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DP IB Maths: AI SL Your notes

4.6 Normal Distribution

Contents
4.6.1 The Normal Distribution
4.6.2 Calculations with Normal Distribution

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4.6.1 The Normal Distribution

Your notes
Properties of Normal Distribution
The binomial distribution is an example of a discrete probability distribution. The normal distribution is an
example of a continuous probability distribution.
What is a continuous random variable?
A continuous random variable (often abbreviated to CRV) is a random variable that can take any value
within a range of infinite values
Continuous random variables usually measure something
For example, height, weight, time, etc
What is a continuous probability distribution?
A continuous probability distribution is a probability distribution in which the random variable X is
continuous
The probability of X being a particular value is always zero
P(X = k ) = 0 for any value k
Instead we define the probability density function f (x ) for a specific value
This is a function that describes the relative likelihood that the random variable would be close
to that value
We talk about the probability of X being within a certain range
A continuous probability distribution can be represented by a continuous graph (the values for X
along the horizontal axis and probability density on the vertical axis)
The area under the graph between the points x = a and x = b is equal to P( a ≤ X ≤ b )
The total area under the graph equals 1
As P(X = k ) = 0 for any value k, it does not matter if we use strict or weak inequalities
P(X ≤ k ) = P(X < k ) for any value k when X is a continuous random variable
What is a normal distribution?
A normal distribution is a continuous probability distribution
The continuous random variable X can follow a normal distribution if:
The distribution is symmetrical
The distribution is bell-shaped
If X follows a normal distribution then it is denoted X ∼ N( μ , σ 2)
μ is the mean
σ2 is the variance
σ is the standard deviation
If the mean changes then the graph is translated horizontally

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If the variance increases then the graph is widened horizontally and made shorter vertically to
maintain the same area
A small variance leads to a tall curve with a narrow centre Your notes
A large variance leads to a short curve with a wide centre

What are the important properties of a normal distribution?

The mean is μ
The variance is σ2
If you need the standard deviation remember to square root this
The normal distribution is symmetrical about x = μ
Mean = Median = Mode = μ
There are the results:
Approximately two-thirds (68%) of the data lies within one standard deviation of the mean (μ ± σ)
Approximately 95% of the data lies within two standard deviations of the mean (μ ± 2σ)
Nearly all of the data (99.7%) lies within three standard deviations of the mean (μ ± 3σ)

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Your notes

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Modelling with Normal Distribution

What can be modelled using a normal distribution? Your notes
A lot of real-life continuous variables can be modelled by a normal distribution provided that the
population is large enough and that the variable is symmetrical with one mode
For a normal distribution X can take any real value, however values far from the mean (more than 4
standard deviations away from the mean) have a probability density of practically zero
This fact allows us to model variables that are not defined for all real values such as height and
weight
What can not be modelled using a normal distribution?
Variables which have more than one mode or no mode
For example: the number given by a random number generator
Variables which are not symmetrical
For example: how long a human lives for

Examiner Tip
An exam question might involve different types of distributions so make it clear which distribution
is being used for each variable

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Worked example
Your notes
The random variable S represents the speeds (mph) of a certain species of cheetahs when they run.
The variable is modelled using N(40, 100) .

a) Write down the mean and standard deviation of the running speeds of cheetahs.

b) State two assumptions that have been made in order to use this model.

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4.6.2 Calculations with Normal Distribution

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Calculating Normal Probabilities
Throughout this section we will use the random variable X ∼ N( μ , σ 2) . For X distributed normally, X can
take any real number. Therefore any values mentioned in this section will be assumed to be real numbers.

How do I find probabilities using a normal distribution?

The area under a normal curve between the points x = a and x = b is equal to the probability
P( a < X < b )
Remember for a normal distribution you do not need to worry about whether the inequality is strict
(< or >) or weak (≤ or ≥)
P( a < X < b ) = P( a ≤ X ≤ b )
You will be expected to use distribution functions on your GDC to find the probabilities when working
with a normal distribution
How do I calculate P(X = x): the probability of a single value for a normal distribution?
The probability of a single value is always zero for a normal distribution
You can picture this as the area of a single line is zero
P(X = x ) = 0
Your GDC is likely to have a "Normal Probability Density" function
This is sometimes shortened to NPD, Normal PD or Normal Pdf
IGNORE THIS FUNCTION for this course!
This calculates the probability density function at a point NOT the probability
How do I calculate P(a < X < b): the probability of a range of values for a normal
distribution?
You need a GDC that can calculate cumulative normal probabilities
You want to use the "Normal Cumulative Distribution" function
This is sometimes shortened to NCD, Normal CD or Normal Cdf
You will need to enter:
The 'lower bound' - this is the value a
The 'upper bound' - this is the value b
The 'μ' value - this is the mean
The 'σ' value - this is the standard deviation
Check the order carefully as some calculators ask for standard deviation before mean
Remember it is the standard deviation
so if you have the variance then square root it
Always sketch a quick diagram to visualise which area you are looking for
How do I calculate P(X > a) or P(X < b) for a normal distribution?
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You will still use the "Normal Cumulative Distribution" function

P(X > a ) can be estimated using an upper bound that is sufficiently bigger than the mean
Using a value that is more than 4 standard deviations bigger than the mean is quite accurate Your notes
Or an easier option is just to input lots of 9's for the upper bound (99999999... or 1099)
P(X < b ) can be estimated using a lower bound that is sufficiently smaller than the mean
Using a value that is more than 4 standard deviations smaller than the mean is quite accurate
Or an easier option is just to input lots of 9's for the lower bound with a negative sign (-99999999...
or -1099)
Are there any useful identities?
P(X < μ ) = P(X > μ ) = 0 . 5
As P(X = a ) = 0 you can use:
P(X < a ) + P(X > a ) = 1
P(X > a ) = 1 − P(X < a )
P( a < X < b ) = P(X < b ) − P(X < a )
These are useful when:
The mean and/or standard deviation are unknown
You only have a diagram
You are working with the inverse distribution

Examiner Tip
Check carefully whether you have entered the standard deviation or variance into your GDC

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Worked example
Your notes
The random variable Y ∼ N(20,52) . Calculate:

i) P(Y = 20) .

ii) P(18 ≤ Y < 27) .

iii) P(Y > 29)

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Inverse Normal Distribution

Given the value of P(X < a) how do I find the value of a? Your notes
Your GDC will have a function called "Inverse Normal Distribution"
Some calculators call this InvN
Given that P(X < a ) = p you will need to enter:
The 'area' - this is the value p
Some calculators might ask for the 'tail' - this is the left tail as you know the area to the left of a
The 'μ' value - this is the mean
The 'σ' value - this is the standard deviation
Given the value of P(X > a) how do I find the value of a?
If your calculator does have the tail option (left, right or centre) then you can use the "Inverse Normal
Distribution" function straightaway by:
Selecting 'right' for the tail
Entering the area as 'p'
If your calculator does not have the tail option (left, right or centre) then:
Given P(X > a ) = p
Use P(X < a ) = 1 − P(X > a ) to rewrite this as
P(X < a ) = 1 − p
Then use the method for P(X < a) to find a

Examiner Tip
Always check your answer makes sense
If P(X < a) is less than 0.5 then a should be smaller than the mean
If P(X < a) is more than 0.5 then a should be bigger than the mean
A sketch will help you see this

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Worked example
Your notes
The random variable W ∼ N(50, 36) .

Find the value of w such that P(W > w ) = 0 . 175 .

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