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CHAPTER 6 - Probability Normal Distribution

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CHAPTER 6 - Probability Normal Distribution

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maizon.darus
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CHAPTER 6: PROBABILITY NORMAL DISTRIBUTIONS

6.1 Introduction
 Normal distribution
 Continuous random variable is a variable that can take any infinite value
in a certain range.
 For example, in a Form 4 class, the mass of the heaviest student is 70 kg and the
mass of the lightest student is 50 kg. If X represents the masses of any student in
the class, then X can take any value from 50 kg to 70 kg such as 60 kg, thus
𝑋 = {𝑥: 50 𝑘𝑔 ≤ 𝑥 ≤ 70 𝑘𝑔, 𝑥 𝑖𝑠 𝑡ℎ𝑒 𝑚𝑎𝑠𝑠 𝑜𝑓 𝑎 𝑠𝑡𝑢𝑑𝑒𝑛𝑡}
and X is a continuous random variable.
 The probability of X having a value between a and b is given by
𝑃(𝑎 < 𝑋 < 𝑏) = 𝑎𝑟𝑒𝑎 𝑜𝑓 𝑡ℎ𝑒 𝑠ℎ𝑎𝑑𝑒𝑑 𝑟𝑒𝑔𝑖𝑜𝑛

6.2 Normal distribution

No. Properties of Normal Distribution


1. Being continuous
2. Being symmetrical about the mean, μ
3. Having mean, median and mode all equal
4. Having the total area under the curve equal to 1
5. In theory, extending to plus and minus infinity on the x-
axis
6.3 Formula for Standard Normal Distribution

𝑥−𝜇
𝑍=
𝜎
where
Z = standard score or z-score
x = value of normal random variable
μ = mean of a normal distribution
σ = standard deviation of a normal distribution

Example 1
A normal distribution has a mean, 𝜇 = 8 and a standard deviation, 𝜎 = 2. Calculate the probability
of standard score of the value 𝑥 = 13.
Solution
𝑥 − 𝜇 13 − 8 5
𝑍= = = = 2.5
𝜎 2 2
From the standard normal probabilities table, we look at the Z column and find for 2.5 then
the answer is 0.0062. Therefore, we write the answer as
𝑃(𝑍 = 2.5) = 0.0062

Example 2
The masses of students of a school are normally distributed with a mean of 60kg and a standard
deviation of 15kg. Find the probability of Z score of the mass of 65kg.

Solution
𝑥 − 𝜇 65 − 60 5
𝑍= = = = 0.33
𝜎 15 15
From the standard normal probabilities table, we look at the Z column and find for 0.33
then the answer is 0.3707. Therefore, we write the answer as
𝑃(𝑍 = 0.33) = 0.3707
Example 3
A factory produces metal spheres whose diameters are normally distributed with a mean of 10 mm
and a standard deviation of 0.1 mm. If a metal sphere is chosen at random,
a) find the probability that its diameter is less than 9.85 mm.
b) find the probability that its diameter is exceeding 10.15 mm.
c) find the probability that its diameter is exceeding 9.85 mm.
d) find the probability that it diameters between 9.80 mm and 10.05 mm.

Solution
9.85−10
a) 𝑃(𝑥 < 9.85) = 𝑃 (𝑍 < ) = 𝑃(𝑍 < −1.5) = 0.0668
0.1

Note:
 The negative sign at value 𝑍 < −1.5 means that the area that we want to find is
located at the left hand side of the mean, μ.
 In the standard normal distribution table there is no negative value of Z.
 However, 𝑃(𝑍 < −1.5) = 𝑃(𝑍 > 1.5) because it is symmetry.
 Therefore, we need to read for 𝑍 = 1.5 from the standard normal distribution table
which gives the value 0.0668.
10.15−10
b) 𝑃(𝑥 > 10.15) = 𝑃 (𝑍 > ) = 𝑃(𝑍 > 1.5) = 0.0668
0.1

Note:
 When we get positive value of 𝑍 > 1.5 means that the area that we want to find is
located at the right hand side of the mean, μ. [The red shaded area]
 Then we need to read for 𝑍 = 1.5 from the standard normal distribution table which
gives the value 0.0668.

9.85−10
c) 𝑃(𝑥 > 9.85) = 𝑃 (𝑍 > ) = 𝑃(𝑍 > −1.5)
0.1
= 1 − 𝑃(𝑍 < −1.5)
= 1 − 0.0668
= 0.9332

Note:
 We want to find the red shaded area which is 𝑃(𝑍 > −1.5).
 But 𝑃(𝑍 > −1.5) ≠ 𝑃(𝑍 > 1.5) because it is not symmetry.
 Therefore, we need to find the value of 1 − 𝑃(𝑍 < −1.5)
9.80−10 10.05−10
d) 𝑃(9.80 < 𝑥 < 10.05) = 𝑃 ( <𝑍< )
0.1 0.1
= 𝑃(−2 < 𝑍 < 0.5)
= 1 − 𝑃(𝑍 < −2) − 𝑃(𝑍 > 0.5)
= 1 − 0.0228 − 0.3085
= 0.6687
Example 4
Figures kept by Hami and Hani Auctioneers for the past 5 years show that the weight of cattle
brought to market has a mean of 600 kg and a standard deviation of 150 kg. What proportion of
the cattle have weights:
a) More than 900 kg
b) Less than 450 kg
c) Between 700 kg and 1000 kg
d) Between 400 kg and 950 kg?

Solution
900−600
a) 𝑃(𝑥 > 900) = 𝑃 (𝑍 > ) = 𝑃(𝑍 > 2) = 0.0228
150

450−600
b) 𝑃(𝑥 < 450) = 𝑃 (𝑍 < ) = 𝑃(𝑍 < −1) = 0.1587
150
700−600 1000−600
c) 𝑃(700 < 𝑥 < 1000) = 𝑃 ( <𝑍< )
150 150
= 𝑃(0.67 < 𝑍 < 2.67)
= 𝑃(𝑍 > 0.67) − 𝑃(𝑍 > 2.67)
= 0.2514 − 0.0038
= 0.2476

400−600 950−600
d) 𝑃(400 < 𝑥 < 950) = 𝑃 ( <𝑍< )
150 150
= 𝑃(−1.33 < 𝑍 < 2.33)
= 1 − 𝑃(𝑍 < −1.33) − 𝑃(𝑍 > 2.33)
= 1 − 0.0918 − 0.0099
= 0.8983

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