STATISTICS AND
PROBABILITY
1
LESSON 4:
2
OBJECTIVES:
1. Identify regions under the normal curve corresponding to
different standard normal values.
2. Converts a normal random variable to a standard normal
variable and vice versa.
3. Computes probabilities and percentiles using the standard
normal table.
• time between customers entering a checkout lane at a
convenience store
• the temperature of a cup of coffee served in a restaurant
• the weight of a certain animal like a dog
• the interest rate of loans in a certain country
• the distance traveled by a certain wolf during migration
season
CONTINUOUS RANDOM VARIABLE
The graphical form of probability distribution for
continuous random variable is a smooth curve (bell curve),
this curve is also known as probability density function. It has
a bellshaped probability distribution, it is also known as
normal random variable and its probability is called normal
distribution.
DEFINITION
!
NORMAL CURVE
Normal Curve is a bell-shaped curve; it lies entirely
above the horizontal axis. It is symmetrical,
unimodal, and asymptotic to the horizontal axis. The
area between the curve and the horizontal axis is
exactly equal to one (1). Half of the area is above
the mean and the remaining half is below the mean.
DEFINITION
!
NORMAL CURVE
(Also known as Gaussian distribution).
A normal distribution is determined by
two parameters: the mean (𝜇) and the
standard deviation (𝜎).
✓ bell-shaped MEAN
curve MEDIAN
✓ above the MODE
horizontal axis
✓ symmetrical
✓ unimodal
✓ asymptotic to
the horizontal
axis
✓ The area between
the curve and the
horizontal axis is
exactly equal to one
(1). 100%
✓two parameters: the mean (𝜇) and the standard deviation (𝜎).
SKEWNESS KURTOSIS
Areas under the Normal Curve
Shaded Part Expression Graph Solution/Formula
Left 𝑃(𝑧 ≤ 𝑘) Table
Right 𝑃(𝑧 ≥ 𝑘) Complement (1-z score)
Between 𝑃(𝑎 ≤ 𝑧 ≤ 𝑏) 𝑃 𝑧 ≤𝑏 −𝑃 𝑧 ≤𝑎
Side-by-side 𝑃(𝑧 ≤ 𝑎 ∪ 𝑧 ≥ 𝑏) 𝑃 𝑧 ≤𝑎 +𝑃 𝑧 ≥𝑏
Table of Areas under the Normal Curve
Using the Standard Normal Table:
1. Find the area to the left that corresponds to a z-score of 1.13. 𝑃(𝑍 < 1.13)
𝑃(𝑍 < 1.13) = 0.8708 𝑜𝑟 87.08%
Using the Standard Normal Table:
2. Find the area to the left that corresponds to a z-score of -2.57. P(Z<-2.57)
𝑃 𝑍 < −2.57 = 0.0051𝑜𝑟 0.51%
Using the Standard Normal Table:
3. Find the area to the left that corresponds to a z-score of 0.36. P(Z<0.36)
𝑃 𝑍 < 0.36 = 0.6406 𝑜𝑟 64.06%
Using the Standard Normal Table:
1. Find the area to the left that corresponds to a z-score of 1.13. 𝑃(𝑍 < 1.13)
𝑃(𝑍 < 1.13) = 0.8708 𝑜𝑟 87.08%
1.13
Using the Standard Normal Table:
2. Find the area to the left that corresponds to a z-score of -2.57. P(Z<-2.57)
𝑃 𝑍 < −2.57 = 0.0051𝑜𝑟 0.51%
-2.57
Using the Standard Normal Table:
3. Find the area to the left that corresponds to a z-score of 0.36. P(Z<0.36)
𝑃 𝑍 < 0.36 = 0.6406 𝑜𝑟 64.06%
0.36
Using the Standard Normal Table:
4. Find the area to the right that corresponds to a z-score of 1.13. P(Z>1.13)
𝑃(𝑍 < 1.13) = 0.8708
𝑃 𝑍 > 1.13 = 1 − 𝑃(𝑍 < 1.13)
𝑃 𝑍 > 1.13 = 1 − 0.8708
𝑃 𝑍 > 1.13 = 0.1292 𝑜𝑟 12.92%
1.13
Using the Standard Normal Table:
5. Find the area to the right that corresponds to a z-score of -2.57. P(Z>-2.57)
𝑃(𝑍 < −2.57) = 0.0051
𝑃 𝑍 > −2.57 = 1 − 𝑃(𝑍 < −2.57)
𝑃 𝑍 > −2.57 = 1 − 0.0051
𝑃 𝑍 > −2.57 = 0.9949 𝑜𝑟 99.49%
-2.57
Using the Standard Normal Table:
6. Find the area to the right that corresponds to a z-score of 0.82. P(Z>0.82)
7. Find the area to the right that corresponds to a z-score of -0.82. P(Z>-0.82)
0.82 -0.82
𝑃(𝑍 < 0.82) = 0.7939 𝑃(𝑍 < −0.82) = 0.2061
𝑃 𝑍 > 0.82 = 1 − 𝑃(𝑍 < 0.82) 𝑃 𝑍 > −0.82 = 1 − 𝑃(𝑍 < −0.82)
𝑃 𝑍 > 0.82 = 1 −0.7939 𝑃 𝑍 > −0.82 = 1 − 0.2061
𝑃 𝑍 > 0.82 = 0.2061 𝑜𝑟 20.61% 𝑃 𝑍 > −0.82 = 0.7939 𝑜𝑟 79.39%
Using the Standard Normal Table:
8. Find the area between z=-1.15 and z=1.82. 𝑃(−1.15 < 𝑍 < 1.82)
𝑃(𝑍 < 1.82) = 0.9656
𝑃(𝑍 < −1.15) = 0.1251
𝑃 −1.15 < 𝑍 < 1.82 = 𝑃 𝑍 < 1.82 − 𝑃(𝑍 < −1.15)
𝑃 −1.15 < 𝑍 < 1.82 = 0.9656 − 0.1251
𝑷 −𝟏. 𝟏𝟓 < 𝒁 < 𝟏. 𝟖𝟐 = 𝟎. 𝟖𝟒𝟎𝟓 𝒐𝒓 𝟖𝟒. 𝟎𝟓%
-1.15 1.82
Using the Standard Normal Table:
9. Find the area between z=1.15 and z=1.82. 𝑃(1.15 < 𝑍 < 1.82)
𝑃(𝑍 < 1.82) = 0.9656
𝑃(𝑍 < 1.15) = 0.8749
𝑃 1.15 < 𝑍 < 1.82 = 𝑃 𝑍 < 1.82 − 𝑃(𝑍 < 1.15)
𝑃 1.15 < 𝑍 < 1.82 = 0.9656 − 0.8749
𝑷 𝟏. 𝟏𝟓 < 𝒁 < 𝟏. 𝟖𝟐 = 𝟎. 𝟎𝟗𝟎𝟕 𝒐𝒓 𝟗. 𝟎𝟕%
1.15 1.82
Using the Standard Normal Table:
10. Find the area between z=-1.82 and z=-1.15. 𝑃(−1.82 < 𝑍 < −1.15)
𝑃(𝑍 < −1.15) = 0.1251
𝑃(𝑍 < −1.82) = 0.0344
𝑃 −1.82 < 𝑍 < −1.15 = 𝑃 𝑍 < −1.15 − 𝑃(𝑍 < −1.82)
𝑃(−1.82<𝑍<−1.15) = 0.1251 − 0.0344
𝑷 −𝟏. 𝟖𝟐 < 𝒁 < −𝟏. 𝟏𝟓 = 𝟎. 𝟎𝟗𝟎𝟕 𝒐𝒓 𝟗. 𝟎𝟕%
-1.82 -1.15
𝑷 𝟏. 𝟏𝟓 < 𝒁 < 𝟏. 𝟖𝟐 = 𝟎. 𝟎𝟗𝟎𝟕 𝒐𝒓 𝟗. 𝟎𝟕%
𝑷 −𝟏. 𝟖𝟐 < 𝒁 < −𝟏. 𝟏𝟓 = 𝟎. 𝟎𝟗𝟎𝟕 𝒐𝒓 𝟗. 𝟎𝟕%
Using the Standard Normal Table:
11. Find the area between z=-2.15 and z=1.62. 𝑃(−2.15 < 𝑍 < 1.62)
12. Find the area between z=1.62 and z=2.15. 𝑃(1.62 < 𝑍 < 2.15)
𝑃(𝑍 < 1.62) = 0.9474 𝑃(𝑍 < 2.15) = 0.9842
𝑃(𝑍 < −2.15) = 0.0158 𝑃(𝑍 < 1.62) = 0.9474
-2.15 1.62 1.62 2.15
𝑃(−2.15 < 𝑍 < 1.62) 𝑃(1.62 < 𝑍 < 2.15)
= 𝑃 𝑍 < 1.62 − 𝑃(𝑍 < −2.15) = 𝑃 𝑍 < 2.15 − 𝑃(𝑍 < 1.62)
= 0.9474 − 0.0158 = 0.9842 − 0.9474
= 𝟎. 𝟗𝟑𝟏𝟔 𝒐𝒓 𝟗𝟑. 𝟏𝟔% = 𝟎. 𝟎𝟑𝟔𝟖 𝒐𝒓 𝟑. 𝟔𝟖%
Using the Standard Normal Table:
13. Find 𝑃(𝑍 < −2.45 ∪ 𝑍 > 2.12)
𝑷(𝒁 < −𝟐. 𝟒𝟓) = 𝟎. 𝟎𝟎𝟕𝟏
𝑃(𝑍 < 2.12) = 0.983
𝑃 𝑍 > 2.12 = 1 − 𝑃(𝑍 < 2.21)
𝑃 𝑍 > 2.12 = 1 − 0.983
-2.45 2.12 𝑷 𝒁 > 𝟐. 𝟏𝟐 = 𝟎. 𝟎𝟏𝟕
𝑃 𝑍 < −2.45 ∪ 𝑍 > 2.12 = 𝑃 𝑍 < −2.45 + 𝑃(𝑍 > 2.12)
𝑃 𝑍 < −2.45 ∪ 𝑍 > 2.12 = 0.0071 + 0.017
𝑷 𝒁 < −𝟐. 𝟒𝟓 ∪ 𝒁 > 𝟐. 𝟏𝟐 = 𝟎. 𝟎𝟐𝟒𝟏 𝒐𝒓 𝟐. 𝟒𝟏%
Using the Standard Normal Table:
14. Find 𝑃(𝑍 < −1.23 ∪ 𝑍 > 2.21)
𝑷(𝒁 < −𝟏. 𝟐𝟑) = 𝟎. 𝟏𝟎𝟗𝟑
𝑃(𝑍 < 2.21) = 0.9864
𝑃 𝑍 > 2.21 = 1 − 𝑃(𝑍 < 2.21)
𝑃 𝑍 > 2.12 = 1 − 0.9864
-1.23 2.21 𝑷 𝒁 > 𝟐. 𝟏𝟐 = 𝟎. 𝟎𝟏𝟑𝟔
𝑃 𝑍 < −1.23 ∪ 𝑍 > 2.21 = 𝑃 𝑍 < −1.23 + 𝑃(𝑍 > 2.21)
𝑃 𝑍 < −1.23 ∪ 𝑍 > 2.21 = 0.1093 + 0.0136
𝑷 𝒁 < −𝟏. 𝟐𝟑 ∪ 𝒁 > 𝟐. 𝟐𝟏 = 𝟎. 𝟏𝟐𝟐𝟗 𝒐𝒓 𝟏𝟐. 𝟐𝟗%
15. Find the z value such that the area under the standard normal
distribution curve between 0 and the z value is 0.2123.
0.5000 + 0.2123 = 0.7123
z
15. Find the z value such that the area under the standard normal
distribution curve between 0 and the z value is 0.2123.
0.5000 + 0.2123
= 0.7123
The z value is
0.56
STANDARD UNITS (Z-SCORES)
The z – score is the number of
standard deviations by which the
score departs from the mean. This
standardizes the distribution.
The formula for the z-scores is
𝑿−𝝁 where:
x – data point
𝒁= 𝜇 – population mean
𝝈 𝜎 – standard deviation of the population
Example 1:
If X is distributed normally with mean of 100 and
standard deviation of 50, the Z value for X = 200 is?
𝑿 − 𝝁 𝟐𝟎𝟎 − 𝟏𝟎𝟎
𝒁= = = 𝟐. 𝟎
𝝈 𝟓𝟎
The Z value for X = 200 is 2
above the mean of 100.
EMPIRICAL RULE
The area under the normal curve
that lies within
• About 68% of the area under
the curve falls within 1 standard
deviation of the mean.
• About 95% of the area under
the curve falls within 2 standard
deviation of the mean.
• Nearly the entire distribution or
about 99.7% of the area under
curve falls within 3 standard
deviation of the mean.
EMPIRICAL RULE
The following is the general procedure for finding probabilities
under the normal curve as to find P (a < X < b) when X is
distributed normally:
1. Draw the normal curve for the problem in terms of X
2. Translate x-values to z-values
3. Use the standard normal table
Example 2: Suppose X is normal with mean 8.0 and standard deviation 5.0.
a. Find 𝑃(𝑥 < 8.6) = 0.5478
Example 2: Suppose X is normal with mean 8.0 and standard deviation 5.0.
b. Find 𝑃(𝑥 > 8.6) = 0.4522
Step 3:
𝑃(𝑥 > 8.6) = 𝑃(z > 0.12) = 1-𝑃(z ≤ 0.12) = 1-0.5478 = 0.4522
Example 2: Suppose X is normal with mean 8.0 and standard deviation 5.0.
c. Find 𝑃(8 < 𝑥 < 8.6) = 0.0478
Step 2. The z-value of 8 is O since it is the
mean and the z-value of 8.6 is 0.12 as
solution (a).
Step 3.
𝑃(8<𝑥 < 8.6)
=𝑃(0<z < 0.12)
=𝑃(z < 0.12)- 𝑃(z ≤ 0)
=0.5478-0.5000
=0.0478
Example 3: The percentage of students at school between 1.1m and 1.7m tall is 95%. Assuming
that the data is normally distributed, calculate the mean and standard deviation. Construct the
normal curve corresponding to the data.
Solution: The mean is halfway between 1.1m and 1.7m:
𝟏. 𝟏𝒎 + 𝟏. 𝟕𝒎
𝝁= = 𝟏. 𝟒𝒎
𝟐
95% is 2 standard deviations either side of the
mean (a total of 4 standard deviations). So:
𝟏. 𝟕𝒎 − 𝟏. 𝟏𝒎
𝝈= = 𝟎. 𝟏𝟓𝒎
𝟒
THANK YOU!