Continuous Probability
Distribution
1
Normal Probability
Distribution
2
Definition
The normal distribution refers to a family
of continuous probability distribution described by
the normal equation. The normal distribution is the
most important and most widely used distribution in
statistics. It is sometimes called the "bell curve,"
although the tonal qualities of such a bell would be
less than pleasing. It is also called the "Gaussian
curve" after the mathematician Karl Friedrich Gauss.
3
Probability Function
4
Standard Normal Variate
5
The Normal Curve
Many things closely follow a Normal Distribution:
• Heights of people
• Size of things produced by machines
• Errors in measurements
• Blood pressure
• Marks on a test
6
Properties of the Normal Curve
1. The normal curve is bell shaped.
2. The normal curve is symmetric around their mean.
3. The mean, median, and mode of a normal
distribution are equal.
4. The area under the normal curve is equal to 1.0.
5. Normal distributions are defined by two
parameters, the mean (μ) and the standard
deviation (σ). 7
The Empirical Rule
In all normal distributions, the Empirical Rule tells us that:
1. About 68% of all data values will fall within +/- 1 standard deviation of the mean.
2. About 95% of all data values will fall within +/- 2 standard deviations of the mean.
3. About 99.7% of all data values will fall within +/- 3 standard deviations of the mean.
8
Solved Problems on Normal Distribution
P(Z < -1.28)
See the attached table:
P(Z < -1.28) = 0.1003
9
Solved Problems on Normal Distribution
P(-1.28 < Z < 0)
See the attached table:
P(Z < 0) = 0.5
P(Z < -1.28) = 0.1003
P(0 < Z < 1.28) = 0.5 – 0.1003 = 0.3997
10
Solved Problems on Normal Distribution
P(Z > -1.28)
See the attached table:
P(Z < -1.28) = 0.1003
P(Z > -1.28) = 1- P(Z < -1.28) = 1- 0.1003 = 0.8997
11
Solved Problems on Normal Distribution
1. X is a normally distributed variable with mean μ =
30 and standard deviation σ = 4. Find
a) P(x < 40)
b) P(x > 21)
c) P(30 < x < 35)
12
Solution
13
Solution
Hence P(X < 40) = P(Z < 2.5) = [area to the left of 2.5] = 0.9938
14
Solution
15
Solution
Hence P(x > 21) = P(z > -2.25) = [total area] - [area to the left of -2.25]
= 1 - 0.0122 = 0.9878
16
Solution
17
Solution
Hence, P(30 < x < 35) = P(0 < z < 1.25)
= [area to the left of z = 1.25] - [area to the left of z =0]
= 0.8944 - 0.5 = 0.3944 18
Solved Problem
19
Solved Problem
20
Solved Problem
21