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The_Normal_Probability_Distribution

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7 views

The_Normal_Probability_Distribution

Uploaded by

Nuray Mammedova
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical Statistics

The Normal Probability Distribution

Ruslan Muslumov

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Overview

1 The Normal Probability Distribution

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The Normal Probability Distribution

The most widely used continuous probability distribution is the normal


distribution.
It’s a distribution with the familiar bell shape.

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Definition and Expected Value

Definition # 1
A random variable Y is said to have a normal probability distribution if and
only if, for σ > 0 and −∞ < µ < ∞, the density function of Y is

1 (y −µ)2
f (y ) = √ e − 2σ2 , −∞ < y < ∞.
σ 2π

Theorem 1
If Y is a normally distributed random variable with parameters µ and σ,
then
E (Y ) = µ
and
V (Y ) = σ 2 .

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Example
Example # 1
Let Z denote a normal random variable with mean 0 and standard
deviation 1.
a Find P(Z > 2).
b Find P(−2 ≤ Z ≤ 2).
c Find P(0 ≤ Z ≤ 1.73).

Normal Distribution Applet


Normal Distribution Applet

Solution:
a Since µ = 0 and σ = 1, the value 2 is actually z = 2 standard
deviations above the mean. Read the area opposite z = 2.0. This area,
denoted by the symbol A(z), is A(2.0) = 0.0228. Thus,
P(Z > 2) = 0.0228.
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Solution
Solution:
a Refer to figure, where it has been shaded the area of interest. In part
(a), we determined that A1 = A(2.0) = 0.0228. Because the density
function is symmetric about the mean µ = 0, it follows that
A2 = A1 = 0.0228 and hence that
P(−2 ≤ Z ≤ 2) = 1 − A1 − A2 = 1 − 2(0.0228) = 0.9544.

b Because P(Z > 0) = A(0) = 0.5, we obtain that


P(0 ≤ Z ≤ 1.73) = 0.5 − A(1.73), where A(1.73) can be obtained by
reading the z Table 4, Appendix 3. Thus,
P(0 ≤ Z ≤ 1.73) = 0.5 − 0.0418 = 0.4582. 7/9
Example

Example # 2
The achievement scores for a college entrance examination are normally
distributed with a mean of 75 and a standard deviation of 10. What
fraction of the scores lies between 80 and 90?

Solution:
Recall that z is the distance from the mean of a normal distribution
expressed in units of standard deviation. Thus,
y −µ
z=
σ
Then the desired fraction of the population is given by the area between
80−75 90−75
z1 = 10 = 0.5 and z2 = 10 = 1.5.

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Example

Solution:
This area is shaded in figure below.
You can see from figure that
A = A(0.5) − A(1.5) = 0.3085 − 0.0668 = 0.2417.

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