Chapter 3B – SPECIAL

Probability distribution
 Recap 1
The probability that any person can make a correct guess for a
certain puzzle is p

1. Calculate the number of guesses needed and the value of p if

the mean and standard deviation of the number of correct
guesses are 10 and 2√2 respectively. (n=50, p=1/5)
2. If 8 guesses are made, calculate the probability that at least 1
guess is correct. (0.8322)
 Recap 2
3% of the car batteries produced by a factory do not meet the
standard requirement. Calculate the minimum number of batteries
that have to be tested so that the probability that at least one
battery does not meet the standard requirement is greater than
0.95. (99)
 Recap 3
Dr. Chai is a golf player. The probability that he successfully hits a
ball into a hole is p.

1. Dr. Chai makes 50 hits. Find the possible values of p if the

variance of the number of success is 8. (p=4/5 @ 1/5)
2. Dr. Chai makes 7 hits. Using the larger value of p determine in
Q1, calculate the probability the number of success is at least
3. (0.9953)
 Recap 4
Find the minimum number of times a fair dies has to be thrown
such that the probability of obtaining a number “6” is greater than
0.95. (17)
Learning Outcome
Common Probability distributions
In Chap 2

Probability Probability
distribution for distribution for
discrete random continuous random
variables √ variables
√
SPECIAL Probability distributions
In Chap 3

Binomial Poisson Normal

probability probability probability
distribution distribution distribution

√ √ 6
Learning Outcome
Normal Probability Distribution
1. Introduction, characteristics the concept for
normal probability distribution.
2. Standard Normal Distribution and Normalization
3. Compute the probability with different sets of
questions.
Part III
Normal Probability
Distribution
(bring Table A.3 to class)

8
 Normal Distribution-Intro
1. Bell-shaped
2. Symmetric family of distributions
3. Common distribution in statistics

4. Many numerical populations have distributions that can be fit

very closely by an appropriate normal curve. Examples include
heights, weights of human. 9
 Characteristics of a Normal Distribution

1. The total area under the

curve is 1.0.

2. The curve is symmetric

about the mean.

3. The two tails of the curve

extend indefinitely.

10
 Normal Distribution-Things to Know
• 2 major parameters: Mean (m) and standard deviation (s).
These represent location and spread.

• Notation when X is normally distributed with mean m and

standard deviation s :
𝑋~𝑁(𝜇, 𝜎)
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 Normal Distribution-Things to Know
Normal distribution has the following properties with respect to
individual measurements:
– Approximately half (50%) fall above (and below) mean
– Approximately 68% fall within 1 standard deviation of mean
– Approximately 95% fall within 2 standard deviations of mean
– Virtually all fall, within 3 standard deviations of mean

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𝑃 𝑋 ≥ 𝜇 = 𝟎. 𝟓𝟎 𝑃 𝜇 − 𝜎 ≤ 𝑋 ≤ 𝜇 + 𝜎 ≈ 𝟎. 𝟔𝟖 𝑃 𝜇 − 2𝜎 ≤ 𝑋 ≤ 𝜇 + 2𝜎 ≈ 𝟎. 𝟗𝟓
 Example - Heights of U.S. Adults
• Female and Male adult heights are well approximated by
normal distributions: XF~N(63.7,2.5) XM~N(69.1,2.6)

20
20
18

16

14

12

10 10

4 Std. Dev = 2.48 Std. Dev = 2.61

Mean = 63.7 Mean = 69.1

2
0 N = 99.23
0 N = 99.68
59.5 61.5 63.5 65.5 67.5 69.5 71.5 73.5 75.5
55.5 57.5 59.5 61.5 63.5 65.5 67.5 69.5
60.5 62.5 64.5 66.5 68.5 70.5 72.5 74.5 76.5
56.5 58.5 60.5 62.5 64.5 66.5 68.5 70.5

INCHESM
INCHESF
Cases weighted by PCTM
Cases weighted by PCTF

13
Source: Statistical Abstract of the U.S. (1992)
 Standard Normal Distribution

➢ The normal distribution with m= 0 and s= 1 is called the

standard normal distribution.
➢ The random variable that possesses the standard normal
distribution is denoted by z.

14
 z values or z scores
➢ Horizontal axis of the standard normal curve are
denoted by z and are called the z values or z scores.
➢ Z values or scores gives the distance between the
mean and the point represented by z in terms of the
standard deviation (2=right, -2=left)
➢ Z values or scores has a symmetrical probability.

15
Standardizing a Normal (Z) Distribution
• For an unlimited number of possible normal
distributions (- < m <  , s > 0), we convert a
particular x value/y-value to its corresponding
z values/scores
• Important Formula

𝑿−𝝁
𝑿~𝑵(𝝁, 𝝈) ⇒ 𝒛=
𝝈

16
 Finding Probabilities of Specific Ranges

• Step 1 - Identify the normal distribution of interest (e.g.

its mean (m) and standard deviation (s) )
• Step 2 - Identify the range of values that you wish to
determine the probability of observing (X L , X U), where
often the upper or lower bounds are  or -
• Step 3 - Transform XL and XU into z-values:
𝑿𝑳 − 𝝁 𝑿𝑼 − 𝝁
𝒛𝑳 = 𝒛𝑼 =
𝝈 𝝈

• Step 4 - Obtain P(zL z  zU) from Table A.3

17
 Standard Normal Distribution Properties

For negative values of z , we need to use the

symmetrical property of the normal curve.
(a) P( Z  −a) = P( Z  a)

(b) P( Z  −a ) = 1 − P( Z  −a )
= 1 − P( Z  a)

(c) P( −b  Z  −a) = P( a  Z  b)
= 𝑃(𝑍 > 𝑏) − 𝑃(𝑍 > 𝑎)
18
 Example - Adult Female Heights

Previous Question: (mean=63.7, standard deviation=2.5)

What is the probability a randomly selected female is at
least 70 inches?

Answer:
• Step 1 - X~ N(63.7 , 2.5)
• Step 2 - XL = 70.0 XU = 
• Step 3 - Z L = 70.0 − 63.7 = 2.52 ZU = 
2.5
• Step 4 - P(X  70) = P(z  2.52) = .0059

19
Example - Adult Female Heights

20
Hence, the important THEOREM I

1) Given X, you can

calculate z

2) From z, you can get a

value from Table A.3.

3) This value always is

the shaded area to the
LEFT of your z.

𝑋−𝜇 21
𝑧= 𝜎
Hence, the important THEOREM II

Using Table A.3, Find

(a)P Z ≤ 1.25
(b)P Z > 1.25
(c)P Z ≤ −1.25
(d)P −0.38 ≤ Z ≤ 1.25

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Hence, the important THEOREM II

23
Hence, the important THEOREM II

24
Practice 1– Mobile Phone Manufacturing
Question:
You are currently working in a mobile phone manufacturing company. As
the process engineer, you are required to monitor the production rate.
Knowing that the production rate can be described by a normal
distribution graph, and in average 55 pieces of mobile phone is produced.
Find Standard deviation of the production if the probability to produce ≥
70 pieces mobile phone is 0.05.

Answer: 9.1185 (4 d.p.)

25
 Practice 2
If X~𝑁(4,3), find P( 𝑋 − 4 ≤ 2).

Answer: 0.4972 26
 Common Probability distributions
In Chap 2

Probability Probability
distribution for distribution for
discrete random continuous random
variables √ variables
√
SPECIAL Probability distributions
In Chap 3

Binomial Poisson Normal

probability probability probability
distribution distribution distribution

√ √ √
27
END of Chapter 3B