Continuous Probability Distributions

• A continuous random variable is a variable that can assume any

value on a given range (can assume an uncountable number of
values)
• thickness of an item
• time required to complete a task
• temperature of a solution
• height, in inches

• These can potentially take on any value depending only on the

ability to precisely and accurately measure
 The Normal Distribution

 Bell Shaped
 Symmetrical f(X)
 Mean, Median and Mode are equal

Location is determined by the mean, μ

σ
Spread is determined by the standard X
deviation, σ X=μ

The random variable has an infinite

Mean = Median = Mode
theoretical range:
-  to + 
 The Normal Distribution Function

The formula for the normal probability density function is

2
1  (X  μ) 
1  
2  

f(X)  e
2π

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
 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 to

left or right.

Changing σ increases or decreases

the spread.
σ

X=μ X
 The Standardized Normal Distribution
• Any normal distribution (with any mean and standard deviation
combination) can be transformed into the standardized normal
distribution (Z distribution).
• Need to transform X units into Z units.
• The standardized normal distribution (Z) has a mean of 0 and a
standard deviation of 1.
• Translate from X to the standard normal variate ‘Z’ by subtracting
the mean of X and dividing by its standard deviation:
X μ
Z
σ
The Z distribution always has mean = 0 and standard deviation = 1
The Standardized Normal Probability Density Function

• The formula for the standardized normal probability

density function is

1  (1/2)Z 2
f(Z)  e
2π

Where e = the mathematical constant approximated by 2.71828

π = the mathematical constant approximated by 3.14159
Z = any value of the standardized normal distribution
 The Standardized Normal Distribution

• Also known as the ‘Z-distribution’

• Mean is 0
• Standard Deviation is 1
f(Z)

Z
Z=0

Values on right of Z=0 have positive Z-values and values on left of Z=0 have negative Z-values
 Example: Transforming X into Z
• 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.
• P(X>200) = P(Z>2) because (X=200) = (Z=2)
• P(0<X<200) = P(-2<Z<2)
 Comparing X and Z values

X=100 X= 200 X (μ = 100, σ = 50)

Z=0 Z=2.0 Z (μ = 0, σ = 1)

Note that the shape of the distribution is the same, only the scale has changed.
We can express the problem in original units (X) or in standardized units (Z)
 Probability and the Normal Curve
• The total area under the normal curve is equal to 1.
• The probability that X is greater than ‘a’ equals the area under the normal curve
bounded by ‘a’ and plus infinity (as indicated by the non-shaded area in the figure
below).
• The probability that X is less than ‘a’ equals the area under the normal curve
bounded by ‘a’ and minus infinity (as indicated by the shaded area in the figure
below).

Additionally, every normal curve (regardless of its mean or standard deviation)

conforms to the following "rule".
• About 68.3% of the area under the curve falls within 1 standard deviation of the
mean.
• About 95.4% of the area under the curve falls within 2 standard deviations of the
mean.
• About 99.7% of the area under the curve falls within 3 standard deviations of the
mean.
 Finding Normal Probabilities

Probability is measured by the area under

the curve
f(X)
P (a ≤ X ≤ b )
= P (a < X < b )
(Note that the probability
of any individual value is
zero)

X
a b
 Probability as Area Under the Curve

The total area under the curve is 1.0, and the curve is symmetric, so half
is on the right of mean and half is on the left.

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

0.5 0.5

μ X

P(    X  ) 1.0
 The Standardized Normal
Table

Standard normal table in the textbook gives the

probability equal to or less than a desired value of Z
(from -∞ to Za).
0.9772

0.50 0.4772
Example:
P(Z<2) = P(-∞<Z<2)
= 0.9772
P(Z>2) = 1.00-0.4772
Z=0 Z=2 Z
= 0.0228

0.0228
 Finding Normal Probabilities

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

• Translate X-values to Z-values for ‘a’ and ‘b’ separately

• Draw a normal curve for the problem in terms of Z
• Identify the target region under the normal curve
• Use Standard normal table to get the required probability
 Finding Normal Probabilities
• Let X represent the time it takes to download an image file from
the internet.
• 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=5 σ=1

8.0 8.6 X Z= 0 Z=0.12 Z

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

 Solution: Finding P(Z < 0.12)

Standard Normal Probability Table (Portion) P(X < 8.6) = P(Z < 0.12)
= P(-∞ <Z< 0.12)
= 0.5478
Z 0.00 0.01 0.02
0.50 0.0478
0.0 0.5000 0.5040 0.5080

0.1 0.5398 0.5438 0.5478

0.2 0.5793 0.5832 0.5871

Z = -∞ Z = +∞
Z=0
0.3 0.6179 0.6217 0.6255
Z=0.12
0.5478
 Finding Normal 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
 Finding Normal Upper Tail Probabilities

Now Find P(X > 8.6)…

P(X > 8.6) = P(Z > 0.12)
= 1.00 - P(-∞ ≤ Z ≤ 0.12)
= 1.00 - 0.5478
= 0.4522

0.5478
0.5 0.5 (blue area)
1.000 - 0.5478 = 0.4522

Z Z
Z=0 Z=0
Z=0.12
Finding a normal probability between two values

Suppose X is normal with mean 8.0 and standard

deviation 5.0. Find P(8 < X < 8.6)

Calculate Z-values:

X μ 8 8
Z  0
σ 5
8 8.6 X
Z=0
X  μ 8.6  8 Z=0.12 Z
Z  0.12
σ 5 P(8 < X < 8.6)
= P(0 < Z < 0.12)
= P(-∞ < Z < 0.12) – P(-∞ < Z < 0)
= 0.5478 – 0.5 = 0.0478
 Probabilities in the Lower Tail

• Suppose X is normal with mean 8.0 and

standard deviation 5.0.
• Now Find P(7.4 < X < 8)

X
8.0
7.4
 Probabilities in the Lower Tail

Now Find P(7.4 < X < 8)…

P(7.4<X< 8) = P(-0.12<Z<0)
= P(-∞<Z<0) – P((-∞<Z<0.12)
0.0478
= 0.5 – 0.4522
= 0.0478
Z 0.00 0.01 0.02
0.4522
-0.2 0.4207 0.4168 0.4129

-0.1 0.4602 0.4562 0.4522

7.4 8.0 X
-0.0 0.5000 0.4960 0.4920
Z=-0.12 0 Z
 Practice Exercises
1. In a city, it is estimated that the maximum temperature is normally distributed with a mean of 23°C and
a standard deviation of 5°C. Calculate the number of days in this month in which it is expected to reach a
maximum of between 21°C and 27°C.

2. The mean weight of 500 college students is 70 kg and the standard deviation is 3 kg. Assuming that the
weight is normally distributed, determine how many students weigh:
a. between 60 kg and 75 kg
b. more than 90 kg
c. less than 64 kg
d. exactly 64 kg
e. 64 kg or less

3. For borrowers with good credit scores, the mean debt amount is $15,000. Assuming the debt amounts
to be normally distributed with standard deviation $3000, calculate the probability that
a. debt for a borrower is more than $18,000
b. debt for a borrower is less than $10,000
c. Debt for a borrower is between $12,000 and $18,000