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The Normal

Distribution

© The McGraw-Hill Companies, Inc., 2000


Objectives
 Identify the properties of the normal
distribution.
 Find the area under the standard
normal distribution given various z
values.
 Find probabilities for a normally
distributed variable by transforming it
into a standard normal variable.
© The McGraw-Hill Companies, Inc., 2000
Objectives
 Find specific data values for given
percentages using the standard
normal distribution.
 Use the Central Limit Theorem to
solve problems involving sample
means.
 Use the normal approximation to
compute probabilities for a binomial
variable. © The McGraw-Hill Companies, Inc., 2000
Properties of the Normal
Distribution
 Many continuous variables have
distributions that are bell-shaped
and are called approximately
normally distributed variables.

© The McGraw-Hill Companies, Inc., 2000


Mathematical Equation for the
Normal Distribution
The mathematical equation for the normal distribution:

2
( x )2 2
e
y
 2

where
e  2.718
  314
.
  population mean
  population standard deviation

© The McGraw-Hill Companies, Inc., 2000


Properties of the
Theoretical Normal Distribution
 The normal distribution curve is
bell-shaped.
 The mean, median, and mode are
equal and located at the center of the
distribution.
 The normal distribution curve is
unimodal (single mode).
© The McGraw-Hill Companies, Inc., 2000
Properties of the
Theoretical Normal Distribution
 The curve is symmetrical about the
mean.
 The curve is continuous.
 The curve never touches the x-axis.
 The total area under the normal
distribution curve is equal to 1.

© The McGraw-Hill Companies, Inc., 2000


Properties of the
Theoretical Normal Distribution
 The area under the normal curve that
lies within
 one standard deviation of the mean is
approximately 0.68 (68%).
 two standard deviations of the mean is
approximately 0.95 (95%).
 three standard deviations of the mean is
approximately 0.997 (99.7%).

© The McGraw-Hill Companies, Inc., 2000


Areas Under the Normal Curve


 

                       


 

© The McGraw-Hill Companies, Inc., 2000


The Standard Normal
Distribution
 The standard normal distribution is a
normal distribution with a mean of 0
and a standard deviation of 1.
 All normally distributed variables can
be transformed into the standard
normally distributed variable by using
the formula for the standard score.

© The McGraw-Hill Companies, Inc., 2000


The Standard Normal
Distribution
value  mean
z
standard deviation

or
X 
z

© The McGraw-Hill Companies, Inc., 2000
Area Under the Standard
Normal Curve - Example
Example: Find the area under
the standard normal curve
between z = 0 and z = 2.34
 P(0 < z < 2.34).
Ans: 0.4904

© The McGraw-Hill Companies, Inc., 2000


Area Under the Standard
Normal Curve - Example
Example: Find the area under
the standard normal curve
between z = 0 and z = –1.75
 P(–1.75 < z < 0).
Ans. 0.4599

© The McGraw-Hill Companies, Inc., 2000


Area Under the Standard
Normal Curve - Example

Example: Find the area to the


right of z = 1.11
 P(z  1.11).
Ans. 

© The McGraw-Hill Companies, Inc., 2000


Area Under the Standard
Normal Curve - Example

Example: Find the area between


z = 2 and z = 2.47
 P(2 < z < 2.47).
Ans. 0.0160

© The McGraw-Hill Companies, Inc., 2000


Area Under the Standard
Normal Curve - Example

Example: Find the area between


z = 1.68 and z = –1.37
 P(–1.37 < z < 1.68).
Ans. 

© The McGraw-Hill Companies, Inc., 2000


Area Under the Standard
Normal Curve - Example

Example: Find the area to the


right of z = –1.16
 P(z  –1.16).
Ans. 

© The McGraw-Hill Companies, Inc., 2000


Exercise

1. Find the area to the right of z = 2.75


2. Find the area between z = -2.30 and
z = -1.52
3. Find the area to the left of z = 1.32

© The McGraw-Hill Companies, Inc., 2000

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