Normal Probability Dist 1
Normal Probability Dist 1
Normal Probability
Distributions
Larson/Farber 4th ed 1
Chapter Outline
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Section 5.1
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Section 5.1 Objectives
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Properties of a Normal Distribution
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Properties of Normal Distributions
Normal distribution
• A continuous probability distribution for a random
variable, x.
• The most important continuous probability
distribution in statistics.
• The graph of a normal distribution is called the
normal curve.
Larson/Farber 4th ed 6
Properties of Normal Distributions
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric
about the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the
x-axis as it extends farther and farther away from the
mean.
Total area = 1
x
μ
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Properties of Normal Distributions
5. Between μ – σ and μ + σ (in the center of the curve),
the graph curves downward. The graph curves
upward to the left of μ – σ and to the right of μ + σ.
The points at which the curve changes from curving
upward to curving downward are called the
inflection points.
Inflection points
x
μ − 3σ μ − 2σ μ−σ μ μ+σ μ + 2σ μ + 3σ
Larson/Farber 4th ed 8
Means and Standard Deviations
• A normal distribution can have any mean and any
positive standard deviation.
• The mean gives the location of the line of symmetry.
• The standard deviation describes the spread of the
data.
Solution:
Curve A has the greater mean (The line of symmetry
of curve A occurs at x = 15. The line of symmetry of
curve B occurs at x = 12.)
Larson/Farber 4th ed 10
Example: Understanding Mean and
Standard Deviation
2. Which curve has the greater standard deviation?
Solution:
Curve B has the greater standard deviation (Curve
B is more spread out than curve A.)
Larson/Farber 4th ed 11
Example: Interpreting Graphs
The heights of fully grown white oak trees are normally
distributed. The curve represents the distribution. What
is the mean height of a fully grown white oak tree?
Estimate the standard deviation.
Solution:
σ = 3.5 (The inflection
μ = 90 (A normal points are one standard
curve is symmetric deviation away from
about the mean) the mean)
Larson/Farber 4th ed 12
The Standard Normal Distribution
Standard normal distribution
• A normal distribution with a mean of 0 and a standard
deviation of 1.
Area = 1
z
−3 −2 −1 0 1 2 3
x = z
Area is
close to 0 z
−3 −2 −1 0 1 2 3
z = −3.49
Larson/Farber 4th ed 15
Properties of the Standard Normal
Distribution
Area
z
is close to 1
−3 −2 −1 0 1 2 3
z=0 z = 3.49
Area is 0.5000
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Example: Using The Standard Normal Table
Find the cumulative area that corresponds to a z-score of
1.15.
Solution:
Find 1.1 in the left hand column.
Move across the row to the column under 0.05
The area to the left of z = 1.15 is 0.8749.
Larson/Farber 4th ed 17
Example: Using The Standard Normal Table
Find the cumulative area that corresponds to a z-score of
-0.24.
Solution:
Find -0.2 in the left hand column.
Move across the row to the column under 0.04
The area to the left of z = -0.24 is 0.4052.
Larson/Farber 4th ed 18
Finding Areas Under the Standard
Normal Curve
1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each
case shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.
2. The area to the left
of z = 1.23 is 0.8907
0.1611
z
−0.99 0
z
0 1.06
0.8944
0.0668
z
−1.50 0 1.25
Larson/Farber 4th ed 25
Section 5.2
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Section 5.2 Objectives
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Probability and Normal Distributions
x
μ =500 600
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Probability and Normal Distributions
x z
μ =500 600 μ=0 1
Same Area
P(x < 500) = P(z < 1)
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Example: Finding Probabilities for
Normal Distributions
A survey indicates that people use their computers an
average of 2.4 years before upgrading to a new
machine. The standard deviation is 0.5 year. A computer
owner is selected at random. Find the probability that he
or she will use it for fewer than 2 years before
upgrading. Assume that the variable x is normally
distributed.
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Solution: Finding Probabilities for
Normal Distributions
0.2119
x z
2 2.4 -0.80 0
Larson/Farber 4th ed 31
Example: Finding Probabilities for
Normal Distributions
A survey indicates that for each trip to the supermarket,
a shopper spends an average of 45 minutes with a
standard deviation of 12 minutes in the store. The length
of time spent in the store is normally distributed and is
represented by the variable x. A shopper enters the store.
Find the probability that the shopper will be in the store
for between 24 and 54 minutes.
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Solution: Finding Probabilities for
Normal Distributions
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Solution: Finding Probabilities for
Normal Distributions
0.3085
x z
39 45 -0.50 0
Solution:
Recall P(x > 39) = 0.6915
Larson/Farber 4th ed 36
Example: Using Technology to find
Normal Probabilities
Assume that cholesterol levels of men in the United
States are normally distributed, with a mean of 215
milligrams per deciliter and a standard deviation of 25
milligrams per deciliter. You randomly select a man
from the United States. What is the probability that his
cholesterol level is less than 175? Use a technology tool
to find the probability.
Larson/Farber 4th ed 37
Solution: Using Technology to find
Normal Probabilities
Must specify the mean, standard deviation, and the x-
value(s) that determine the interval.
Larson/Farber 4th ed 38
Section 5.2 Summary
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Section 5.3
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Section 5.3 Objectives
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Finding values Given a Probability
• In section 5.2 we were given a normally distributed
random variable x and we were asked to find a
probability.
• In this section, we will be given a probability and we
will be asked to find the value of the random variable
x. 5.2
x z probability
5.3
Larson/Farber 4th ed 42
Example: Finding a z-Score Given an
Area
Find the z-score that corresponds to a cumulative area of
0.3632.
Solution:
0.3632
z
z 0
Larson/Farber 4th ed 43
Solution: Finding a z-Score Given an
Area
• Locate 0.3632 in the body of the Standard Normal
Table.
The z-score
is -0.35.
Solution:
1 – 0.1075 0.1075
= 0.8925
z
0 z
Because the area to the right is 0.1075, the
cumulative area is 0.8925.
Larson/Farber 4th ed 45
Solution: Finding a z-Score Given an
Area
• Locate 0.8925 in the body of the Standard Normal
Table.
The z-score
is 1.24.
Larson/Farber 4th ed 48
Example: Finding an x-Value
The speeds of vehicles along a stretch of highway are
normally distributed, with a mean of 67 miles per hour
and a standard deviation of 4 miles per hour. Find the
speeds x corresponding to z-sores of 1.96, -2.33, and 0.
Solution: Use the formula x = μ + zσ
• z = 1.96: x = 67 + 1.96(4) = 74.84 miles per hour
• z = -2.33: x = 67 + (-2.33)(4) = 57.68 miles per hour
• z = 0: x = 67 + 0(4) = 67 miles per hour
Notice 74.84 mph is above the mean, 57.68 mph is
below the mean, and 67 mph is equal to the mean.
Larson/Farber 4th ed 49
Example: Finding a Specific Data Value
Scores for a civil service exam are normally distributed,
with a mean of 75 and a standard deviation of 6.5. To be
eligible for civil service employment, you must score in
the top 5%. What is the lowest score you can earn and
still be eligible for employment?
Solution:
An exam score in the top 5%
1 – 0.05 5% is any score above the 95th
= 0.95 percentile. Find the z-score
z that corresponds to a
0 ?
x cumulative area of 0.95.
75 ?
Larson/Farber 4th ed 50
Solution: Finding a Specific Data Value
From the Standard Normal Table, the areas closest to
0.95 are 0.9495 (z = 1.64) and 0.9505 (z = 1.65).
Because 0.95 is halfway between the two areas in the
table, use the z-score that is halfway between 1.64 and
1.65. That is, z = 1.645.
5%
z
0 1.645
x
75 ?
Larson/Farber 4th ed 51
Solution: Finding a Specific Data Value
Using the equation x = μ + zσ
x = 75 + 1.645(6.5) ≈ 85.69
5%
z
0 1.645
x
75 85.69
The lowest score you can earn and still be eligible
for employment is 86.
Larson/Farber 4th ed 52
Section 5.3 Summary
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Section 5.4
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Section 5.4 Objectives
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Sampling Distributions
Sampling distribution
• The probability distribution of a sample statistic.
• Formed when samples of size n are repeatedly taken
from a population.
• e.g. Sampling distribution of sample means
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Sampling Distribution of Sample Means
Population with μ, σ
Sample 3 Sample 5
x3 x5
Sample 1 Sample 4
x1 Sample 2 x4
x2
Larson/Farber 4th ed 57
Properties of Sampling Distributions of
Sample Means
1. The mean of the sample means, x , is equal to the
population mean μ.
x =
2. The standard deviation of the sample means, x , is
equal to the population standard deviation, σ
divided by the square root of the sample size, n.
x =
n
• Called the standard error of the mean.
Larson/Farber 4th ed 58
Example: Sampling Distribution of
Sample Means
The population values {1, 3, 5, 7} are written on slips of
paper and put in a box. Two slips of paper are randomly
selected, with replacement.
a. Find the mean, variance, and standard deviation of
the population.
x
Solution: Mean: = =4
N
( x − ) 2
Variance: 2 = =5
N
Standard Deviation: = 5 2.236
Larson/Farber 4th ed 59
Example: Sampling Distribution of
Sample Means
b. Graph the probability histogram for the population
values.
Solution:
P(x) Probability Histogram of
Population of x
0.25
All values have the
same probability of
Probability
Larson/Farber 4th ed 60
Example: Sampling Distribution of
Sample Means
c. List all the possible samples of size n = 2 and
calculate the mean of each sample.
Solution:
Sample x Sample x
1, 1 1 5, 1 3
1, 3 2 5, 3 4 These means
1, 5 3 5, 5 5 form the
1, 7 4 5, 7 6 sampling
3, 1 2 7, 1 4 distribution of
3, 3 3 7, 3 5
sample means.
3, 5 4 7, 5 6
3, 7 5 7, 7 7
Larson/Farber 4th ed 61
Example: Sampling Distribution of
Sample Means
d. Construct the probability distribution of the sample
means.
Solution: f
x x f Probability Probability
1 1 0.0625
2 2 0.1250
3 3 0.1875
4 4 0.2500
5 3 0.1875
6 2 0.1250
7 1 0.0625
Larson/Farber 4th ed 62
Example: Sampling Distribution of
Sample Means
e. Find the mean, variance, and standard deviation of
the sampling distribution of the sample means.
Solution:
The mean, variance, and standard deviation of the
16 sample means are:
5
x = 4 = = 2.5
2
x
x = 2.5 1.581
2
These results satisfy the properties of sampling
distributions of sample means.
5 2.236
x = = 4 x = = 1.581
n 2 2
Larson/Farber 4th ed 63
Example: Sampling Distribution of
Sample Means
f. Graph the probability histogram for the sampling
distribution of the sample means.
Solution:
P(x) Probability Histogram of
Sampling Distribution of x
0.25
The shape of the
Probability
0.20
0.15
graph is symmetric
0.10
and bell shaped. It
0.05 approximates a
x normal distribution.
2 3 4 5 6 7
Sample mean
Larson/Farber 4th ed 64
The Central Limit Theorem
1. If samples of size n 30, are drawn from any
population with mean = and standard deviation = ,
x
then the sampling distribution of the sample means
approximates a normal distribution. The greater the
sample size, the better the approximation.
xx
x x
x x x
x x x x x x
Larson/Farber 4th ed 65
The Central Limit Theorem
2. If the population itself is normally distributed,
x
the sampling distribution of the sample means is
normally distribution for any sample size n.
xx
x x
x x x
x x x x x x
Larson/Farber 4th ed 66
The Central Limit Theorem
• In either case, the sampling distribution of sample
means has a mean equal to the population mean.
x =
• The sampling distribution of sample means has a
variance equal to 1/n times the variance of the
population and a standard deviation equal to the
population standard deviation divided by the square
root of n. 2
x2 = Variance
n
x = Standard deviation (standard
n error of the mean)
Larson/Farber 4th ed 67
The Central Limit Theorem
1. Any Population Distribution 2. Normal Population Distribution
Larson/Farber 4th ed 68
Example: Interpreting the Central Limit
Theorem
Phone bills for residents of a city have a mean of $64
and a standard deviation of $9. Random samples of 36
phone bills are drawn from this population and the mean
of each sample is determined. Find the mean and
standard error of the mean of the sampling distribution.
Then sketch a graph of the sampling distribution of
sample means.
Larson/Farber 4th ed 69
Solution: Interpreting the Central Limit
Theorem
• The mean of the sampling distribution is equal to the
population mean
x = = 64
• The standard error of the mean is equal to the
population standard deviation divided by the square
root of n.
9
x = = = 1.5
n 36
Larson/Farber 4th ed 70
Solution: Interpreting the Central Limit
Theorem
• Since the sample size is greater than 30, the sampling
distribution can be approximated by a normal
distribution with
x = 64 x = 1.5
Larson/Farber 4th ed 71
Example: Interpreting the Central Limit
Theorem
The heights of fully grown white oak trees are normally
distributed, with a mean of 90 feet and standard
deviation of 3.5 feet. Random samples of size 4 are
drawn from this population, and the mean of each
sample is determined. Find the mean and standard error
of the mean of the sampling distribution. Then sketch a
graph of the sampling distribution of sample means.
Larson/Farber 4th ed 72
Solution: Interpreting the Central Limit
Theorem
• The mean of the sampling distribution is equal to the
population mean
x = = 90
• The standard error of the mean is equal to the
population standard deviation divided by the square
root of n.
3.5
x = = = 1.75
n 4
Larson/Farber 4th ed 73
Solution: Interpreting the Central Limit
Theorem
• Since the population is normally distributed, the
sampling distribution of the sample means is also
normally distributed.
x = 90 x = 1.75
Larson/Farber 4th ed 74
Probability and the Central Limit
Theorem
• To transform x to a z-score
Value-Mean x − x x −
z= = =
Standard Error x
n
Larson/Farber 4th ed 75
Example: Probabilities for Sampling
Distributions
The graph shows the length of
time people spend driving each
day. You randomly select 50
drivers age 15 to 19. What is the
probability that the mean time
they spend driving each day is
between 24.7 and 25.5 minutes?
Assume that σ = 1.5 minutes.
Larson/Farber 4th ed 76
Solution: Probabilities for Sampling
Distributions
From the Central Limit Theorem (sample size is greater
than 30), the sampling distribution of sample means is
approximately normal with
1.5
x = = 25 x = = 0.21213
n 50
Larson/Farber 4th ed 77
Solution: Probabilities for Sampling
Distributions
Normal Distribution Standard Normal Distribution
μ = 25 σ = 0.21213 x - 24.7 - 25 μ=0 σ=1
z1 = = = -1.41
1.5
P(24.7 < x < 25.5) n 50 P(-1.41 < z < 2.36)
x- 25.5 - 25
z2 = = = 2.36
1.5
n 50
0.9909
0.0793
x z
24.7 25 25.5 -1.41 0 2.36
Larson/Farber 4th ed 79
Solution: Probabilities for x and x
0.3409
x z
2500 2870 -0.41 0
Solution:
You are asked to find the probability associated with
a sample mean x.
900
x = = 2870 x = = = 180
n 25
Larson/Farber 4th ed 81
Solution: Probabilities for x and x
0.0197
x z
2500 2870 -2.06 0
Larson/Farber 4th ed 83
Section 5.4 Summary
Larson/Farber 4th ed 84
Section 5.5
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Section 5.5 Objectives
Larson/Farber 4th ed 86
Normal Approximation to a Binomial
• The normal distribution is used to approximate the
binomial distribution when it would be impractical to
use the binomial distribution to find a probability.
Larson/Farber 4th ed 87
Normal Approximation to a Binomial
Larson/Farber 4th ed 89
Solution: Approximating the Binomial
• Mean: μ = np = 33.15
• Standard Deviation: σ = npq = 65 0.51 0.49 4.03
Larson/Farber 4th ed 90
Example: Approximating the Binomial
Larson/Farber 4th ed 91
Solution: Approximating the Binomial
Larson/Farber 4th ed 92
Correction for Continuity
Larson/Farber 4th ed 93
Correction for Continuity
• When you use a continuous normal distribution to
approximate a binomial probability, you need to
move 0.5 unit to the left and right of the midpoint to
include all possible x-values in the interval
(correction for continuity).
c c– 0.5 c c+ 0.5
Larson/Farber 4th ed 94
Example: Using a Correction for
Continuity
Use a correction for continuity to convert the binomial
intervals to a normal distribution interval.
1. The probability of getting between 270 and 310
successes, inclusive.
Solution:
• The discrete midpoint values are 270, 271, …, 310.
• The corresponding interval for the continuous normal
distribution is
269.5 < x < 310.5
Larson/Farber 4th ed 95
Example: Using a Correction for
Continuity
Use a correction for continuity to convert the binomial
intervals to a normal distribution interval.
2. The probability of getting at least 158 successes.
Solution:
• The discrete midpoint values are 158, 159, 160, ….
• The corresponding interval for the continuous normal
distribution is
x > 157.5
Larson/Farber 4th ed 96
Example: Using a Correction for
Continuity
Use a correction for continuity to convert the binomial
intervals to a normal distribution interval.
3. The probability of getting less than 63 successes.
Solution:
• The discrete midpoint values are …,60, 61, 62.
• The corresponding interval for the continuous normal
distribution is
x < 62.5
Larson/Farber 4th ed 97
Using the Normal Distribution to
Approximate Binomial Probabilities
In Words In Symbols
1. Verify that the binomial Specify n, p, and q.
distribution applies.
2. Determine if you can use Is np 5?
the normal distribution to Is nq 5?
approximate x, the binomial
variable.
3. Find the mean and = np
standard deviation for the = npq
distribution.
Larson/Farber 4th ed 98
Using the Normal Distribution to
Approximate Binomial Probabilities
In Words In Symbols
4. Apply the appropriate Add or subtract 0.5
continuity correction. from endpoints.
Shade the corresponding
area under the normal
curve.
5. Find the corresponding z- x-
z=
score(s).
6. Find the probability. Use the Standard
Normal Table.
Larson/Farber 4th ed 99
Example: Approximating a Binomial
Probability
Fifty-one percent of adults in the U. S. whose New
Year’s resolution was to exercise more achieved their
resolution. You randomly select 65 adults in the U. S.
whose resolution was to exercise more and ask each if
he or she achieved that resolution. What is the
probability that fewer than forty of them respond yes?
(Source: Opinion Research Corporation)
Solution:
• Can use the normal approximation (see slide 89)
μ = 65∙0.51 = 33.15 σ = 65 0.51 0.49 4.03
Larson/Farber 4th ed 100
Solution: Approximating a Binomial
Probability
• Apply the continuity correction:
Fewer than 40 (…37, 38, 39) corresponds to the
continuous normal distribution interval x < 39.5
Normal Distribution Standard Normal
μ = 33.15 σ = 4.03 μ=0 σ=1
x- 39.5 - 33.15
z= = 1.58 P(z < 1.58)
P(x < 39.5) 4.03
0.9429
x z
μ =33.15 39.5 μ =0 1.58