Normal Probability Distribution

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Quantitative Methods

Normal Distribution

BITS Pilani
Pilani Campus

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Availability of data….1/2

Relationship between Obesity and Periodontal Diseases in Saudi


Women (Asir Region): A Prospective Study

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BITS Pilani, Pilani Campus
Availability of data….2/2
 Often only mean and standard deviation of the data is available.
 Distribution of the data is not available.
 But, distribution of the data is essential to make decisions under uncertain conditions.

Relationship between Obesity and Periodontal Diseases in Saudi


Women (Asir Region): A Prospective Study

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BITS Pilani, Pilani Campus
Distribution of data….1/2

Birthweight (kg)
N=3,326

IQ score-
N=736,808.

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Distribution of data….2/2

Distribution of data- vertical bars in the graphs- from


several phenomenon like distribution of weight, height,
IQ, measurement errors, etc. have been found to be Birthweight (kg)
similar- N=3,326
 Symmetrical about the mean value,
 Concentration towards the mean value, and
 Very few extremely small or large values.

IQ score-
N=736,808.

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BITS Pilani, Pilani Campus
Resemblance to Normal distribution

Normal distribution
A theoretical distribution.

34% 34%

47.7% 47.7%

49.9% 49.9%

Birthweight (kg)
N=3,326

IQ score-
N=736,808.
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BITS Pilani, Pilani Campus
In case of binomial distribution
Number of trials, probability of success,
expected mean = np
Expected Standard dev’n = (n*p*(1-p))^0.5

In case of poisson distribution


Expected mean = lambda
Expected variance = lambda
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Distribution of BMI?

https://sphweb.bumc.bu.edu/otlt/mph-modules/bs/bs704_probability/bs704_probability8.html

What is the distribution of BMI?

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BITS Pilani, Pilani Campus
Approximating with Normal distribution

Z= (23-29)/6 = -1 Prob(BMI<23)
=Prob(z<-1) 3.3% 21.1% 21.7%

=0.1586 = 15.86% 12.5% 32.2% 9.1%

Prob(BMI<25)
Z= (25-29)/6 = -0.66
Prob(z<-0.66) = 0.254
=25.4%

Prob(BMI>25)
Prob(z>-0.66) If we assume BMI is Normal distributed,
then % males in different BMI ranges can
=1-0.254=0.746 be computed, as done here. Calculations
3.3% 12.5% 21.1% 32.2% 21.7% 9.1% =74.6% are shown in a later slide.

Only results are shown, calculations are in a later slide. 9


BITS Pilani, Pilani Campus
Approximating with Normal distribution

Z= (41-29)/6 = 2 Prob(BMI>41)
=Prob(z>2)
Z=(x-mu)/sigma = 1- 0.977 = 2.3% 3.3% 21.1% 21.7%
X= mu + z.sigma 12.5% 32.2% 9.1%
Prob( 25<BMI<41)
= Prob(-0.66<z<+2)
=Area to the left of z=2
- Area to the left of z=0.66
- =0.9772-0.2546 =0.7226 =72.26%

Those people whose BMI is less than


atleast 20% of the people and more
than atleast 20% of the people are
eligible for selection to a senior citizen
club. What is the range of BMI in
which people would be selected
If we assume BMI is Normal distributed,
Z should be between -0.85 and + 0.85 then % males in different BMI ranges can
X should be between 29-0.85*6 and be computed, as done here. Calculations
3.3% 12.5% 21.1% 32.2% 21.7% 9.1% 29+0.85*6
are shown in a later slide.

Only results are shown, calculations are in a later slide. 10


BITS Pilani, Pilani Campus
Distribution of heights?

The average height (μ) of visitors to a


Children Science Museum has been
recorded as 150 cms with standard
deviation (σ) of 5 cms.

What is the distribution of visitors’ heights?

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BITS Pilani, Pilani Campus


Approximating with Normal distribution

The average height (μ) of visitors to a Normal distribution


A theoretical distribution.
Children Science Museum has been
recorded as 150 cms with standard
deviation (σ) of 5 cms.

What is the distribution of visitors’ heights?

Mean, μ= 150 cms, σ= 5 cms.


If we assume that the distribution of heights is normal distribution, then- 34.13% between 150 and 155 cms.
13.59% between 155 and 160 cms.
2.14% between 160 and 165 cms.

15.73% between 155 and 165 cms.

34.13% between 145 and 150 cms.


2.14% between 135 and 140 cms.
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BITS Pilani, Pilani Campus


BITS Pilani
Pilani Campus

An application of Normal distribution


Normal distribution- introduction

1. Other names- Gaussian, Bell-shaped curve, and Law of error.


2. It is a continuous distribution- fractional values like 1.23, 6.66, etc.
(distance, temperature) are allowed on x-axis.
3. The curve ranges from –infinity to +infinity on x-axis.
4. Area under the curve represents probability.
5. Total area under the curve is 1, that is, probability of all the events=1.
6. Normal distribution curve is symmetric around Mean, and for a Normal
distribution, Mean= Median= Mode.
7. Normal distribution is described by only two parameters- mean (μ) and
standard deviation (σ). For each mean and standard deviation, there is
a separate curve.
8. Normal curve with mean, μ= 0 and standard deviation, σ = 1 is called Z
curve, or Cumulative Standardized Normal distribution (p-540-541, TB-1).
9. Equation of Normal distribution curve,
10. Since above equation is not easy, tables have been made with area
(probability) under the curve. Mean=0, Stdev=1

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BITS Pilani, Pilani Campus
Reading Normal Distribution Curve
Applications- Rehabilitation, Recruitment…

IQ test results have near Normal distribution,


with Mean, μ=100 and Stdev, σ=15.
Mean=100
Sd. = 15.
 What % of people have IQ >130?
 What % of people have IQ >145?
 What % of people have IQ < 85?
 What % of people have IQ 85 to 145?
 What % of people have IQ 80 to 90?

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BITS Pilani, Pilani Campus
BITS Pilani
Pilani Campus

Reading Normal distribution table-


Finding area (probability)
Properties of normal distribution
HR of an organization may give the mandate “Average rating (mu) should be 3.5,
and standard deviation (sigma) of ratings should be 0.5
68% of the observations lie between mu-sigma and mu+sigma (3.5-0.5 and 3.5+0.5)
95.4% of …………………………….. Mu-2sigma and mu+2sigma (2.5 and 4.5)
99.8% of……………………………… mu-3sigma and mu+3sigma (2 and 5)
What % of observations are less than 3?
Z= (x-mu)/sigma = (3-3.5)/0.5 = -0.5/0.5 = -1

15.87%

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Reading Standardized Normal
distribution table 50%

47.7%
 The table is for Mean, μ=0 and Stdev, σ=1. 34% 15.87%
 This table gives area from –infinity to z. 15.87%

.
2.3%
2.3%
Z Area
1. 0 0.5000 50.00% Z=-1 Z=+1
On X<mu, z<0
Mu,
z=0
2. -0.3 0.3821 38.21% X>mu, z>0

3. -1.0 0.1587 …
p-540
Z= (x-mu)/sigma
4. -2.0 0.0228 TB-1 At x=mu, z=0
5. -3.0 0.0013 At x=mu+sigma, z= 1
At x= mu-sigma, z= mu-sigma-
mu)/sigma = -1
At x=mu+2sigma, z=(mu+2sigma-
6. +1.0 0.8413 mu)/sigma=2
7. +2.0 0.9772 At x= mu-2sigma, z= -2
On At x=mu+3sigma, z=3
8. +1.64 0.9495 At x=mu-3sigma, z= -3
p-541
9. +1.96 0.9750.
TB-1 Z-value is measure of how many
standard deviations is any
observation away from the mean p-540

BITS Pilani, Pilani Campus


Distribution of employee ratings (distribution of x) is normal
distribution with mean of 3.5 and std dev of 0.5
Distribution of z-value is standard normal distribution, a
normal distribution whose mean is zero, and standard
deviation is 1

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Z is given, shaded area=? Answers.
p-540, & 541, TB-1.

0.0228 0.1587 0.3085 0.5000

Z= -2 Z= -1 Z= -0.5 Z= 0

0.8413 0.9772 0.6825 0.1359

Z=1 Z= 2 Z: -1 to 1 Z: 1 to 2
BITS Pilani, Pilani Campus
Area is given, Z=?
Frequently used Areas

Area in Area in Area in


Z value Z value Z value
Left Tail Right Tail Middle
1% -2.33 1% 2.33 99% -2.58 to 2.58
5% -1.64 5% 1.64 95% -1.96 to 1.96
10% -1.28 10% 1.28 90% -1.64 to 1.64

BITS Pilani, Pilani Campus


When Mean ≠ 0 and Stdev ≠ 1, Area=?

Textbooks have only one Normal Distribution table, for Mean=0,


Stdev=1.
The Cumulative Standardized Normal Distribution table can be used
even if Mean≠0 and Stdev≠1!!!

Q: Mean height of Children, μ=150 cms and Stdev, σ=5 cms.


Probability a Child’s height, X < 155 cms? b) X < 157.5 cms.

Steps-
1. Compute Z value, 0

Z = (X-Mean)/Stdev = (X-μ )/σ = (155-150)/5 = +1.

2. Look for area in the table. For Z = +1 Area is 0.8413, or 84.13%.

b.
1. Compute Z value,

Z = (X-Mean)/Stdev = (X-μ )/σ = (157.5-150)/5 = +1.5.


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2. Look for area in the table. For Z = -1.5 Area is 0.9332, or 93.32%.
If only Fahrenheit thermometer is available, use the formula- C=(F-32)/1.8 to convert
Fahrenheit reading into Celsius. This formula is similar to the Z formula above. BITS Pilani, Pilani Campus
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Reading Z table, Area=?....1/2

Males 60 years old- Mean, μ= 29 and Standard deviation, σ= 6.

 Probability BMI is ?
a) < 18, b) 18 to 23, c) 23 to 27, d) 27 to 32, e) 32 to 37, f) > 37? Mean=0, Stdev=1.

Area < 18: Z= (value-Mean)/Stdev= (18-29)/6 = -1.833. Z table, area: 0.033.


Area < 23: Z= (value-Mean)/Stdev= (23-29)/6 = -1.000. Z table, area: 0.159.
Area < 27: Z= (value-Mean)/Stdev= (27-29)/6 = -0.333. Z table, area: 0.369.
Area < 32: Z= (value-Mean)/Stdev= (32-29/6 = 0.500 Z table, area: 0.691.
Area < 37: Z= (value-Mean)/Stdev= (37-29/6 = 1.333 Z table, area: 0.909

a. P(<18) = 0.033, 3.3%.


b. P(18 to 23) = P(<23) - P(<18) = 0.159 - 0.033= 0.126, 12.6%
c. P(23 to 27) = P(<27) - P(<23) = 0.369 - 0.159= 0.211, 21.1%.
d. P(27 to 32) = P(<32) - P(<27) = 0.691 - 0.369= 0.322, 32.2%.
e. P(32 to 37) = P(<37) - P(32) = 0.909 - 0.691= 0.217, 21.7%.
f. P(>37) = 1 - P(<37) = 1.000 - 0.909= 0.091, 9.1%.
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BITS Pilani, Pilani Campus
Reading Z table, Area=?....2/2

The average height (μ) of visitors to a Children Science Museum has


been recorded as 150 cms with standard deviation (σ) of 5 cms.
2.28%
a. <140 cms b. 140-150 cms c. 150-160 cms d. >160 cms.

Area < 140: Z= (value-Mean)/Stdev= (140-150)/5 = -2.0. Z table, area: 0.0228.


47.72%
Area < 150: Z= (value-Mean)/Stdev= (150-150)/5 = 0. Z table, area: 0.5000.
Area < 160: Z= (value-Mean)/Stdev= (160-150/5 = +2.0. Z table, area: 0.9772.

a. P(<140) = 0.0228, or 2.28%. 47.72%


b. P(140 to 150) = P(<150) - P(<140) = 0.5000 - 0.0228 = 0.4772, or 47.72%
c. P(150 to 160) = P(<160) - P(<150) = 0.9772 - 0.5000 = 0.4772, or 47.72%.
d. P(> 160) = 1- P(<160) = 1 - 0.9772 = 0.0228, or 2.28%.

2.28%

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BITS Pilani, Pilani Campus


BITS Pilani
Pilani Campus

Textbook problem
From Textbook….1/2 (p-213, 214. TB-1)

Video download duration is Normal distributed with Mean


duration, μ= 7 secs and Standard deviation, σ =2 secs.

a. Probability download speed > 9 secs?


b. Probability download speed <7 or > 9 secs?
c. Probability download speed is 5 to 9 secs?

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BITS Pilani, Pilani Campus
From Textbook….2/2 (p-213, 214. TB-1)

Video download duration is Normal distributed with Mean


duration, μ= 7 secs and Standard deviation, σ =2 secs.

a. Probability download speed > 9 secs?


b. Probability download speed <7 or > 9 secs?
c. Probability download speed is 5 to 9 secs?

Area < 5: Z= (value-Mean)/Stdev= (5-7)/2 = -1. Z table value: 0.1587. 15.87%


Area < 7: Z= (value-Mean)/Stdev= (7-7)/2 = 0. Z table value: 0.5000.
Area < 9: Z= (value-Mean)/Stdev= (9-7)/2 = 1. Z table value: 0.8413.

65.87%
a. P(>9)= 1 - P(<9) = 1.0000 - 0.8487 = 0.1587, or 15.87%.
b. P(<7 or >9)= P(<7) + P(>9)= 0.5000 + 0.1587 = 0.6587, or 65.87%.
c. P(5 to 9)= P(<9) - P(<5) = 0.8413 - 0.1587 = 0.6826, or 68.26%.
68.26%
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Surgery methods

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BITS Pilani, Pilani Campus
MS Excel vs. the Table

Mean=0, Stdev=1.
89.97%

1.28

X, Given Area?
1.28 0.8997
From MS Excel

Cumulative Standardized Normal Distribution table. Mean=0, Stdev=1.

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BITS Pilani, Pilani Campus
Using MS Excel- BMI

Males 60 years old- Mean, μ= 29 and Standard deviation, σ= 6.

 Probability BMI is ?
a) < 18, b) 18 to 23, c) 23 to 27, d) 27 to 32, e) 32 to 37, f) > 37?

Required Area MS Excel Formula


P(X<18) 0.0334 =NORM.DIST(18,29,6,TRUE)
P(18 to 23) 0.1253 =NORM.DIST(23,29,6,TRUE)-NORM.DIST(18,29,6,TRUE)
P(23 to 27) 0.2108 =NORM.DIST(27,29,6,TRUE)-NORM.DIST(23,29,6,TRUE)
P(27 to 32) 0.3220 =NORM.DIST(32,29,6,TRUE)-NORM.DIST(27,29,6,TRUE)
P(32 to 37) 0.2173 =NORM.DIST(37,29,6,TRUE)-NORM.DIST(32,29,6,TRUE)
P(X>37) 0.0912 =1-NORM.DIST(37,29,6,TRUE)
Sum 1

Area from -infinity to X =NORM.DIST(X,Mean,Stdev,TRUE)

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BITS Pilani, Pilani Campus
Using MS Excel- Children Science Museum

The average height (μ) of visitors to a Children Science Museum has been
recorded as 150 cms with standard deviation (σ) of 5 cms.
2.28%

a. <140 cms b. 140-150 cms c.150-160 cms d. >160 cms.

47.72%
Required Area MS Excel Formula
P(X<140) 0.0228 =NORM.DIST(140,150,5,TRUE)
P(140 to 150) 0.4772 =NORM.DIST(150,150,5,TRUE)-NORM.DIST(140,150,5,TRUE)
P(150 to 160) 0.4772 =NORM.DIST(160,150,5,TRUE)-NORM.DIST(150,150,5,TRUE)
P(X>160) 0.0228 =1-NORM.DIST(160,150,5,TRUE) 47.72%
Sum 1

Area from -infinity to X =NORM.DIST(X,Mean,Stdev,TRUE)

2.28%

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BITS Pilani, Pilani Campus
Using MS Excel- From Textbook, p-213 & 214. TB-1)

Video download duration is Normal distributed with Mean


duration, μ= 7 secs and Standard deviation, σ =2 secs.

a. Probability download speed > 9 secs?


b. Probability download speed <7 or > 9 secs? 15.87%
c. Probability download speed is 5 to 9 secs?

65.87%
Required Area MS Excel Formula
P(X>9) 0.1587 =1-NORM.DIST(9,7,2,TRUE)
P(<7 or >9) 0.6587 =NORM.DIST(7,7,2,TRUE)+1-NORM.DIST(9,7,2,TRUE)
P(5 to 9) 0.6827 =NORM.DIST(9,7,2,TRUE)-NORM.DIST(5,7,2,TRUE) 68.26%
Area from -infinity to X =NORM.DIST(X,Mean,Stdev,TRUE)

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BITS Pilani, Pilani Campus
Beware- Three types of tables

Area is given from Area is given in Area is given from


extreme Left the Middle extreme Right

MS Excel & TB-1 use Approach-1,


Area from extreme Left to z value.

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