Normal Probability Curve

Normal Probability Curve

Research Methods: ALD4105

Syed S. Hossain
Institute of Statistical Research and Training
University of Dhaka, Bangladesh

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

General Overview

A variable is said to be a normally distributed or to have a normal

distribution if its distribution has a special bell shaped curve. Its
importance lies in the fact that it appears again and again in both theory
and practice of Statistics. This lecture will cover the following issues
relating to normal distribution:
The parameters (mean and standard deviation) of normal distribution
The standard normal distribution (parameter free form)
How to obtain the area (probability) under normal curve
Assessing normality of a variable (the q-q plot)

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Data Distribution

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Normal Curve

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Parameters of the Normal Curve

A normal distribution (and hence a normal curve) is completely

determined by the mean and standard deviation;
that is, two normally distributed variables having the same mean and
standard deviation must have the same distribution.
We often identify a normal curve by stating the corresponding mean
and standard deviation and calling those the parameters of the normal
curve.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Equation of the Normal Curve

The equation of the normal curve with parameters µ and σ [Usually

denoted by N(µ, σ 2 )] is

1 x−µ
y (x) = √ e − 2σ2
σ 2π
where, e = 2.718 and π = 3.142
A normal distribution is symmetric about and centered at the mean of
the variable, and its spread depends on the standard deviation of the
variable
the larger the standard deviation, the flatter and more spread out is
the distribution.
Three normal distributions with different means and standard
deviations are shown in the following figures:
Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Different normal distributions

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Standardized Normally Distributed Variable

The standardized version

x −µ
z=
σ
of a normally distributed variable with mean µ and standard deviation
σ has a standard normal distribution. We can interpret z in several
ways.
Theoretically, it says that standardizing converts all normal
distributions to the standard normal distribution as.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Standardization of normal distributions

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Practical Interpretation of Standard Normal Variable

Let x be a normally distributed variable with mean µ and standard

deviation σ ([N(µ, σ 2 )] and let a and b be real numbers with a < b
The percentage of all possible observations of x that lie between a
and b is the same as the percentage of all possible observations of z
that lie between a−µ b−µ
σ and σ ,
The area under the N(µ, σ 2 ) curve between a and b is the same as
the area under the N(µ, σ 2 ) curve between latter percentage equals
the area under the standard normal curve between and a−µ σ and σ
b−µ

Mathematically,
a−µ b−µ
P[a ≤ x ≤ b] = P[ ≤z ≤ ]
σ σ
.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Area under a Standard normal distribution

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Basic Properties of the Standard Normal Curve

The standard normal distribution has the following properties:

Property 1: The total area under the standard normal curve is 1.
Property 2: The standard normal curve extends indefinitely in both
directions, approaching, but never touching, the horizontal axis as it
does so.
Property 3: The mean and standard deviation of the standard normal
distribution are 0 and 1 respectively.
Property 4: The standard normal curve is symmetric about 0; that is,
the part of the curve to the left of the dashed line in the figure below
is the mirror image of the part of the curve to the right of it.
Property 5: Almost all the area under the standard normal curve lies
between and .

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Standard Normal Curve

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Using the standard normal table

Since the parameters of the standard normal curve are known values
(mean=0 and standard deviation=1), the area (which is the
probability of the random variable to lie within the interval) under the
curve between any two points a and b can be exactly determined.
However, this determination requires rigorous computation including
numerical integration.
Fortunately, pre computed tables are available, and area under the
curve between any two points can be found simply by checking the
tables.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Different Standard normal tables

There are tables with different structures

some giving the area under the curve between and any point
some giving the area under the curve between any point −∞ and ∞
some giving the area under the curve between 0 and any point a.
The remaining discussion in this lecture will be based on the third kind of
table of standard normal variate.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Standard Normal Table

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Standard Normal Table

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Reading the standard normal table

The Table of standard normal area is so arranged that the z-values

with one decimal place are listed on the first column of the Table,
the second decimal value is listed in the first row and the area (or
probability) from 0 to any point are listed corresponding to z-value.
The z-value is read by placing the corresponding first row digit on the
right of the corresponding first column value. A portion of the table is
shown below:

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 1

Determine the area under the standard normal curve that lies between
0 and 1.23.
The shaded area in the Figure is the required area.
From Table, we have the required area is 0.3907.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 2

Determine the area under the standard normal curve that lies between
-0.5 and 0.
The shaded area in the Figure is the required area.
From Table, we have the required area is 0.1915.

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 3

Determine the area under the standard normal curve that lies to the
right of -0.5.
The shaded area in the Figure is the required area.
From Table, we have the required area=Area(0 to infinity) +Area(-.5
to 0)=0.5+0.1915=0.6915

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 4

Determine the area under the standard normal curve that lies to the
left of 1.23.
The shaded area in the Figure is the required area.
From Table, we have the required area=Area(infinity to 0) +Area(0
to 1.23)=0.3907+0.5=0.8907

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 5

Determine the area under the standard normal curve that lies lies
between -1.3 and 1.96.
The shaded area in the Figure is the required area.
From Table, we have the required area=Area(-1.3 to 0) +Area(0 to
1.96)=Area(0 to1.3) +Area(0 to 1.96)=0.4032+0.4750=0.8782

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 6

Determine the area under the standard normal curve that lies lies
between 0.5 and 2.
The shaded area in the Figure is the required area.
From Table, we have the required area=Area(0 to 2)-Area(0 to
0.5)=0.4772-0.1915=0.2857

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 7

Determine the area under the standard normal curve that lies lies
between -2.5 and -1.5.
The shaded area in the Figure is the required area.
From Table, we have the required area=Area(-2.5 to 0)-Area(-1.5 to
0)=Area(0 to 2.5)-Area(0 to 1.5)=0.4938-0.4332=0.0606

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Example 8

Determine the z-values that have 2.5% area on its right.

We can reasonably state that if the point have an area .025 on its
right, the area between 0 and the point would be 0.475.
since the Table gives area for the interval 0 to a specified z-value, we
find the table value 0.475 and hence the corresponding z-value, which
is found to be 1.96.
The Figure above clarifies the idea.
Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Exercise
The RBC count of healthy adults follows a normal distribution with a
mean of 5.55 million/L/cu mm and a standard deviation of 0.675
million/L/cu mm.
1 A randomly chosen healthy individual’s blood is tested. What is the

probability that:
1 The RBC count is 6.5 million/L/cu mm or more?
2 The RBC count is between 5 million/L/cu mm and 6 million/L/cu
mm?
3 The RBC count is between 4.5 million/L/cu mm and 5 million/L/cu
mm?
4 The RBC count is between 6 million/L/cu mm and 6.2 million/L/cu
mm?
5 The RBC count is between 4.5 million/L/cu mm or more?
6 The RBC count is 6 million/L/cu mm or less?
7 The a RBC count is 4 million/L/cu mm or less?
2 Find the range of RBC count that would be
1 in the highest 10
in the lowest 6
Syed S. Hossain 2Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Solution a(i)

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Solution a(ii)

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Solution a(iii)

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Excel command

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh
Normal Probability Curve

Excel command

Syed S. Hossain Institute of Statistical Research and Training University of Dhaka, Bangladesh