MODULE NO.
10
NORMAL DISTRIBUTION
NORMAL DISTRIBUTION
The normal distribution is defined by the density function
of the normal random variable 𝑋, with mean 𝜇 and variance 𝜎 2
is defined by
1 1 𝑥−𝜇 2
−
𝑛 𝑥; 𝜇, 𝜎 = 𝑒 2 𝜎 ; −∞ < 𝑥 < ∞
𝜎 2𝜋
i. The normal curve which represents the normal random
variable 𝑋 and having the bell-shaped distribution is shown in
the figure.
ii. The total area under the curve and above the horizontal axis
is equal to one.
iii. The curve is symmetric about a vertical axis through the
mean 𝜇.
AREA UNDER THE NORMAL CURVE
The area under the curve bounded by the two ordinates
𝑥 = 𝑥1 and 𝑥 = 𝑥2 equals the probability that the random
variable 𝑋 assumes a value between 𝑥1 and 𝑥2 as shown in the
figure.
𝑥1 𝜇 𝑥2 𝑥
𝑥2 𝑥2 1 𝑥−𝜇 2
1 −
𝑃 𝑥1 < 𝑋 < 𝑥2 = න 𝑛 𝑥; 𝜇, 𝜎 𝑑𝑥 = න 𝑒 2 𝜎 𝑑𝑥
𝑥1 𝜎 2𝜋 𝑥1
Whenever 𝑋 assumes a value 𝑥, the corresponding value
of 𝑍 is given by; 𝑍=
𝑋− 𝜇
𝜎
Hence,
𝑧2 𝑧2 𝑧2
1
𝑃 𝑥1 < 𝑋 < 𝑥2 = න 𝑒− 2 𝑑𝑧 = න 𝑛 𝑧; 0, 1 𝑑𝑧 = 𝑃 𝑧1 < 𝑍 < 𝑧2
2𝜋 𝑧1 𝑧1
Similarly,
𝑥−𝜇
𝑃 𝑋≤𝑥 =𝑃 𝑍≤
𝜎
where 𝑍 is a normal random variable with mean zero and
variance one.
The distribution of a normal random variable with mean zero and
variance one is called a standard normal distribution.
EXAMPLES
1. Suppose 𝑋 has a normal distribution with 𝜇 = 20 and 𝜎 = 4. Find the
following probabilities: (a) 𝑃 𝑋 ≤ 26 , (b) 𝑃 𝑋 ≥ 18 , and (c) 𝑃ሺ15 ≤ 𝑋 ≤
=
20 26 𝑥 0 1.5 𝑧
Using the Table
𝑃 𝑋 ≤ 26 = 0.9332 ← 𝐴𝑛𝑠𝑤𝑒𝑟
b. Determine 𝑃 𝑋 ≥ 18
18 − 20
𝑃 𝑋 ≥ 18 = 𝑃 𝑍 ≥ = 𝑃ሺ𝑍 ≥ − 0.50)
4
=
18 20 𝑥 −0.50 0 𝑧
Using the Table
𝑃 𝑋 ≥ 18 = 0.6915 ← 𝐴𝑛𝑠𝑤𝑒𝑟
c. Determine P(15 ≤ X ≤ 21)
15 − 20 21 − 20
𝑃 15 ≤ 𝑋 ≤ 21 = 𝑃 ≤𝑍≤ = 𝑃ሺ−1.25 ≤ 𝑍 ≤ 0.25)
4 4
=
15 ↑ 21 𝑥 −1.25 ↑ 0.25 𝑧
20 0
Using the Table
𝑃 15 ≤ 𝑋 ≤ 21 = 0.5987 − 0.1056 = 0.4931 ← 𝐴𝑛𝑠𝑤𝑒𝑟
2. The number of loaves of bread can be sold during a day by
a certain supermarket is normally distributed with 𝜇 = 1,000
and 𝜎 = 100 loaves. If the market stocks 1,200 loaves on a
given day, what is the probability that the loaves will be sold
out before the day is over?
Solution
Determine 𝑃 𝑋 ≥ 1,200
1,200 − 1,000
𝑃 𝑋 ≥ 1,200 = 𝑃 𝑍 ≥ = 𝑃ሺ𝑍 ≥ 2)
100
=
1,000 1,200 𝑥 0 2 𝑧
Using the Table
𝑃 𝑋 ≥ 1,200 = 0.0228 ← 𝐴𝑛𝑠𝑤𝑒𝑟
3. The lengths of trout in a certain lake are normally distributed with a
mean of 7 inches and a standard deviation of 2 inches. If the fish and
game department would like fishermen to keep only the largest 20%
of the trout, what should the minimum size for keeper’s be?
Solution
Determine 𝑐; the minimum size for a keeper
𝑐−7
𝑃 𝑋≥𝑐 =𝑃 𝑍≥ = 0.2
2
or
𝑐−7
𝑃 𝑍≤ = 0.8
2
Using the Table
𝑃 𝑍 ≤ 0.84 = 0.8
Hence
𝑐−7
= 0.84
2
𝑐 = 2 0.84 + 7
𝑐 = 8.68 in ← 𝐴𝑛𝑠𝑤𝑒𝑟
EXERCISE NO. 7
1. Suppose that the random variable 𝑍 has the standard normal
distribution, find the following probabilities: (a) 𝑃 𝑍 ≤ 1.75 , (b)
𝑃 𝑍 ≥ 0.03 , (c) 𝑃 𝑍 ≤ −1.87 , (d) 𝑃 −1.58 ≤ 𝑍 ≤ 1.24 , (e) 𝑃 𝑍 ≤ 2.84 .
2. Find the value of 𝑧 so that (a) 𝑃 𝑍 ≤ 𝑧 = 0.90, (b) 𝑃 𝑍 ≥ 𝑧 = 0.01,
(c) 𝑃 𝑍 ≤ 𝑧 = 0.10. (d) Find the positive number 𝑧 so that 𝑃ሺ−𝑧 ≤ 𝑍 ≤
5. The incomes of industrial workers in a certain region are
normally distributed with a mean of $12,500 and a standard
deviation of $1,000. Find the probability that a randomly selected
worker has an income between $11,000 and $14,000.
6. Suppose all fourth graders in a certain school are taught to read
by the same teaching method and that at the end of the year they
are tested for reading speed. If the average reading speed is 150
words per minute with standard deviation of 25 words per minute,
find the percentage of students who read more than180 words per
minute, assuming that reading speeds are normally distributed.
7. A meat company produces hot dogs having lengths that are
normally distributed with a mean of 4 inches and standard
deviation of 1.20 inches. Find the fraction of hot dogs that are less
than 3.5 inches.
8. A certain type of rope has an average breaking strength of
1,200 pounds. If the standard deviation is 100 pounds, find the
probability that a randomly selected piece of rope will break
under a strain of less than 1,000 pounds.
9. A carrot farm is famous for growing carrots of almost
identical length. If the mean length is 5 inches, what must the
standard deviation be if 99% of the carrots are between 4. and
5.1 inches.
10. The scores on an EDA exam are normally distributed with a
mean of 75 and a standard deviation of 10. (a) If a score of at
least 60 is needed to pass, find the fraction of students who
pass the exam. (b) If the instructor wishes to pass 70% of
those taking the test, what should lowest passing score be? (c)
How high must to be in the top 10%?