Lesson 9 Normal Distribution

and Central Limit Theorem

NORMAL DISTRIBUTION
RECALL…
Continuous Random Variable
a random variable that takes on an
uncountable number of values from a
given finite or infinite set of values
typically measurable quantities
follows a continuous probability
distribution
NORMAL DISTRIBUTION
Many continuous variables, such as IQ score,
heights of people, or weights of M&Ms, have
bell-shaped distributions (normal distribution).
Most important distribution in statistical science
Most significant theories and applications in
statistical inference are based on the existence
of a normal distribution.
Also known as the Gaussian distribution in honor
of the German mathematician Johann Carl
Friedrich Gauss (1777-1855), who derived its
equation
NORMAL DISTRIBUTION
NORMAL CURVE
The graph of a normal distribution is called a
normal distribution curve, or simply, a normal
curve.
Symmetric and bell-shaped curve with tails that
are asymptotic to the x-axis.
The shape and position of the normal curve
depend on the mean and standard deviation of
the normal distribution.
NORMAL CURVE
NORMAL CURVE
 
NORMAL CURVE
 
NORMAL CURVE
Every normal curve, regardless of its mean and
standard deviation, conforms to the following
“empirical rule”
About 68% of the area under the curve falls
within 1 standard deviation of the mean.
About 95% of the area under the curve falls
within 2 standard deviations of the mean.
Nearly the entire distribution (about 99.7%
of the area under the curve) falls within 3
standard deviations of the mean.
NORMAL CURVE
Empirical Rule
STANDARD NORMAL DISTRIBUTION
 
STANDARD NORMAL DISTRIBUTION
 
STANDARD NORMAL DISTRIBUTION
 
STANDARD NORMAL DISTRIBUTION
The area under a normal distribution curve
is used to solve practical application
problems, such as finding the percentage
of adult women whose height is between 5
feet 4 inches and 5 feet 7 inches, or finding
the probability that a new battery will last
longer than 4 years.
AREA UNDER THE STANDARD
NORMAL CURVE
 
AREA UNDER THE STANDARD
NORMAL CURVE
Steps in finding the area under the standard normal
curve
Draw the normal distribution curve and shade the
area.
To find the area to the left of any z-value: look up
the z value in the table and use the given area.
To find the area to the right of any z-value: look
up the z value and subtract the area from 1.
To find the area between any two z values: look
up both z values and subtract the corresponding
areas
STANDARD NORMAL
DISTRIBUTION
A normal distribution can be
converted into a standard
normal distribution by
obtaining thee z value.
EXAMPLE 1:
Determine the area under the
standard normal distribution
curve between z = 0 and z =
1.85.
SOLUTION:
Draw the figure and represent
the area.
Since Table A gives the area
between o and any z to the right
of 0, we only need to look up at
z value in the table.
Table A:
Standardizes Normal Distribution
Find 1.8 in the left column and
0.05 in the top row. The value
where the column and row meet
in the table is the answer,
0.4678.
Hence, the area is 0.4678 or
46.78%.
EXAMPLE 2:
Determine the area under the
standard normal distribution
curve between z = 0 and z =
-1.15.
SOLUTION:
The desired area is shown below.
The area between z = 0 and z =
-1.15 is 0.3749. Therefore, the
area is 0.3749 or 37.49%.
EXAMPLE 3:
Find the area under the standard
normal distribution curve to the
right of z = 1.15.
SOLUTION:
Draw the figure and represent
the area.
The required are is the right tail
of the normal curve. Since
Table A gives the area between
z = 0 and z = 1.15, first find the
area.
P(0<z<1,15)= 0.3749
Then subtract P(0<z<1,15)=
0.3749 from 0.5000, since half of
the curve is to the right of z = 0.
P(z>1.15)= 0.5000-P(0<z<1,15)
P(z>1.15)= 0.5000- 0.3749
P(z>1.15)= 0.1251
The area to the right of z= 1.15
is 0.1251 or 12.51%.
AREA UNDER THE STANDARD
NORMAL CURVE
 
AREA UNDER THE STANDARD
NORMAL CURVE
 
AREA UNDER THE STANDARD
NORMAL CURVE
Example 3.
Find the z value such that the area under the
standard normal distribution curve between 0 and
the z value is 0.2123.
Answer: z = 0.56

Example 4.
Find the z value that corresponds to the given
area.

Answer: z = 1.98
THE CENTRAL LIMIT THEOREM
 
THE CENTRAL LIMIT THEOREM
 
THE CENTRAL LIMIT THEOREM
Distribution of Sample Means for a Large Number of Samples
THE CENTRAL LIMIT THEOREM
Two things to remember when using the Central Limit
Theorem:
When the original variable is normally
distributed, the distribution of the sample means
will be normally distributed, for any sample size
n.
When the distribution of the original variable
might not be normal, a sample size of 30 or
more is needed to use a normal distribution to
approximate the distribution of the sample
means. The larger the sample, the better the
approximation will be.
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
 
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 5.
In a certain high school, the heights of the students
are normally distributed with a mean of 160 cm
and a standard deviation of 10 cm.
a. Find the probability that a randomly selected
student will be less than 155 cm tall.
b. Find the probability that a randomly selected
student will be taller than 168 cm.
c. Find the probability that the height of a
randomly selected student will be between 165
cm and 175 cm.
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 6.
The scores of the 200 students in the final
examination are normally distributed with a mean
of 72 and a standard deviation of 8.
a. Find the percentage of students who scored
less than 65.
b. Find the percentage of students who scored
between 77 and 93.
c. How many students score below 70
d. Above what score do you find the upper 10% of
the students’ scores?
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 7.
The average monthly income of employees in a
certain company is PhP28,000 with a standard
deviation of PhP9,000. Below which income do we
find the lowest 5% of the monthly income?
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 8.
For a medical study, a researcher wishes to select
people in the middle 60% of the population based
on blood pressure. If the mean systolic blood
pressure is 120 and the standard deviation is 8,
find the upper and lower readings that would
qualify people to

participate in the study.