STA 1311

NORMAL PROBAILITY DISTRIBUTION

A normal distribution is, perhaps, the most important example of a continuous random variable.
The probability density function of a normal distribution is

2
−(x−μ)
1 2σ
2

f (x)= e
σ √2 π

This curve is always ‘bell-shaped’ with the center of the bell located at the value of μ. The depth
of the bell is controlled by the value of σ. As with all normal distribution curves it is symmetrical
about the center and decays exponentially as x → ± ∞ .

As with any probability density function the area under the curve is equal to 1. See Figure 1.

Figure 1

Characteristics of a normal random variable:

 It is symmetric about its mean,
 Because mean=median=mode there is a single peak and the highest point occurs at x=µ
 The area under the curve is 1.
 The area under the curve to the right of μ equals the area under the curve to the left of μ
which equals 1/2
  As x increases without bound (gets larger and larger), the graph approaches, but never
reaches, the horizontal axis. As x decreases without bound (gets larger and larger in the
negative direction), the graph approaches, but never reaches, the horizontal axis.
 The Empirical Rule: Approximately 68% of the area under the normal curve is between
x=μ−σ ∧x=μ+σ . Approximately 95% of the area under the normal curve is between
x=μ−2 σ∧x=μ+ 2σ Approximately 99.7% of the area under the normal curve is
between x=μ−3 σ∧x=μ+ 3 σ

Figure 2: Normal Distribution

A normal distribution is completely defined by specifying its mean (the value of μ) and its
standard deviation (the value of σ). The normal distribution with mean μ and standard deviation
σ is written N(μ, σ). Hence the distribution N(20, 5) has a mean of 20 and a standard deviation of
5;
Take for Example;
 b
P ( a ≤ x ≤ b )=∫ f ( x ) dx
a
2
b −(x−μ )
1
¿∫
2
2σ
e
a σ √2 π

Figure 3

The integral of f (x) for the normal distribution does not have a closed form, i.e. it can’t be
solved. Thus, the area under the normal curve must be calculated using numerical methods. This
is achieved using the Standard Normal Distribution.

The standard normal distribution

At this stage we shall, for simplicity, consider what is known as a standard normal distribution
which is obtained by choosing particularly simple values for μ and σ.

The standard normal distribution has a mean of 0 and a standard deviation of 1. In Figure 4
we show the graph of the standard normal distribution which has probability density function
2
−x
1
f ( x )= e 2

√2 π

i. The standard Normal Probability Curve

 Figure 4: The standard normal distribution curve

The result which makes the standard normal distribution so important is as follows:
“Suppose that the random variable X is normally distributed with mean μ and standard deviationσ
Then the random variable
x−μ
z=
σ
is normally distributed N (μ , σ ) with mean μ=0 and standard deviationσ =1 The random variable
Z is said to have the Standard Normal Distribution i.e. N (0 ,1)

Standardized values can be positive or negative:

 a positive z-value indicates that the data value it represents lies above the mean
 a negative z-value indicates that the data value lies below the mean.

We need only one table of areas corresponding to the standard normal distribution. If a normal
random variable has mean different from 0 or standard deviation different from 1, we transform
the normal random variable into a standard normal random variable Z, and then we use a table to
find the area and, therefore, the probability.

General Procedure:
As you might suspect from the formula for the normal density function, it would be difficult and
tedious to do the calculus every time we had a new set of parameters for μ and σ. So instead, we
usually work with the standardized normal distribution, where μ = 0 and σ = 1, i.e. N(0,1). That
is, rather than directly solve a problem involving a normally distributed variable X with mean μ
and standard deviation σ, an indirect approach is used.
1) We first convert the problem into an equivalent one dealing with a normal variable measured
in standardized deviation units, called a standardized normal variable. To do this, if
X ∼ N (μ , σ ), then
x−μ
z= N (0 ,1)
σ

2) A table of standardized normal values can then be used to obtain an answer in terms of the
converted problem.

3) If necessary, we can then convert back to the original units of measurement. To do this,
simply note that, if we take the formula for Z, multiply both sides by σ, and then add μ to
both sides, we get
μσ + Z=X
4) The interpetation of Z values is straightforward. Since σ =1 ,if Z=2 , the corresponding X
value is exactly 2 standard deviations above the mean. If Z =−1, the corresponding X value
is one standard deviation below the mean. If Z =0 , then X = the mean, i.e. μ.

Example 1: The heights of a pediatrician’s 200 three-year-old female patients are approximately
normal with mean μ=38.72inches∧σ =3.17 inches.We wish to demonstrate that the area under
the normal curve between 35 and 38 inches is equal to the area under the standard normal curve
between the z-scores corresponding to heights of 35 and 38 inches.
Finding Area under the Standard Normal Curve:

The following shows a step by step approach on how to find the area under the normal standard
curve to the left of z-score.
Problem: Find the area under the standard normal curve between z=−1.35∧2.01

Example 3: Suppose that X is a normal random variable with mean μ=200 and standard
deviationσ =40 . What is the probability that X will take a value greater than 228?
Solution:
X N (200 , 40)

Therefore,

x −μ 228−200
Z= = =0.7
σ 40

From tables, P ( Z ≤ 0.7 )=0.75804 (i.e. area to the left of Z-Value)

Since the area under the curve is equals to 1, therefore

P ( X >228 )=1−P ( Z ≤ 0.7 )

P ( X >8 )=1−0.75804=0.2420
Example 4: Eggs laid by a particular chicken are known to have lengths normally distributed
with mean μ=6 cm∧satndard deviationσ =1.4 cm . What is the probability of
a) finding an egg bigger than 8cm in length
b) finding an egg smaller than 5cm in length

Solution
Let the random variable X represent the length of egg
Therefore, X N (6 ,1.4)

a) the number of standard deviations that 8cm is above the mean is

x −μ 8−6
Z= = =1.429
σ 1.4
From tables, P ( Z ≤1.43 )=0.92364 (i.e. area to the left of Z-Value)

Since the area under the curve is equals to 1, therefore

P ( X >8 )=1−P ( Z ≤ 1.43 )

P ( X >8 )=1−0.92364=0.07646

Hence there is 7.65% chance of getting an egg bigger than 8cm

b) the number of standard deviations that 5cm is below the mean is

x −μ 5−6
Z= = =−0.7143
σ 1.4

From tables, P ( Z ≤−0.7142 ) =0.2375 (i.e. area to the left of Z-Value)

P ( X >8 )=P ( Z=−0.7143 )

P ( X >8 )=0.2375

Hence there is 23.75% chance of getting an egg smaller than 5cm

Example 5: A machine produces bolts which are N (4 , 0.3), where measurements are in mm.

bolts are measured accurately and any which are smaller than 3.5mm or bigger than 4.4mm are

rejected. Out of batch of 500 bolts, how many would be acceptable?

Solution

Let the random variable X represent the size of the bolts.

Therefore, X N (4 , 0)

For X < 4.4 mm :

x −μ 4.4−4
Z= = =1.3333
σ 0.3
From tables, P ( Z ≤1.3333 )=0.90824

For X < 3.5:

x −μ 3.5−4
Z= = =−1.67
σ 0.3
From tables, P ( Z ≤−1.67 )=0.04746

Hence
P ( 3.5< X < 4.4 )=090824−0.04746
¿ 0.86078
The number of acceptable items is therefore
¿ 0.86078 ×500
¿ 430

Example 6: Family income N ($ 25,000 , $ 10,000). If the poverty level is $10,000, what
percentage of the population lives in poverty?

Solution
Let the random variable X = Family income.
We want to find P(X ≤ $10,000).
 x −μ 10,000−25,000
Z= = =−1.5
σ 10,000

From tables, P ( Z ≤1.5 )=¿ 0.0668

Hence 6.68% or 7% of the population lives in poverty line

Example 7: Suppose that an automobile muffler is designed so that its lifetime (in months) is
approximately normally distributed with mean 26.4 months and standard deviation 3.8 months.
The manufacturer has decided to use a marketing strategy in which the muffler is covered by
warranty for 18 months. Approximately what proportion of the mufflers will fail the warranty?

Solution

Let the random variable X denote the lifetime of a muffler,

X N ( 26.4 months ,3.8 months )

Therefore,
x −μ 18−26.4
Z= = =−2.21
σ 3.8

From tables, P ( Z ≤−2.21 ) =¿ 0.01355 (i.e. area to the left of z-value)

Therefore P ( X ≤18 )=P ( Z ≤−2.21 )=1.355 %

From the manufacturer’s point of view, there is not a lot of risk in this warranty.

Example 8: The top 5% of applicants (as measured by GRE scores) will receive scholarships. If
GRE N (500 ,100), how high does your GRE score have to be to qualify for a scholarship?
 Solution:
Let the random variable X = GRE. We want to find X such that X N (500 , 100)

x −μ X−500
Z= =
σ 100
Now we need to find z for the problem,
From the diagram, P ( Z ≥ z ) =5 %=0.05 (This is the area to the right of the Z-Value)
Therefore,
P ( Z ≤ z ) =1−P(Z ≥ z)
¿ 1−0.05=0.95
Now, 0.95 is the area to the left of the Z-Value i.e. P ( Z ≤ z ) =0.95

Now we look at the table for a value equals to or approximately equal to 0.95, and then take the Z-
Value for that number

Therefore from table 0.95 corresponds to a Z-Value of 1.65 (i.e. Z=1.65)

Therefore
x −μ X−500
Z= =
σ 100

X −500
1.65=
100

X −500=( 1.65 ×100 )

X =( 1.65 ×100 ) +500

X =665

Your GRE score needs ¿ be 665∨higher ¿ qualify for a scholarship .

 EXERCISES
1) The dressed weights of Excelsior Chickens are approximately normally distributed with
mean 3.20 pounds and standard deviation 0.40 pound. About what proportion of the chickens
have dressed weights greater than 3.60 pounds?
Ans= About 16 % of thechickens will have dressed weights heavier than 3.60 pounds .

2) Suppose that the daily demand for change (meaning coins) in a particular store is
approximately normally distributed with mean $800.00 and standard deviation $60.00. What
is the probability that, on any particular day, the demand for change will be below $600?
Ans=0.04 % chance that the demand will be below $ 600.

3) A machine dispenses popcorn into cartons previously labeled “12 ounces.” The machine has
a setting to adjust the mean amount dispensed, but you have no idea about the standard
deviation. Suppose that you set the dispenser at 12.5 ounces, and you find that 9% of the
cartons are underweight (below 12 ounces). What is the standard deviation?
Ans=the standard deviationof the amount dispensed is about 0.37 ounce .

4) Suppose that the manufacturer in the Example 7 would like to extend the warranty time to 24
months. Approximately what proportion of the mufflers will fail the warranty?
Ans=26.43 % of the muffler will fail the warranty

5) Limits of acceptability imposed on the lengths of a certain batch of metal rods are 1.925 cm
and 2.075 cm. It is observed that, on average, 5% are rejected as undersized and 5% are
rejected as oversized. Assuming that the lengths are normally distributed find the mean and
standard deviation of the distribution.
Ans=the mean μ=2 , standard deviation σ =0.0456

6) The marks of a large number of students in a statistics examination are normally distributed
with a mean of 48 marks and a standard deviation of 15 marks.
a. If the pass mark is 53, find the percentage of students who passed the examination.
b. If 8% of students gained an A on the examination by scoring a mark of at least c, find the
value of c.
Ans ( a )=37.07 % ,∧( b ) c=69 marks