 𝒂)

¿
2) ¿ 𝟏 − 𝜱 ( 𝒂) 4) ¿𝟏− 𝜱 ( 𝒂 )

¿
The Standard Normal Distribution
Probability Rules of Normal Distributions:

5) ¿ 𝜱 (𝒃 )− 𝜱 (𝒂)
6)

¿
7) ¿ 𝜱 ( 𝒃 ) − [ 𝟏− 𝜱 ( 𝒂 ) ]
The Standard Normal Distribution
Example : (

¿ 𝑃 ( 𝑍 ≤ 0 . 5)
¿ Q(0 . 5)
= 0.6915.

¿
The Standard Normal Distribution

Example : 𝑃 (𝑍 ≥ 2 . 0)
¿ 1 − 𝑃 ( 𝑍 <2 . 0)
¿ 1 −Q ( 2 . 0¿) 1 −0 . 9772
¿ 0 . 0228
The Standard Normal Distribution

Example : 𝑃 ( 𝑍 ≤ −2 . 0 )
¿ 𝑃 ( 𝑍 ≥2 . 0)

¿ 1 −Q ( 2 . 0¿) 1 −0 . 9772
¿ 0 . 0228

=
The Standard Normal Distribution

Example : 𝑃 ( 0 . 5< 𝑍 < 1. 5 )

¿ 𝑃 ( 𝑍 <1 . 5 ) − 𝑃 (𝑍 <0 . 5)
¿ Q ( 1 .5 ) − Q(0 . 5)
¿ 0 .9332− 0 .6915
= 0.2417

= −
The Standard Normal Distribution

Example :
𝑷 ( − 𝟎 .𝟓 ≤ 𝒛 ≤ 𝟎 .𝟗 )
¿ 𝑷 ( 𝒁 <𝟎 . 𝟗 ) − 𝑷 (𝒁 <− 𝟎 .𝟓)
¿ 𝑷 ( 𝒁 <𝟎 . 𝟗 ) − 𝑷 (𝒁 ≥ 𝟎 .𝟓)

¿ 𝜱 ( 𝟎 . 𝟗−) [ 𝟏 − 𝜱 ( 𝟎 . 𝟓 ) ]

¿ 𝟎 . 𝟖𝟏𝟓𝟗− ( 𝟏− 𝟎 .𝟔𝟗𝟏𝟓 )
¿𝟎.𝟖𝟏𝟓𝟗+𝟎.𝟔𝟗𝟏𝟓 −𝟏
¿ 𝟎. 𝟓𝟎𝟕𝟒
The Standard Normal Distribution

Example :
𝑃 ( 𝑍 <1.356 )
Between
and

0.9115 +0.9131
Q ( 1.356 ) =
2
¿ 𝟎. 𝟗𝟏𝟐𝟑
OR

Q ( 1.356 ) =Q ( 1.36 ) =𝟎 .𝟗𝟏𝟑𝟏

The Standard Normal Distribution

Example :

𝑷 ( 𝒁 < 𝟏. 𝟒𝟖)¿ 𝑄 (1.48)¿ 0.9306

¿ P ( Z< 0.25¿)𝑄 (0.25)¿ 0.5987

𝑷 ( 𝒁 > −𝟎 . 𝟐𝟓)
The Standard Normal Distribution

Example :
𝐏 ( 𝐙 >𝟏 . 𝟔𝟎)
¿ 1 − P ( Z ≤ 1 .60 )
¿ 1 −𝑄 (1. 60)
¿ 1 −0 . 9452¿ 0 .0548

𝑷 ( 𝒁 <−𝟏 . 𝟎𝟐¿) 𝑃 ( 𝑍 ≥ 1. 02¿)1 −𝑄 ( 1 . 02¿)1 −0 . 8461¿ 0 .1539

The Standard Normal Distribution

Example :

𝑷 (𝟎 . 𝟓< 𝒁 < 𝟏. 𝟓𝟕)¿ 𝑄 (1 .57)−𝑄 (0 . 5)

¿ 0 .9418− 0 .6915¿ 0 .2503

Normal Distribution
Example :
The professor of Statistics found that the average time required for students to complete
the final exam = 150 minutes with a standard deviation of 30 minutes.
Find the following:
1. What is the probability that students complete an exam between 125 and 150 minutes?
2. What is the probability that students complete an exam in 185 minutes or less?
3. What is the probability that students complete an exam in more than 195 minutes?
4. If the number of students is 1000 students. Find the number of students who completed
an exam in more than 185 minutes.
𝑋 −𝜇
𝜇=150 , 𝜎 =30 𝑍=
𝜎
Normal Distribution

1. What is the probability that students complete an

exam between 125 and 150 minutes?
P(125  X  150 )
 125  150 x  μ 150  150 
 P   
 30 σ 30 
 P 0.83  Z  0 
¿ 𝑃 ( 0 ) −[ 1− 𝑃 ( 0 . 83 ) ]

¿ 0 .5 −[ 1− 0 . 7967]

¿ 0 .5+ 0 . 7967 −1
 0.2967
Normal Distribution
2. What is the probability that students complete an
exam in 185 minutes or less?

P(X  185 )

 x  μ 185  150 
 P  
 σ 30 

 PZ  1.17 

 0.8790
Normal Distribution

What is the probability that students complete an

exam in more than 195 minutes?

𝑃 ( 𝑋 ≥195)

 x  μ 195  150 
 P  
 σ 30 
 PZ  1.5

 1 - P(Z  1.5)

 1 - 0.9332

¿ 0 .0668
Normal Distribution

4. If the number of students is 1000 students. Find the number of students who
completed an exam in more than 185 minutes.

1000  P ( X  185)

1000 ∗ { 1− 0 . 8790 }

1000*0.121=121
Normal Distribution

Example :
𝑃 ( 𝑍 ≤ 𝑐 ) =0 . 8
Use table in reverse:
Q ( 𝑐 )=0 .8
between 0.7995 and 0.8023

between 0.84 and 0.85

0 . 84+ 0 . 85
⇒ 𝑐=
2
≈ 0 . 845

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Normal Distribution

Example :

The outside diameter, X mm, of a copper pipe is N(15.00, 0.022)

((ii) Within what range will X lie with probability 0.95?

Solution :

𝜇=15 , 𝜎 = 0 . 02

𝑋 −𝜇
𝑍=
𝜎
Example : (ii) Within what range will X lie with probability 0.95?𝜇=15 , 𝜎 = 0 . 02
we want an interval such that X lies in this interval with probability 0.95.
𝑷 ( 𝒎𝒊𝒏< 𝑿 < 𝒎𝒂𝒙 )=𝟎 . 𝟗𝟓 .
suppose we want an interval which is symmetric about zero i.e. between and .

0.95

So is where

0.025+0.95

−𝑧 𝑧
0.975

0.025 0.05/2=0.025
𝑍
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Normal Distribution

Example : Use table in reverse:

Q ( 𝑍 ) =0 . 975 ⇒ 𝑍=1 . 96
𝑷 ( − 𝟏. 𝟗𝟔< 𝒁 <𝟏 . 𝟗𝟔 ) =𝟎 . 𝟗𝟓
Reminder:
𝑷 ( 𝒎𝒊𝒏< 𝑿 < 𝒎𝒂𝒙 )=𝟎 . 𝟗𝟓 .

⇒𝑚𝑖𝑛=15−(1 . 96 × 0 . 02)
⇒𝑚𝑎𝑥=15 +(1 . 96 × 0 . 02)

lies in 15 with probability 0.95

⇒14 . 96 mm< 𝑋<15 .04 mm

 Good luck
Dr. Mahmoud Abd El-
Raouf