II.

PROBABILITY
Stat12 - Probability and Statistics
Continuous
Probability
Distributions
Normal Probability Distribution
As we make more and more flips, the graph
of the probability of an event becomes
smoother and approaches the “bell curve”, or
normal distribution
Normal Probability Distribution
Also known as a normal
curve, a bell curve or a
Gaussian curve (Johann
Carl Friedrich Gauss)
Important parameters:
• mean(μ)
• standard deviation (σ) –
distance between the
mean and the inflection
point
Normal Probability Distribution
Characteristics
• Single peak at the center of distribution
• Mean, median, and mode are equal
• Symmetrical about its mean
• Falls off smoothly in either direction from the
central value, asymptotic
• Has long tapering tails that extend
indefinitely in both direction
• Total area of the curve is equal to 1
Normal Probability Distribution
1 1 𝑥−𝜇 2
−
𝑓 𝑥 = 𝑒 2 𝜎
𝜎 2𝜋
• to avoid the difficult
task of solving
integrals of normal
density functions,
tables have been made
for standard normal
distributions.
Normal Probability Distribution
• As the value of σ becomes bigger, the
curve becomes flatter or becomes more
platykurtic(distribution is more
dispersed)
• Two parameters that define the normal
distribution are μ and σ.
• μ – indicates the position of the normal
curve along the horizontal axis
• σ – determines the ‘peakedness’ of the curve
at its center
Standard Normal Probability Distribution
There is an infinite number of possible
normal distributions but the most important
member of this family is the one which has a
mean of 0 and standard deviation of 1.
This is the so-called standard normal
distribution.
Standard Normal Probability Distribution
• Areas under the curve of a standard
normal probability distribution can be
found in statistical tables
• May be transformed into a standard
normal distribution by performing the Z
transformation
Z-Score
The number of standard deviations between
a value and the mean
𝑥−𝜇
𝑍=
σ
How far the value is from the average?
How typical is the distance?
Distance Description
±𝜎 Standard/Typical
±2𝜎 Atypical
±3𝜎 Rare
Z-Score
You are asked to evaluate a customer
complaint about the time it took to be
serviced on a telephone customer help line.
The session took 9 minutes.
Question: Is the event typical or atypical?
Areas Under the Normal Curve
The area under the curve bounded by two
ordinates a and b equals the probability
that the random variable X assumes a value
between a and b
Areas Under the Normal Curve
• About 68% of the area under the normal curve is
within plus one and minus one standard deviation
of the mean. This can be written as 𝜇 ± 1𝜎.
• About 95% of the area is within plus and minus
two standards of the mean, written 𝜇 ± 2𝜎.
• Practically all of the
area under the normal
curve is within three
standard deviations of
the mean, written 𝜇 ±
3𝜎. Shown
diagrammatically:
Z-Transformation
If the z-value is computed to be 1.91, what is
the area under the normal curve between
the mean and x?
Z-Transformation
Some Z table gives the proportion of
population LESS THAN or EQUAL a
specific Z
P (z < 0.10) = 0.53983
P (z < 0.13) = 0.55172
P (z < 1.16)
P (z < -0.78)
Z-Transformation
Since all probabilities add up to 1.0:
𝑃 (𝑧 > 0.10) = 1 − 𝑃 (𝑧 < 0.10)
= 0.46017
𝑃 𝑧 > 0.55
Z-Transformation
Since the Standard Normal Distribution is
symmetrical:
𝑃 (𝑧 < −0.10) = 𝑃 (𝑧 > 0.10)
= 1 − 0.53983
= 0.46017
𝑃 (𝑧 < −1.00) = 𝑃 (𝑧 > 1.00)
= 1 − 0.84134
= 0.15866
Example
Given a standard normal distribution, find
the area under the curve that lies
• to the right of 𝑧 = 1.84, and
• between 𝑧 = −1.97 and 𝑧 = 0.86
Example
Given a standard normal distribution, find
the value of k such that
• 𝑃(𝑧 > 𝑘) = 0.3015
• 𝑃(𝑘 < 𝑧 < −0.18) = 0.4197
Example
Given a normal distribution with 𝜇 = 50 and
𝜎 = 10,find the probability that X assumes a
value between 45 and 62.
Example
Given a normal distribution with 𝜇 = 300
and 𝜎 = 50,find the probability that X
assumes a value greater than 362.
Example
A certain type of storage battery lasts, on
average, 3.0 years, with a standard
deviation of 0.5 year. Assuming that the
battery lives are normally distributed, find
the probability that a given battery will last
more than 2.3 years.
Example
The examination results of a large group of
students in Statistics are approximately
normally distributed with a mean of 60 and a
standard deviation of 9.
1. If a student is chosen at random, what is the
probability that his score is
a. Below 45?
b. Above 73?
c. Equal to 70?
d. Between 50 and 75?
2. What
maximum score would 90% of the
students get?