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ENENDA30 - Module 05

The document discusses the normal distribution and its properties including the probability density function and how to calculate standard normal probabilities. It also covers how to determine critical values and compute probabilities when a random variable has a normal distribution.

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cjohnaries30
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6 views

ENENDA30 - Module 05

The document discusses the normal distribution and its properties including the probability density function and how to calculate standard normal probabilities. It also covers how to determine critical values and compute probabilities when a random variable has a normal distribution.

Uploaded by

cjohnaries30
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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NATIONAL UNIVERSITY - LAGUNA

COLLEGE OF ENGINEERING AND ARCHITECTURE

ENGR. KENT PATRICK FERRARO


INSTRUCTOR
The normal distribution or Gaussian distribution is the most important one in
all of probability and statistics. Many numerical populations have distributions
that can be fit very closely by an appropriate normal curve.

Its graph, called the normal curve, is the bell-shaped curve, which
approximately describes many phenomena that occur in nature, industry, and
research. For example, physical measurements in areas such as meteorological
experiments, rainfall studies, and measurements of manufactured parts are
often more than adequately explained with a normal distribution. In addition,
errors in scientific measurements are extremely well approximated by a normal
distribution.
The normal distribution has a probability density function for −∞ ≤ 𝑥 ≤ ∞,
depending upon the two parameters: the mean 𝐸(𝑋) and the variance 𝑉 𝑋 :

1 −(𝑥−𝜇)2
𝑓 𝑥, 𝜇, 𝜎 = 𝑒 2𝜎2
𝜎 2𝜋
A normal distribution with mean 𝜇 = 0 and variance 𝜎 2 = 1 is known as the
standard normal distribution.

A random variable having a standard normal distribution is called a standard


normal random variable and will be denoted by Z. The pdf of Z is

1 −𝑧 2
𝑓(𝑧, 0,1) = 𝑒 2
2𝜋

The notation Φ(𝑧) is used for the cumulative distribution function of a


standard normal distribution:
𝑧
න 𝑓 𝑦, 0,1 𝑑𝑦
−∞
The standard normal distribution almost never serves as a model for a
naturally arising population. Instead, it is a reference distribution from which
information about other normal distributions can be obtained.
Let’s determine the following standard normal probabilities:
(a) 𝑃 𝑍 ≤ 1.25
(b) 𝑃 𝑍 > 1.25
(c) 𝑃 𝑍 ≤ −1.25
(d) 𝑃 −0.38 ≤ 𝑍 ≤ 1.25
Let’s determine the following standard normal probabilities:
(a) 𝑃 𝑍 ≤ 1.25

𝑃 𝑍 ≤ 1.25 = Φ 𝑧
𝑃 𝑍 ≤ 1.25 = Φ 1.25
𝑃 𝑍 ≤ 1.25 = 0.8944
Let’s determine the following standard normal probabilities:
(b) 𝑃 𝑍 > 1.25

𝑃 𝑍 > 1.25 = 1 − 𝑃 𝑍 ≤ 1.25


𝑃 𝑍 > 1.25 = 1 − Φ 1.25
𝑃 𝑍 > 1.25 = 1 − 0.8944
𝑃 𝑍 > 1.25 = 0.1056
Let’s determine the following standard normal probabilities:
(c) 𝑃 𝑍 ≤ −1.25

𝑃 𝑍 ≤ −1.25 = Φ 𝑧
𝑃 𝑍 ≤ −1.25 = Φ −1.25
𝑃 𝑍 ≤ −1.25 = 0.1056
Let’s determine the following standard normal probabilities:
(d) 𝑃 −0.38 ≤ 𝑍 ≤ 1.25

𝑃 −0.38 ≤ 𝑍 ≤ 1.25 = 𝑃 𝑍 ≤ 1.25 − 𝑃 𝑍 ≤ 0.38


𝑃 −0.38 ≤ 𝑍 ≤ 1.25 = Φ 1.25 − Φ 0.38
𝑃 −0.38 ≤ 𝑍 ≤ 1.25 = 0.8944 − 0.3520
𝑃 −0.38 ≤ 𝑍 ≤ 1.25 = 0.5424
For any p between 0 and 1, Appendix Table A.3 can be used to obtain the
(100p)th percentile of the standard normal distribution.
In statistical inference, we will need the values on the horizontal z axis that
capture certain small tail areas under the standard normal curve.

𝑧𝛼 will denote the value on the z axis for which 𝛼 of the area under the z curve
lies to the right of z .
Since 𝛼 of the area under the z curve lies to the right of 𝑧𝛼 , 1 − 𝛼 of the area
lies to its left. Thus, 𝑧𝛼 is the 100(1 − 𝛼)th percentile of the standard normal
distribution.

By symmetry the area under the standard normal curve to the left of −𝑧𝛼 is
also 𝛼. The 𝑧𝛼 ’s are usually referred to as z critical values.
𝑧0.05 is the 100(1-0.05)th =95th percentile of the standard normal
distribution, so 𝑧0.05 = 1.645. The area under the curve to the left of −𝑧0.05 is
also 0.05
When 𝑋~𝑁(𝜇, 𝜎 2 ), probabilities involving X are computed by “standardizing.”
The standardized variable is (𝑋 − 𝜇)/𝜎. Subtracting 𝜇 shifts the mean from
𝜇 to zero, and then dividing by 𝜎 scales the variable so that the standard
deviation is 1 rather than 𝜎.

If X has a normal distribution with mean 𝜇 and standard deviation 𝜎, then

𝑋−𝜇
𝑍=
𝜎
Thus:

𝑎−𝜇 𝑏−𝜇
𝑃 𝑎≤𝑋≤𝑏 =𝑃 ≤𝑍≤
𝜎 𝜎
𝑏−𝜇 𝑎−𝜇
𝑃 𝑎≤𝑋≤𝑏 =Φ −Φ
𝜎 𝜎

𝑎−𝜇
𝑃 𝑋≤𝑎 =Φ
𝜎
𝑏−𝜇
𝑃 𝑋 ≤𝑏 =1−Φ
𝜎
The time that it takes a driver to react to the brake lights on a decelerating
vehicle is critical in helping to avoid rear-end collisions. The article “Fast-Rise
Brake Lamp as a Collision-Prevention Device” (Ergonomics, 1993: 391–395)
suggests that reaction time for an in-traffic response to a brake signal from
standard brake lights can be modeled with a normal distribution having mean
value 1.25 sec and standard deviation of 0.46 sec.

What is the probability that reaction time is between 1.00 sec and 1.75 sec?

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