The Normal Probability

Distribution
 Continuous Probability Distributions

■ There are many types of continuous probability

distributions

Normal Constant Exponential

Probability Probability Probability
Distribution Distribution Distribution
 The Normal Distribution

Bell Shaped

Symmetrical X
μ

Mean, Median and Mode are Mean

Equal = Median
= Mode

Occurs often in business

 The Normal Distribution

Location is determined by the

mean, μ
Spread is determined by the
standard deviation, σ

The random variable has an μ

X
infinite theoretical range:
Mean
+ ∞ to − ∞
= Median
= Mode
 Normal Distributions

By varying parameters µ and σ, we

obtain different normal distributions.
 The Standardized
Normal Distribution

■ Also known as the “Z” distribution

■ Mean is 0
■ Standard Deviation is 1

Z
0
Values above the mean have positive Z-values,
values below the mean have negative Z-values
 The Standardized Normal Distribution

■ Any normal distribution (with any mean and

standard deviation combination) can be
transformed into the standardized normal
distribution (Z)

■ Need to transform X units into Z units

■ The standardized normal distribution (Z) has a

mean of 0 and a standard deviation of 1
 Translation to the standardized normal
distribution

Translate from X to the standardized normal

distribution (the “Z” distribution) by subtracting
the mean of X and dividing by its standard
deviation:

Z= X- µ
σ

The “Z” distribution always have mean = 0 and

standard deviation = 1
 EXAMPLE

If X is distributed normally with mean of 100 and

standard deviation of 50, the Z value for X= 200 is

Z= X- µ = 200 - 100 = 2.0

50
σ
This says that X= 200 is two standard
deviations (2 increments of 50 units) above the
mean of 100.
 Comparing X and Z units

100 200 X (μ = 100, σ = 50)

0 2.0 Z (μ = 0, σ = 1)

Note that the shape of the distribution is the same,

only the scale has changed. We can express the
problem in original units (X) or in standardized
units (Z)
 Finding Probabilities in Normal
Distribution

For a discrete random variable, we can talk about the

possibility of a single occurrence, two occurrences,
etc. For example, arrival of 10 customers i.e. (x =10)
at 7pm.

In contrast, for a continuous random variable, we can

only talk about the possibility of a range of values. For
example, arrival of 9 to 12 customers i.e. (9 ≤ X ≤ 12)
at 7pm.
 Useful Relationships

With the help of frequency histogram some relationships are explained

which are important in both the understanding
and application of Normal P.D.
The interval/class/bar with the largest
area contains the most number of students,
has the most number of observations and
hence has the highest frequency. Using the
frequency approach, if probabilities are
calculated for each interval, the highest
probability (19/49 = 0.388 or 38.8 %) is associated with the interval with
the highest frequency. All this implies that:

Probability ≡ Area ≡ Frequency ≡ No. of Individuals ≡ N0. of Observations

 Notation for Intervals of Values of
Random Variable
■ Suppose we have students who obtain marks ranging from 0 to 100.
■ Let’s say marks obtained by a student is the random variable
represented by the letter X. So X can have any value between 0 and
100.
■ Value of a random variable is not known before the experiment. In
this example it means that unless we ask a student and he tell us his
marks we wouldn’t know his marks. Unless he tells we only can talk
in terms of possibilities. We can only mention the marks that he
possibly or might have obtained. And we can mention the marks he
might have obtained in two basic ways. Either we mention a specific
number of marks he might have obtained. For example we can say
that the student possibly has obtained 80 marks. It’s a single discrete
value. Or we mention a range of numbers within which the
students marks might be located. This second way, range or interval,
in which we express the values of a variable is tricky for some
learners and becomes a huge learning obstacle. -Continued
 Notation for Intervals of Values of
Random Variable-Continued

■ Generally, though we say “marks obtained by a student are …..”.

But we in fact imply the marks possibly obtained by a student
without actually using the word “possibly”.
■ Different ways which express the values possessed by a variable are
listed below with the help of examples of ‘marks obtained’ by a student:

■ A student getting 80 marks. No interval or range of values involved

here. A discrete number is mentioned. Symbolically it is expressed
as (X =80).
■ A student obtaining marks within a range or interval of 75 to 85.
This is a close ended interval. Symbolically is expressed as
(75 ≤ X ≤ 85). -Continued.
 Notation for Intervals of Values of
Random Variable-Continued

■ A student obtaining more than 75 marks. This is an

open ended interval. Also shown as (X ≥ 75).

■ A student obtaining less than 75 marks. This is again an

open ended interval. Symbolically expressed as
■ (X ≤ 75).

■ So, intervals are closed as well as open ended,

expressed in plain words as well as mathematical
symbols. Understanding these notations is must for
clarity of various concepts.
Finding Probabilities in Normal
Distribution
Probability is measured by the area under
the curve.

P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the probability
of any individual value is
zero)

a b X
 Probability as Area under the
Curve

■ The total area P (- <X< μ)=0.5 P (μ <X< + )= 0.5

under the curve is
1.0 and the curve
is symmetric, so
half is above the
mean and half is
below the mean
μ
P (- <X< + )= 1
 The Standardized Normal Table

■The Cumulative Standardized Normal table

[Link]
[Link] gives the probability less than a
desired value of Z (i.e., from negative infinity to Z)

0.9772
Example:
P(Z < 2.00) = 0.9772

0 2.00 Z
 The Standardized Normal Table
(continued)

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

0.0
The row shows
the value of Z 0.1
to the first . The value within the
.
decimal point . table gives the
2.0 .9772 probability from Z = − ∞
up to the desired Z
value
2.0
P(Z < 2.00) = 0.9772
P(Z < 2.00) = 0.9772
 General Procedure for
Finding Normal Probabilities

To find P(a < X < b) when X is

distributed normally:

■ Draw the normal curve for the problem in

terms of X

■ Translate X-values to Z-values

■ Use the Standardized Normal Table

 Finding normal probabilities

■ Let X represents the time it takes to download an

image file from the internet.
■ Suppose X is normal with mean 8.0 and standard
deviation 5.0. find P (X < 8.6)
Z= X- µ ■ = 8.6 – 8.0 = 0.12
■ 5.0
σ
P (Z < 0.12)
P (X< 8.6)
 Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 8.6)

Table (Portion) = P(Z < 0.12)
Z .00 .01 .02 .5478
0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871
Z
0.3 .6179 .6217 .6255 0.00
0.12
 Finding Normal
Upper Tail Probabilities

■ Suppose X is normal with mean 8.0 and

standard deviation 5.0.
■ Now Find P(X > 8.6)

X
8.0
8.6
 Finding Normal
Upper Tail Probabilities
(continued)

■ Now Find P(X > 8.6)…

P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - 0.5478 = 0.4522

0.5478
1.000 1.0 - 0.5478
= 0.4522

Z Z
0 0
0.12 0.12
 Finding Normal probability
between two values
■ Suppose X is normal with mean 8.0 and standard
deviation 5.0. find P (8 <X< 8.6)…
Calculate Z- values:

Z= X- µ = 8-8/ 5 = 0
σ
= 8.6 – 8 = 0.12
5

8 8.6 X
P (8 <X< 8.6) 0 0.12 Z

=P (0 <Z< 0.12)
 Solution: Finding P(0 < Z < 0.12)

Standardized Normal Probability P(8 < X < 8.6)

Table (Portion) = P(0 < Z < 0.12)
= P(Z < 0.12) – P(Z ≤ 0)
Z .00 .01 .02 = 0.5478 - .5000 = 0.0478
0.0 .5000 .5040 .5080 0.0478
0.5000
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0.00
0.12
 Probabilities in the Lower Tail

■ Suppose X is normal with mean 8.0 and

standard deviation 5.0.
■ Now Find P(7.4 < X < 8)

X
8.0
7.4
 Probabilities in the Lower Tail
(continued)

Now Find P(7.4 < X < 8)…

P(7.4 < X < 8)
= P(-0.12 < Z < 0)
0.0478
= P(Z < 0) – P(Z ≤ -0.12)
= 0.5000 - 0.4522 = 0.0478
0.4522

The Normal distribution is

symmetric, so this probability
7.4 8.0 X
is the same as P(0 < Z < 0.12) Z
-0.12 0
 Given a Normal Probability
Find the X value

■ Steps to find the X value for a known

probability: (after drawing and labeling the
normal curve)

■ [Link] the Z value for the known probability

■ 2. Convert to X units using the formula:

X= µ + Zσ
 Finding the X value for a
Known Probability
(continued)

Example:
■ Let X represent the time it takes (in seconds) to download an image file
from the internet.
■ Suppose X is normal with mean 8.0 and standard deviation 5.0.
■ Find the time interval within which we get the quickest 20% of all
downloads.

0.2000

X=? 8.0 X
Z=? 0 Z
 Find the Z value for
20% in the Lower Tail
1. Find the Z value for the known probability
Standardized Normal Probability ■ 20% area in the lower
Table (Portion) tail is consistent with a
Z … .03 .04 .05 Z value of -0.84

-0.9 … .1762 .1736 .1711

0.2000
-0.8 … .2033 .2005 .1977
-0.7 … .2327 .2296 .2266
? 8.0 X
-0.84 0 Z
 Finding the X value

■ 2. Convert to X units using the formula:

X= µ + Zσ
= 8.0 + (-0.84) 5.0
= 3.80

So 20% of the fastest downloads take less than 3.80

seconds.