7-1

Chapter 7
The Normal
Distribution
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7-2 Outline
l 7-1 Introduction
l 7-2 Properties of the Normal
Distribution
l 7-3 The Standard Normal
Distribution
l 7-4 Applications of the Normal
Distribution
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7-3 Outline

l 7-5 The Central Limit Theorem

l 7-6 The Normal Approximation
to the Binomial Distribution

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7-4 Objectives

l Identify distributions as symmetric

or skewed.
l Identify the properties of the
normal distribution.
l Find the area under the standard
normal distribution given various z
values.
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7-5 Objectives

l Find probabilities for a normally

distributed variable by
transforming it into a standard
normal variable.
l Find specific data values for given
percentages using the standard
normal distribution.
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7-6 Objectives

l Use the Central Limit Theorem to

solve problems involving sample
means.
l Use the normal approximation to
compute probabilities for a
binomial variable.

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Random variables can be either discrete or continuous. Recall that a
discrete variable cannot assume all values between any two given
values of the variables. On the other hand, a continuous variable
can assume all values between any two given values of the
variables.

Examples of continuous variables are the heights of adult men,

body temperatures of rats, and cholesterol levels of adults.
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 7-2 Properties of the Normal
7-7 Distribution

l Many continuous variables have

distributions that are bell-shaped and are
called approximately normally distributed
variables.
l The theoretical curve, called the normal
distribution curve, can be used to study
many variables that are not normally
distributed but are approximately normal.
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If a researcher selects a random sample of 100 adult women, measures their heights, and
constructs a histogram, the researcher gets a graph similar to the one shown in Figure
(a). Now, if the researcher increases the sample size and decreases the width of the
classes, the histograms will look like the ones shown in Figure (b) and (c). Finally, if it
were possible to measure exactly the heights of all adult females in the United States and
plot them, the histogram would approach what is called a normal distribution, shown in
Figure (d).

bell curve or a Gaussian distribution

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named for the German mathematician Carl Friedrich Gauss (1777–1855), who derived its equation.
 7-2 Mathematical Equation for the
7-8 Normal Distribution
The mathematical equation for the normal distribution:

2
-( x-µ )2 2s
e
y=
s 2p

where
e » 2.718
p » 314
.
µ = population mean
s = population standard deviation

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 7-2 Properties of the Normal
7-9 Distribution

l The shape and position of the normal

distribution curve depend on two
parameters, the mean and the standard
deviation.
l Each normally distributed variable has
its own normal distribution curve,
which depends on the values of the
variable’s mean and standard deviation.
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 7-2 Properties of the
7-10 Theoretical Normal Distribution

l The normal distribution curve is

bell-shaped.
l The mean, median, and mode are
equal and located at the center of the
distribution.
l The normal distribution curve is
unimodal (single mode).
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 7-2 Properties of the
7-11 Theoretical Normal Distribution

l The curve is symmetrical about the

mean.
l The curve is continuous.
l The curve never touches the x-axis.
l The total area under the normal
distribution curve is equal to 1.

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 7-2 Properties of the
7-12 Theoretical Normal Distribution
l The area under the normal curve that
lies within
ü one standard deviation of the mean is
approximately 0.68 (68%).
ü two standard deviations of the mean is
approximately 0.95 (95%).
ü three standard deviations of the mean is
approximately 0.997 (99.7%).

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 7-2 Areas Under the Normal Curve
7-13

68%
95% 99.7%

µ -3s µ -2s µ -1s µ µ +1s µ +2s µ +3s

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 7-3 The Standard Normal
7-14 Distribution

l The standard normal distribution is a

normal distribution with a mean of 0
and a standard deviation of 1.
l All normally distributed variables can
be transformed into the standard
normally distributed variable by using
the formula for the standard score:
(see next slide)
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 7-3 The Standard Normal
7-15 Distribution

value - mean
z=
standard deviation

or
X -µ
z=
s
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 7-3 Area Under the Standard
7-16 Normal Curve - Example

l Find the area under the standard

normal curve between z = 0 and
z = 2.34 Þ P(0 £ z £ 2.34).
l Use your table at the end of the text
to find the area.
l The next slide shows the shaded
area.
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 7-3 Area Under the Standard
7-17 Normal Curve - Example

0.4904

0 2.34
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 7- 3 Area Under the Standard
7-18 Normal Curve - Example

l Find the area under the standard

normal curve between z = 0 and
z = –1.75 Þ P(–1.75 £ z £ 0).
l Use the symmetric property of the
normal distribution and your table at
the end of the text to find the area.
l The next slide shows the shaded area.

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 7-3 Area Under the Standard
7-19 Normal Curve - Example

0.4599 0.4599

-1.75 0 1.75
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 7-3 Area Under the Standard
7-20 Normal Curve - Example

l Find the area to the right of z = 1.11

Þ P(z > 1.11).
l Use your table at the end of the text
to find the area.
l The next slide shows the shaded
area.

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 7-3 Area Under the Standard
7-21 Normal Curve - Example

0.5000
-0.3665
0.1335

0.3665

0 1.11

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 7-3 Area Under the Standard
7-22 Normal Curve - Example

l Find the area to the left of z = –1.93

Þ P(z < –1.93).
l Use the symmetric property of the
normal distribution and your table at
the end of the text to find the area.
l The next slide shows the area.

© The McGraw-Hill Companies, Inc., 2000

 7-3 Area Under the Standard
7-23 Normal Curve - Example

0.5000
-0.4732
0.0268 0.0268

0.4732

0
-1.93 1.93
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 7-3 Area Under the Standard
7-24 Normal Curve - Example

l Find the area between z = 2 and

z = 2.47 Þ P(2 £ z £ 2.47).
l Use the symmetric property of the
normal distribution and your table at
the end of the text to find the area.
l The next slide shows the area.

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 7-3 Area Under the Standard Normal Curve -
7-25 Example

0.4932 0.4932
-0.4772
0.0160

0.4772

0 2 2.47
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 7-3 Area Under the Standard
7-26 Normal Curve - Example

l Find the area between z = 1.68 and

z = –1.37 Þ P(–1.37 £ z £ 1.68).
l Use the symmetric property of the
normal distribution and your table at
the end of the text to find the area.
l The next slide shows the area.

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 7-3 Area Under the Standard Normal Curve -
7-27 Example

0.4535
+0.4147
0.8682

0.4147
0.4535

-1.37 0 1.68

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 7-3 Area Under the Standard
7-28 Normal Curve - Example

l Find the area to the left of z = 1.99

Þ P(z < 1.99).
l Use your table at the end of the text
to find the area.
l The next slide shows the area.

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 7-3 Area Under the Standard Normal Curve -
7-29 Example

0.5000
+0.4767
0.9767

0.5000 0.4767

0 1.99
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 7-3 Area Under the Standard
7-30 Normal Curve - Example

l Find the area to the right of

z = –1.16 Þ P(z > –1.16).
l Use your table at the end of the text
to find the area.
l The next slide shows the area.

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 7-3 Area Under the Standard Normal Curve -
7-31 Example

0.5000
+ 0.3770
0.8770

0.377 0.5000

-1.16 0
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 RECALL: The Standard Normal
7-32 Distribution

value - mean
z=
standard deviation

or
X -µ
z=
s
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 7-4 Applications of the Normal
7-33 Distribution - Example
l Each month, an American household
generates an average of 28 pounds of
newspaper for garbage or recycling.
Assume the standard deviation is 2
pounds. Assume the amount
generated is normally distributed.
l If a household is selected at random,
find the probability of its generating:
More than 30.2 pounds per© The
month
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 7-4 Applications of the Normal
7-34 Distribution - Example

l More than 30.2 pounds per month.

l First find the z-value for 30.2.
z =[X –µ]/s = [30.2 – 28]/2 = 1.1.
l Thus, P(z > 1.1) = 0.5 – 0.3643 = 0.1357.
l That is, the probability that a randomly
selected household will generate more
than 30.2 lbs. of newspapers is 0.1357 or
13.57%.
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 7-4 Applications of the Normal
7-35 Distribution - Example

0.5000
-0.3643
0.1357

0
1.1
• Between 27 and 31 pounds per month.
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 7-4 Applications of the Normal
7-36 Distribution - Example

l Between 27 and 31 pounds per month.

l First find the z-value for 27 and 31.
z1 = [X –µ]/s = [27 – 28]/2 = –0.5;
z2 = [31 – 28]/2 = 1.5
l Thus, P(–0.5 £ z £ 1.5) = 0.1915 + 0.4332
= 0.6247.

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 7-4 Applications of the Normal
7-37 Distribution - Example

0.4332 0.1915
0.1915 + 0.4332
0.6247

0 1.5
-0.5
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 7-4 Applications of the Normal
7-38 Distribution - Example
l The American Automobile Association
reports that the average time it takes to
respond to an emergency call is 25
minutes. Assume the variable is
approximately normally distributed and
the standard deviation is 4.5 minutes. If
80 calls are randomly selected,
approximately how many will be
responded to in less than 15 minutes?
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 7-4 Applications of the Normal
7-39 Distribution - Example

l First find the z-value for 15 is

z = [X –µ]/s = [15 – 25]/4.5 = –2.22.
l Thus, P(z < –2.22) = 0.5000 – 0.4868
= 0.0132.
l The number of calls that will be made in
less than 15 minutes = (80)(0.0132)
= 1.056 » 1.

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 7-4 Applications of the Normal
7-40 Distribution - Example

0.5000
0.0132 - 0.4868
0.0132

-2.22 0 2.22
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 7-4 Applications of the Normal
7-41 Distribution - Example

l An exclusive college desires to accept

only the top 10% of all graduating
seniors based on the results of a
national placement test. This test has a
mean of 500 and a standard deviation
of 100. Find the cutoff score for the
exam. Assume the variable is normally
distributed.
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 7- 4 Applications of the Normal
7-42 Distribution - Example

l Work backward to solve this problem.

l Subtract 0.1 (10%) from 0.5 to get the
area under the normal curve for
accepted students.
l Find the z value that corresponds to an
area of 0.4000 by looking up 0.4000 in
the area portion of Table E. Use the
closest value, 0.3997.
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 7- 4 Applications of the Normal
7-43 Distribution - Example
X -µ
Substitute in the formula z =
s
l

and solve for X.

l The z-value for the cutoff score (X) is
z = [X –µ]/s = [X – 500]/100 = 1.28. (See
next slide).
l Thus, X = (1.28)(100) + 500 = 628.
l The score of 628 should be used as a
cutoff score.
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 7-4 Applications of the Normal
7-44 Distribution - Example

0.1

0.4

0 X = 1.28
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 7-4 Applications of the Normal
7-45 Distribution - Example

l NOTE: To solve for X, use the following

formula: X = z×s + µ.
l Example: For a medical study, a
researcher wishes to select people in
the middle 60% of the population based
on blood pressure. (Continued on the
next slide).

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 7-4 Applications of the Normal
7-46 Distribution - Example

l (Continued)-- If the mean systolic blood

pressure is 120 and the standard
deviation is 8, find the upper and lower
readings that would qualify people to
participate in the study.

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 7-4 Applications of the Normal
7-47 Distribution - Example
(continued)
l Note that two values are needed, one above the
mean and one below the mean. The closest z
values are 0.84 and – 0.84 respectively.
l X = (z)(s) + µ = (0.84)(8) + 120 = 126.72.
The other X = (–0.84)(8) + 120 = 113.28.
See next slide.
l i.e. the middle 60% of BP readings is between
113.28 and 126.72.
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 7-4 Applications of the Normal
7-48 Distribution - Example

0.3 0.3
0.2 0.2

-0.84 0.84
0

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7-49 7-5 Distribution of Sample Means

l A sampling distribution of sample

means is a distribution obtained
by using the means computed
from all possible random samples
of a specific size taken from a
population.

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7-50 7-5 Distribution of Sample Means

l Sampling error is the difference

between the sample measure and
the corresponding population
measure due to the fact that the
sample is not a perfect
representation of the population.

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 7-5 Properties of the Distribution of
7-51 Sample Means

l The mean of the sample means will be

the same as the population mean.
l The standard deviation of the sample
means will be smaller than the standard
deviation of the population, and it will
be equal to the population standard
deviation divided by the square root of
the sample size.
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 7-5 Properties of the Distribution of
7-52 Sample Means - Example

l Suppose a professor gave an 8-point quiz

to a small class of four students. The
results of the quiz were 2, 6, 4, and 8.
Assume the four students constitute the
population.
l The mean of the population is
µ = ( 2 + 6 + 4 + 8)/4 = 5.

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 7-5 Properties of the Distribution of
7-53 Sample Means - Example

l The standard deviation of the population

is
é 2 2 2 2ù
σ = { ê(2 - 5 ) + (6 - 5 ) + (4 - 5 ) + (8 - 5 ) ú /4}
ë û
=2.236.
l The graph of the distribution of the scores
is uniform and is shown on the next slide.

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 7-5 Graph of the Original
7-54 Distribution

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Next, we will consider all samples of size 2 taken with replacement.

7-5 Properties of the Distribution of

7-55 Sample Means - Example
Sample Mean Sample Mean

2, 2 2 6, 2 4
2, 4 3 6, 4 5
2, 6 4 6, 6 6
2, 8 5 6, 8 7
4, 2 3 8, 2 5
4, 4 4 8, 4 6
4, 6 5 8, 6 7
4, 8 6 8, 8 8

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 7-5 Frequency Distribution of the
7-56 Sample Means - Example

X-bar 2 3 4 5 6 7 8
(mean)
f 1 2 3 4 3 2 1

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7-57 7-5 Graph of the Sample Means
DIST RIBUT ION OF SAMPLE MEANS
(APPROXIMAT ELY NORMAL)

3
Frequency

0
2 3 4 5 6 7 8
SAMPLE MEANS

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 7-5 Mean and Standard Deviation of
7-58 the Sample Means

Mean of Sample Means

2 + 3+...+8 80
µ = = =5
X
16 16
which is the same as the
population mean. Thus µ = µ. X

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 7-5 Mean and Standard Deviation of
7-59 the Sample Means
The standard deviation of the sample
means is
(2 - 5) + (3 - 5) +...+ (8 - 5)
2 2 2

s =
X
16
= 1581
. .
s
This is the same as .
2
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 7-5 The Standard Error of the
7-60 Mean

The standard deviation of the sample

means is called the standard error of
the mean. Hence
s
s = .
X
n

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 Properties of the Distribution
of Sample Means
1. The mean of the sample means will be the same as the
population mean.
2. The standard deviation of the sample means will be
smaller than the standard deviation of the population,
and it will be equal to the population standard
deviation divided by the square root of the sample size.
3. A third property of the sampling distribution of sample
means pertains to the shape of the distribution and is
explained by the central limit theorem.

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7-61 7-5 The Central Limit Theorem
l As the sample size n increases, the shape
of the distribution of the sample means
taken from a population with mean µ and
standard deviation of s will approach a
normal distribution. As previously shown,
this distribution will have a mean µ and
standard deviation
s / Ön .

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7-62 7-5 The Central Limit Theorem

If the sample size is sufficiently large, the central limit

theorem can be used to answer questions about sample
means in the same manner that a normal distribution
can be used to answer questions about individual
values. The only difference is that a new formula must
be used for the z values. It is

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It’s important to remember two things when
you use the central limit theorem:

1. When the original variable is normally distributed,

the distribution of the sample means will be
normally distributed, for any sample size n.
2. When the distribution of the original variable might
not be normal, a sample size of 30 or more is needed
to use a normal distribution to approximate the
distribution of the sample means. The larger the
sample, the better the approximation will be.

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 7-5 The Central Limit Theorem -
7-63 Example
l A.C. Neilsen reported that children between
the ages of 2 and 5 watch an average of 25
hours of TV per week. Assume the variable is
normally distributed and the standard
deviation is 3 hours. If 20 children between
the ages of 2 and 5 are randomly selected,
find the probability that the mean of the
number of hours they watch TV is greater
than 26.3 hours.

© The McGraw-Hill Companies, Inc., 2000

 7-5 The Central Limit Theorem -
7-64 Example

l The standard deviation of the sample

means is s/ Ön = 3/ Ö20 = 0.671.
l The z-value is z = (26.3 - 25)/0.671= 1.94.
l Thus P(z > 1.94) = 0.5 – 0.4738 = 0.0262.
That is, the probability of obtaining a
sample mean greater than 26.3 is
0.0262 = 2.62%.

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 7-5 The Central Limit Theorem -
7-65 Example

0.5000
- 0.4738
0.0262

0 1.94
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 7-5 The Central Limit Theorem -
7-66 Example

l The average age of a vehicle registered

in the United States is 8 years, or 96
months. Assume the standard
deviation is 16 months. If a random
sample of 36 cars is selected, find the
probability that the mean of their age is
between 90 and 100 months.

© The McGraw-Hill Companies, Inc., 2000

 7-5 The Central Limit Theorem -
7-67 Example

l The standard deviation of the sample

means is s/ Ön = 16/ Ö36 = 2.6667.
l The two z-values are
z1 = (90 – 96)/2.6667 = –2.25 and
z2 = (100 – 96)/2.6667 = 1.50.
l Thus
P(–2.25 £ z £ 1.50) = 0.4878 + 0.4332
= 0.921 or 92.1%.
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 7-5 The Central Limit Theorem -
7-68 Example

0.4878 0.4332

-2.25 0 1.50

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 7-6 The Normal Approximation to
7-69 the Binomial Distribution

l The normal distribution is often used to

solve problems that involve the
binomial distribution since when n is
large (say, 100), the calculations are too
difficult to do by hand using the
binomial distribution.

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 7-6 The Normal Approximation to
7-70 the Binomial Distribution

l The normal approximation to the

binomial is appropriate when np ³ 5
and nq ³ 5.
l In addition, a correction for
continuity may be used in the normal
approximation.

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 7-6 The Normal Approximation to
7-71 the Binomial Distribution

l A correction for continuity is a correction

employed when a continuous distribution
is used to approximate a discrete
distribution.
l The continuity correction means that for
any specific value of X, say 8, the
boundaries of X in the binomial
distribution (in this case 7.5 and 8.5) must
be used.
© The McGraw-Hill Companies, Inc., 2000
 7-6 The Normal Approximation to
7-72 the Binomial Distribution - Example

l Prevention magazine reported that 6%

of American drivers read the newspaper
while driving. If 300 drivers are
selected at random, find the probability
that exactly 25 say they read the
newspaper while driving.

© The McGraw-Hill Companies, Inc., 2000

 7-6 The Normal Approximation to
7-73 the Binomial Distribution - Example

l Here p = 0.06, q = 0.94, and n = 300.

l Check for normal approximation:
np = (300)(0.06) = 18 and
nq = (300)(0.94) = 282. Since both
values are at least 5, the normal
approximation can be used.

© The McGraw-Hill Companies, Inc., 2000

 7-6 The Normal Approximation to
7-74 the Binomial Distribution - Example

l (continued) µ = np = (300)(0.06) = 18
and
s = Önpq = Ö (300)(0.06)(0.94) = 4.11.
l So P(X = 25) = P(24.5 £ X £ 25.5).
l z1 = [24.5 – 18]/4.11 = 1.58 and
z2= [25.5 – 18]/4.11 = 1.82.

© The McGraw-Hill Companies, Inc., 2000

 7-6 The Normal Approximation to
7-75 the Binomial Distribution - Example

l (continued) P(24.5 £ X £ 25.5)

= P(1.58 £ z £ 1.82)
= 0.4656 – 0.4429 = 0.0227.
l Hence, the probability that exactly 25
people read the newspaper while
driving is 2.27%.

© The McGraw-Hill Companies, Inc., 2000

© The McGraw-Hill Companies, Inc., 2000
© The McGraw-Hill Companies, Inc., 2000
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5.

6.

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7.

8.

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