B0002

Continuous Probability
Distribution
Continuous Random Variable is a random
variable that can assume an uncountable
infinite number of possible values.

Example:
Suppose the weights of students in a class
range from 95 lbs to 180 lbs. Select a student
at random from the class and let X be the
weight of the student. S is a continuous
variable

where 95 lbs. ≤ X ≤ 180 lbs.

Probability Density Function (PDF) from

which probability statements about X are
made is denoted by function f(x)

Ways of presenting the PDF of a continuous

random variable:

• Formula or Equation form

• Graphical form (Curve)

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Normal Probability Distribution

The Normal Probability Distribution is the

most important continuous probability
distribution.

The principal reasons are:

1. Normality arises naturally in many physical,
biological, and social measurement
situations.
2. Normality is important in statistical
inference.

Examples:

Some random variables known to follow a

normal distribution are: height and weight
(and other body measurements), the amount
of soft drink (oz.) dispensed by a vending
machine; grade point average of a student,
and many others.

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Normal Probability Distribution

The distribution is centered at mean and has
variation described by the variance. The
probability density function is

2
1  x  
1   
2  
f ( x)  e -  x  
 2

where   constant (mean), -     

  constant (std. deviation) , -     
  3.1416
e  2.7128 (base of natural logarithm)

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Normal Probability Distribution

Normal distributions are symmetric.

Notice that they differ in how spread out they
are. The height of a normal distribution can be
specified mathematically in terms of two
parameters: the mean (μ) and the standard
deviation (σ).

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Normal Probability Distribution

Properties of Normal Probability

Distribution

1. The normal distribution as a bell

shape and is symmetrical about its
mean.
2. Each combination of mean and
standard deviation specifies a
unique normal distribution.
3. It extends indefinitely in either
direction from the mean.
4. The total under the curve is 1 or
100%.

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Normal Probability
Distribution
Properties of Normal Probability Distribution

5. The probability that a random variable will

have between any two points is equal to the
area under the curve between those points
that can be determined using either calculus
or the standard normal table.

6. The probability of values in some commonly

used intervals are:

68% of the values of a normal random variable

are within plus or minus one standard
deviation around the mean.

95% of the values of a normal random variable

are within plus or minus two standard
deviations around the mean.

99.7% of the values of a normal random

variable are within plus or minus three
standard deviations around the mean.

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Normal Probability Distribution

Dark blue is less than one standard

deviation from the mean. For the
normal distribution, this accounts
for about 68% of the set while two
standard deviations from the mean
(blue and brown) account for about
95% and three standard deviations
(blue, brown and green) account for
about 99.7%.

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Standard Normal Probability

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

Z  N (0, 1)

The standard normal distribution is

sometimes called the Z distribution. A z
value always reflects the number of standard
deviations above or below the mean of a
particular score.

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Standard Normal Probability

Distribution

Normal distributions X  N (, 2 )

can be transformed to standard
normal distributions by the formula:

x 
z

where x is a value (or a score) from
the original normal
distribution,
μ is the mean of the original
normal distribution, and
σ is the standard deviation of
original normal distribution

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Standard Normal Probability

Distribution

Example
If a person scored a 70 on a test
with a mean of 50 and a standard
deviation of 10, then they scored 2
standard deviations above the
mean. Converting the test scores
to z scores, an x of 70 would be:

70  50
z 2
10

So, a z score of 2 means the

original score was 2 standard
deviations above the mean.

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Standard Normal Probability

Distribution

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Finding Areas Under the Normal Curve

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Finding Areas Under the Normal Curve

Example:
1. To determine the area under the curve
between 0 and 2.36, look in the intersecting
cell for the row labeled 2.30 and the column
labeled 0.06. The area under the curve is
.4909.
P(Z  2.36)  0.4909

0.4989

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Finding Areas Under the

Normal Curve
Example:
2. The area under the curve between -1.3 and 0
is equal to the area under the curve between
1.3 and 0, so look at the cell on the 1.3 row
and the 0.00 column The area is 0.4032.

P(1.30  Z  0)  P(0  Z  1.30)  0.4032

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Finding Areas Under the

Normal Curve

Example:

3. Find P(1.43  Z  1.85)

Solution:

P(1.43  Z  1.85)  P(0  Z  1.85)  P(0  Z  1.43)

P(1.43  Z  1.85)  0.4678  0.4236
P(1.43  Z  1.85)  0.8914

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Finding Areas Under the

Normal Curve

Example:

4. Find P(2.33  Z  0.05)

P(2.33  Z  0.05)  P(0  Z  2.33)  P(0  Z  0.05)

P(2.33  Z  0.05)  0.4901 0.0199
P(2.33  Z  0.05)  0.4702

P(0.64  Z  1.64)
P(0.64  Z  1.64)  P(0  Z  1.64)  P(0  z  0.64)
P(0.64  Z  1.64)  0.4495  0.2389
P(0.64  Z  1.64)  0.2106

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Finding Areas Under the

Normal Curve
Example:
6. Find the unknown constant a given the
area under the curve P(a  Z  a)  0.95

Solution:
P(a  Z  a )  0.95
2 P(0  Z  a)  0.95
0.95
P (0  Z  a ) 
2
P(0  Z  a )  0.475
P(0  Z  1.96)  0.475

Therefore,
P(1.96  Z  1.96)  0.475
a  0.96

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Finding Areas Under the

Normal Curve
Examples
7. Find a given P(Z  a)  0.05

Solution:

P ( Z  a )  0.05
0.5  P (0  Z  a )  0.05
 P (0  Z  a )  0.05  0.5
 P (0  Z  a )  0.45
 P (0  Z  a )  0.45
P (0  Z  a )  0.45
P (0  Z  1.64)  0.45
Therefore,
P( Z  1.64)  0.05
a  1.64

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Finding Probabilities of a Normally

Distributed Random Variable
Examples:
1. If a certain test result is normally
distributed with a mean of 60 and a
standard deviation of 10, what
proportion of the scores is above 80?

Solution:
Transform x to z

x   80  60
z   2.0
Then,  10

P( X  80)  P ( Z  2)
P( Z  2)  0.5  P(0  Z  2)
P( Z  2)  0.5  0.4772
P( Z  2)  0.0228
P( X  80)  0.0228  2.28%
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Finding Probabilities of a Normally

Distributed Random Variable

To illustrate

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Finding Probabilities of a Normally

Distributed Random Variable

2. The waistline girth of the 2000 policemen

in a certain municipality follows a normal
distribution with a mean of 39 inches and
a standard deviation of 4 inches
a. About how many policemen have
waistline girth greater than 46.84
inches?
b. About how many policemen have
waistline have waistline girth less than
32 inches?
c. What is the probability that a
policeman in that municipality will
have a waistline girth between 36 to
42 inches?
d. It has been agreed that the policemen
whose waistline girth belongs to the
longest 10% will be advised to attend a
physical fitness class. What is the
minimum waistline girth of those who
will be advised to attend a physical
fitness class?

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Finding Probabilities of a Normally

Distributed Random Variable

a. About how many policemen have

waistline girth greater than 46.84 inches?
Given
 = 39 σ=4 N = 2,000
Let X = be the waistline girth of a policeman

 46.84  39 
P X  46.84   P Z  
 4 
P X  46.84   PZ  1.96
P( X  46.84)  0.5  P0  Z  1.96
P( X  46.84)  0.5  0.4750
P( X  46.84)  0.025

Thus,

0.0252,000  50
50 policemen have waistline girth greater
than 46.84

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Finding Probabilities of a Normally

Distributed Random Variable

b. About how many policemen have

waistline girth less than 32 inches?

 32  39 
P X  32   P Z  
 4 
P X  32   PZ  1.75
P X  32   0.5  P0  Z  1.75
P X  32   0.5  0.4599
P X  32   0.0401
Thus,

0.04012,000  80
80 policemen have waistline girth less
than 32

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Finding Probabilities of a Normally

Distributed Random Variable

c. What is the probability that a policeman

in that municipality will have a waistline
girth between 36 to 42 inches?

 36  39 42  39 
P36  X  42  P Z 
 4 4 
P36  X  42  P 0.75  Z  0.75
P36  X  42  2 P0  Z  0.75
P36  X  42  20.2734
P36  X  42  0.5468

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Finding Probabilities of a Normally

Distributed Random Variable

d. It has been agreed that the policemen whose

waistline girth belongs to the longest 10% will
be advised to attend a physical fitness class.
What is the minimum waistline girth of those
who will be advised to attend a physical
fitness class?

P  X  x   0.10
 x  39 
P Z    0.10
 4 
 x  39 
0 .5  P  0  Z    0.10
 4 
 x  39 
P 0  Z    0.40
 4 
P 0  Z  1.28  0.40
Then, x  39
 1.28
4
x  39  1.284 
x  5.12  39
x  44.12 inches
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