Normal Distribution

Unit 3, Part 5
 WHAT IS NORMAL DISTRIBUTION?

•
 The Normal Curve

• The following is the

Normal curve which
indefinitely extends
rightwards and
leftwards but never
touches the x-axis and
is bell shaped or
perfectly symmetrical
in shape.
 IMPORTANCE

• The Normal distribution as mentioned earlier is the most important form

of continuous probability distributions as it has the following applications:
• Normal distribution is used for obtaining heights, weights , etc. in general
measurements of units.
• Many psychological and educational variables are normally distributed for
example measure of job satisfaction, reading ability, memory, etc.
• Normal distribution is easy to calculate and use because of its various
mathematical properties.
• Normal distribution is extensively used in number of statistical quality
control measures to set up controlling limits.
• Normal distributions serve as a good approximation when sample size is
large.
• The entire theory of sampling tests including t-test, f tests and chi-square
tests are indeed based on Normal distribution.
• The most important application of Normal distribution is the Central Limit
Theorem which will be discussed in the next section.
 STANDARD NORMAL DISTRIBUTION

•
 Mean and Variance of a Standard
Normal Variate
•
• E(aX) = aE(X)
• V(aX)= a^2 V(X)

• E(aX + b) = a E(X) + b
• V(aX + b) =
 Example:
•
 Solution:
•
•
•
 Conclusion:
•
 PRACTICE QUESTION
•
 ANSWER
•
 PERCENTILES OF SND
1. 99th percentile of SND
= value on horizontal axis such that area under z
curve to the left of the value is .9900
=2.33
2. 1st percentile
= area of 0.0100
= -2.33
3. 95th percentile
= area of 0.9500
=(area for .9495) & (area for .9505)
Using interpolation
= (1.64) and (1.65)
= 1.645

Similarly 5th percentile = -1.645 (due to

symmetricity)
 Zα NOTATION FOR Z CRITICAL VALUE
• Zα = value of z axis for which ‘α’ of area under
the z curve lies to the right of Zα
• By symmetricity area under the SNC to the left
of - Zα is also α
• Zα are called Z CRITICAL VALUES
 MOST USEFUL Z PERCENTILES AND Zα
VALUES
PERCEN 90 95 97.5 99 99.5 99.9 99.95
TILE
α .10 .05 .025 .01 .005 .001 .0005
Zα 1.28 1.645 1.96 2.33 2.58 3.08 3.27

95TH PERCENTILE= z0.05 = 1.645

Similarly
5th percentile = -z0.05 = -1.645
 CHARACTERISTICS

•
 FITTING OF NORMAL DISTRIBUTION
(AREAS METHOD)
•
 Example:
•
 Solution:
•
•
•
 Conclusion:
•
Question done in class from Devore, pg
157, eg 4.16
• The reaction time to brake a signal by a driver
from the standard brake lights is normally
distributed with mean 1.25 sec and standard
deviation .46 sec.
1. What is the probability that reaction time is
between 1 sec and 1.75 sec?
2. What is the probability that the reaction time
will exceed 2 sec?
1. P ( 1<X<1.75)
= P ( (1-1.25)/.46 <Z < (1.75-1.25)/.46))
= P( -.54 <Z< 1.09)
= F(1.09) – F(-.54)
= .8621- .2946
= .5675
2. P(X>2)
= P( Z > (2-1.25 / .46))
= P(Z > 1.63)
= 1- P(Z<1.63)
=1- F(1.63)
=1- 0.948
= .0516