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Normal Distribution

The document discusses the normal distribution, including its properties, critical values, and the standard normal distribution. It provides tables for calculating probabilities and values associated with the normal distribution based on z-scores. Additionally, it covers relationships between different types of distributions such as binomial and geometric distributions.

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0% found this document useful (0 votes)
11 views10 pages

Normal Distribution

The document discusses the normal distribution, including its properties, critical values, and the standard normal distribution. It provides tables for calculating probabilities and values associated with the normal distribution based on z-scores. Additionally, it covers relationships between different types of distributions such as binomial and geometric distributions.

Uploaded by

izaanutuber
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Normal Distribution

Binomial Dist


X- B(n , P)
Discrete
Data follows
u p = Parameter
Data (ountck(2)
,

XvGeo(P)
Geometric Dist
continuous P = Parameter

Whole Number
Measurable
-

Decimal
-

Height V

Displacement I X- (4 , 04
-

Age follows
-
velocity#
-Volume
-
Acceleration I Parameters =
M ,
82
-
Alea speed
-

M Mean
Distance
=

- -
time = Valiance
-

temperator +
SD
o =

Normal distribution Z =

E
Standald
Normal Distribution
Non-standard
Normal Distribution
zm (0 1) ,

mean = o
X ~ (4 , 84
Var I mean + 0
=

Var #1
Variable = z
Variable = X
THE NORMAL DISTRIBUTION FUNCTION

If Z has a normal distribution with mean 0 and


variance 1, then, for each value of z, the table gives
the value of Φ(z), where

Φ(z) = P(Z ⩽ z).

For negative values of z, use Φ(–z) = 1 – Φ(z).


-

r 1 2 3 4 5 6 7 8 9
z 0 1 2 3 4 5 6 7 8 9
ADD
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359 4 8 12 16 20 24 28 32 36
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753 4 8 12 16 20 24 28 32 36
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141 4 8 12 15 19 23 27 31 35
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517 4 7 11 15 19 22 26 30 34
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879 4 7 11 14 18 22 25 29 32

0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224 3 7 10 14 17 20 24 27 31
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549 3 7 10 13 16 19 23 26 29
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852 3 6 9 12 15 18 21 24 27
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133 3 5 8 11 14 16 19 22 25
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389 3 5 8 10 13 15 18 20 23

1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621 2 5 7 9 12 14 16 19 21
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830 2 4 6 8 10 12 14 16 18
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015 2 4 6 7 9 11 13 15 17
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177 2 3 5 6 8 10 11 13 14
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319 1 3 4 6 7 8 10 11 13

1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441 1 2 4 5 6 7 8 10 11
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545 1 2 3 4 5 6 7 8 9
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633 1 2 3 4 4 5 6 7 8
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706 1 1 2 3 4 4 5 6 6
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767 1 1 2 2 3 4 4 5 5

2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817 0 1 1 2 2 3 3 4 4
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857 0 1 1 2 2 2 3 3 4
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890 0 1 1 1 2 2 2 3 3
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 V
0.9911 0.9913 0.9916 0 1 1 1 1 2 2 2 2
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936 0 0 1 1 1 1 1 2 2

2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952 0 0 0 1 1 1 1 1 1
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964 0 0 0 0 1 1 1 1 1
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974 0 0 0 0 0 1 1 1 1
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981 0 0 0 0 0 0 0 1 1
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986 0 0 0 0 0 0 0 0 0

Critical values for the normal distribution

If Z has a normal distribution with mean 0 and


variance 1, then, for each value of p, the table
gives the value of z such that

P(Z ⩽ z) = p.

p 0.75 0.90 0.95 0.975 0.99 0.995 0.9975 0.999 0.9995


z 0.674 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291

10
Standard normal distribution

zu (0 , 1)

Number probability Probability Find out


Number
Findout
(given) (given)
Forward Backwald Reading
Reading
probability sign =
Phi Sign "Chi inverse
7105
Prob los prob
immetrical
selle -
S

-5
0

T

O kkx
-
ve tre
Numbers
bell Total
Numbers
= Tol =
Ol
Probability

#
Conditions
?
P(2(a) =

t
I

Mai -
!
am

Y 4

P(z(a) =
&(a) >
-

P(zTa) = 1 -
P(z(a)
P(z[a) Phi of a

P(a)
=
P(zya) = 1 -

Read
Directly >
-

Symmetrical conditions
3)

- a a ta

P(zx -

a) =
P(zca)
= P(a)
4 -

y
-

[ -
-
S
- =
-

-a ta

P(z>a)
P(z-al
1 &(a)
=

upd
P(z(a) =
1 q(a)
-

Double number conditions

s P(acz(b) =
!(b) -
&(a)

shaded -
unshaded
t Area
unshaded
Area
a b

3 P(aczc -

b) =
((b) p(a)
-

=
(1 q(b)) (1 4(a))
- -
-

= 1 - A(b) - 1 + 4(a)
-
a -
b ba P(bc z() =
q(a) 4(b) -

7/
P(acz(y) =
b(b) -
b(a)
=
q(b) -

[1 4(a))
-

= 4(b) -
1+ +(a)
-
a +b
p(a) + 4(b)
=
-

1
& Plaaz(a) =
P(a) -

&(a)
=
P(a) [1 4(2)]
-
-

f(a)
= -
1 + p(a)
=
24(a) -
1
- a ta

Same NOS

9 P(1zka) 24(a)
=? - 1

z = = a

z(a , z7-a

P(acz(a) = !

y p((z)
( > a) = :

-
z = ta

z7a , z-a

a a

P
-

zxa
, zc-a)
P(z > a) = P(z 2)
-

P(z > ) =
1 -

P(a)
P ((z) > a) =
2(1 q()] -
Forward reading
Number
Findout Probability
(given)
(Finding probabilities)

Add column

Kendcolmn-K-3rdco+1

PROBABILITIES
First
column

Probabilities ,
0 5000 - 0 .
9986
decimal (4 Places)
1) After

Number <31d column


b 2 d
(AfterDecide
a .

First col > and column


yp(z 423) q(0 423)YPCZH PEO
-
=
< 0 .
=

80
6554

&
= 0 .

P(z2040)
0 -
423
M=0

423)
3)p(z4 ?
-0 . =

~ 1/111 ,
-

-
0 .
423 a 0 .

423

P(zc a) - =
P(z >
a)
P(z >) = 1 -
+(a)
= 1 -

4(0 423)
.

= 1 -0
.
6639

=
-

- &

4 P(z < 2) =
P(z(2 ,

00) = &(2 00) .

= 0 .

9772

p(0 623) 4(0 623) 4(0 524)


y
.

524 < z <0


.
. -

.
=

= 0 . 7334 - 0 .
6999

=
?

-
T
-
F
S
O
0 .

524 0 .

623
2
Ex-9 .

-
Q1(d)

q(2 5) 4(1 2)
.
. -

!(2 50) ↑(120)


. -

0 .
9930 0 .

8849

P(zc2 0z>2 1) -

4
.

P(zc d) P(X 8) 2 -
- =

=I -q(2-d)
1-0 9974
=
.

↑( 0-72)
I
$(0-72)
=
-

by
-

↑ (0 72) .
-

(1 p(0-72)
-

24(0 72) .
-
1
P(z > 2 1) . = ?

2 (0 742) 1


-
· -

P(z > 2 -
1) = 1 - P(z2 /l .

= 1 -4(2-1)
=
1 -
0 .
92

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