Topic 4 Part 2

SPECIAL
CONTINUOUS
PROBABILITY
DISTRIBUTION
 Special Probability Distributions
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Discrete Distribution Continuous

Uniform Normal

Bernoulli process Normal Approximation to Binomial

Binomial Normal Approximation to Poisson

Poisson

Poisson Approximation to Binomial

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Introduction

The criteria you need to know for each special

continuous distribution:
❑ probability distribution – name and parameters
❑ Probability density function (pdf)
❑ Mean and variance

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 The Normal Distribution
The normal distribution is the most widely known and used of
all distributions. Since the normal distribution approximates
many natural phenomena so well, it has developed into a
standard of reference for many probability problems.

The most important continuous probability distribution in the

entire field of statistics is the normal distribution.

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Continuous Probability Distributions 5

The Normal Distribution

The Bell Shape Curve

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 Normal Distributions 6
• The shape and position of the normal
distribution curve depend on two
parameters, the mean and the
standard deviation.
• Each normally distributed variable has
its own normal distribution curve,
which depends on the values of the
variable’s mean and standard deviation.

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The Normal Distribution X~N(,  2) 7

mean variance
The normal distribution curve, has the following
features:

1. It is bell-shaped.
2. The mean, median, and mode are equal and
located at the center of the distribution.
3. The normal distribution curve is unimodal (i.e.,
it has only one mode).
4. The curve is symmetric about the mean, .
5. The highest point on the normal curve is at the
mean of the distribution.
6. The standard deviation determines the width of
the curve.
7. The two tails of the curve extend indefinitely
from - to +.
8. The total area under the curve is 1.0. 7
 The Normal Curve 8

The total shaded area is 1.0 or 100%

∞
Area = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1

A normal curve is symmetric

about the mean. 0.5 0.5

 x

Each of the two shaded areas is 0.5 or 50%

𝜇 ∞
Area = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 0.5 Area = ‫ = 𝑥𝑑 𝑥 𝑓 𝜇׬‬0.5 8
 The Normal Distribution X~N(,  2) 9

The random variable X has normal probability distribution if its

probability density function is defined by:
1 x− 2
1 − ( )
f ( x) = e 2 
 2 - < x <

This is a bell shaped curve with different

Note constants: centers and spreads depending on the
=3.14159… mean, and standard deviation, .
e=2.71828…
E(X)=  and Var(X)= 2
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 The Normal Distribution X~N(,  2) 10

 The probability that a random variable X lies in the interval a to b is written as

P(a < X < b). To find this probability, we need to find the area under the normal
curve between a and b which is by integrating.

 To find probability for normal distribution:

b
P(a  X  b) =  f ( x)dx
a
where 1  x− 
2

1 −  
f ( x) = e 2  
, for -     ,   0
 2

PROBLEM: How to integrate f(x)???

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The Normal Distribution X~N(,  2) 11

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 Standardized Normal Distribution 12

○ Since the normal probability function is complicated and very difficult

to integrate, standard normal tables are used instead.
○ Hence, the standard normal random variable, Z is defined by:

X −
Z= where Z ~ N (0, 1)


○ Probability density function for Z is

1
1 − Z2
f (Z ) = e 2
2

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 The Standard
Normal (Z)
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Distribution
Z~N (0, 1)

○ Mean = 0; Standard deviation = 1

○ When x = m, z = 0
○ Symmetric about z = 0 σ=1

○ Values of z to the left of center are negative µ=0

○ Values of z to the right of center are positive

-3 -2 -1 0 1 2 3
○ Total area under the curve is 1.
13 z
The Standard Normal Table

Now, let’s learn how to use

the STANDARD NORMAL TABLE

also known as
the Z-Table

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15
z- values

Probability
values

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 Example 1 17

Draw a sketch for each part and use the standard normal
table to find the following probabilities:
a) P(Z ≥ 1.98)
b) P(Z  -1.98)
c) P(Z > -1.14)
d) P(Z < 1.73)
e) P(0 < Z < 2.53)
f) P(-1.35 < Z < 1.62)

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 Example 1 Solution
a) P(Z ≥ 1.98) (to the right of z = 1.98 )
= 0.0239

b) P(Z  -1.98) (to the left of z = -1.98 and using symmetry)

= P(Z ≥ 1.98)
= 0.0239

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 Example 1 Solution
c) P(Z > -1.14)
= 1 – P(Z< -1.14)
= 1 - P(Z > 1.14)
= 1 - 0.1271
= 0.8729
• Note that the probability value is more than 0.5 since the shaded region is
more than half the area (covers 87.29% of the area)

d) P(Z < 1.73)

= 1 - P(Z > 1.73)
= 1 - 0.0418
= 0.9582
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Example 1 Solution
e) P(0 < Z < 2.53)
= P(Z > 0) - P(Z > 2.53)
= 0.5000 - 0.00570
= 0.4943

f) P(-1.35 < Z < 1.62)

= 1 - P(Z > 1.35) - P(Z > 1.62)
= 1 – 0.0885 – 0.0526
= 0.8589

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 Given a standard normal distribution, find the value
Example 2 of k such that
(a) P(Z > k) = 0.3015
(b) P(k < Z < -0.18) = 0.4197

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 Given a standard normal distribution, find the value
Example 2 of k such that
(a) P(Z > k) = 0.3015
(b) P(k < Z < -0.18) = 0.4197

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Exercise 23

Given a standard normal distribution, find the value of k such that

(a) P(Z > k) = 0.2946

(b) P(Z < k) = 0.0427
(c) P(−0.93 < Z < k) = 0.7235

Answer: a) k=0.54 b) k= -1.72 c) k=1.28

 Standardizing a Normal Distribution
Converting an X Value to a Z Value
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X~N(100, 502 )

100 200 X ( = 100,  = 50)

0 2 Z ( = 0,  = 1)

Given X = 200,  = 100

and  = 50
X − 200 − 100 100
Z= = = =2
 50 50 24
 Example 3
If the random variable X
is normally distributed
with mean 125 and
variance 16, find the
probabilities of

(a) P(X ≥ 130)

(b) P(X ≤ 128)

(c) P(120 ≤ X ≤ 128)

Answers:
a) 0.1056
b) 0.7734
c) 0.6678
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 Using the Normal Curve in Reverse

Sometimes we are required to find the value of z corresponding to a

specified probability.

x−
z= to give x = z + 


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 Example 4

Given a normal distribution

with µ=40 and σ=6, find the
value of x that has
(a) 14% of the area to the
right
(b) 45% of the area to the left

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Example 4 Solution
(a)

We require a z value that

leaves an area of 0.14 to
the right.
From Table 3,
P(Z > 1.08) = 0.14,
k = (6)(1.08) + 40 =46.48
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 Example 4 Solution
(b) Using symmetry, we require a
z value that leaves an area of
0.45 to the right.
From Table 4,
P(Z > 0.1257) = 0.45,
so z = - 0.1257 (after
reflection).

k = (6)(-0.1257) + 40
= 39.2458

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