NORMAL DISTRIBUTION

BANGALORE INSTITUTE OF TECHNOLOGY

Department of Mathematics
Engineering Mathematics – IV (18MAT41)
Module 3: Probability distributions

Normal distribution:
Normal distribution which is also called as Gaussian distribution is one of the most
important cases of continuous probability distribution and is widely used in
application of statistical methods.

Examples
1. Errors in measurements.
2. Weight of apples grown in an orchid.

Definition
The continuous probability distribution having the density function
 x   
2

1
P  X   N   , , x   2 2
e
 2
where   x   is known as the normal distribution.

For specified values of  and  the graph of the function N   , , x  is bell shaped
curve called as Normal curve which is symmetrical about the line x  

Standard Normal Distribution

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The normal distribution for which the mean   0 and S.D.   1 is called
Standard normal distribution. The P.D.F. of Standard normal distribution is

1 2z
2

N  0,1, z   e   z
2

The Standard normal curve is a bell shaped curve which is symmetrical about the
line x  0 or y  axis .

Evaluation of P  a  X  b 
b
W.K.T P  a  X  b    P  x  dx
a

 x   
2 2
b b 1 x   
1 1 
 
 e 2 2
dx   e2 dx 1
a  2 a  2

Consider
 x     z  x     z  dx   dz

when , x  a  z 
a     z
 1

x b z 
b     z
 2

 1  P  a  x  b   P  z1  z  z2 

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1 2z
z2 2

 e dz
z1 2
z2

    z  dz where   z  is P.D.F. of standard probability

z1

Distribution
 The area below the standard normal curve bounded by

z  z1 and z  z2

 A  z1 , z2 
z

In particular , for z  0 , the integral    z  dz  A  0, z   A  z  represent the area

0
under the standard normal curve from z  0 to z  z .

The table which gives the values of A  0, z  for different positive values of ‘ z ’ is
called Normal distribution table.

NOTE

i) P    z      P  z  dz  1  P  z  is a P.D.F 


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ii)
0 
P    z  0    P  z  dz  A   ,0   1  A  0,     P  z  dz  P  0  z   
2
 0

 curveis symetrical about theline z  0

z1

P  0  z  z1    P  z  dz  A  0, z1 
0

iii) iv)

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0
P   z1  z  0    P  z  dz
 z1

 A   z1 ,0   A  0, z1 
 curveis symetrical about theline z  0

z2

P   z1  z  z2    P  z  dz
 z1

v)  A   z1 , z2  vi)
 A   z1 ,0   A  0, z2 
 A  0, z1   A  0, z2 

z2

P  z1  z  z2    P  z  dz
z1

 A  z1 , z2 
 A  0, z2   A  0, z1 

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PROBLEMS

1) Evaluate the following probabilities with the help of normal probability

table.

P  0  z  1.44   A  0,1.44  P  1.44  z  0   A  1.44,0 

a)  0.4251 b)  A  0,1.44 
 0.4251

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P  z  1.44   P    z  1.44  P  z  1.44   P  1.44  z   

 A  ,1.44   A  1.44,  
c) d)
 A  ,0   A  0,1.44   A  1.44,0   A  0,  
 0.5  0.4251  0.9251  0.4251  0.5  0.9251

P  z  1.44   P 1.44  z    P  z  1.44   P    z  1.44 

 A 1.44,    A  , 1.44 
e)  A  0,    A  0,1.44  f)  A  ,0   A  1.44,0 
 0.5  0.4251  0.5  A  0,1.44 
 0.0749  0.5  0.4251  0.0749

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P 1.44  z  2.86   A 1.44,2.86  P  2.86  z  1.44   A  2.86, 1.44 

 A  0,2.86   A  0,1.44   A  2.86,0   A  1.44,0 
g) h)
 0.4979  0.4251  A  0,2.86   A  0,1.44 
 0.0728  0.4979  0.4251  0.0728

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P  1.44  z  2.86   A  1.44,2.86   A  1.44,0   A  0,2.86 

i)
 A  0,1.44   A  0,2.86   0.4251  0.4979  0.923

2) For a normal variate ‘ x ’ with mean 1and standard deviation 3 find the
probability that a) 3.43  x  6.19 b) 1.43  x  6.19 .
Solution. Given   1 &   3

x x 1
From a normal variate ‘ x ’ to standard normal variate is z  =
 3

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3.43  1
When x  3.43  z   0.81
3
6.19  1
x  6.19  z   1.73
3
1.43  1
x  1.43  z   0.81
3

P  3.43  x  6.19   P  0.81  z  1.73

 A  0.81, 1.73
a)  A 1.73  A  0.81
 0.4582  0.2910
 01672

P  1.43  x  6.19   P  0.81  z  1.73

 A  0.81,1.73
 A  0.81,0   A  0,1.73
b)
 A  0,0.81  A  0,1.73
 0.2910  0.4582
 0.7492

3) The temperature in a certain month is normally distributed with mean 20c

and S.D 3.33c. Find the probability that the temperature is between 21.11c
and 26.66c.

Solution. x = temperature in a certain month.

  20

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  3.33
x x  20
From a normal variate x to standard normal variate is z  =
 3.33
21.11  20
When x  21.11  z   0.333
3.33
26.66  20
x  26.66  z  2
3.33

P  21.11  x  26.66   P  0.333  z  2 

 A  0.333,2 
 A  0,2   A  0,0.333
 0.4772  0.0120
 0.4652

4) If the IQ of the students in a particular university is assumed to be

approximately normally distributed with mean value 100 and variance 25.
What is the probability that if 2 students are selected at random both will
have IQ’s between 102 and 110?

Solution. x = The IQ of a student.

  100
 2  25    5
x x  100
From a normal variate x to standard normal variate is z  =
 5
102  100 2
When x  102  z    0.4
5 5
110  100 10
x  110  z   2
5 5
P 102  x  110  = P  0.4  z  2 

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= A  0.4,2 

= A  2  - A  0.4 

= 0.4772-0.1554
P 102  x  110  = 0.3218

 the probability of 2 students having an IQ’s between 102 and 104 is

(0.3218)(0.3218)=0.1035

5) The mean mark of 1000 students in a certain test is normally distributed

with mean 34.4 and S.D16.5. Find the number of students obtaining marks
between 30 and 60.

Solution. x = Marks of a student.

  34.4
  16.5
x
From a normal variate x to standard normal variate is z  =

x  34.4
16.5
30  34.4 60  34.4
When x  30  z   0.267 & at x  60  z   1.552
16.5 16.5

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P  30  x  60   P  0.267  z  1.552 
 A  0.267,1.552 
 A  0.267,0   A  0,1.552 
 A  0,0.267   A  0,1.552 
 0.1064  0.4394
 0.5458

 Out of 1000 students the number of students obtaining marks between

30 and 60 is (1000)(0.5458)=545.8 students

6) The life of a certain type of electrical lamps is normally distributed with

mean of 2040 hrs and standard deviation 60 hrs. In a consignment of 2000
lamps, find how many would be expected to burn for i) more than 2150hrs
ii)less than 1950 hrs iii)between 1920 hours and 2160 hrs given that
A 1.5   0.4332; A 1.83  0.4664 & A  2   0.4772 .

Solution. x = life time of electrical lamps

  2040
  60
x
From a normal variate x to standard normal variate is z  =

x  2040
60
2150  2040
i) When x  2150  z   1.83
60
P  x  2150  = P  z  1.83

= P 1.83  z   

= A 1.83,  

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= A  0,   - A  0,1.83

= 0.5 - A 1.83

= 0.5 - 0.4664
= 0.0336
 Out of 2000 lamps the number of lamps expected to burn for more
than 2150 hrs is (2000)(0.0336)=67 lamps.
1950  2040
ii) When x  1950  z   1.5
60
P  x  1950  = P  z  1.5 

= P    z  1.5

= A   ,  1.5 

= A   ,0  - A  1.5,0 

= A  0,   - A  0, 1.5 

= 0.5 - A 1.5 

= 0.5 - 0.4332
= 0.0668
 Out of 2000 lamps the number of lamps expected to burn for less than
1950 hrs is (2000)(0.0668)=134 lamps.
1920  2040
iii) When x  1920  z   2
60
2160  2040
x  2160  z  2
60
P 1920  x  2160  = P  2  z  2 

= A  2, 2 

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= A  2,0  + A  0, 2 

= A  0, 2  + A  0, 2 

= 2 A  0, 2 

= 2(0.4772)
= 0.9544
 Out of 2000 lamps the number of lamps expected to burn between 1920
hours and 2160 hrs is (2000)(0.9544)=1909 lamps.

NOTE
P  z   z1   P    z   z1 
P  z  z1   P    z  z1 
 A  ,  z1 
 A  , z1 
i)  A  ,0   A   z1 ,0 
 A  ,0   A  0, z1 
 0.5  A  0, z1 
 0.5  A  z1   0.5
 0.5  A  z1   0.5

 0.5 z1 is  ve
P    z  z1   
 0.5 z1 is  ve

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P  z  z1   P  z1  z    P  z   z1   P   z1  z   
 A  z1 ,    A   z1 ,  
ii)
 A  0,    A  0, z1   A   z1 ,0   A  0,  
 0.5  A  z1   0.5  A  0, z1   0.5  0.5

 0.5 z1 is  ve
P  z1  z     
 0.5 z1 is  ve

7) In a certain examination the percentage of passes and distribution were 46

and 9 respectively. Estimate the average marks and SD obtained by the
candidates. The minimum pass and distinction marks being 40 and 75
respectively. Assume that the marks scored are normally distributed.

Solution. X = marks scored by students

Given P  x  40   46%  0.46 1

P  x  75   9%  0.09 2
x
From a normal variate x to standard normal variate is z 

40  
When x  40  z   z1 i 

9
x  75  z   z2  ii 


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Consider (1) P  x  40   0.46

P  z  z1   0.46

 P  z1  z     0.46 ( 0.46  0.5, from note ii) it is must that

z1 is  ve )

 0.5  A  z1   0.46

 0.5  0.46  A  z1 

 0.1  z1  3
Consider (2) P  x  75  0.09

P  z  z2   0.09

 P  z2  z     0.09 ( 0.09  0.5, from note ii) it is must that

z2 is  ve )

 0.5  A  z2   0.09

 1.34  z2 4
Substituting (3) and (4) in (i) and (ii) respectively
40  
 0.1  0.1   40    iii 

75  
 1.34  1.34   75    iv 

Solving (iii) & (iv)   36.89 &   28.8

8) In a normal distribution 31% of the items are under 45 and 8% are over
64. Find the mean and SD.

Solution. x = normal variate

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Given P  x  45   31%  0.31 1

P  x  64   8%  0.08 2
x
From a normal variate ‘ x ’ to standard normal variate is z 

45  
When x  45  z   z1 i 

8
x  64  z   z2  ii 

Consider (1) P  x  45   0.31

P  z  z1   0.31

 P    z  z1   0.31 ( 0.31  0.5, from note i) it is must that

z1 is  ve )

 0.5  A  z1   0.31
 0.5  0.31 A  z1 
 0.19  A  z1 

  0.5  z1  3
Consider (2) P  x  64   0.08

P  z  z2   0.08

 P  z2  z     0.08 ( 0.08  0.5, from note ii) it is must that

z2 is  ve )

 0.5  A  z2   0.08

 0.5  0.08  A  z2 

 0.42  A  z2 

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 0.5  0.08  A  z2 

 1.41  z2 4
Substituting (3) and (4) in (i) and (ii) respectively
45  
 0.5  0.5   45    iii 

64  
 1.41  1.41  64    iv 

Solving (iii) & (iv)   50 &   10

9) Fit a Normal distribution for the following data and calculate the
theoretical frequencies.

X 1 3 5 7 9

f(X) 1 2 3 2 1

Solution.  f  9 ;  xf  45 ;  x 2
f  273

Mean of frequency distribution is given by  =

x f 
45
5
f 9

Variance of frequency distribution is given by  = 2 x f 2

  2  5.33
f
Standard deviation of frequency distribution is given by  = 2.3
Probability distribution of normal distribution is given by
 x   
2

1
P X  x e 2 2

 2

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Theoretical frequency F  X  x     f   P  X  x  

 1  x    
2

F  X  x   9  e 2 2

  2 
 

  x 5  
2
1
F  X  x   9  e 2(5.33)

 2.3 2 
 

 15  
2
1
F  X  1   9   e 2 (5.33)
  0.348
 2.3 2 
 

  35  
2
1
F  X  3   9   e 2 (5.33)
  1.072
 2.3 2 
 

  5 5  
2
1
F  X  5   9   e 2 (5.33)
  1.56
 2.3 2 
 

  7 5  
2
1
F  X  7   9  e 2 (5.33)
  1.072
 2.3 2 
 

  9 5  
2
1
F  X  9  9  e 2 (5.33)
  0.348
 2.3 2 
 

QUESTION BANK
1 Obtain the mean and standard deviation of normal distribution.

DEPARTMENT OF MATHEMATICS, B.I.T 22

 NORMAL DISTRIBUTION

2 If X is a normal variate with mean 30 and standard deviation 5, find the probabilities that

a) 26  X  40 b) X  45 c) X  30  5

3 The temperature in a certain month is normally distributed with mean 20c and S.D 3.33c.
Find the probability that the temperature is between 21.11c and 26.66c.

4 An indicator moves from a particular point on either side. If deviation from this point to
either side is approximately normally distributed with mean equal to zero and SD 0.2. What
is the probability that getting deviation a) Between -0.1and +0.1 b) more than 0.3

5 The daily wages of 1000 workmen are normally distributed around a mean of Rs.70 and
with a SD of RS.5. Estimate the lowest daily wages of the 100 highest paid workers and
also the number of workers whose daily wages will be a) Between Rs.70 and 72 b) More
than Rs.80 c) Between Rs.69 and 72 d) Less than Rs.63 e) more than Rs.75

6 The marks of 100 students in an examination follow a normal distribution with mean 70
and standard deviation 5. Find the number of students whose marks will be a) Less than 65
b) more than 75

c) between 65 and 75.

7 If the IQ of the students in a particular university is assumed to be approximately normally

distributed with mean value 100 and variance 25. What is the probability that if 2 students
are selected at random both will have IQ’s between 102 and 110?

8 The mean mark of 1000 students in a certain test is normally distributed with mean 34.4
and S.D16.5. Find the number of students obtaining marks between 30 and 60.

9 The life of a certain type of electrical lamps is normally distributed with mean of 2040 hrs
and standard deviation 60 hrs. In a consignment of 2000 lamps, find how many would be
expected to burn for i) more than 2150hrs ii) less than 1950 hrs iii)between 1920 hours and
2160 hrs given that A1.5  0.4332; A1.83  0.4664 & A2  0.4772.

10 In an examination taken by 500 candidates the average and SD of marks obtained are 40%
and 10% respectively. Assuming normal distribution, find

a) How many have scored above 60%

b) How many will pass if 50% is fixed as the minimum for passing
c) What should be the minimum for 350 candidates to pass

DEPARTMENT OF MATHEMATICS, B.I.T 23

 NORMAL DISTRIBUTION

11 In a certain examination the percentage of passes and distribution were 46 and 9

respectively. Estimate the average marks and SD obtained by the candidates. The minimum
pass and distinction marks being 40 and 75 respectively. Assume that the marks scored are
normally distributed.

12 In a normal distribution 31% of the items are under 45 and 8% are over 64. Find the mean
and SD.

13 Find the mean and SD of a normal distribution of marks in an examination where 44% of
the candidates obtained marks below 55 and 6% got above 80.

14 In an examination 7% of the students score less than 35% marks and 89% of students score
less than 60% marks. Find the mean and standard deviation if the marks are normally
distributed. It is given that P(0<Z<1.2263)=0.39 and P(0<Z<1.4757)=0.43

15 Fit a normal distribution for the following data:

x 1 3 5 7 9

y 2 2 3 2 1

16 Fit a normal distribution for the following data: also calculate the theoretical frequencies.

x 2 4 6 8 10

f x  1 4 6 4 1

DEPARTMENT OF MATHEMATICS, B.I.T 24