DEPARTMENT OF STATISTICS

Chapter 6: Continuous Random Variables

 (Section 1 Probability Distribution for Continuous Random Variables - General)  (Section 3 Assessing Normality)

• Density Curves and Probability Density Functions (pdf) • Normal Probability Plots

• Properties of pdfs  (Section 4 Uniform Random Variables)

• Mean and Variance of Continuous Random Variables • Probability Density Function

• Cumulative Distribution Function • Cumulative Distribution Function

 (Section 2 Normal Distribution) • Expected Value and Variance

• Distribution  (Section 5 Exponential Random Variables)

• Standardization • Probability Density Function

• Z-table • Cumulative Distribution Function

• Forward Problems (Probability Calculations) • Expected Value and Variance

• Backward Problems (Percentile Calculations)

1
 DEPARTMENT OF STATISTICS

Random Variables
The sample space associated with an experiment is a listing of all the possible outcomes.

A random variable (r.v.), is a function that maps from all possible outcomes in the

𝛀→ℝ
sample space to a unique numerical value.
𝑿 :
A discrete random variable, is a r.v. with an accompanying probability
distribution such that only the countable part of the range of the r.v. has
positive probability. (Counting or Numerical Categories)

A continuous random variable, is a r.v. with an accompanying probability

distribution such that all countable subsets of the range of the r.v. has zero
probability. Measuring

2
DEPARTMENT OF STATISTICS

Smooth Curve
( )
𝟐
𝟏 𝒙 −𝝁
𝟏 −
𝟐 𝝈
𝒇 𝑿 ( 𝒙 )= 𝒆
√𝟐 𝝅 𝝈

3
 DEPARTMENT OF STATISTICS

Countable Sets Probability 0

A probability density function(pdf) has a probability of 0 at a single point.
𝒂
𝑷 ( 𝑿=𝒂 ) =∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙=𝟎
𝒂
𝒇 𝑿𝑿( (𝒂𝒂) ) ≠𝟎

4
 DEPARTMENT OF STATISTICS

Countable Sets Probability 0

A probability density function(pdf) has units of probability per unit length.
𝒇 𝑿 ( 𝒙 )= 𝐥𝐢𝐦
𝑷 ( 𝒙 < 𝑿 ≤ 𝒙+ 𝚫 )
𝚫 → 𝟎+ ¿ ¿
𝚫

5
 DEPARTMENT OF STATISTICS

Probability Computation
The probability of an outcome in an interval is competed as the integral of the
probability density function(pdf) over the interval.
𝒃
𝑷 ( 𝒂< 𝑿 <𝒃 )=∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙
𝒂

6
 DEPARTMENT OF STATISTICS

Total Area Under Curve

A probability density function(pdf) has a total area under the curve of 1.
Note: Only need to integrate +∞
𝒙 𝐡𝐢𝐠𝐡
within the support as the area
outside of the support is 0. ∫∫ 𝒇𝒇𝑿𝑿( (𝒙𝒙))𝒅𝒙=𝟏
𝒅𝒙=𝟏
−∞
𝒙 𝐥𝐨𝐰

Support
𝒙 𝐥𝐨𝐰 𝒙 𝐡𝐢𝐠𝐡
7
 DEPARTMENT OF STATISTICS

Region 2
-7

Region 4
Region 3 7
-6

Region 1 Region 5

Support
−𝟕 𝟖8
 DEPARTMENT OF STATISTICS

Probability Distribution for Continuous

Random Variables
A probability distribution for a continuous random variable is given by a
smooth curve called a density curve, or probability density function (pdf)
Symbolic Representation:
 Random variable.
Realized value of the random
variable.

The support of a continuous random variable (r.v.) , is the set of all possible
values for which the probability density function is strictly positive.
{ 𝒙 ∈ ℝ ∨ 𝒇 𝑿 ( 𝒙 ) >𝟎 }
9
 DEPARTMENT OF STATISTICS

Properties of a Probability Density Function

A probability density function(pdf) has units of probability per unit length.
(Non-Negative)

∞ (Only need to integrate over the support)

(Total Area Under the
Curve is 1) ∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 =𝟏 { 𝒙 ∈ ℝ ∨ 𝒇 𝑿 ( 𝒙 ) >𝟎 }
−∞

𝒃
𝑷 ( 𝒂< 𝑿 <𝒃 )=∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙
(Probability of a Region is
(Irrelevant if we use or )
an Area Under the Curve)

𝒂
Note: for any value . (No area under curve) 10
 DEPARTMENT OF STATISTICS

Legitimate Probability Density Function

A probability density function for a continuous random variable is said
to be legitimate if it satisfies the following properties.

(Non-Negative) (Total Area Under the Curve is 1)

∞

∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 =𝟏
−∞

11
 DEPARTMENT OF STATISTICS

Expected Value of a Continuous

Random Variable
The expected value of a continuous random variable is the continuously
weighted average of the values of .

(We focus on distributions

that are Absolutely Integrable)

+∞ +∞

𝝁 𝑿 = 𝑬 [ 𝑿 ] =∫ 𝒙 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 ∫ ¿ 𝒙∨ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 <∞
−∞ −∞

𝝁 𝑿 <∞
12
 DEPARTMENT OF STATISTICS

Expectation Properties (Continuous)

We only deal with nice functions .
(LOTUS) Law of the unconscious statistician
(Absolutely Integrable)
+∞ +∞

𝑬 [ 𝒈 ( 𝑿 ) ]= ∫ 𝒈( 𝒙) 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 ∫ ¿ 𝒈 ( 𝒙 )∨ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 <∞
−∞ −∞

Linearity of Expectation: if where and are constants,

𝝁 𝒂𝑿 +𝒃= 𝑬 [ 𝒂𝑿 + 𝒃 ] =𝒂𝑬 [ 𝑿 ] + 𝒃
Additivity If there are two random variables and then

𝑬 [ 𝑿 ± 𝒀 ]= 𝑬 [ 𝑿 ] ± 𝑬 [ 𝒀 ] 13
 DEPARTMENT OF STATISTICS

Variance of a Continuous Random Variable

The variance of a continuous random variable is the expected value of the
squared deviation of the random variable from its mean for all values in the
support .
𝝈 = 𝐕𝐚𝐫 ( 𝑿 )= 𝑬 [ ( 𝑿 − 𝝁 𝑿 )
𝟐
𝑿
𝟐
] √
𝝈 𝑿 = √ 𝑽𝒂𝒓 ( 𝑿 )= 𝑬 [ ( 𝑿 − 𝝁 𝑿 )
𝟐
]
𝝈 = 𝑬 [ 𝑿 ]− 𝝁
𝟐 𝟐 𝟐
𝑿 𝑿

( )
+∞ +∞ 𝟐

𝝈 = ∫ 𝒙 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 − ∫ 𝒙 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙
𝟐 𝟐
𝑿
−∞ −∞

14
 DEPARTMENT OF STATISTICS

Properties for Variance

A linear transformation of a continuous Given continuous random variables
random variable , given by the real and the variance of the
valued function , with and constants, sum/difference is defined below.
have variance as defined below
Independent case
𝟐 𝟐 𝟐
𝟐 𝟐 𝟐 𝝈 𝑿 ±𝒀 =𝝈 +𝝈 𝑿 𝒀
𝝈 𝒂𝑿 +𝒃 = 𝐕𝐚𝐫 ( 𝒂𝑿 + 𝒃 ) =𝒂 𝝈 𝑿
Dependent case
𝟐 𝟐 𝟐
𝝈 𝑿 +𝒀 =𝝈 +𝝈 +𝟐 𝝆 𝑿 , 𝒀 𝝈 𝑿 𝝈 𝒀
𝑿 𝒀

𝝆 𝑿 ,𝒀 (rho) is the correlation between

random variables and
−𝟏 ≤ 𝝆 𝑿 ,𝒀 ≤ 𝟏 15
 DEPARTMENT OF STATISTICS

Covariance and Correlation

The covariance of two discrete random variables and defines how the two
random variables change (vary) together.
𝝈 𝑿𝒀 =𝑬 [ ( 𝑿 −𝝁 𝑿 ) ( 𝒀 − 𝝁𝒀 ) ]=𝑬 [ 𝑿𝒀 ] −𝝁 𝑿 𝝁𝒀
❑ Would require
Not required
for STAT350!
𝑬 [ 𝑿𝒀 ] = ∬ 𝒙𝒚 𝒇 𝑿 ,𝒀 ( 𝒙, 𝒚 ) 𝒅𝒙𝒅𝒚 knowledge of the
joint-pdf.
𝒙 , 𝒚 :𝒇 𝑿 ,𝒀 ( 𝒙 , 𝒚 ) >𝟎

The correlation of two continuous random variables and defines how the two random variables
change (vary) together, but transforms the scale to be between and is a unitless measure.
𝝈 𝑿𝒀 Covariance divided by the
𝝆 𝑿𝒀 = standard deviations of and
𝝈 𝑿 𝝈𝒀
16
 DEPARTMENT OF STATISTICS

Cumulative Distribution Function

The Cumulative Distribution Function is defined as the following probability.

𝑭 𝑿 ( 𝒙 ) =𝑷 ( 𝑿 ≤ 𝒙 )
If is discrete. If is continuous.
𝒙 𝒙
𝑭 𝑿 ( 𝒙 ) =𝑷 ( 𝑿 ≤ 𝒙 )= ∑ 𝒑 𝑿 ( 𝒊) 𝑭 𝑿 ( 𝒙 ) =𝑷 ( 𝑿 ≤ 𝒙 )= ∫ 𝒇 𝑿 ( 𝒕 ) 𝒅𝒕
𝒊= 𝐦𝐢 𝐧 𝐲 { 𝒚 : 𝒑 𝑿 ( 𝒚 ) > 𝟎 } −∞

17
 DEPARTMENT OF STATISTICS

Cumulative Distribution
𝑭 (𝟏𝟎 ) ≈ 𝟎 .𝟕𝟒 𝑭Function
𝑿
(𝟏 𝟐 )=𝟏 𝑿
The Cumulative Distribution Function is defined as the following probability.
CDF
Continuous Case
Always 1
after support
CDF is 0 in this region 𝒙
𝑭 𝑿 ( 𝒙 ) =𝑷 ( 𝑿 ≤ 𝒙 )= ∫ 𝒇 𝑿 ( 𝒕 ) 𝒅 𝒕
−∞
PDF

𝟔 𝟏𝟎
∫ 𝒇 𝑿 ( 𝒕 ) 𝒅𝒕=𝟎 ∫ 𝒇𝟏𝟐𝑿 ( 𝒕 ) 𝒅𝒕 ≈ 𝟎.𝟕𝟒
−∞ − ∞ ∫ 𝒇 𝑿 ( 𝒕 ) 𝒅𝒕=𝟏
−∞

18
 DEPARTMENT OF STATISTICS

Properties of the CDF

Non-Decreasing Function
For any , if , then

Limiting Behavior
Right Continuous
lim 𝑭 𝑿 ( 𝒙 )=𝟎 lim ¿
𝒙 → −∞ +¿
𝒙→𝒄 𝑭 𝑿 ( 𝒙 )= 𝑭 𝑿 (𝒄 ) ¿

lim 𝑭 𝑿 ( 𝒙 ) =𝟏
𝒙 →+ ∞

Computing Probabilities

19
 DEPARTMENT OF STATISTICS

Percentiles for Continuous Distributions

The percentile
percentile for a continuous random variable is the value , such that
𝒙𝒑 (Method 2) Integrating from

∫ 𝒇 𝑿 ( 𝒔 ) 𝒅𝒔=𝒑
the bottom of the support up
𝑭 𝑿 ( 𝒙 𝒑 ) =𝑷 ( 𝑿 ≤ 𝒙𝒑 )=𝒑 to and equate to and solve
for .
(Method 1) Equate the −∞
CDF to and solve for . ~
𝝁
Special Percentile
Population Median 𝑭 𝑿 (~
𝝁 )= ∫ 𝒇 𝑿 ( 𝒔 ) 𝒅𝒔=𝟎.𝟓
−∞

quartile 𝑷 ( 𝑿 ≤ 𝒙𝑸 ) =𝟎 . 𝟐𝟓
𝟏

quartile 𝑷 ( 𝑿 ≤ 𝒙 𝑸 ) =𝟎 . 𝟕 𝟓
𝟑
20
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

Show that the following function is a valid probability density function (pdf)

{
𝟑
𝟐
𝒙 𝟎≤ 𝒙 ≤𝟏 𝒇 𝑿 ( 𝒙 )≥ 𝟎
𝒇 𝑿 ( 𝒙 )= 𝟏
𝟓≤ 𝒙 ≤𝟔
𝟒
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆 Height is
Area of rectangle is
Area of triangle is
Height is

∞ 𝟏 𝟔
𝟑𝒙 𝟏
∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙=∫ 𝟐 𝒅𝒙 +∫ 𝟒 𝒅𝒙=𝟏 Base is Base is
−∞ 𝟎 𝟓
21
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

Find the expected value of .

{
𝟑
𝒙 𝟎≤ 𝒙 ≤𝟏 ∞ 𝟏 𝟔

( ) 𝟑
()
𝟏
𝟐
𝒇 𝑿 ( 𝒙 )= 𝟏
𝟓≤ 𝒙 ≤𝟔
𝑬 [ 𝑿 ] = ∫ 𝒙 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 ¿ ∫ 𝒙 𝒙 𝒅𝒙 +∫ 𝒙 𝒅𝒙
𝟒 −∞ 𝟎 𝟐 𝟓 𝟒
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
𝟏 𝟐 𝟔
𝟑𝒙 𝒙
¿∫ 𝒅𝒙 +∫ 𝒅𝒙
𝟎 𝟐 𝟓 𝟒
𝟑 𝟐
𝒙 𝟏 𝒙 𝟔
¿ |𝟎+ |𝟓
𝟐 𝟖
𝟏 𝟏𝟏 𝟏𝟓
¿ + = =𝟏 .𝟖𝟕𝟓
𝟐 𝟖 𝟖
22
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

Obtain the cumulative distribution function (cdf)

{
𝟑
𝒙 𝟎≤ 𝒙 ≤𝟏
𝟐
𝒇 𝑿 ( 𝒙 )= 𝟏
𝟓≤ 𝒙 ≤𝟔
𝟒
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆

Region 4
Region 2 Region 3 Region 5
Region 1

23
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

Obtain the cumulative distribution function (cdf)

{
𝟑 𝒙 𝒙
𝟑𝒔 𝟑 𝟐𝒙 𝟑 𝟐
𝟑 ∫ 𝟏𝑿 𝟑 ∫𝒔 𝒙 𝒙 −𝟐 𝒔 |𝟎= 𝒙
𝒙 𝟎≤ 𝒙 ≤𝟏 𝒙
𝟐 𝒇 ( 𝒔 ) 𝒅 𝒔= 𝒅𝒔=
𝒇 𝑿 ( 𝒙 )= 𝟏 −+∞∫ 𝒅𝒔= +𝟎 𝟐|𝟓 = 𝟒 𝟒
𝒙𝟒 𝟓 𝟒 𝟒 𝟒 𝟒
𝟓≤ 𝒙 ≤𝟔
𝟒
𝟑
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
∫ 𝒇 𝑿 ( 𝒔 ) 𝒅 𝒔= 𝟒 Cumulated Total Area of 1
−∞

𝒙
𝒙
𝒙

𝑭 {𝑿{ ( 𝒙 ) =¿
𝟎
𝟎𝟎 𝒙𝒙<𝒙
<𝟎𝟎
<𝟎 𝒙
𝟑 𝟏≤ 𝒙<𝟓
𝟐
𝟐
𝒙𝒙 𝟐
𝟑𝟑𝒙 //𝟒
𝟒 𝟎𝟎≤𝟎≤𝒙≤
𝒙<𝟏
<𝟏
𝑭 ( 𝒙)= 𝟎 𝒙<𝟎 /𝟒 𝒙 <𝟏
𝑭𝑿
𝑿𝑿 ( 𝒙)=
= 𝟓≤ 𝒙<𝟔 ¿
𝟑 /𝟒 𝟏 𝟏≤𝟏≤𝒙≤
𝒙<𝟓
<𝟓
𝒙 <𝟓
¿ ¿ 𝟑/
¿ 𝟒
( 𝒙 −𝟐)/ 𝟒𝟓
𝟓≤𝟓≤𝒙≤
𝒙<𝟔
<𝟔
𝒙 <𝟔
𝒙 ≥𝟔
¿
𝟏 𝒙𝒙≥𝒙
≥𝟔𝟔𝟔
≥ 24
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

𝑭 𝑿 ( 𝒙)

{
𝟎 𝒙 <𝟎
𝟐
𝟑 𝒙 /𝟒 𝟎 ≤ 𝒙 <𝟏
𝑭 𝑿 ( 𝒙)= 𝟑 /𝟒 𝟏 ≤ 𝒙 <𝟓
( 𝒙 −𝟐)/ 𝟒 𝟓 ≤ 𝒙 <𝟔
𝟏 𝒙≥𝟔 25
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

Find the probability that

{
𝟎 𝒙 <𝟎
𝟑 𝒙 𝟐 /𝟒 𝟎 ≤ 𝒙 <𝟏
𝑭 𝑿 ( 𝒙)= 𝟑 /𝟒 𝟏 ≤ 𝒙 <𝟓
¿ ( )
𝟑 𝟏 𝟐 𝟑
¿
𝟒 𝟐 𝟏𝟔 ( 𝒙 −𝟐)/ 𝟒 𝟓 ≤ 𝒙 <𝟔
𝟏
Area
𝒙≥𝟔
Find the probability that Height

𝟑
𝑷 ( 𝑿 ≤ 𝟒 )= 𝑭 𝑿 ( 𝟒 ) =
𝟒
Width
Find the probability that
(𝟓 . 𝟓 −𝟐) 𝟕 𝟏
¿ 𝟏 − 𝑭 𝑿 ( 𝟓 .𝟓 ) ¿ 𝟏 − ¿𝟏− =
𝟒 𝟖 𝟖
26
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example1)

Find the percentile.

{ {
𝟑 𝟎 𝒙 <𝟎
𝒙 𝟎≤ 𝒙 ≤𝟏
𝟐 𝟑 𝒙 𝟐 /𝟒 𝟎 ≤ 𝒙 <𝟏
𝒇 𝑿 ( 𝒙 )= 𝟏
𝟓≤ 𝒙 ≤𝟔 𝑭 𝑿 ( 𝒙)= 𝟑 /𝟒 𝟏 ≤ 𝒙 <𝟓
𝟒
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆 ( 𝒙 −𝟐)/ 𝟒 𝟓 ≤ 𝒙 <𝟔
𝟏 𝒙≥𝟔
Probability Density Function Approach
Cumulative Distribution Function Approach
𝒙𝟎 .𝟖𝟓
𝑭 𝑿 ( 𝒙 𝟎. 𝟖𝟓 ) =𝟎 . 𝟖𝟓 Region ()
∫ 𝒇 𝑿 ( 𝒔 ) 𝒅 𝒔=𝟎.𝟖𝟓
−∞
𝒙 𝟎 . 𝟖𝟓 −𝟐
=𝟎 . 𝟖𝟓 𝒙 𝟎 .𝟖𝟓 =𝟓 . 𝟒
𝟒

27
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example2)

{
𝒄 [ − ( 𝒙 −𝟗 ) +𝟗 ] ¿ 𝟔 ≤ 𝒙 ≤ 𝟏𝟐
Find so that the given function is legitimate. 𝟐
This constant is called the normalizing constant. 𝒇 𝑿 ( 𝒙 )= ¿
(Total Area Under the Curve must be 1) 𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
∞
∞
∫ 𝒄 [ − ( 𝒙 −𝟗 )𝟐+𝟗 ] 𝒅𝒙=𝟏
∫ 𝒇 𝑿 ( 𝒙 ) 𝒅𝒙 =𝟏 −∞
Support

( )
−∞ 𝟏𝟐
𝒄 ∫ [ − ( 𝒙 −𝟗 )𝟐 +𝟗 ] 𝒅𝒙
𝟔
=𝟏 { 𝒙 ∈ ℝ ∨ 𝒇 𝑿 ( 𝒙 ) >𝟎 }
𝟑
𝟏 𝟑𝟑
− ∫ 𝒖 𝒅𝒖=− 𝒖 |−𝟑 =−𝟏𝟖
𝟐
Change Limits

( )
−𝟑 𝟑 𝟏𝟐 𝟏𝟐
𝒄 − ∫ ( 𝒙 − 𝟗 ) 𝒅𝒙 +𝟗 ∫ 𝒅𝒙 =𝟏
𝟏𝟐
 𝟐
𝟗 ∫ 𝒅𝒙=𝟗 𝒙 |𝟔 =𝟏𝟎𝟖−𝟓𝟒=𝟓𝟒
𝟏𝟐
 𝟔 𝟔 𝟔
Observe that the function is quadratic concave
( )
𝟑
down and has roots at and . 𝒄 − ∫ 𝒖𝟐 𝒅𝒖+𝟓𝟒 =𝟏
(Non-Negative) −𝟑

𝟏
If then 𝒄 ( − 𝟏𝟖+𝟓𝟒 )=𝟏 𝒄=
𝟑𝟔 28
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example2)

{
𝟐
−𝟏 𝟏
Find the probability that the random ( 𝒙 −𝟗 ) + ¿ 𝟔 ≤ 𝒙 ≤ 𝟏𝟐
𝒇 𝑿 ( 𝒙 )= 𝟑𝟔 𝟒
variable takes a value between 3 and 10. ¿
𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞

[ ]
𝟏𝟎 𝟐
−𝟏 𝟏
𝑷 ( 𝟔< 𝑿 <𝟏𝟎 )=∫ ( 𝒙 −𝟗 ) + 𝒅𝒙
𝟔 𝟑𝟔 𝟒

𝑷 ( 𝟑< 𝑿 <𝟏𝟎 )=𝑷 ( 𝟔< 𝑿 <𝟏𝟎 )

for
29
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example2)

{
𝟐
−𝟏 𝟏
Find the probability that the random ( 𝒙 −𝟗 ) + ¿ 𝟔 ≤ 𝒙 ≤ 𝟏𝟐
𝒇 𝑿 ( 𝒙 )= 𝟑𝟔 𝟒
variable takes a value between 3 and 10. ¿
𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞

[ ]
𝟏𝟎 𝟐
−𝟏 𝟏
𝑷 ( 𝟔< 𝑿 <𝟏𝟎 )=∫ ( 𝒙 −𝟗 ) + 𝒅𝒙
𝟔 𝟑𝟔 𝟒
𝟏𝟎 𝟏𝟎

( )
¿ −
𝟏
𝟑𝟔 𝟔
( )∫ 𝒅𝒙
∫ ( 𝒙 −𝟗 ) 𝒅𝒙+
𝟐 𝟏
𝟒 𝟔
𝟏
¿ (− ) ( )
𝟏 𝟏 𝒖 𝟏
𝟑
𝟏 𝟏 𝟐𝟎
𝟑𝟔
∫ 𝒖 𝒅𝒖+𝟏
𝟐
¿ −
𝟑𝟔 𝟑
|−𝟑 +𝟏 ¿− − +𝟏=
𝟏𝟎𝟖 𝟒 𝟐𝟕 ≈ 𝟎.𝟕𝟒𝟎𝟕
−𝟑
30
 DEPARTMENT OF STATISTICS

Continuous Random Variable (Example2)

{
𝟐
Find the median of the random variable . −𝟏 𝟏
( 𝒙 −𝟗 ) + ¿ 𝟔 ≤ 𝒙 ≤ 𝟏𝟐
𝒇 𝑿 ( 𝒙 )= 𝟑𝟔 𝟒
The median or percentile is the cut-off point in ¿
which 50% of the area under the curve is to the 𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
left or right of this value.

Symmetry!
9

[ ]
~
𝝁 𝟐
−𝟏 𝟏 𝟏
𝑷 ( 𝟔< 𝑿 <~
𝝁 )=
𝟏
𝟐
∫ 𝟑𝟔
( 𝒙 − 𝟗) + 𝒅 𝒙 =
𝟒 𝟐
Would be the solution to a cubic equation.
𝟔

31
DEPARTMENT OF STATISTICS

Gaussian (Normal) Distribution

32
 DEPARTMENT OF STATISTICS

Gaussian (Normal) Distribution

A continuous random variable that has support on the entire real line, with
probability density function given below

for all Gauss (1777-1855)

has the following properties symmetrical, unimodal, and bell-shaped, and is completely specified by two parameters the
mean and the standard deviation . Such a random variable is called a normal random variable.

𝑿 ∼ 𝑵 ( 𝝁 , 𝝈 ) or 𝑿 ∼ 𝑵 ( 𝝁 , 𝝈 𝟐)
Parameters
Mean : center of the Normal curve. ()
𝑬 [ 𝑿 ] =𝝁 − ∞ <𝝁<+ ∞
Standard Deviation : the distance from the center to the change-of-curvature points.
𝟐
𝑽𝒂𝒓 [ 𝑿 ] =𝝈 𝝈> 𝟎 33
DEPARTMENT OF STATISTICS

Normal Distribution
( )
𝟐
𝟏 𝒙 −𝝁
𝟏 −
𝟐 𝝈
𝒇 𝑿 ( 𝒙 )= 𝒆
√𝟐 𝝅 𝝈

Concave Up Concave Down Concave Up

34
 DEPARTMENT OF STATISTICS

Empirical Rule (68-95-99.7 Rule)

This rule only applies to normally
distributed populations!
68% of all observations lie within
one standard deviation of the mean.

95% of all observations lie within two

standard deviations of the mean.

99.7% of all observations lie within 68%

three standard deviations of the mean.

95%

99.7%
35
 DEPARTMENT OF STATISTICS

Empirical Rule (68-95-99.7 Rule)

Using symmetry, we can get
more detail.

34% 34%

13.5% 13.5%

2.35% 2.35%
0.15% 0.15%

36
 DEPARTMENT OF STATISTICS

Empirical Rule (68-95-99.7 Rule)

Approximately 68% of the area

is within 1 standard deviations
of the mean.

Approximately 95% of the area

is within 2 standard deviations
of the mean.

34% 34%
Approximately 99.7% of the area
is within 3 standard deviations of 13.5% 13.5%
the mean.
68%
2.35% 2.35%
0.15%
95% 0.15%

99.7%
37
DEPARTMENT OF STATISTICS

Normal Density Curve

38
 DEPARTMENT OF STATISTICS

Valid Distribution
Exercise: Show that the normal distribution is a valid pdf.
( )
𝟐
∞ 𝟏 𝒙 −𝝁
𝟏 −
∫ √𝟐𝝅 𝝈 𝒆 𝟐 𝝈
𝒅 𝒙=𝟏
−∞
Steps:
Step1: u-substitution (standardization) ∞ 𝟏 𝟐
𝟏 − 𝒛 Standard Normal
𝑰 =∫ 𝟐 Integrating over same
Let observe 𝒆 𝒅𝒛 Distribution
−∞ √𝟐 𝝅 as over 0 to , and
from 0 to .

( )( )
∞ 𝟏 ∞ 𝟏
𝟏 −𝟐𝒛 𝟏 −𝟐 𝒗
𝟐 𝟐

Step 2: Consider 𝑰 =∫𝟐

𝒆 𝒅𝒛 ∫ 𝟐𝝅 𝒆 𝒅 𝒗 Step 5: Solve for .
−∞ √𝟐 𝝅 −∞ √ Note:

( ) ( )
∞ ∞ 𝟏 𝟐𝝅 ∞ 𝟏 𝟐
𝟏 − 𝟐 (𝒛 +𝒗 )
𝟐 𝟐

𝑰 = ∫∫ 𝟏 − (𝒓 )
∫ ∫
𝟐
Step 3: Rewrite Double Integral 𝒆 𝒅𝒛 𝒅𝒗 𝟐
𝑰 = 𝒆 𝟐
𝒅𝒓 𝒅 𝜽
(Note I is bounded above so its fine) −∞ −∞ 𝟐 𝝅 𝟐𝝅 𝟎 𝟎
Step 4: Transform to Polar Coordinates
Note:
and 39
 DEPARTMENT OF STATISTICS

The Standard Normal Distribution

A continuous random variable that has support on the entire real line, with
probability density function given below
Standardized (u-substitution)
for all

where has the following properties symmetrical, unimodal, and bell-shaped, and with mean and the
standard deviation is called a Standard Normal Random Variable.

𝒁 ∼ 𝑵 ( 𝟎 , 𝟏)
The cumulative distribution function for the standard normal is often represented with the Greek
upper-case letter Phi and the probability density function with the lower-case Greek letter Phi.

CDF
(Standard Normal) 𝚽 ( 𝒛 ) =𝑷 ( 𝒁 ≤ 𝒛 ) PDF
(Standard Normal) 𝝓 ( 𝒛 ) =𝒇 𝒁 ( 𝒛 )
40
 DEPARTMENT OF STATISTICS

Expected Value of Normal Distribution

( )
𝟐
∞ 𝟏 𝒙 −𝝁 For Variance use Integration by parts. (Exercise)
𝒙 −
𝑬 [ 𝑿 ]= ∫
𝟐 𝝈
𝒆 𝒅𝒙
−∞ √𝟐 𝝅 𝝈

( 𝒌𝝈−𝝁 ) 𝟐
𝒛
(𝝈 𝒛 +𝝁) −
¿ 𝐥𝐢𝐦 ∫ 𝒆 𝟐
𝒅𝒛 u-substitution
𝒌→∞ √𝟐𝝅
− ( 𝒌−𝝈 𝝁 )
( 𝒌−𝝈 𝝁 ) 𝒛
𝟐 ( 𝒌−𝝈 𝝁 ) 𝟐
𝒛
𝒛 − 𝟏 −
Exercise: ¿ 𝝈 𝐥𝐢𝐦 ∫ 𝒆 𝟐
𝒅 𝒛 +𝝁 𝐥𝐢𝐦 ∫ 𝒆 𝟐
𝒅𝒛 +∞
Show 𝒌→∞
− ( )
𝒌−𝝁
𝝈
√𝟐 𝝅 𝒌→∞
− ( 𝒌 −𝝈 𝝁 )
√𝟐 𝝅 ∫ 𝝓( 𝒛) 𝒅𝒛=𝟏
−∞
𝟐
+∞ 𝒛
𝟏 −
¿ 𝝈 𝑬 [ 𝒁 ]+𝝁 ∫ 𝒆 𝟐
𝒅𝒛 ¿𝝁
−∞ √𝟐 𝝅 41
DEPARTMENT OF STATISTICS

Standard Normal Probabilities

Computing Probabilities
(Use CDF + Table)

𝑷 ( 𝒁 ≤ 𝒛 )=𝚽 (𝒛 )

42
 DEPARTMENT OF STATISTICS

z 0.00 0.01
Negative
0.02 0.03 0.04 0.05 0.06 0.07 0.08
z-table
0.09 z 0.00 0.01 0.02 0.03
Positive
0.04 0.05 0.06 0.07 0.08 0.09
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002 0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003 0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
-3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005 0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
-3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007 0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
-3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010 0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
-2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014 0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
-2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019 0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
-2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026 0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
-2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036 0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048 0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
-2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064 1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084 1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110 1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
-2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143 1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183 1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233 1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294 1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367 1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455 1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
-1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559 1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681 2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823 2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
-1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985 2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170 2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379 2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611 2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867 2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148 2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451 2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776 2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121 3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483 3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
-0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859 3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
-0.1
0.0
0.4602
0.5000
0.4562
0.4960
0.4522
0.4920
0.4483
0.4880
0.4443
0.4840
0.4404
0.4801
0.4364
0.4761
0.4325
0.4721
0.4286
0.4681
0.4247
0.4641
3.3
3.4
0.9995
0.9997
0.9995
0.9997
0.9995
0.9997
0.9996
0.9997
0.9996
0.9997
0.9996
0.9997
0.9996
0.9997
0.9996
0.9997
43
0.9996
0.9997
0.9997
0.9998
 DEPARTMENT OF STATISTICS

Standard Normal Probabilities z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
Computing Probabilities
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
(Use CDF0.2 + Table)
0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
Compute 0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224

𝚽 ( 𝟏 .𝟐𝟓 )= 𝑷 ( 𝒁 ≤ 𝟏 .𝟐𝟓 )
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.0
1.1
0.8413
0.8643
0.8438
0.8665
0.8461
0.8686
0.8485
0.8708
0.8508
0.8729
0.8531
0.8749
Sketch
0.8554
0.8770
0.8577
0.8790
0.8599
0.8810
0.8621
0.8830
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621 1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830 1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177 1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319 1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441 1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 44
0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
 DEPARTMENT OF STATISTICS

Standard Normal Probabilities

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
(Use CDF + Table)
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
Compute -3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
-3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007

𝑷 ( 𝒁 >−𝟏 . 𝟔𝟓 ) =¿
𝟏 − 𝑷 ( 𝒁 ≤− 𝟏 .𝟔𝟓 ) -3.0
-2.9
0.0013
0.0019
0.0013
0.0018
0.0013
0.0018
0.0012
0.0017
0.0012
0.0016
0.0011
0.0016
0.0011
0.0015
0.0011
0.0015
0.0010
0.0014
0.0010
0.0014

¿ 𝟏 − 𝚽 (−𝟏 . 𝟔𝟓)
-2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
-2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 Sketch
0.0029 0.0028 0.0027 0.0026
-2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048

¿ 𝟏 −𝟎 . 𝟎𝟒𝟗𝟓 -2.4
-2.3
-2.2
0.0082
0.0107
0.0139
0.0080
0.0104
0.0136
0.0078
0.0102
0.0132
0.0075
0.0099
0.0129
0.0073
0.0096
0.0125
0.0071
0.0094
0.0122
0.0069
0.0091
0.0119
0.0068
0.0089
0.0116
0.0066
0.0087
0.0113
0.0064
0.0084
0.0110
-2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143

¿𝟎.𝟗𝟓𝟎𝟓 -2.0
-1.9
0.0228
0.0287
0.0222
0.0281
0.0217
0.0274
0.0212
0.0268
0.0207
0.0262
0.0202
0.0256
0.0197
0.0250
0.0192
0.0244
0.0188
0.0239
0.0183
0.0233
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
Faster Method (Use symmetry) -1.2
-1.1
0.1151
0.1357
0.1131
0.1335
0.1112
0.1314
0.1093
0.1292
0.1075
0.1271
0.1056
0.1251
0.1038
0.1230
0.1020
0.1210
0.1003
0.1190
0.0985
0.1170
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
-0.2
-0.1
0.4207
0.4602
0.4168
0.4562
0.4129
0.4522
0.4090
0.4483
0.4052
0.4443
0.4013
0.4404
0.3974
0.4364
0.3936
0.4325 45
0.3897
0.4286
0.3859
0.4247
 DEPARTMENT OF STATISTICS

Standard Normal Probabilities

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
Compute Recall: 0.1
0.2
0.5398
0.5793
0.5438
0.5832
0.5478
0.5871
0.5517
0.5910
0.5557
0.5948
0.5596
0.5987
0.5636
0.6026
0.5675
0.6064
0.5714
0.6103
0.5753
0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224

𝑷 ( 𝟏 . 𝟗<𝒁 ≤ 𝟐 . 𝟒𝟑 )
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133

¿ 𝐏 ( 𝐙 ≤ 𝟐 . 𝟒𝟑 ) − 𝐏 ( 𝐙 ≤𝟏 . 𝟗 ) 0.9
1.0
0.8159
0.8413
0.8186
0.8438
0.8212
0.8461
0.8238
0.8485
0.8264
0.8508
0.8289
0.8531
0.8315
0.8554
0.8340
0.8577
0.8365
0.8599
0.8389
0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015

¿ 𝚽 (𝟐 .𝟒𝟑)− 𝚽 ( 𝟏 . 𝟗 ) 1.3
1.4
0.9032
0.9192
0.9049
0.9207
0.9066
0.9222
0.9082
0.9236
0.9099
0.9251
0.9115
0.9265
0.9131
0.9279
0.9147
0.9292
0.9162
0.9306
0.9177
0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545

¿𝟎.𝟗𝟗𝟐𝟓− 𝟎.𝟗𝟕𝟏𝟑 1.7

1.8
0.9554
0.9641
0.9564
0.9649
0.9573
0.9656
0.9582
0.9664
0.9591
0.9671
0.9599
0.9678
0.9608
0.9686
0.9616
0.9693
0.9625
0.9699
0.9633
0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817

¿ 𝟎 . 𝟎𝟐𝟏𝟐 2.1
2.2
0.9821
0.9861
0.9826
0.9864
0.9830
0.9868
0.9834
0.9871
0.9838
0.9875
0.9842
0.9878
0.9846
0.9881
0.9850
0.9884
0.9854
0.9887
0.9857
0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 46
0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
 DEPARTMENT OF STATISTICS

General Normal Probabilities

(Forward Problems)
Forward Normal Problems: (Computing a probability)

If you have a random variable that is normally distributed with mean and standard deviation , i.e.,
and want to compute a probability,

1. Draw the probability region of interest and identify what you need to calculate.
2. Standardize: Convert to z-score 
3. If necessary, change the probability statement so you can use the table.
4. Round z-score to 2 decimal places and look it up on the table.
5. Write your conclusion in the context of the problem.

47
 DEPARTMENT OF STATISTICS

Forward Problem Example

The systolic blood pressure reading of a normal healthy adult is known to be normally distributed with a
mean of and a variance of . Let represent the random variable associated with blood pressure
readings.

Systolic blood pressure can vary between person to person

and time of measurement. Determine the probability a
randomly sampled normal healthy adult will have a blood
pressure reading between 90 and 134 mmHg.
𝑿 −𝝁
Standardize 𝒁=
𝝈 z
2.0
0.00
0.9772
0.01
0.9778
0.02
0.9783
0.03
0.9788
0.04
0.9793
0.05
0.9798
0.06
0.9803
0.07
0.9808
0.08
0.9812
0.09
0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857

( 𝟗𝟎 −𝟏𝟏𝟐 𝑿 − 𝝁 𝟏 𝟑𝟒 −𝟏𝟏𝟐
)
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890

𝐏 < <
2.3
2.4
0.9893
0.9918
0.9896
0.9920
0.9898 0.9901

𝐏 ( 𝟗𝟎< 𝐗 <𝟏 𝟑𝟒 )
0.9922 0.9925
0.9904
0.9927
0.9906
0.9929
0.9909
0.9931
0.9911
0.9932
0.9913
0.9934
0.9916
0.9936
𝟏𝟎 𝝈 𝟏𝟎 2.5
2.6
0.9938
0.9953
0.9940
0.9955
0.9941
0.9956
0.9943
0.9957
0.9945
0.9959
0.9946
0.9960
0.9948
0.9961
0.9949
0.9962
0.9951
0.9963
0.9952
0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974

𝐏 ( − 𝟐 .𝟐< 𝒁 <𝟐 . 𝟐 ) 2.8

2.9
0.9974
0.9981
0.9975
0.9982
0.9976
0.9982
0.9977
0.9983
0.9977
0.9984
0.9978
0.9984
0.9979
0.9985
0.9979
0.9985
0.9980
0.9986
0.9981
0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990

𝐏 ( − 𝟐 . 𝟐< 𝒁 <𝟐 . 𝟐 )= 𝚽𝟐𝚽

(𝟐( 𝟐.𝟐
. 𝟐𝟎 −𝚽 (−𝟐
) −𝟏=¿) 𝟐×𝟎.𝟗𝟖𝟔𝟏− 𝟏=¿𝟎.𝟗𝟕𝟐𝟐
. 𝟐 )= ¿ 48
 DEPARTMENT OF STATISTICS

Forward Problem Example

Systolic blood pressure can vary between

person to person and time of measurement.
Determine the probability a randomly sampled
normal healthy adult will have a blood pressure
reading between 90 and 134 mmHg.

Conclusion

The probability that a randomly selected

healthy adult will have a blood pressure 𝐏 ( 𝟗𝟎< 𝐗 <𝟏 𝟑𝟒 )
reading between 90 and 134 mmHg is .

49
 DEPARTMENT OF STATISTICS

Percentiles of Standard Normal Distribution

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
What is the 62.55th percentile for ? 0.3
0.4
0.6179
0.6554
0.6217
0.6591
0.6255
0.6628
0.6293
0.6664
0.6331
0.6700
0.6368
0.6736
0.6406
0.6772
0.6443
0.6808
0.6480
0.6844
0.6517
0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852

is the 62.55th percentile. 0.8

0.9
0.7881
0.8159
0.7910
0.8186
0.7939
0.8212
0.7967
0.8238
0.7995
0.8264
0.8023
0.8289
0.8051
0.8315
0.8078
0.8340
0.8106
0.8365
0.8133
0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
What is the 95th percentile for ? 1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
is the 95th percentile. 2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
What is the 99th percentile for ? 2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
is the 99th percentile. 3.1
3.2
0.9990
0.9993
0.9991
0.9993
0.9991
0.9994
0.9991
0.9994
0.9992
0.9994
0.9992
0.9994
0.9992
0.9994
0.9992
0.9995
0.9993
0.9995
0.9993
0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 50
0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
 DEPARTMENT OF STATISTICS

General Normal Percentiles

(Backward Problems)

If you have and are given a probability/percentile and want to find the corresponding -value.

1. Draw the probability region of interest and determine the location you need to find.
2. Set up and modify your probability statements as needed
3. Find the z-score by looking up the probability in the main body of the normal table.
4. Convert the z-score to using
5. Write your conclusion in the context of the problem.

solve for

51
 DEPARTMENT OF STATISTICS

Backward Problem Example

The systolic blood pressure reading of a normal healthy adult is known to be normally distributed with a
mean of and a variance of . Let represent the random variable associated with blood pressure
readings.

(Inner Quartile Range for Population Model)

Sketch it out
Determine two blood pressure measurements
that define the threshold for the middle 50% of
readings for normal healthy adults.
𝟎.𝟓

𝟎.𝟐𝟓 𝟎.𝟐𝟓

𝑷 ( 𝒙 𝟏 < 𝑿 < 𝒙 𝟐 ) =𝟎 . 𝟓
52
 DEPARTMENT OF STATISTICS

Backward Problem Examplez 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

(Inner Quartile Range for Population Model) 0.0

0.1
0.5000
0.5398
0.5040
0.5438
0.5080
0.5478
0.5120
0.5517
0.5160
0.5557
0.5199
0.5596
0.5239
0.5636
0.5279
0.5675
0.5319
0.5714
0.5359
0.5753
Determine two blood pressure measurements 0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
that define the threshold for the middle 50% of 0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
readings for normal healthy adults. 0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852

Find the 75th percentile of the standard normal. 0.8

0.9
0.7881
0.8159
0.7910
0.8186
0.7939
0.8212
0.7967
0.8238
0.7995
0.8264
0.8023
0.8289
0.8051
0.8315
0.8078
0.8340
0.8106
0.8365
0.8133
0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830

Note by symmetry the 25th percentile will be the 1.2

1.3
0.8849
0.9032
0.8869
0.9049
0.8888
0.9066
0.8907
0.9082
0.8925
0.9099
0.8944
0.9115
0.8962
0.9131
0.8980
0.9147
0.8997
0.9162
0.9015
0.9177
negative of the 75th . 1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545

75th percentile  𝒛 𝟎. 𝟕𝟓 =𝟎 .𝟔𝟕 1.7

1.8
0.9554
0.9641
0.9564
0.9649
0.9573
0.9656
0.9582
0.9664
0.9591
0.9671
0.9599
0.9678
0.9608
0.9686
0.9616
0.9693
0.9625
0.9699
0.9633
0.9706
1.9 0.9713 0.9719 0.9726 0.9732
solve for
0.9738 0.9744 0.9750 0.9756 0.9761 0.9767

𝒛 𝟎. 𝟐𝟓 =−𝟎 . 𝟔𝟕
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
25 percentile 
th 2.1
2.2
0.9821
0.9861
0.9826
0.9864
0.9830
0.9868
0.9834
0.9871
0.9838
0.9875
0.9842
0.9878
0.9846
0.9881
0.9850
0.9884
0.9854
0.9887
0.9857
0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952

𝒙 𝟏=𝟏𝟏𝟐− 𝟎 .𝟔𝟕× 𝟏𝟎 mmHg 2.6

2.7
0.9953
0.9965
0.9955
0.9966
0.9956
0.9967
0.9957
0.9968
0.9959
0.9969
0.9960
0.9970
0.9961
0.9971
0.9962
0.9972
0.9963
0.9973
0.9964
0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986

𝒙 𝟐=𝟏𝟏𝟐+𝟎 .𝟔𝟕× 𝟏𝟎 mmHg 3.0

3.1
0.9987
0.9990
0.9987
0.9991
0.9987
0.9991
0.9988
0.9991
0.9988
0.9992
0.9989
0.9992
0.9989
0.9992
0.9989
0.9992
0.9990
0.9993
0.9990
0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 53
0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
 DEPARTMENT OF STATISTICS

Backward Problem Example

The systolic blood pressure reading of a normal healthy adult is known to be normally distributed with a
mean of and a variance of . Let represent the random variable associated with blood pressure
readings.

(Inner Quartile Range for Population Model)

Sketch it out
Determine two blood pressure measurements
that define the threshold for the middle 50% of
readings for normal healthy adults.
𝟎.𝟓
Conclusion
The middle 50% of blood pressure 𝟎.𝟐𝟓 𝟎.𝟐𝟓
readings for a healthy adult is between

𝟏𝟏𝟐
𝟏𝟎𝟓 . 𝟑

𝟏𝟏𝟖 . 𝟕
105.3 mmHg and 118.7mmHg

54
DEPARTMENT OF STATISTICS

Checking Normality

55
 DEPARTMENT OF STATISTICS

Checking if Data is Approximately Gaussian

1. Graphical Methods
 Histogram +Kernel Density Curve + Normal Density Curve
 Normal Probability Plot (QQ-Plot)

2. Numerical Methods
 Backward Empirical Rule
 Check Ratio 

3. Inference Methods

56
 DEPARTMENT OF STATISTICS

Visually Checking Normality

Check
(Red) Kernel Density Estimate
(Blue) Normal Density Curve
(Purple) Histogram

57
 DEPARTMENT OF STATISTICS

Visually Checking Normality

Normal Probability Plots
A Normal Probability Plot or Normal Quantile Plot (QQ-Plot) can be used to assess how well a normal
distribution fits the data. The QQ-Plot plots the ordered data against the theoretical
quantiles/percentiles of the normal distribution.

Steps
1. Arrange the data from smallest to largest.
2. Record the corresponding percentiles (quantiles/percentiles).
3. Obtain the values corresponding to the quantiles calculated in part 2.
4. Plot the original data points (from 1) vs. the values (from 3).
5. Add a reference line

Reference Line Intercept 

Slope 
58
DEPARTMENT OF STATISTICS

Normal Distributions

59
DEPARTMENT OF STATISTICS

Symmetric non-Normal Distributions

Longer tails than a normal distribution

60
DEPARTMENT OF STATISTICS

Symmetric non-Normal Distributions

Shorter tails than a normal distribution

61
DEPARTMENT OF STATISTICS

Negatively Skewed Distributions

62
DEPARTMENT OF STATISTICS

Positvely Skewed Distributions

63
DEPARTMENT OF STATISTICS

Symmetric Dual Modal Distributions

64
 DEPARTMENT OF STATISTICS

Numerically Checking Normality

Backward Empirical Rule
Order your data and see what proportion
of observations are within the following
intervals

( 𝒙 − 𝒔 , 𝒙+ 𝒔 ) ≈ 𝟔𝟖 % 34% 34%

13.5% 13.5%

( 𝒙 − 𝟐 𝒔 , 𝒙+𝟐 𝒔 ) ≈ 𝟗𝟓 % 2.35%
68%
2.35%
0.15% 95%
0.15%

( 𝒙 − 𝟑 𝒔 , 𝒙+𝟑 𝒔 ) ≈ 𝟗𝟗. 𝟕 % 99.7%

65
 DEPARTMENT OF STATISTICS

Numerically Checking Normality

If the data is approximately normal the ratio of the inner quartile range to the standard
deviation should be approximately the fixed constant of 1.4.

Rule of Thumb
𝑰𝑸𝑹 Why this rule of thumb?
≈ 𝟏 .𝟒
𝒔 Think about the Systolic Backward normal example.

66
 DEPARTMENT OF STATISTICS

Inferential Methods for Checking Normality

Goodness of Fit Tests
STAT 512
Shapiro–Wilk Test

Kolmogorov–Smirnov Test
Lilliefors Test
Jarque–Bera Test

67
 DEPARTMENT OF STATISTICS

More Named Continuous Distributions

68
 DEPARTMENT OF STATISTICS

Uniform Distribution
𝒇 {{
( 𝒙 )
𝒇 𝑿 ( 𝒙 )= 𝒃−¿𝟎
𝑿 =
𝟏𝒄 𝒂≤ 𝒙𝒙 ≤𝒃
¿¿𝒂≤ ≤𝒃
𝒂 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
¿𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞

𝟏
𝒄=
𝒃−𝒂

Height?

Interval Length  𝒃−𝒂 69

 DEPARTMENT OF STATISTICS

Uniform Distribution

{
What is the CDF?
𝟏
¿𝒂≤ 𝒙 ≤ 𝒃

{
𝟎
𝒙 −𝒂
¿ 𝒙 <𝒂 𝒇 𝑿 ( 𝒙 )= 𝒃− 𝒂
𝑭 𝑿 ( 𝒙)= ¿ 𝒂≤ 𝒙<𝒃
𝒃−𝒂 ¿𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
𝟏 ¿𝒙 ≥𝒃

𝟏
𝒃−𝒂
Relative
Area

70
 DEPARTMENT OF STATISTICS

Uniform Distribution

{ {
𝟎 ¿ 𝒙 <𝒂
𝟏
𝑭 𝑿 ( 𝒙)=
𝒙 −𝒂 ¿𝒂≤ 𝒙 ≤ 𝒃
𝒃−𝒂
¿ 𝒂≤ 𝒙<𝒃 𝒇 𝑿 ( 𝒙 )= 𝒃− 𝒂
𝟏 ¿𝒙 ≥𝒃
¿𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
What is the expected value?
𝟏
𝒃−𝒂

𝒂+ 𝒃
𝑬 [ 𝑿 ]=
𝟐

71
 DEPARTMENT OF STATISTICS

Uniform Distribution

{ {
𝟎 ¿ 𝒙 <𝒂 𝒂+ 𝒃 𝟏
𝒙 −𝒂 𝑬 [ 𝑿 ]= ¿𝒂≤ 𝒙 ≤ 𝒃
𝑭 𝑿 ( 𝒙)= 𝟐
𝒃−𝒂
¿ 𝒂≤ 𝒙<𝒃 𝒇 𝑿 ( 𝒙 )= 𝒃− 𝒂
𝟏 ¿𝒙 ≥𝒃 ( 𝒃 − 𝒂 )𝟐
𝑽𝒂𝒓 ( 𝑿 )= ¿𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
𝟏𝟐
What is the Variance?
𝟏
𝒃−𝒂

𝟏𝒃 𝟑𝐛 𝐛𝟑 −𝟐
𝒙 𝐚𝟑 𝟐 𝟐
( 𝒃 −𝒂 )(𝒃 + 𝒂𝒃+ 𝒂 )
𝑬 [ 𝑿
𝟐
] =∫ 𝐱 |𝐚 =¿ =¿ 𝒅𝒙 = ¿
𝟑(𝒃 − 𝒂)
𝒂 𝒃𝟑− ( 𝒃 − 𝒂𝒂) 𝟑 ( 𝒃 − 𝒂)
( 𝒃 𝟐 + 𝒂𝒃 𝟐
) 𝒂𝟐 𝒂 +𝒃
( )
𝟐
𝒃+
𝟐
𝒂𝒂𝒃+
−𝟐 ( 𝒃 − 𝒂 )𝟐
𝑽𝒂𝒓 ( 𝑿 ) = 𝑬 [ 𝑿 ] − ( 𝑬 [ 𝑿 ] ) =
𝟐 𝟐
− =¿ =¿
𝟑 𝟏𝟐 𝟐 𝟏𝟐

72
 DEPARTMENT OF STATISTICS

Uniform Distribution
A continuous random variable that has support over an interval of finite length and varies
uniformly “evenly” over the support is said to be a uniform Random Variable.

𝑿 ∼𝑼𝒏𝒊𝒇𝒐𝒓𝒎(𝒂, 𝒃)
Probability Density Function Cumulative Distribution Function

{ {
𝟏 𝟎 ¿ 𝒙 <𝒂
¿𝒂≤ 𝒙 ≤ 𝒃 𝒙 −𝒂
𝒇 𝑿 ( 𝒙 )= 𝒃− 𝒂 𝑭 𝑿 ( 𝒙)=
𝒃−𝒂
¿ 𝒂≤ 𝒙<𝒃

¿𝟎 ¿ 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞 𝟏 ¿𝒙 ≥𝒃

Expected Value, Variance, and Standard Deviation

𝒂+ 𝒃 𝟐( 𝒃 − 𝒂 )𝟐 𝒃−𝒂
𝝁𝑿= 𝝈 = 𝝈𝑿 =
𝟐 𝑿
𝟏𝟐 √ 𝟏𝟐
73
 DEPARTMENT OF STATISTICS

Exponential Distribution
A continuous random variable that has support the positive real numbers , with density
the decays at rate of , is called an exponential random variable. An exponential random
variable is often used to measure the time between successive events. The PDF of such
a random variable is described by as seen below.

Parameter: average rate (number of events per unit time)

Discrete (Poisson) Continuous (Exponential)

Number of arrivals/success The continuous time between
over an interval of time. arrivals/success.

74
 DEPARTMENT OF STATISTICS

Exponential Distribution
A continuous random variable that has support the positive real numbers , with
probability density function (seen below) with density the decays at rate of , is called an
exponential random variable. An exponential random variable is often used to measure
the time between successive events.

𝑿 ∼𝒆𝒙𝒑 ( 𝝀)
Probability Density Function Cumulative Distribution Function

Note: The CDF is only

What is the Cumulative Distribution Function?
1 in the limit.
𝒙
− 𝝀 𝒔 𝒙− 𝝀 𝒔
𝑭 𝑿 ( 𝒙 ) = 𝑷 ( 𝑿 ≤ 𝒙 )=−∫
𝒆 𝝀𝒆 | =¿
𝟎 𝟏
−𝝀 𝒙
𝒅𝒔=¿
−𝒆
𝟎
75
 DEPARTMENT OF STATISTICS

Exponential Distribution
A continuous random variable that has support the positive real numbers , with
probability density function (seen below) with density the decays at rate of , is called an
exponential random variable. An exponential random variable is often used to measure
the time between successive events.
Probability Density Function Cumulative Distribution Function
𝑿 ∼𝒆𝒙𝒑 ( 𝝀)

Parameter: average rate (number of events per unit time)

Discrete (Poisson) Continuous (Exponential)
Number of arrivals/success The continuous time between
over an interval of time. arrivals/success.
Expected Value, Variance, and Standard Deviation
Exercise
(Integration by Parts) 𝟏 𝟐 𝟏 𝟏
𝝁𝑿= 𝝈𝑿 = 𝝈𝑿=
𝝀 𝝀
𝟐
𝝀 76
DEPARTMENT OF STATISTICS

Exponential PDF

77
DEPARTMENT OF STATISTICS

R-Code

78
DEPARTMENT OF STATISTICS

Standard Normal Probabilities (R)

dnorm gives the density,

pnorm gives the distribution function,
qnorm gives the quantile function, and
rnorm generates random deviates.

79