Normal Distribution
Normal Distribution
Standard Normal
Introduction Normal Distribution Examples
Distribution Properties
Continuous Probability Distributions
❖Continuous probability distributions are probability distributions of a
continuous random variable whose values are not discrete and cannot be
counted but take any values in an interval.
❖For example, if the lengths of the seedlings a week after germination of a
plant ranged between 10 and 20 cm. The lengths of the seedlings measured
in the experiment may take any rational values such as 10.1 - 10.2 - 10.3
and so on. It is not possible to separate these values into specified values or
count all possible values.
Continuous Probability Distributions
❖This distribution is represented by a solid line due to the convergence of
the columns representing the values and the inability to separate them.
Normal Distribution
❖One of the most important continuous
probability distributions is the normal
distribution, which represents the
probability distribution for most natural
phenomena such as height, weight,
intelligence in humans, milk production,
egg weight in animals, and others.
Normal Distribution
❖In addition to the data that are not distributed naturally, it is sometimes
possible to modify the data (such as applying the square root 𝑋 or the
logarithm of values log 𝑋) to distribute the modified data for these variables
naturally. Also, some other distributions are close in their distribution to the
normal distribution under certain conditions, such as increasing the sample
size N As in the case of the binomial distribution when N increases and the
value of p approaches the value of q .
Normal Distribution
❖The shape of the normal distribution is determined by the arithmetic mean 𝜇 and
the standard deviation 𝜎 of the data.
❖The probability value is calculated by calculating the area under the curve using
integration.
❖The normal distribution can be converted to the standard normal distribution, in
which the mean is zero and the standard deviation is one. Standard normal
distribution is used to calculate the different probabilities of any probability that
follows the normal distribution after converting it to a standard normal
distribution.
Standard Normal Distribution
Normal Distribution Standard Normal Distribution
A continuous distribution with its A standard distribution has a mean of
mean 𝜇 and standard deviation 𝜎 zero and a standard deviation of one
𝑋~𝑁(𝜇, 𝜎) 𝑍~𝑁 0, 1
standard normal distribution
Normal Distribution Standard Normal Distribution
It includes the true values of the trait X Includes standard values Z
X real values have a unit of Z standard values have not a unit of
measurement (cm - g ...) measure
standard normal distribution
Normal Distribution Standard Normal Distribution
The standard normal distribution is used to find the probability values for any
normal distribution. Any normal distribution can be converted to a standard
distribution using the following equation
𝑋−𝜇
𝑍=
𝜎
Properties of the Normal Distribution
❖Symmetric and bell-shaped.
❖Any distribution can be described by the following
equation is called a normal distribution.
1
𝑌=
𝑋−𝜇 2
𝜎 ∗ 2𝜋 ∗ 𝑒 𝜎
Properties of the Normal Distribution
❖Continuous distribution.
❖It has one peak.
❖Symmetric distribution.
❖It takes the shape of a bell.
❖The mean divides it into two identical halves.
Properties of the Normal Distribution
❖Median and mode are equal to
the arithmetic mean .
Properties of the Normal Distribution
❖It is determined by the
arithmetic mean and the
standard deviation.
❖The probability value is
calculated by calculating the
area under the curve using
integration .
Properties of the Normal Distribution
❖The horizontal position of the
curve changes with the change
in the arithmetic mean value.
Properties of the Normal Distribution
❖The shape of the curve (its
degree of kurtosis ) changes
with the change in the value
of the standard deviation.
❖The greater the standard
deviation, the greater the
kurtosis of the curve.
❖The smaller the standard
deviation, the steeper the
curve.
Properties of the Normal Distribution
❖The total area under the curve is equal to 1.
Properties of the Normal Distribution
❖The region between 𝜇 − 𝜎
and 𝜇 + 𝜎 represents about
68.2% of the total area
under the curve.
Properties of the Normal Distribution
❖The region between 𝜇
− 2𝜎 and 𝜇 + 2𝜎
represents about 95.4% of
the total area under the
curve.
✓95% of the area is found
between 𝜇 − 1.96 𝜎 and 𝜇
+ 1.96 𝜎.
Properties of the Normal Distribution
❖The region between 𝜇
− 3𝜎 and 𝜇 + 3𝜎
represents about 99.7 % of
the total area under the
curve.
✓99% of the area is found
between 𝜇 − 2.58 𝜎 and 𝜇
+ 2.58 𝜎.
Example
❖The length of a herring fish family follows the normal distribution, with a
mean of 54 mm and a standard deviation of 4.5 mm.
✓What is the probability that the length of the fish is exactly 60 millimeters?
✓What is the probability that the length of the fish is less than 60 millimeters?
✓What is the probability that the length of the fish is less than 51 millimeters?
✓What is the probability that the length of the fish is between 51 and 60 millimeters?
The probability that the length of the fish is exactly 60 millimeters
❖The probability value in traits that follow the normal distribution is
calculated by calculating the area under the curve.
✓Since the point area is zero.
✓The probability that the fish is exactly 60 millimeters long is zero.
The probability that the length of the fish is less than 60 mm
𝜇 = 54, 𝜎 = 4.5, 𝑃(𝑋 ≤ 60)
❖We first transform the normal
distribution into a standard
normal distribution and convert
the value of X to Z.
❖Then we search in the standard
normal distribution table for
the probability value.
𝜇 = 54, 𝜎 = 4.5, 𝑃(𝑋 ≤ 60)
❖Convert the normal
distribution to a standard
normal distribution and convert
the value of X to Z.
𝑋−𝜇
Note that a value of Z = 1.33 corresponds to
𝑍=
𝜎
a value of X = 60 mm. 60 − 54
𝑍= = 1.33
Note that the original value ( X ) had a unit 4.5
of measure (millimeter) while the standard
value ( Z ) had no unit of measure.
❖Z table for the
Areas under the standard normal distribution curve [from 0 to Z ]
value of the
area from the
mean (µ = 0) to
Z = 1.33 , we
find that it is
0.4082
We divide the value of Z = 1.33 into an integer and a tenth ( 1.3 ) and
look for it in the left column , while we take the remainder of the number
( 0.03 ) and look for it in the first row . The intersection of the two
numbers represents the value of the area under the curve (probability).
❖The value of the area under the curve from the mean to Z = 1.33 is 0.4082
❖Thus, the required probability value (for the length to be less than 1.33) is
equal to the sum of the area from the mean to 1.33 with the area from the
mean to the far left of the distribution (negative infinity), meaning that it is
0.4082 + 0.5 = 0.9082
❖Therefore, the probability
that the length is less than
1.33 (or less than 60
millimeters) is 90.82%.
The probability that the length of the fish is less than 51 millimeters
❖The white part in the adjacent
image represents the required
probability value.
𝑋−𝜇
𝑍=
𝜎
51 − 54
𝑍= = −0.67
4.5
Since the curve is symmetric about the mean, the value of Z = 0.67 Consider
corresponds to Z = -0.67 , so the value of the area under the curve that
(probability) from mean to 0.67 is the same as from mean to -0.67 Z = +0.67
Areas under the standard normal distribution curve [from 0 to Z ] ❖Z table for the
value of the
area from the
mean (µ = 0) to
Z = 0.67 , we
find that it is
0.2486
We divide the value of Z = 0.67 into an integer and a tenth ( 0.6 ) and
look for it in the left column , while we take the remainder of the number
( 0.07 ) and look for it in the first row . The intersection of the two
numbers represents the value of the area under the curve (probability).
❖The value of the area under the curve from the mean to Z = ±1.67 is 0.2486
❖Thus, the required probability value (for the length to be less than -0.67) is
equal to the product of subtracting the area from the mean to -0.67 from the
area from the mean to the far left of the distribution (negative infinity),
meaning that it is 0.5 - 0.2486 = 0.2514
❖Therefore, the probability
that the length is less than
-0.67 (or less than 51
millimeters) is 25.14%.
The fish is likely to be between 60 and 51 millimeters long
❖The shaded part in the adjacent
image represents the required
probability value.
𝑋−𝜇
𝑍=
𝜎
51 − 54
𝑍1 = = −0.67
4.5
60 − 54
𝑍2 = = 1.33
4.5
❖Z table for the value of the area from the mean (µ = 0) to Z = 0.67 , we find
that it is 0.2486
❖Z table for the value of the area from the mean (µ = 0) to Z = 1.33 , we find
that it is 0.4082
❖Therefore, the required probability is the sum of the two numbers (0.2486 +
0.4082), i.e. 0.6568 or 65.68%.
Table of areas under the standard normal
distribution curve
Areas under the standard normal distribution curve [from 0 to Z ]
1 out of 4
Areas under the standard normal distribution curve [from 0 to Z ]
2 out of 4
Areas under the standard normal distribution curve [from 0 to Z ]
3 out of 4
Areas under the standard normal distribution curve [from 0 to Z ]
4 out of 4