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Normal-Probability-Distribution

Probability
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0% found this document useful (0 votes)
5 views

Normal-Probability-Distribution

Probability
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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The Normal

Distribution
mean

25

20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS
The Normal Distribution
Normal Probability Distribution is a
probability distribution of a continuous
random variables.

The normal distribution is a probability


distribution that associates normal random
variable X with a cumulative probability.

It is also used to describe the characteristics


of populations and making inferences.

This graphical representation is popularly


known as a Normal Curve.
Parameters of the Normal Distribution
Mean (µ)
The mean is the central tendency of the
normal distribution. It defines the location of the
peak for the bell curve. Most values cluster around
the mean. On a graph, changing the mean shifts the
entire curve left or right on the X-axis.

p(x) Changing μ shifts the


distribution left or
right.
Changing σ
σ increases or
decreases the
spread.

μ X
Parameters of Normal Distribution

p(x) Changing μ shifts the


distribution left or
right.
Changing σ
σ increases or
decreases the
spread.

μ X
Characteristics of a Normal Distribution
• 1. All normal curves are bell-shaped with points of
inflection at μ ± σ.
• 2. All normal curves are symmetric about the mean μ.
(Bell shaped; mean, median and mode are equal.)
• 3. The area under an entire normal curve is 1.
• 4. The height of any normal curve is maximized at x =
µ.
• 5. The shape of any normal curve depends on its mean
μ and standard deviation σ.
• The kurtosis and skewness is equal to 0.
Skewed of Distribution
The coefficient of Skewness is a
measure for the degree of
symmetry in the variable
distribution.
Kurtosis
The coefficient of Kurtosis is a measure
for the degree of peakedness / flatness
in the variable distribution.
Effect of Varying
Parameters ( & )
Normal Curve

-3 -2 -1 0 1 2 3
Normal Distribution
Probability
Probability is
d
area under P(c x d)   f (x)dx ?
curve! c

f(x)

x
c d
© 2011 Pearson Education, Inc
The beauty of the normal curve:
No matter what  and  are, the area
between - and + is about 68.26%; the
area between -2 and +2 is about
95.44%; and the area between -3 and
+3 is about 99.72%. Almost all values
fall within 3 standard deviations.
Empirical Rule
Let’s Try:
Estimates using the “Empirical Rule”
1. The district nurse of Candelaria East needs to measure
the BMI (Body Mass Index) of the ALS students. She
found out that the heights of male students are normally
distributed with a mean of 160 cm and a standard
deviation of 7 cm. Find the percentage of male students
whose height is within 153 to 174.
2. The score of the Senior High School students in their
Statistics and Probability 1st Summative Test are
normally distributed with a mean of 23 and standard
deviation of 2. What percent will fall between 23 and
27? What scores fall on 95.44% of the distribution?
Let’s Work Out:
Estimates using the “Empirical Rule”
Examine the following hypothetical data distribution.
The superintendent of a large county school system believes
that the SAT mathematics scores of high school seniors in
her county follow an approximately normal distribution. She
knows that the mean score in her county is 510 and that the
standard deviation (SD) is 90. What percentage of students
would you predict would get an SAT math score between
600 and 690? Explain, and show your work.
STANDARD NORMAL
DISTRIBUTION
(z-scores)
Standardize the
Normal Distribution
x 
z
Normal  Standardized Normal
Distribution Distribution
 = 1

 x = 0 z
© 2011 Pearson Education, Inc One table!
Standard Normal Distribution
The standard normal distribution is a normal
distribution with µ = 0 and  = 1. A random variable
with a standard normal distribution, denoted by the
symbol z, is called a standard normal random variable.

© 2011 Pearson Education, Inc


The Standard Scores
The standard score or z-score measures how
many standard deviation a given value (x) is
above or below the mean. The z-scores are
useful comparing observed values.

A positive z-score indicates that the score (x) is


above the mean whereas the negative z-score
indicates that the observed value or score (x) is
below the mean.
Finding a Probability Corresponding
to a Normal Random Variable
1. Sketch normal distribution, indicate mean, and shade
the area corresponding to the probability you want.
Property of Normal Distribution

If x is a normal random variable with mean μ and


standard deviation , then the random variable z,
defined by the formula
x µ
z

has a standard normal distribution. The value z describes


the number of standard deviations between x µ.

© 2011 Pearson Education, Inc


Let’s Try!
• A group of 625 students has a mean age
of 15.8 years with a standard deviation of
0.6 years. The ages are normally
distributed. What is the z-score of 16.2
years?

© 2011 Pearson Education, Inc


Let’s Do!

• Professor Bacod has 41 students in his Math


112 lecture class. The scores on the Pre 3 rd
Quarter exam are normally distributed with
a mean of 38 and a standard deviation of
3.42.
a. What is the z-score of the 35 and 48?
Let’s Work Out!

• Suppose that the distribution of weights of


New Zealand hamsters is distributed normal
with mean 63.5 g and standard deviation
12.2 g. If there are 1000 weights in this
population, how many of them are 78 g or
greater?
Patterns for Finding the Area or Probability
Under the Standard Normal Curve
a. Area between a given z value and 0

= used the z-score table

b. Area between z values on either side of 0


Patterns for Finding the Area or Probability
Under the Standard Normal Curve
c. Area between z values on same side of 0

d. Area to the right of a positive z value or to


the left of a negative z value
Patterns for Finding the Area or Probability
Under the Standard Normal Curve

e. Area to the right of a negative z value or to


the left of a positive z value
The Standard Normal Table:
P(0 < z < 1.96)
Standardized Normal
Probability Table (Portion)
Z .04 .05 .06 =1
1.8 .4671 .4678 .4686
.4750
1.9 .4738 .4744 .4750
2.0 .4793 .4798 .4803
= 0 1.96 z
2.1 .4838 .4842 .4846 Shaded area
Probabilities exaggerated
© 2011 Pearson Education, Inc
The Standard Normal Table:
P(–1.26  z  1.26)
Standardized Normal Distribution
=1

.3962 .3962 P(–1.26 ≤ z ≤ 1.26)


= .3962 + .3962
= .7924
–1.26 1.26 z
=0
Shaded area exaggerated
© 2011 Pearson Education, Inc
The Standard Normal Table:
P(z > 1.26)
Standardized Normal Distribution
=1

.5000
P(z > 1.26)
.3962 = .5000 – .3962
= .1038
1.26 z
=0

© 2011 Pearson Education, Inc


The Standard Normal Table:
P(–2.78  z  –2.00)
Standardized Normal Distribution
=1
.4973 P(–2.78 ≤ z ≤ –2.00)
= .4973 – .4772
.4772
= .0201
–2.78 –2.00 z
=0
Shaded area exaggerated
© 2011 Pearson Education, Inc
The Standard Normal Table:
P(z > –2.13)
Standardized Normal Distribution
=1
.4834 .5000 P(z > –2.13)
= .4834 + .5000
= .9834
–2.13 z
=0
Shaded area exaggerated

© 2011 Pearson Education, Inc


Non-standard Normal
Distribution
Normal distributions differ by Each distribution would
mean & standard deviation. require its own table.

f(x)

x That’s an infinite
number of tables!
© 2011 Pearson Education, Inc
Non-standard Normal μ = 5, σ = 10:
P(5 < x < 6.2)
x  6.2  5
z  .12
Normal  10 Standardized Normal
Distribution Distribution

 = 10 =1
.0478

= 5 6.2 x = 0 .12 z
Shaded area exaggerated
© 2011 Pearson Education, Inc
Non-standard Normal μ = 5, σ = 10:
P(3.8  x  5)
x  3.8  5
z   .12
 10
Normal Standardized Normal
Distribution Distribution

 = 10 =1
.0478

3.8 = 5 x -.12  = 0 z


Shaded area exaggerated
© 2011 Pearson Education, Inc
Non-standard Normal μ = 5, σ = 10:
P(2.9  x  7.1)
x  2.9  5 x  7.1  5
z   .21 z  .21
 10  10
Normal Standardized Normal
Distribution Distribution
 = 10 =1
.1664

.0832 .0832

2.9 5 7.1 x -.21 0 .21 z


Shaded area exaggerated
© 2011 Pearson Education, Inc
Non-standard Normal μ = 5, σ = 10:
P(x  8)
x  8 5
z  .30
Normal
 10 Standardized Normal
Distribution Distribution
 = 10 =1
.5000
.3821
.1179

=5 8 x =0 .30 z


Shaded area exaggerated
© 2011 Pearson Education, Inc
Non-standard Normal μ = 5, σ = 10:
P(7.1  X  8)
x  7.1  5 x  8 5
z  .21 z  .30
 10  10
Normal Standardized Normal
Distribution Distribution
 = 10 =1

.1179
.0347
.0832

=5 7.1 8 x =0 .21 .30 z


Shaded area exaggerated
© 2011 Pearson Education, Inc
Let’s Try!
• A group of 625 students has a mean age
of 15.8 years with a standard deviation of
0.6 years. The ages are normally
distributed. How many students are
younger than 16.2 years?

© 2011 Pearson Education, Inc


Let’s Do!

• Professor Bacod has 41 students in his Math


112 lecture class. The scores on the Pre 3 rd
Quarter exam are normally distributed with
a mean of 38 and a standard deviation of
3.42.
a. How many students in the class can be
expected to receive a score between 35 and
50? Express answer to the nearest student.
b.How many students are below 35?
Let’s Work Out!

• Suppose that the distribution of weights of


New Zealand hamsters is distributed normal
with mean 63.5 g and standard deviation
12.2 g. If there are 1000 weights in this
population, how many of them are 78 g or
greater?

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