Normal Distribution

Normal Distribution
● The normal distribution is a continuous distribution.
● The probability density function for normal distribution is given
by :
1 −1 𝑥−𝜇 2
𝑓 𝑥 = 𝑒2 𝜎
𝜎 2𝜋

● Where the variable x is called normal variate and assume all values from -∞
to ∞. μ and σ called the parameters of distribution are respectively the
mean and standard deviation and -∞≤μ≤ ∞ & σ>0
● f(x) is called the probability density function . Here
𝑖 𝑓 𝑥 ⩾0
∞
𝑖𝑖 . 𝑓 𝑥 𝑑𝑥 = 1
−∞
 Normal curve
● The graph of normal distribution is called normal curve.
f(x)
● It is bell shaped and symmetrical about
the mean μ
● 0 μ x
● The line x=μ divides the area under the normal curve into two
equal parts.
● The area under the normal curve between any two given
ordinates x= x1 and x=x2 represents the probability of values
falling into the given interval
● The total area under the normal curve above the x axis is is one
 Standard form of the normal distribution
● If X is a normal random variable with mean μ and standard deviation σ then
the random variable
𝑥−𝜇
𝑧=
● 𝜎 has the normal distribution with mean μ =0 , standard
deviation σ=1.
● The random variable Z is called standard normal
random variable.
● The probability density for the normal
distribution in standard form is given by
1 −1 𝑧 2
𝑓 𝑧 = 𝑒2
2𝜋

● It is free from any parameter .

● This helps us to compute the area under normal probability curve by making use of standard
table
 Distribution Function
● If f(z) is the probability density function of normal distribution defined
as 1 −1 𝑧 2
𝑓 𝑧 = 2 𝑒
2𝜋
● Then
𝑧2
𝑃 𝑧1 ⩽ 𝑧 ⩽ 𝑧2 = 𝑓 𝑧 𝑑𝑧 = 𝐹 𝑧2 − 𝐹 𝑧1
𝑧1

𝑧
𝐹 𝑧 = 𝑓 𝑧 𝑑𝑧 = 𝑃 𝑍 ⩽ 𝑧
● Where −∞

● The function F(z) defined above is called the distribution function for
the normal distribution
● F(-z1)= 1- F( z 1)
 Mean of Normal distribution
● We know if X is continuous random variable with probability density
function f(x) then mean of∞ x is defined as
𝑚𝑒𝑎𝑛 = 𝜇 = 𝑥 . 𝑓 𝑥 𝑑𝑥
−∞
𝑥−𝜇
𝑧=
● Here 𝜎 is a standard normal random variable with probability
−1 1 2
density function 𝑓 𝑧 = 𝑒 2 𝑧
2𝜋
● Then mean∞of normal distribution
∞ is−1 ∞
.1 2 1 −1 2
𝑚𝑒𝑎𝑛 = 𝜇 = 𝑧 . 𝑓 𝑧 𝑑𝑧 = 𝑧 𝑒 2 𝑧 𝑑𝑧 = 𝑧 . 𝑒 2 𝑧 𝑑𝑧
−∞ −∞ 2𝜋 2𝜋 −∞
∞
1 −1 2
𝑚𝑒𝑎𝑛 = 𝜇 = 𝑧 . 𝑒 2 𝑧 𝑑𝑧 𝑝𝑢𝑡𝑧 2 = 𝑡 𝑠𝑜 𝑡𝑕𝑎𝑡 2𝑧𝑑𝑧 = 𝑑𝑡 𝑤𝑒 𝑔𝑒𝑡
2𝜋 −∞

∞ ∞
1 −1 1−1 −1𝑡
𝑚𝑒𝑎𝑛 = 𝜇 = . 𝑒 2 𝑡 𝑑𝑡 = 𝑒2 =0
2 2𝜋 −∞ 2 2𝜋 2 −∞
 Area under the normal curve
● Find the area under the normal curve in each of the cases (a). z =0
and z=1.2 (b). -0.68 and z=0 (c) z= -0.46 and z=2.21 (d). z=0.81 and
z=1.94 (e) To the left of z= - 0.6 (f) Right of z= -1.28
● Solution: (a). Area between z=0 and
z=1.2 is 0.3849

● (b). Area between z=-0.68

and z=0 = 0.2517

● (c) Area between z= - 0.46 and z=2.21 = [area

between z=-0.46 & z=0]+ [area between
z=0 & z=2.21]
● = 01772 +0.4864
● = 0.6636
● (d) Area between z=0 .81 and z= 1.94
● = [Area between z=0 & z= 1.94]- [Area
between z=0 &z=0.81] = 0.4738-
0.2910 = 0.1828
● (e)To the left of z= - 0.6
● = 0.5 – area between z=0 &z=0.6 =0.5 -
0.2257= 0.2743
● (f)Right of z== -1.28
● [ area between z=0 & z=-1.28]+0.5
● 0.3997+0.5
● = 0.8997
 Ex. 2
Student of class were given an aptitude test . There marks found to be normally
distributed with mean 60 and standard deviation is 5. what percentage of
students score more than 60 marks?
● Solution: It is given that μ=60 , σ =5
● So that standard normal variate
𝑥−𝜇 𝑥 − 60
𝑧= =
𝜎 5
● We have to find percentage of students score more
than 60 marks i. e. p(x>60)
𝑥−𝜇 60 − 60
● If x= 60 then 𝑧= = =0
𝜎 5
● Therefore, P(x>60)= P(z>0)= Area of normal curve from z=0 to∞
= 0.5
● Hence percentage of students scoring more than 60 marks
= 0.5 X 100= 50 %
 Ex. 3
● The mean height of 500 students is 151 cm and standard deviation is 15 cm .
Assuming that heights are normally distributed , find how many students have
heights between 120 and 155 cm.
● Solution : given that mean μ= 151 & S. D. σ =15 so
that standard normal variate z is
𝑥−𝜇 𝑥 − 151
𝑧= =
𝜎 15 120 − 151
𝑧 = = −2.066 = −2.07
● When x=120 z1 is 1 15 when
x= 155 z2 is 155 − 151
𝑧2 = = 0.266 = 0.27
15
● Now we have to find number of students have heights between 120 & 155 i.e. p
(120<x<155) = p( -2.07 <z< 0.27)
= Area of normal curve between z1= -2.07 & z2 =0.27 = (Area between Z=0 &
z1= - 2.07) + (Area between Z=0 & z2= 0.27) = 0.4808+ 0.1064= 0.5872
● Thus number of students having height between 120 & 155
= 500X 0.5872= 293.6 = 294
 Ex. 4
● The life of army shoes is normally distributed with mean 8 months
and standard deviation is 2 months . If 5000 pairs are issued how
many pairs would be expected to need replacement after 12 months
● Solution: It is given that: mean
μ= 8, S.D. σ=2 x= Total months =12,
number of pairs of shoes = 5000
● When x= 12 , standard normal variate we
have to find p(x≥ 12)= p(z≥ 2) = Area of
normal curve between z=2 & z = ∞ = [area between
𝑥−𝜇 12 − 8
z=0 to z= ∞ ] - [area between z= 0 to z= 2]𝑧 = = = 0.5 -0.4772
= 2 = 0.0228
𝜎 2
● Number of pairs of shoes whose life is more than 12 months =
5000X0.0228 = 114 pair of shoes
needing replacement after 12 months = 5000-114= 4886
●
 Ex.5
● A sample of 100 dry battery cells tested to find the length of life
produced the following results : μ= 12 hours & σ = 3 hours .
Assuming the data to be normally distributed, what percentage of
battery cells are expected to have life (1). more than 15 hours
(2). less than 6 hours (3). between 10 and 14 hours
● Solution : let x denote the length of life of dry battery cells Also
● 1. more than𝑥 −
15𝜇 hours
𝑥− . 12
When x= 15,
𝑧= =
𝜎 3 𝑥 − 12 15 − 12
● So that p(x >15)= P(z>1) 𝑧= = =1
= P(0<z<∞)- P(0<z<1) 3 3
[area of normal
curve between z=0 &z=∞ ] -[ area of normal curve
between z=0 &z=1 ] = 0.5 – 0.3413= 0 .1587= 15.87
%
 𝑥 − 12 6 − 12
● (ii). Less than 6 hours when x=6 , 𝑧= = = −2
3 3
● So that p(x<6)= P(z<-2)
= P(z>2)= P(0 < z<∞)- P(0< z<2)

● [area of normal curve between z=0 &z=∞ ] - -[ area of

normal curve between z=0 & z=2 ] =0.5 – 0.4772 =
0.0228= 2.28%
● (iii). Between 10 and 14 hours when x=10
, z= -2/3= -0.67 x=14, z= 2/3=
0.67
● P(10 < x < 14)= P(-0.67 < z < 0.67)
= 2P( 0 < z < 0.67) = 2 [area of normal curve
between z=0 & z=0.67] = 2[0.2486]= 0.4972= 49.72 %
●
 Ex. 6
● Assuming that the diameters of 1000 brass plug taken consecutively from a
machine form a normal distribution with mean 0.7515 cm and standard
deviation 0.0020 cm , how many of the plug are likely to be rejected if approved
diameter is 0.752 ± 0.004 cm.
● Solution: The tolerance limits of diameter of non defective plugs are given by
0.752-0.004 = 0.748 & 0.752 +0.004= 0.756 if x denote
the approved diameter of plug then we have to find p(0.748<x<0.756).
𝑥 −The
𝜇 normal
𝑥 − variate
0.7515z is
given by 𝑧= =
𝑥−𝜇 0.748 − 0.7515 𝜎 0.0020
● If x= 0.748 then𝑧1 = 𝜎
=
0.0020
= −1.75

● If X= 0.756 then 𝑥−𝜇 0.756 − 0.7515

𝑧2 = = = 2.25
𝜎 0.0020

● Therefore p(0.748<x<0.756) = p (-1.75<z<2.25) = Area

of normal curve between z1 = -1.75 & z2= 2.25 = [Area between
z=0 to -1.75 ]+ [Area between z=0 to 2.25] = 0.4599+ 0.4878= 0.9477
Therefore the number of plug to be rejected = 1000x (1- 0.9477)=52.3= 52
 EX 7
● In a normal distribution 31% of the item are under 45 and 8% are over 64 . find the
mean and standard deviation of the normal distribution.
● Solution: Let μ & σ be the mean and S.D. respectively
● It is given that 31 % of items under 45 => Area
of normal curve to the left of ordinate x=45 is 0.31 when x= 45 let
z=z1
45 − 𝜇
𝑧1 =
P( z1 < z < 0) =0.5-0.31=0.19
●
𝜎
● Area between z=0 and z= z1 is 0.19
● Now from the normal table for the area 0.19
value of z= z1= 0.5
● Therefore Z1 = - 0.5 since z1<0
 ● Now
● It is given that 8 % of items over 64 => Area
of normal curve to the right of ordinate
64 x=
− 𝜇64 is 0.08 when x= 64 let
z=z2 𝑧2 =
𝜎

● P( 0 < z < z2) =0.5-0.08=0.42

● Now from the normal table value of z
corresponding to this area(0.42) is 1.41
Therefore Z2 = 1.41
𝑥−𝜇
Since 𝑧 = 𝑥2 − 𝜇
𝑥1 − 𝜇 𝜎
●
𝑧2 =
𝑧1 = 𝜎
𝜎 64 − 𝜇
45 − 𝜇 1.41 =
−0.5 = 𝜎
𝜎 64 − 𝜇 = 1.41 𝜎
45 − 𝜇 = −0.5 𝜎
1.41𝜎 + 𝜇 = 64 −−− − 2
−0.5𝜎 + 𝜇 = 45 −− − 1
● Solving eq (1) & (2) we get mean μ= 50 and s.D. σ =10
●