Civil Engineering Department: Engineering Statistics (ECIV 2005)

Chapter 5: The Normal Distribution

Section 5.1: Probability Calculations Using the Normal

Distribution
Problem (01):
Suppose that Z ∼ N(0, 1). Find:
(a) P(Z ≤ 1.34)
(b) P(Z ≥ −0.22)
(c) P(−2.19 ≤ Z ≤ 0.43)
(d) P(0.09 ≤ Z ≤ 1.76)
(e) P(|Z| ≤ 0.38)
(f) The value of x for which P(Z ≤ x) = 0.55
(g) The value of x for which P(Z ≥ x) = 0.72
(h) The value of x for which P(|Z| ≤ x) = 0.31
(Problem 5.1.1 in textbook)
Solution:
≤ Φ

≥− −P ≤− −Φ −

− ≤ ≤ Φ −Φ −

≤ ≤ Φ −Φ

≤ − ≤ ≤
Φ −Φ −

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

≤
𝑥−µ
𝑃( ) = 0.55
𝜎
𝑥 − 0.0
Φ( ) = 0.55
1.0
𝑥 − 0.0
= 0.1257
1.0

Φ ≥ −Φ ≤
𝑥 − 0.0
1.0 − 𝑃 ( ) = 0.72
1.0
𝑥 − 0.0
𝛷( ) = 1.0 − 0.72
1.0
𝑥 − 0.0
𝛷( ) = 0.28
1.0
𝑥 − 0.0
= −0.5828
1.0
−

≤ − ≤ ≤ Φ −Φ −
Φ – Φ
×Φ
×Φ
Φ
Φ

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (02):
Suppose that X ∼ N(10, 2). Find:
(a) P(X ≤ 10.34)
(b) P(X ≥ 11.98)
(c) P(7.67 ≤ X ≤ 9.90)
(d) P(10.88 ≤ X ≤ 13.22)
(e) P(|X − 10| ≤ 3)
(f) The value of x for which P(X ≤ x) = 0.81
(g) The value of x for which P(X ≥ x) = 0.04
(h) The value of x for which P(|X − 10| ≥ x) = 0.63
(Problem 5.1.3 in textbook)
Solution:
10.34−10
≤ 𝛷( ) 𝛷(0.2404)
√2

11.98−10
≥ 1.0 − 𝛷 ( )
√2

= 1.0 − Φ(1.4001)
= 1.0 − 0.9193

9.90−10 7.67−10
≤ ≤ 𝛷( )−𝛷( )
√2 √2

𝛷(−0.0707) − 𝛷( −1.6475)

13.22−10 10.88−10
≤ ≤ 𝛷( )−𝛷( )
√2 √2

𝛷(2.2769) − 𝛷(0.6223)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

– ≤ ≤ ≤
13−10 7−10
𝛷( )−𝛷( )
√2 √2

𝛷( 2.1213) − 𝛷( −2.1213)

𝑥−10
≤ 𝛷( )
√2

𝑥 − 10
= 0.8779
√2

𝑥−10
≥ 𝛷( )
√2

𝑥 − 10
= 1.7507
√2

– ≥
𝑃(𝑋 ≥ 10 + 𝑥) + 𝑃(𝑋 ≤ 10 − 𝑥) = 0.63
𝛷(𝑋 ≥ 10 + 𝑥) + 𝛷(𝑋 ≤ 10 − 𝑥) = 0.63
(10 + 𝑥) − 10 (10 − 𝑥) − 10
𝛷( )+𝛷( ) = 0.63
√2 √2
𝑥 −𝑥
𝛷 ( ) + 𝛷 ( ) = 0.63 … … … 𝑒𝑞𝑛. 1
√2 √2
Φ(x) + Φ(−x) = 1.0
𝑥 −𝑥
Φ( ) + Φ ( ) = 1.0
√2 √2
−𝑥 𝑥
Φ ( ) = 1.0 − Φ ( ) … … … 𝑒𝑞𝑛. 2
√2 √2

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

𝑥 𝑥
𝛷( ) + [1.0 − Φ ( )] = 0.63
√2 √2
𝑥
2Φ ( ) = 1.63
√2
𝑥 1.63
Φ( ) =
√2 2
𝑥
Φ( ) = 0.815
√2
𝑥
= 0.4817
√2

Problem (03):
Suppose that X ∼ N(μ, σ2) and that: P(X ≤ 5) = 0.8 and P(X ≥ 0) = 0.6
What are the values of μ and σ2?
(Problem 5.1.5 in textbook)
Solution:
5.0−𝜇
≤ Φ( )
𝜎

5−µ
= 0.845 … … … 𝑒𝑞𝑛. 1
σ
0.0−𝜇
≥ Φ( )
𝜎

0.0 − µ
= −0.255 … … … 𝑒𝑞𝑛. 2
σ

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (04):
(a) What are the upper and lower quartiles of a N(0, 1) distribution?
(b) What is the interquartile range?
(c) What is the interquartile range of a N(μ, σ2) distribution?
(Problem 5.1.8 in textbook)
Solution:

Φ
−

− −

σ
×σ

Problem (05):
The thicknesses of glass sheets produced by a certain process are normally
distributed with a mean of μ = 3.00 mm and a standard deviation of σ =
0.12 mm.
(a) What is the probability that a glass sheet is thicker than 3.2 mm?
(b) What is the probability that a glass sheet is thinner than 2.7 mm?
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Civil Engineering Department: Engineering Statistics (ECIV 2005)

(c) What is the value of c for which there is a 99% probability that a
glass sheet has a thickness within the interval [3.00 − c, 3.00 + c]?

(Problem 5.1.9 in textbook)

Solution:
≥
3.2 − 3.0
𝑃(𝑋 ≥ 3.2) = 1.0 − 𝛷 ( )
0.12
= 1.0 − 𝛷(1.6667)
= 1.0 − 0.9522
= 0.0478

≤
2.7 − 3.0
𝑃(𝑋 ≥ 2.7) = 1.0 − 𝛷 ( )
0.12
= 1.0 − 𝛷(−2.5000)
= 1.0 − 0.9938
= 0.0062

− ≤ ≤
σ× ×

Problem (06):
The amount of sugar contained in 1 kg packets is actually normally
distributed with a mean of μ = 1.03 kg and a standard deviation of σ = 0.014
kg.
(a) What proportion of sugar packets are underweight?
(b) If an alternative package-filling machine is used for which the
weights of the packets are normally distributed with a mean of μ =
1.05 kg and a standard deviation of σ = 0.016 kg, does this result in
an increase or a decrease in the proportion of underweight packets?

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

(c) In each case, what is the expected value of the excess package
weight above the advertised level of 1 kg?

(Problem 5.1.10 in textbook)

Solution:

1.0−1.03
≤ 𝛷( ) 𝛷(−2.1429)
0.014

1.0−1.05
≤ 𝛷( ) 𝛷(−3.125)
0.016

µ−

Problem (07):
The thicknesses of metal plates made by a particular machine are normally
distributed with a mean of 4.3 mm and a standard deviation of 0.12 mm.
(a) What is the interquartile range of the metal plate thicknesses?
(b) What is the value of c for which there is 80%probability that a metal
plate has a thickness within the interval [4.3 – c , 4.3 + c]?
(Problem 5.1.11 in textbook)
Solution:

≤
x − 4.3
P (Z ≤ ) = 0.75
0.12
x − 4.3
Φ( ) = 0.75
0.12
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Civil Engineering Department: Engineering Statistics (ECIV 2005)

x − 4.3
= 0.675
0.12

≤
x − 4.3
P (Z ≤ ) = 0.25
0.12
x − 4.3
Φ( ) = 0.25
0.12
x − 4.3
= −0.675
0.12

≤ ≤
(4.3 − c) − 4.3 (4.3 + c) − 4.3
𝑃( ≤Z≤ ) = 0.8
0.12 0.12
P(−8.33c ≤ Z ≤ 8.33c) = 0.8
Φ(8.33c) − Φ(−8.33c) = 0.8 … … … 𝑒𝑞𝑛. 1

Φ(x) + Φ(−x) = 1.0

Φ(8.33c) + Φ(−8.33c) = 1.0
Φ(−8.33c) = 1.0 − Φ(8.33c) … … … 𝑒𝑞𝑛. 2

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Φ(8.33c) − [1.0 − Φ(8.33c)] = 0.8

2Φ(8.33c) = 1.8
1.8
Φ(8.33c) =
2
Φ(8.33c) = 0.9
8.33c = 1.285
c = 0.1538

≤ ≤
σ α ≤ ≤ σ α

σ α

Problem (08):
The resistance in milliohms of 1 meter of copper cable at a certain
temperature is normally distributed with a mean of μ = 23.8 and a variance
of σ2 = 1.28.
(a) What is the probability that a 1 meter segment of copper cable has a
resistance less than 23.0?
(b) What is the probability that a 1 meter segment of copper cable has a
resistance greater than 24.0?
(c) What is the probability that a 1 meter segment of copper cable has a
resistance between 24.2 and 24.5?
(d) What is the upper quartile of the resistance level?
(e) What is the 95th percentile of the resistance level?

(Problem 5.1.13 in textbook)

Solution:
23.0−23.8
≤ = P (𝑍 ≤ )
1.28

= Φ(−0.625)
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Civil Engineering Department: Engineering Statistics (ECIV 2005)

= 0.2398

≥ = 1.0 − P(𝑋 ≤ 24.0)

24.0 − 23.8
= 1.0 − P (𝑍 ≤ )
1.28
= Φ(0.15625)
= 0.4298

24.5−23.8 24.5−23.8
≤ ≤ = P( ≤𝑋≤ )
1.28 1.28

24.5 − 23.8 24.2 − 23.8

= P (𝑍 ≤ ) − P (𝑍 ≤ )
1.28 1.28
= Φ(0.5469) − Φ(0.3125)
= 0.0937

≤
x − 23.8
P (Z ≤ ) = 0.75
1.28
x − 23.8
Φ( ) = 0.75
1.28
x − 23.8
= 0.675
1.28

≤
x − 23.8
P (Z ≤ ) = 0.95
1.28
x − 23.8
Φ( ) = 0.95
1.28
x − 23.8
= 1.64
1.28
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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Problem (09):
The weights of bags filled by a machine are normally distributed with a
standard deviation of 0.05 kg and a mean that can be set by the operator.
At what level should the mean be set if it is required that only 1% of the
bags weigh less than 10 kg?
(Problem 5.1.14 in textbook)
Solution:
μ
≤
10 − 𝜇
𝑃 (𝑍 ≤ ) = 0.01
0.05
10 − 𝜇
= 2.3263
0.05

x σ× ×

Problem (10):
Suppose a certain mechanical component produced by a company has a
width that is normally distributed with a mean of μ = 2600 and a standard
deviation of σ = 0.6.
(a) What proportion of the components have a width outside the range
2599 to 2601?
(b) If the company needs to be able to guarantee to its purchaser that no
more than 1 in 1000 of the components have a width outside the
range 2599 to2601, by how much does the value of σ need to be
reduced?

(Problem 5.1.15 in textbook)

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Solution:

2599 − 2600 2601 − 2600

P(2599 ≤ X ≤ 2601) = P ( ≤Z≤ )
0.6 0.6
= P(−1.67 ≤ Z ≤ 1.67)
= Φ(1.67) − Φ(−1.67)
= 0.9525 − 0.0475
= 0.905

P(2599 ≤ X ≤ 2601) = 0.999

2599 − 2600 2601 − 2600
P( ≤Z≤ ) = 0.999
σ σ
1 1
P (− ≤ Z ≤ ) = 0.999
σ σ
1 1
Φ ( ) − Φ (− ) = 0.999 … … … 𝑒𝑞𝑛. 1
σ σ
1 1
Φ ( ) + Φ (− ) = 1.0
σ σ
1 1
Φ (− ) = 1.0 − Φ ( ) … … … 𝑒𝑞𝑛. 2
σ σ

1 1
Φ ( ) − [1.0 − Φ ( )] = 0.999
σ σ
1 1
Φ ( ) − 1.0 + Φ ( ) = 0.999
σ σ

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

1
2Φ ( ) = 1.999
σ
1
Φ ( ) = 0.9995
σ
1
= 3.29
σ
σ = 0.303

Problem (11):
Manufactured items have a strength that has a normal distribution with a
standard deviation of 4.2. The mean strength can be altered by the operator.
At what value should the mean strength be set so that exactly 95% of the
items have a strength less than 100?
(Problem 5.1.17 in textbook)
Solution:
μ
≤
100 − 𝜇
𝑃 (𝑍 ≤ ) = 0.95
4.2
100 − 𝜇
= 𝑍0.05
4.2
100 − 𝜇
= 1.645
4.2

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Section 5.2: Linear Combinations of Normal Random

Variables
Problem (01):
Suppose that X ∼ N(3.2, 6.5), Y ∼ N(−2.1, 3.5), and Z ∼ N(12.0, 7.5) are
independent random variables. Find the probability that:
(a) X + Y ≥ 0
(b) X + Y − 2Z ≤ −20
(c) 3X + 5Y ≥ 1
(d) 4X − 4Y + 2Z ≤ 25
(e) |X + 6Y + Z| ≥ 2
(f) |2X − Y − 6| ≤ 1
(Problem 5.2.1 in textbook)
Solution:
≥
−
σ
0.0 − 1.1
P(N(1.1 , 10) ≥ 0.0) = P (Z ≥ )
√10
0.0 − 1.1
= 1 − P (Z ≤ )
√10
= 1 − Φ(−0.3162)
= 0.6360

− ≤−
− − ×
σ ×
−20 − (−22.9)
P(N(−22.9 , 40) ≥ −20) = P (Z ≥ )
√40
= Φ(0.4585)
= 0.6767

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

≥
× × −
σ × ×
1 − (−0.9)
P(N(−0.9 , 146) ≥ 1) = P (Z ≥ )
√146
1 − (−0.9)
= 1 − P (Z ≤ )
√146
= 1 − Φ(0.1211)
= 0.4375

− ≤
× − × − ×
σ × × ×
25 − 45.2
P(N(45.2 , 190) ≥ 25) = P (Z ≤ )
√190
= Φ(0.1211)
= 0.0714

× −
σ ×
2 − 2.6
P(N(2.6 , 140) ≥ 2) = P (Z ≥ )
√140
2 − 2.6
= 1 − P (Z ≤ )
√140
= 1 − Φ(0.1211)
= 0.8689

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

− – ≤
× − − −
σ ×
2 − 2.5
P(N(2.5 , 29.5) ≤ 2) = P (Z ≤ )
√29.5
= 1 − Φ(0.1211)
= 0.8689

Problem (02):
Consider a sequence of independent random variables Xi, each with a
standard normal distribution.
(a) What is P(|Xi| ≤ 0.5)?
(b) If 𝑋̅ is the average of eight of these random variables, what is P(|𝑋̅|
≤ 0.5)?
(c) In general, if 𝑋̅ is the average of n of these random variables, what
is the smallest value of n for which P(|𝑋̅| ≤ 0.5) ≥ 0.99?

(Problem 5.2.3 in textbook)

Solution:
≤ ≤ ≤
= Φ(0.5) − Φ(−0.5)
= Φ(0.5) − Φ(−0.5)
= 0.6915 − 0.3085
= 0.3830

Problem (03):
A machine part is assembled by fastening two components of type A and
three components of type B, end to end. The lengths of components of type
A in mm are independent N(37.0, 0.49) random variables, and the lengths
of components of type B in mm are independent N(24.0, 0.09) random

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

variables. What is the probability that a machine part has a length between
144 and 147 mm?
(Problem 5.2.5 in textbook)
Solution:

σ σ σ σ σ σ

144 − 146 147 − 146

P(144 ≤ Y ≤ 147) = P ( ≤Z≤ )
√1.25 √1.25
= P(−1.78 ≤ Z ≤ 0.89)
= Φ(0.89) − Φ(−1.78)
= 0.8133 − 0.0375
= 0.7758

Problem (04):
The thicknesses of glass sheets produced by a certain process are normally
distributed with a mean of μ = 3.00 mm and a standard deviation of σ =
0.12 mm.
(a) What is the probability that three glass sheets placed one on top of
another have a total thickness greater than 9.50 mm?
(b) What is the probability that seven glass sheets have an average
thickness less than 3.10 mm?

(Problem 5.2.8 in textbook)

Solution:

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

× × ×
σ σ σ σ

P(Y ≥ 9.5) = 1 − P(Y ≤ 9.5)

9.5 − 9
= 1 − P (𝑍 ≤ )
√0.0432
= 1 − P(Z ≤ 2.4)
= 1 − Φ(2.4)
= 1 − 0.9918
= 0.0082

µ = 3.0
2
0.122
σ = = 0.00205
7
3.1 − 3
P(X ≤ 3.1) = P (Z ≤ )
√0.00205
= Φ(2.2)
= 0.9861

Problem (05):
Sugar packets have weights with N(1.03, 0.0142) distributions. A box
contains 22 sugar packets.
(a) What is the distribution of the total weight of sugar in a box?
(b) What are the upper and lower quartiles of the total weight of sugar
in a box?

(Problem 5.2.9 in textbook)

Solution:

×
σ σ σ σ × × −

× −

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

Φ
x − 22.66
P (Z ≤ ) = 0.75
√4.312 × 10−3

Φ
x − 22.66
P (Z ≤ ) = 0.25
√4.312 × 10−3

Problem (06):
The amount of timber available from a certain type of fully grown tree has
a mean of 63400 with a standard deviation of 2500.
(a) What are the mean and the standard deviation of the total amount of
timber available from 20 trees?
(b) What are the mean and the standard deviation of the average amount
of timber available from 30 trees?

(Problem 5.2.17 in textbook)

Solution:

×
𝜎 2 = 20 × 𝜎 2 = 20 × (2500)2 = 125000000

𝜎 = √𝜎 2 = √125000000 = 11180.3399

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Civil Engineering Department: Engineering Statistics (ECIV 2005)

2
𝜎 2 (2500)2
𝜎 = = = 208333.3333
𝑛 30
𝜎 = √𝜎 2 = √208333.3333 = 456.4351

Problem (07):
A chemist can set the target value for the elasticity of a polymer compound.
The resulting elasticity is normally distributed with a mean equal to the
target value and a standard deviation of 47.
(a) What target value should be set if it is required that there is only a
10% probability that the elasticity is less than 800?
(b) Suppose that a target value of 850 is used. What is the probability
that the average elasticity of ten samples is smaller than 875?

(Problem 5.2.18 in textbook)

Solution:
<
800 − µ
𝑃(𝑋 < 800) = Φ ( ) = 0.10
47
800 − µ
= −𝑍0.10
47
800 − µ
= −1.282
47
µ = 860.3

2
𝜎 2 (47)2
𝜎 = = = 220.9
𝑛 10
𝜎 = √𝜎 2 = √220.9 = 14.8324
875 − 850
𝑃(𝑌 < 875) = Φ ( ) = Φ(1.6855) = 0.954
14.8324
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