0% found this document useful (0 votes)
9 views29 pages

Understanding Normal Distribution Basics

The document provides an overview of the normal distribution, emphasizing its significance in various fields and the properties of its curve, including symmetry and total area. It explains the process of converting values to a standard normal variable (Z) to calculate probabilities using standard normal tables. Additionally, it includes examples and calculations related to the probabilities of completing exams within certain time frames, demonstrating practical applications of the normal distribution.

Uploaded by

mohamed
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
9 views29 pages

Understanding Normal Distribution Basics

The document provides an overview of the normal distribution, emphasizing its significance in various fields and the properties of its curve, including symmetry and total area. It explains the process of converting values to a standard normal variable (Z) to calculate probabilities using standard normal tables. Additionally, it includes examples and calculations related to the probabilities of completing exams within certain time frames, demonstrating practical applications of the normal distribution.

Uploaded by

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

The Normal Distribution

1
Normal Distribution

The normal distribution is one of the most important distributions because of its characteristics that apply to
natural, social and economic. If we choose a hundred or thousand people and measure their lengths, we will find a
large percentage of them close to the average, and the percentage of lengths will decrease as we move away from
the average value.

2
Normal Distribution

3
Normal Distribution

Assuming that ,This possibility is determined by the following area:

This area (probability) is calculated by finding the following integral:

 x  
x2 x2 2
1
 
1   

p ( x1  x  x2 )  f ( x)dx   e 2 dx
x1 x1  2

4
Normal Distribution

This integration is difficult to calculate, a Transform has been made, and its probability distribution can
be used to calculate these probabilities.
𝒙−𝝁
𝒁=
𝝈

The new variable is known as Z and is the standard normal variable, its mean = 0 and a standard
deviation = 1. Z ~ N (0,1)
Properties for normal distribution curve

1. The total area under the curve is equal to one.

2. Symmetric around the mean


so the average divides the standard normal curve into
two equal parts in shape and area.
The Standard Normal Distribution

Use standard Normal tables for


[also called ]

𝑋 −𝜇
𝑍= ∼ 𝑁 (0 , 1)
𝜎

𝑸= 𝑷 ( 𝒁 <𝒂)

𝑎 6
The Standard Normal Distribution
To find the probabilities (areas) in the normal
distribution problems

we first convert the values of X to the corresponding Z


𝑋 −𝜇
values. 𝑍 =
𝜎
this gives the value of area (probability) less than the
value of Z under the curve.

For example, at Z = 1.96

the area (probability) under the standard normal curve and less
than Z = 1.96 .

We start with the value 1.9 in the Z column

we move in the corresponding row until we reach the column


heading 0.06

the value The probability is 0.9750.


The Standard Normal Distribution

Example :

(a)

888
The Standard Normal Distribution
Probability Rules of Normal Distributions:

1) ¿ 𝜱 ( 𝒂) 3) ¿ 𝜱 ( 𝒂)

¿
2) ¿ 𝟏 − 𝜱 ( 𝒂) 4) ¿𝟏− 𝜱 ( 𝒂 )

¿
The Standard Normal Distribution
Probability Rules of Normal Distributions:

5) ¿ 𝜱 (𝒃 )− 𝜱 (𝒂)
6)

¿
7) ¿ 𝜱 ( 𝒃 ) − [ 𝟏− 𝜱 ( 𝒂 ) ]
The Standard Normal Distribution

Example : (

¿ 𝑃 ( 𝑍 ≤ 0 . 5)
¿ Q(0 . 5)
= 0.6915.

¿
The Standard Normal Distribution

Example :
𝑃 (𝑍 ≥ 1 . 0)
¿ 1 − 𝑃 ( 𝑍 <1 . 0)
¿ 1 −Q ( 1 . 0¿) 1 −0 . 8413
¿ 0 . 1587
The Standard Normal Distribution

Example : 𝑃 ( 𝑍 ≤ −1 .0 )
¿ 𝑃 ( 𝑍 ≥1 . 0)

¿ 1 −Q ( 1 . 0¿) 1 −0 . 8413
¿ 0 . 1587

=
The Standard Normal Distribution

Example : 𝑃 ( 0 . 5< 𝑍 < 1. 5 )

¿ 𝑃 ( 𝑍 <1 . 5 ) − 𝑃 (𝑍 <0 . 5)
¿ Q ( 1 .5 ) − Q(0 . 5)
¿ 0 .9332− 0 .6915
= 0.2417

= −
The Standard Normal Distribution

Example :

𝑃 ( 𝑍 <1 . 356 )
Between
and

0 . 9115+ 0 . 9131
Q ( 1 .356 )=
2
¿ 0 .9123
The Standard Normal Distribution

Example :

𝑷 ( − 𝟎 .𝟓 ≤ 𝒛 ≤ 𝟎 .𝟗 )

¿ 𝜱 ( 𝟎 . 𝟗−) [ 𝟏 − 𝜱 ( 𝟎 . 𝟓 ) ]

¿ 𝟎 . 𝟖𝟏𝟓𝟗− ( 𝟏− 𝟎 .𝟔𝟗𝟏𝟓 )

¿𝟎.𝟓𝟎𝟕𝟒
The Standard Normal Distribution

Example :

𝑷 ( 𝒁 < 𝟏. 𝟒𝟖)¿ 𝑄 (1 . 48)¿ 0 .9306

¿ P ( Z< 0 . 25¿)𝑄 (0 . 25)¿ 0 .5987


𝑷 ( 𝒁 > −𝟎 . 𝟐𝟓)
The Standard Normal Distribution

Example :

𝐏 ( 𝐙 >𝟏 . 𝟔𝟎)
¿ 1 − P ( Z ≤ 1 .60 )
¿ 1 −𝑄 (1. 60)
¿ 1 −0 . 9452¿ 0 .0548

𝑷 ( 𝒁 <−𝟏 . 𝟎𝟐¿) 𝑃 ( 𝑍 ≥ 1. 02¿)1 −𝑄 ( 1 . 02¿)1 −0 . 8461¿ 0 .1539


The Standard Normal Distribution

Example :

𝑷 (𝟎 . 𝟓< 𝒁 < 𝟏. 𝟓𝟕)¿ 𝑄 (1 .57)−𝑄 (0 . 5)

¿ 0 .9418− 0 .6915¿ 0 .2503


The Standard Normal Distribution

Example :

The professor of Statistics found that the average time required for students to complete
the final exam = 150 minutes with a standard deviation of 30 minutes.
Find the following:
1. What is the probability that students complete an exam between 125 and 150 minutes?
2. What is the probability that students complete an exam in 185 minutes or less?
3. What is the probability that students complete an exam in more than 195 minutes?
4. If the number of students is 1000 students. Find the number of students who completed
an exam in more than 185 minutes.
𝑋 −𝜇
𝜇=150 , 𝜎 =30 𝑍=
𝜎
The Standard Normal Distribution

1. What is the probability that students complete an


exam between 125 and 150 minutes?
P(125 X 150 )
 125  150 x  μ 150  150 
P   
 30 σ 30 
P 0.83 Z 0 
¿ 𝑃 ( 0 ) −[ 1− 𝑃 ( 0 . 83 ) ]

¿ 0 .5 −[ 1− 0 . 7967]

¿ 0 .5 −[ 02033]
 0.2967
The Standard Normal Distribution

2. What is the probability that students complete an


exam in 185 minutes or less?

P(X 185 )

 x  μ 185  150 
P  
 σ 30 

PZ 1.17 

 0.8790
The Standard Normal Distribution

What is the probability that students complete an


exam in more than 195 minutes?

𝑃 ( 𝑋 ≥195)

 x  μ 195  150 
P  
 σ 30 
PZ 1.5

 1 - P(Z 1.5)

1 - 0.9332

¿ 0 .0668
The Standard Normal Distribution

4. If the number of students is 1000 students. Find the number of students who
completed an exam in more than 185 minutes.

1000 P ( X 185)

1000 ∗ { 1− 0 . 8790 }

1000*0.121=121
The Standard Normal Distribution

Example :

𝑃 ( 𝑍 ≤ 𝑐 ) =0 . 8
Use table in reverse:
Q ( 𝑐 )=0 .8
between 0.7995 and 0.8023

between 0.84 and 0.85

0 . 84+ 0 . 85
⇒ 𝑐=
2
≈ 0 . 845

25
The Standard Normal Distribution

Example :

The outside diameter, X mm, of a copper pipe is N(15.00, 0.022)

((ii) Within what range will X lie with probability 0.95?

Solution :

𝜇=15 , 𝜎 = 0 . 02

𝑋 −𝜇
𝑍=
𝜎
The Standard Normal Distribution

Example : (ii) Within what range will X lie with probability 0.95?
we want an interval such that Z lies in this interval with probability 0.95.
suppose we want an interval which is symmetric about zero i.e. between
and .
0.95

So is where

0.025+0.95

−𝑑 𝑑
0.975

0.025 0.05/2=0.025
𝑑
27
The Standard Normal Distribution

Example :

Use table in reverse:

Q ( 𝑑 )=0 . 975
⇒ 𝑍=1 . 96

95% of the probability is in the range


[-1.96,1.96]

lies in with probability 0.95


Reminder:
⇒ 𝑋 =15 ± 1. 96 × 0 . 02
⇒14 . 96 mm< 𝑋<15 .04 mm
Good luck
Dr. Mahmoud Abd
El-Raouf

Common questions

Powered by AI

Transforming normal variables into standard normal variables, or Z-scores, standardizes data, allowing for comparison across different datasets. It simplifies the calculation of probabilities using standardized Z-tables. This transformation normalizes the mean to 0 and the standard deviation to 1, making probabilities directly accessible through standard normal distribution tables .

For determining the probability of exam completion times, convert the completion times to Z-scores. For example, with an average time of 150 minutes and a standard deviation of 30 minutes, to find the probability of completion between 125 and 150 minutes, calculate: Z(125) = (125-150)/30 = -0.833 and Z(150) = 0. Use the standard normal table for Z-scores to find the probability range .

Determining the 95% confidence interval helps identify the range within which the majority of the data lies, assuming normality. It aids in making predictions and decisions based on typical behavior while acknowledging extreme values. This range helps in benchmarking and trend analysis, offering a basis for probabilistic forecasting .

Given the normal distribution of copper pipe diameters with μ=15mm and σ=0.02mm, to find the range within which the diameter lies with 0.95 probability, calculate: X = 15 ± 1.96 × 0.02. Thus, the diameter ranges between 14.96mm and 15.04mm with a 95% probability .

To determine the probability of a range of values in a standard normal distribution, values of X are converted to Z-scores using the formula Z = (X - μ) / σ. Probabilities are then found using standard normal tables. For example, for P(0.5<Z<1.5), you find Q(1.5) and subtract Q(0.5), resulting in the probability 0.2417 .

The standard normal distribution table provides the probabilities that a standard normal variable Z is less than a given value. By looking up Z-scores, it can determine probabilities for normal variables that have been transformed using Z = (X - μ) / σ. This table facilitates finding areas under the curve for various Z-values .

Deviations from the mean in a normal distribution quantify variability and are significant indicators of data spread. Larger standard deviations imply greater variance, suggesting wider distributions. Understanding these deviations is crucial for accurate statistical modeling, risk assessment, and decision-making processes where predictions hinge on expected variability .

The normal distribution is symmetric around the mean, with the mean dividing the curve into two equal parts, and the total area under the curve equals one. It's significant in statistical analysis because it applies to many real-world phenomena in natural, social, and economic contexts. Most data points cluster around the mean, with fewer occurrences as you move away from it .

In reverse probability lookup, thresholds or critical values are found by matching probability values in the standard normal distribution table. For example, to find the value c such that P(Z≤c)=0.8, locate where the cumulative probability in the table is approximately 0.8, leading to c ≈ 0.84 .

Statistical findings on test completion times can guide adjustments in test duration to better match average completion times, enhancing fairness and stress reduction for students. Decisions on test time allocations can be aligned with empirical data, leading to informed adjustments benefiting student performance and satisfaction .

You might also like