CSE315: Introduction to Data Science

Fall 2024
Probability Distribution

L5b : Normal Distribution

Text: Hayter, A. (2012) Probability and Statistics for Engineers and Scientists
 The Normal Distribution
‘Bell Shaped’
 Symmetrical
f(x)
 Mean, Median and Mode
are Equal
Location is determined by the σ
mean, μ x
Spread is determined by the μ
standard deviation, σ
Mean
= Median
The random variable has an = Mode
infinite theoretical range:
+  to  
 Many Normal Distributions

By varying the parameters μ and σ, we obtain

different normal distributions
 The Normal Distribution
Shape
f(x) Changing μ shifts the
distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ x

Given the mean μ and variance σ we define the normal

distribution using the notationX ~ N (  , 2 )
 The Normal Probability
Density Function

 The formula for the normal probability density

function is

1  ( x   )2 /2 2
f ( x)  e
2
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation
x = any value of the continuous variable,  < x < 
 Cumulative Normal Distribution

 For a normal random variable X with mean μ and

variance σ2 , i.e., X~N(μ, σ2), the cumulative
distribution function is

 ( x0 ) F ( x0 ) P( X x0 )
f(x)

P ( X x0 )

0 x0 x
Finding Normal Probabilities

The probability for a range of values is

measured by the area under the curve

P(a  X  b) F(b)  F(a)

a μ b x
 Finding Normal Probabilities
(continued)

F(b) P(X  b)

a μ b x

F(a) P(X  a)

a μ b x

P(a  X  b) F(b)  F(a)

a μ b x
 The Standardized Normal
 Any normal distribution (with any mean and variance
combination) can be transformed into the
standardized normal distribution (Z), with mean 0
and variance 1
f(Z)

Z ~ N(0,1) 1
0 Z
 Need to transform X units into Z units by subtracting the
mean of X and dividing by its standard deviation

X μ
Z
σ
 Example

 If X is distributed normally with mean of 100

and standard deviation of 50, the Z value for
X = 200 is

X  μ 200  100
Z   2.0
σ 50
 This says that X = 200 is two standard
deviations (2 increments of 50 units) above
the mean of 100.
 Comparing X and Z units

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the distribution is the same, only the

scale has changed. We can express the problem in
original units (X) or in standardized units (Z)
 Finding Normal Probabilities
 a μ b μ
P(a  X  b) P Z 
 σ σ 
f(x)  b μ  a μ
F   F 
 σ   σ 

a µ b x
a μ b μ
0 Z
σ σ
 Probability as
Area Under the Curve
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

f(X) P(    X  μ)  0.5
P(μ  X   )  0.5

0.5 0.5

μ X
P(    X   )  1.0
 Appendix Table 1
 The Standardized Normal table in the textbook
(Appendix Table 1) shows values of the
cumulative normal distribution function

 For a given Z-value a , the table shows F(a)

(the area under the curve from negative infinity to a )

F(a) P(Z  a)

0 a Z
 The Standardized Normal Table

 Appendix Table 1 gives the probability F(a) for

any value a

.9772
Example:
P(Z < 2.00) = .9772

0 2.00 Z
 The Standardized Normal Table
(continued)

 For negative Z-values, use the fact that the

distribution is symmetric to find the needed
probability:
.9772

.0228
Example:
0 2.00 Z
P(Z < -2.00) = 1 – 0.9772
= 0.0228 .9772
.0228

-2.00 0 Z
General Procedure for Finding Probabilities

To find P(a < X < b) when X is distributed normally:

 Translate X-values to Z-values
 Draw the normal curve for the problem in terms of X
 Transform greater than type probability to less than type
probability (if needed)
 Use the Cumulative Normal Table

Reasons of using Standard Normal table

 No closed form expression of the integral of normal function,
requires numerical mathematics
 For different values of mean and variance, we need infinite
number of tables. To overcome this problem, we use standard
normal table. Mean and variance of a standard normal
variable are respectively 0 and 1.
 Finding Normal Probabilities

 Suppose X is normal with mean 8.0 and

standard deviation 5.0
 Find P(X < 8.6)

X
8.0
8.6
 Finding Normal Probabilities
(continued)
 Suppose X is normal with mean 8.0 and
standard deviation 5.0. Find P(X < 8.6)
X  μ 8.6  8.0
Z   0.12
σ 5.0

μ=8 μ=0
σ = 10 σ=1

8 8.6 X 0 0.12 Z

P(X < 8.6) P(Z < 0.12)

 Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 8.6)

Table (Portion) = P(Z < 0.12)
z F(z) F(0.12) = 0.5478
.10 .5398

.11 .5438

.12 .5478
Z
0.00
.13 .5517
0.12
 Upper Tail Probabilities

 Suppose X is normal with mean 8.0 and

standard deviation 5.0.
 Now Find P(X > 8.6)

X
8.0
8.6
 Upper Tail Probabilities
(continued)
 Now Find P(X > 8.6)…
P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - 0.5478 = 0.4522

0.5478
1.000 1.0 - 0.5478
= 0.4522

Z Z
0 0
0.12 0.12
 Finding the X value for a
Known Probability

 Steps to find the X value for a known

probability:
1. Find the Z value for the known probability
2. Convert to X units using the formula:

X μ  Zσ
 Finding the X value for a
Known Probability
(continued)

Example:
 Suppose X is normal with mean 8.0 and
standard deviation 5.0.
 Now find the X value so that only 20% of all
values are below this X

.2000

? 8.0 X
? 0 Z
 Find the Z value for
20% in the Lower Tail
1. Find the Z value for the known probability
Standardized Normal Probability  20% area in the lower
Table (Portion) tail is consistent with a
z F(z) Z value of -0.84
.82 .7939 .80
.20
.83 .7967

.84 .7995
? 8.0 X
.85 .8023 -0.84 0 Z
 Problems on Normal Distribution (Anthony)
 5.1.1 Suppose that Z ∼ N(0, 1). Find:
 (a) P(Z ≤ 1.34), (b) P(Z ≥ −0.22), (c) P(−2.19 ≤ Z ≤ 0.43)
 (d) P(0.09 ≤ Z ≤ 1.76), (e) P(|Z| ≤ 0.38)
 (f) The value of x for which P(Z ≤ x) = 0.55
 (g) The value of x for which P(Z ≥ x) = 0.72
 (h) The value of x for which P(|Z| ≤ x) = 0.31
Solution:
 Problems on Normal Distribution (Anthony)
 5.1.3 Suppose that X ∼ N(10, 2). Find:
 (a) P(X ≤ 10.34), (b) P(X ≥ 11.98)
 (c) P(7.67 ≤ X ≤ 9.90), (d) P(10.88 ≤ X ≤ 13.22)
 (e) P(|X − 10| ≤ 3), (f) The value of x for which P(X ≤ x) = 0.81
 (g) The value of x for which P(X ≥ x) = 0.04
 (h) The value of x for which P(|X − 10| ≥ x) = 0.63

 5.1.4 Suppose that X ∼ N(−7, 14). Find:

 (a) P(X ≤ 0), (b) P(X ≥ −10)
 (c) P(−15 ≤ X ≤ −1), (d) P(−5 ≤ X ≤ 2)
 (e) P(|X + 7| ≥ 8), (f) The value of x for which P(X ≤ x) = 0.75
 (g) The value of x for which P(X ≥ x) = 0.27
 (h) The value of x for which P(|X + 7| ≤ x) = 0.44
 Problems on Normal Distribution (Anthony)
5.1.9 The thicknesses of glass sheets produced by a certain process are normally
distributed with a mean of μ =3.00 mm and a standard deviation of σ = 0.12 mm.
(a) What is the probability that a glass sheet is thicker than 3.2 mm?
(b) What is the probability that a glass sheet is thinner than 2.7 mm?
(c) What is the value of c for which there is a 99% probability that a glass sheet
has a thickness within the interval [3.00 − c, 3.00 + c]?
Solution:
 Problems on Normal Distribution (Anthony)
5.1.10 The amount of sugar contained in 1-kg packets is actually normally
distributed with a mean of μ = 1.03 kg and a standard deviation of σ = 0.014 kg.
(a) What proportion of sugar packets are underweight?
(b) If an alternative package-filling machine is used for which the weights of the
packets are normally distributed with a mean of μ = 1.05 kg and a standard
deviation of σ = 0.016 kg, does this result in an increase or a decrease in the
proportion of underweight packets?
(c) In each case, what is the expected value of the excess package weight above
the advertised level of 1 kg?
Solution:
 Problems on Normal Distribution (Anthony)
5.1.13 The resistance in milliohms of 1 meter of copper cable at a certain temperature is
normally distributed with mean μ = 23.8 and variance σ 2 = 1.28.
(a) What is the probability that a 1-meter segment of copper cable has a resistance less
than 23.0?
(b) What is the probability that a 1-meter segment of copper cable has a resistance greater
than 24.0?
(c) What is the probability that a 1-meter segment of copper cable has a resistance
between 24.2 and 24.5?
(d) What is the upper quartile of the resistance level?
(e) What is the 95th percentile of the resistance level?
Problems on Normal Distribution (Anthony)