Mindanao State University

Fatima, General Santos City

ES 85 – Lecture Notes

SOME CONTINUOUS PROBABILITY DISTRIBUTIONS

Normal Distribution

The most important continuous probability distribution in the entire field of statistics is the normal
distribution. Its graph, called the normal curve, is the bell shaped curve, which approximately describes
many phenomena that occur in nature, industry, and research.

Definition

The density function of the normal random variable X, with mean  and variance 2, is

1
n x;  ,    e (1 / 2)  x    /   ,
2
 x  
2 

Properties of the normal curve:

1. The mode, which is the point on the horizontal axis where the curve is maximum, occurcs at x =
.
2. The curve is symmetric about a vertical axis through the mean .
3. The curve has its points of inflection at x=  , is concave downward if - < X < +, and is
concave upward otherwise.
4. The normal curve approaches the horizontal axis asyptotically as we proceed in either direction
away from the mean.
5. The total area under the curve and above the horizontal axis is equal to 1.

Definition

1
 The distribution of a normal random variable with mean zero and variance 1 is called a standard
normal distribution.

X 
Z


Problem Sets:

1. Given a standard normal distribution, find the area under the normal curve which lies
(a) to the left of z = 1.43 (b) to the right of z = -0.89
(c) between z = 2.16 and z=-0.65 (d) to the left of z = -1.39
(e) to the right of z = 1.96 (f) between z = 0.48 and z = 1.74
2. The loaves of rye bread distributed to local stores by a certain bakery have an average
length of 30 centimeters and a standard deviation of 2 centimeters. Assuming that the
lengths are normally distributed, what percentage of the loaves are
a) Longer than 31.7 cm?
b) Between 29.3 and 33.5 cm in length?
c) Shorter than 25.5 cm?
3. The IQs of 600 applicants are approximately normally distributed with a mean of 115 and a
standard deviation of 12. If the college requires an IQ of at least 95, how many of the
students will be rejected on this basis regardless of other qualifications?
4. The average life of a certain type of small motor is 10 years with standard deviation of 2
years. The manufacturer replaces free all motors that fail while under guarantee. If he is
willing to replace only 3% of the motors that fail, how long a guarantee should he offer?
Assume that the lives of the motors follow a normal distribution.