Normal Probability

Distributions

1
 Introduction to Normal
Distributions and the Standard
Distribution

2
 Properties of Normal Distributions
A continuous random variable has an infinite
number of possible values that can be represented
by an interval on the number line.

Hours spent studying in a

day
0 3 6 9 12 15 18 21 24

The time spent

studying can be
any number
between 0 and 24.

The probability distribution of a continuous random

variable is called a continuous probability
distribution.
3
 Properties of Normal Distributions
The most important probability distribution in
statistics is the normal distribution.

Normal curve

A normal distribution is a continuous probability

distribution for a random variable, x. The graph of a
normal distribution is called the normal curve.

4
 Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric
about the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches
the x-axis as it extends farther and farther away
from the mean.
5. Between μ  σ and μ + σ (in the center of the
curve), the graph curves downward. The graph
curves upward to the left of μ  σ and to the right of
μ + σ. The points at which the curve changes from
curving upward to curving downward are called the
inflection points. 5
 Properties of Normal Distributions

Inflection points

Total area = 1

x
μ  3σ μ  2σ μσ μ μ+σ μ + 2σ μ + 3σ

If x is a continuous random variable having a normal

distribution with mean μ and standard deviation σ,
you can graph a normal curve with the equation
1 -(x - μ )2 2σ 2 e =2.178 π =3.14
y= e .
σ 2π
6
 Means and Standard Deviations
A normal distribution can have any mean
and any positive standard deviation.
Inflection
The mean gives points
Inflection the location of
points the line of
symmetry.
x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard Standard
deviation: σ  deviation: σ 
1.3 1.9
The standard deviation describes the spread of the
data.

7
 Means and Standard Deviations
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard
deviation?
B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of

symmetry of curve B occurs at x = 9. Curve B has the greater
mean.
Curve B is more spread out than curve A, so curve B has the
greater standard deviation.

8
 Interpreting Graphs
Example:
The heights of fully grown magnolia bushes are
normally distributed. The curve represents the
distribution. What is the mean height of a fully grown
magnolia bush? Estimate the standard deviation.
The inflection points are one
standard deviation away from the
μ=8 mean. σ  0.7

x
6 7 8 9 10
Height (in feet)

The heights of the magnolia bushes are normally

distributed with a mean height of about 8 feet and
a standard deviation of about 0.7 feet.

9
 The Standard Normal Distribution
The standard normal distribution is a normal
distribution with a mean of 0 and a standard deviation
of 1.

The horizontal scale

corresponds to z-
scores.
z
3 2 1 0 1 2 3

Any value can be transformed into a z-score by using

Value - Mean x-μ
the formula
z=
Standard deviation
=
σ
.

10
 The Standard Normal Distribution
If each data value of a normally distributed random
variable x is transformed into a z-score, the result
will be the standard normal distribution.
The area that falls in the interval
under the nonstandard normal curve
(the x-values) is the same as the
area under the standard normal
curve (within the corresponding z-
boundaries).

z
3 2 1 0 1 2 3

After the formula is used to transform an x-value

into a z-score, the Standard Normal Table in
Appendix B is used to find the cumulative area
under the curve.
11
 The Standard Normal Table
Properties of the Standard Normal
Distribution
1. The cumulative area is close to 0 for z-scores close to z =
3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z =
3.49

Area is close to 0. Area is close to 1.

z
3 2 1 0 1 2 3
z = 3.49 z = 3.49
z=0
Area is 0.5000.

12
 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-
score of 2.71.
Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column,

and then moving across the row to the column
under 0.01.
The area to the left of z = 2.71 is 0.9966.
13
 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-
score of 0.25.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding 0.2 in the left hand column,

and then moving across the row to the column under
0.05.
The area to the left of z = 0.25 is 0.4013
14
 Guidelines for Finding Areas
Finding Areas Under the Standard
Normal Curve
1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each
case shown.
a. To find the area to the left of z, find the area
that2.corresponds
The area to the
to z in the Standard Normal
Table.left of z = 1.23
is 0.8907.

1. Use the table to 0find 1.23

the area for the z-score.

15
 Guidelines for Finding Areas
Finding Areas Under the Standard
Normal Curve
b. To find the area to the right of z, use the
Standard Normal Table to find the area that
corresponds to z. Then subtract the area from
1. 2. The area to 3. Subtract to find the area
the left of z = to the right of z = 1.23:
1.23 is 0.8907. 1  0.8907 =
0.1093.

z
0 1.23
1. Use the table to find
the area for the z-score.

16
 Guidelines for Finding Areas

Finding Areas Under the Standard

Normal Curve
c. To find the area between two z-scores, find the
area corresponding to each z-score in the
Standard Normal Table. Then subtract the
smaller area
2. The from the larger
area to area.
4. Subtract to find the area
of the region between the
the left of z =
1.23 is two z-scores:
0.8907. 0.8907  0.2266 =
3. The area to the 0.6641.
left of z = 0.75 is
0.2266.

z
0.75 0 1.23

1. Use the table to find the area

for the z-score.

17
 Guidelines for Finding Areas
Example:
Find the area under the standard normal
curve to the left of z = 2.33.

Always draw
the curve!

2.33 0

From the Standard Normal Table, the area is

equal to 0.0099.

18
 Guidelines for Finding Areas
Example:
Find the area under the standard normal
curve to the right of z = 0.94.
Always draw
the curve!
0.8264
1  0.8264 =
0.1736
z
0 0.94

From the Standard Normal Table, the area is

equal to 0.1736.

19
 Guidelines for Finding Areas
Example:
Find the area under the standard normal
curve between z = 1.98 and z = 1.07.
Always draw
0.8577 the curve!

0.0239 0.8577  0.0239 =

0.8338

z
1.98 0 1.07

From the Standard Normal Table, the area is

equal to 0.8338.
20
Normal Distributions:
Finding Probabilities

21
 Probability and Normal Distributions

If a random variable, x, is normally

distributed, you can find the probability that
x will fall in a given interval by calculating
the area under the normal curve for that
interval.
μ = 10
P(x < σ=5
15)

x
μ =10 15

22
 Probability and Normal Distributions

Normal Distribution Standard Normal

μ = 10 Distribution
μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curv
= 0.8413
23
 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that a
student receives a test score less than 90.
μ = 78 x-μ 90- 78
σ=8 z  =
σ 8
=1.5
P(x < 90)

The probability that a

x student receives a test
μ =78 90 score less than 90 is
z
μ =0 ?
0.9332.
1.5

P(x < 90) = P(z < 1.5) = 0.9332

24
 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that a
student receives a test score greater than than 85.
x- μ 85- 78
μ = 78 z = =
σ 8
σ=8
=0.875 0.88
P(x > 85)
The probability that a
x student receives a test
μ =78 85 score greater than 85 is
z
0.1894.
μ =0 0.88
?

(x > 85) = P(z > 0.88) = 1  P(z < 0.88) = 1  0.8106 = 0.18

25
 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that a
student receives a test score
z =
between
x-μ
=
60
60 and
- 78 = -80.
2.25
1
σ 8
P(60 < x < 80) x-μ 80 - 78 =0.25
z2  =
σ 8
μ = 78
σ=8
The probability that a
x student receives a test
60 μ =7880 score between 60 and
z
2.25
? μ =0 0.25
?
80 is 0.5865.

(60 < x < 80) = P(2.25 < z < 0.25) = P(z < 0.25)  P(z < 2.25)
= 0.5987  0.0122 = 0.5865
26
Normal Distributions:
Finding Values

27
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative
area of 0.9973. Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the

Standard Normal Table. The values at the beginning of
the corresponding row and at the top of the column give
the z-score.
The z-score is 2.78.
28
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative
area of 0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
area.
0.2
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the

Standard Normal Table. Use the value closest to 0.4170.
The z-score is 0.21.
29
 Finding a z-Score Given a Percentile
Example:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 0.67
?

The z-score that corresponds to P75 is the same z-score

that corresponds to an area of 0.75.
The z-score is 0.67.

30
 Transforming a z-Score to an x-Score
To transform a standard z-score to a data value,
x, in a given population, use the formula
x  μ +zσ.
Example:
The monthly electric bills in a city are normally
distributed with a mean of 120 and a standard deviation
of 16. Find the x-value corresponding to a z-score of
1.60.
x  μ +zσ
=120+1.60(16)
=145.6
We can conclude that an electric bill of 145.60 is 1.6
standard deviations above the mean.
31
 Finding a Specific Data Value
Example:
The weights of bags of chips for a vending machine are
normally distributed with a mean of 1.25 ounces and a
standard deviation of 0.1 ounce. Bags that have weights
in the lower 8% are too light and will not work in the
machine. What is the least a bag of chips can weigh and
still work in the machine?
P(z < ?) = 0.08
8% P(z < 1.41) = 0.08
z
?
1.41 0 x  μ +zσ
x

? 1.25
1.25  ( 1.41)0.1
1.11
1.11
The least a bag can weigh and still work in the machine is 1.11
ounces.
32
Sampling Distributions and
the Central Limit Theorem

33
 Sampling Distributions
A sampling distribution is the probability
distribution of a sample statistic that is formed when
samples of size n are repeatedly taken from a
population.

Sample Sample
Sample Sample
Sample
Sample
Sample
Sample
Populati Sample
Sample
on

34
 Sampling Distributions
If the sample statistic is the sample mean, then the
distribution is the sampling distribution of
sample means.
Sample 3
Sample 1 x3 Sample 2 Sample 6
Sample 4
xSample 5
x6
x4
1
5 x x2

The sampling distribution consists of the values of

x1 , x 2 , x 3 , x 4 , x 5 , x 6 .
the sample means,

35
 Properties of Sampling Distributions
Properties of Sampling Distributions of Sample
Means μx ,
1. The mean of the sample means, is equal to the
μx = μ
population mean.

σx ,
2. The standard deviation of theσ,sample means, is equal to
the population standard σ σ
deviation, divided by the square
x=
root of n.
n

The standard deviation of the sampling distribution of the

sample means is called the standard error of the mean. 36
 Sampling Distribution of Sample Means

Example:
The population values {5, 10, 15, 20} are written on slips
of paper and put in a hat. Two slips are randomly
selected, with replacement.
a. Find the mean, standard deviation, and variance
of the population.
Populatio μ =12.5
n
5 σ =5.59
10
15 σ 2 =31.25
20
Continued.

37
 Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips
of paper and put in a hat. Two slips are randomly
selected, with replacement.
b. Graph the probability histogram for the population
values.
P(x) Probability
Histogram of
0.25 Population of x
This uniform distribution
Probability

shows that all values

have the same
probability of being
x selected.
5 10 15 20
Population Continued.
values
38
 Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips
of paper and put in a hat. Two slips are randomly
selected, with replacement.
c. List all the possible samples of size n = 2 and
calculate the mean of each.
Sample x
Sample mean, Sample x
Sample mean,
5, 5 5 15, 5 10 These means
5, 10 7.5 15, 10 12.5 form the
5, 15 10 15, 15 15 sampling
5, 20 12.5 15, 20 17.5 distribution
10, 5 7.5 20, 5 12.5 of the
10, 10 10 20, 10 15 sample
10, 15 12.5 20, 15 17.5 means.
10, 20 15 20, 20 20
Continued.
39
 Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips
of paper and put in a hat. Two slips are randomly
selected, with replacement.
d. Create the probability distribution of the sample
means.
x f Probability
5 1 0.0625
7.5 2 0.1250 Probability
10 3 0.1875 Distribution of
Sample Means
12.5 4 0.2500
15 3 0.1875
17.5 2 0.1250
20 1 0.0625

40
 Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips
of paper and put in a hat. Two slips are randomly
selected, with replacement.
e. Graph the probability histogram for the sampling
distribution.
P(x) Probability
Histogram of
0.25 Sampling
Distribution
Probability

0.20
The shape of the graph
0.15
is symmetric and bell
0.10
shaped. It approximates
0.05 a normal distribution.
x
5 7.5 10 12. 15 17. 20
Sample5mean 5

41
 The Central Limit Theorem
If a sample of size n  30 is taken from a population
with any type of distribution that has a mean = 
and standard deviation = ,

x x
 
the sample means will have a normal
distribution. x x
x x
x x x
x x x x x x

42
 The Central Limit Theorem
If the population itself is normally distributed,
with mean =  and standard deviation = ,

x

the sample means will have a normal
distribution for any sample size n.
xx
x x
x x x
x x x x x x

43
 The Central Limit Theorem
In either case, the sampling distribution of sample
means has a mean equal to the population mean.

μx  μ Mean of the
sample means

The sampling distribution of sample means has a

standard deviation equal to the population standard
deviation divided by the square root of n.
σ
σx  Standard deviation of the
sample means
n
This is also called the
standard error of the
mean.
44
 The Mean and Standard Error
Example:
The heights of fully grown magnolia bushes have a
mean height of 8 feet and a standard deviation of
0.7 feet. 38 bushes are randomly selected from the
population, and the mean of each sample is
determined. Find the mean and standard error of
the mean of the sampling distribution.
Standard deviation
Mean (standard error)
μx  μ σ
σx 
n
=8
0.7
= =0.11
38
Continued.
45
 Interpreting the Central Limit Theorem
Example continued:
The heights of fully grown magnolia bushes have a
mean height of 8 feet and a standard deviation of
0.7 feet. 38 bushes are randomly selected from
the population, and the mean of each sample is
determined.
The mean of the sampling distribution is 8 feet ,and
the standard error of the sampling distribution is
0.11 feet.
From the Central Limit
Theorem, because the sample
size is greater than 30, the x

sampling distribution can be 7.6 8 8.4

approximated by the normal μx =8 σx =0.11

distribution.
46
 Finding Probabilities
Example:
The heights of fully grown magnolia bushes have a
mean height of 8 feet and a standard deviation of
0.7 feet. 38 bushes are randomly selected from
the population, and the mean of each sample is
determined.
The mean of the sampling
distribution is 8 feet, and the μx =8 n =38
standard error of the sampling σx =0.11
distribution is 0.11 feet.
Find the probability that the
x
mean height of the 38 bushes
7.6 8 8.4
is less than 7.8 feet. 7.8
Continued.
47
 Finding Probabilities
Example continued:
Find the probability that the mean height of the 38
bushes is less than 7.8 feet.
μx =8 n = 38
σx =0.11
x  μx
z 
P ( x < 7.8) σx
x
7.6 8 8.4 7.8  8
=
7.8 0.11
z
0 =  1.82
P ( x < 7.8) = P (z1.82
<
? = 0.0344
____probability
The ) that the mean height of the 38
bushes is less than 7.8 feet is 0.0344.
48
 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that the
mean score of 25 randomly selected students is
between
μx =78 75 and 79. x  μx 75  78 =  1.88
z1 = =
σ 8 σx 1.6
σx = = =1.6
n 25
x μ 79  78
z2 = = =0.63
P (75 < x < 79) σ 1.6

x
75 78 79
z
1.88
? 00.63
? Continued.
49
 Probability and Normal Distributions
Example continued:

P (75 < x < 79)

x
75 78 79
z
?
1.88 0 0.63
?

P(75 < <x 79) = P(1.88 < z < 0.63) = P(z < 0.63)  P(z < 1.88)
= 0.7357  0.0301 = 0.7056
Approximately 70.56% of the 25 students will have a
mean score between 75 and 79.
50
 Probabilities of x and x
Example:
The population mean salary for auto mechanics is
 = 34,000 with a standard deviation of  = 2,500.
Find the probability that the mean salary for a randomly
selected sample of 50 mechanics is greater than
μ35,000.
x =34000
x  μx 35000  34000 =2.83
σ 2500 z  =
σx  = =353.55 σx 353.55
n 50
P ( x > 35000)
= P (z > 2.83)
= 1  P (z < 2.83)
= 1  0.9977= 0.0023

The probability that the mean

x salary for a randomly
3400035000 selected sample of 50
z
0 2.83
? mechanics is greater than
35,000 is 0.0023.
51
 Probabilities of x and x
Example:
The population mean salary for auto mechanics is
 = 34,000 with a standard deviation of  = 2,500.
Find the probability that the salary for one randomly
selected mechanic is greater than 35,000.
(Notice that the Central Limit Theorem does not apply.)
μ =34000 x-μ 35000- 34000 =0.4
z = =
σ 2500
σ =2500
= P (z > 0.4)
P (x > 35000) = 1  P (z < 0.4)
= 1  0.6554= 0.3446

x The probability that the

3400035000 salary for one mechanic is
z
0 0.4
? greater than 35,000 is
0.3446.
52
 Probabilities of x and x
Example:
The probability that the salary for one randomly
selected mechanic is greater than 35,000 is 0.3446. In
a group of 50 mechanics, approximately how many
would have a salary greater than 35,000?
This also means that 34.46% of
P(x > 35000) = 0.3446 mechanics have a salary greater
than 35,000.

34.46% of 50 = 0.3446  50 = 17.23

You would expect about 17 mechanics out of the

group of 50 to have a salary greater than 35,000.
53