Normal Distribution

AS Level

Probability & Statistics - 1

 What does it look like?
𝑓(𝑥)

We can set the mean 𝜇 and the standard deviation 𝜎 of the Normal
Distribution. If a random variable 𝑋 is normally distributed, then we write
𝑿~𝑵 𝝁, 𝝈𝟐
 Normal Distribution Q & A
Q1 For a Normal Distribution to be used, the
variable has to be:
continuous

Q2 With a discrete variable, all the probabilities

had to add up to 1.
For a continuous variable, similarly:
𝑓 𝑥 the area under the probability graph has
to be 1.

Q3 To find 𝑃 170 < 𝑋 < 190 , we could:

find the area between these values.

Would we ever want to find 𝑃 𝑋 = 200 say?

Q4 Since height is continuous, the probability someone
is ‘exactly’ 200cm is infinitesimally small. So not a
‘probability’ in the normal sense.

170cm 180cm 190cm Height in cm (𝑥)

 Further Facts
The curve has points of inflection one standard
𝑓 𝑥
deviation from the mean, i.e. 𝜇 ± 𝜎

The Normal Distribution is symmetrical, i.e.

mean = mode = median

𝜇−𝜎 𝜇+𝜎 Height in cm (𝑥)

 Define Normal Distribution

𝟐 𝑿− 𝝁
❑For X ~ 𝑵 (μ, 𝝈 ), then 𝒁 = is Standard
𝝈
Normal Distribution Z ~ 𝑵 (0, 1).
Actual Distribution, X Standardized
Distribution, Z

Mean μ 0

Standard Deviation σ 1

Particular Value 𝑋 𝑿− 𝝁
𝒁=
𝝈
Rule for Standard Normal Distribution,
Z ~ 𝑵 (0, 1).
❖𝑃 𝑍 ≤ 𝑎 = ∅ 𝑎
Note: ≥ vs > makes no
difference as the
distribution is
❖𝑃 𝑍 ≥ 𝑎 = 1 − ∅ 𝑎 continuous.

❖ 𝑍 ≥ −𝑎 = 𝑃 𝑍 ≤ 𝑎 = ∅ 𝑎
❖𝑃 𝑍 ≤ −𝑎 = 𝑃 𝑍 ≥ 𝑎 = 1 − ∅ 𝑎
❖𝑃 𝑎 ≤ 𝑍 ≤ 𝑏 = ∅ 𝑏 − ∅ 𝑎
❖𝑃 𝑍 ≤ 𝑎 𝑜𝑟 𝑃 −𝑎 ≤ 𝑍 ≤ 𝑎 = ∅ 𝑎 −
∅ −𝑎 = ∅ 𝑎 − 1 − ∅ 𝑎 = 2∅ (𝑎) − 1
❖∅ −𝑎 = 1 − ∅ 𝑎
 Finding Probabilities
❖ If 𝑍 ~𝑁 𝑂, 1 , find
(i) 𝑃 𝑍 < 0.85
= ∅ 0.85 ……………… 𝑃 𝑧 < 𝑎 = ∅ 𝑎
= 0.8023
(ii) 𝑃(𝑍 > 0.85)
= 1 − ∅ 0.85 …… 𝑃 𝑍 ≥ 𝑎 = 1 − ∅ 𝑎
= 1 − 0.8023
= 0.1977
(iii) 𝑃(𝑍 > −1.377)
= 𝑃 𝑍 < 1.377
= ∅ 1.377
= 0.9158
(iv) 𝑃(1.56 < 𝑍 < 1.77)
= ∅ 1.77 − ∅ 1.56 …….. 𝑷 𝒂 ≤ 𝒁 ≤ 𝒃 = ∅ 𝒃 − ∅ 𝒂
= 0.9616 − 0.9406
= 0.021
(v) 𝑃(−1.56 < 𝑍 < 1.77)
= ∅ 1.77 − ∅ −1.56 …. 𝑷 −𝒂 ≤ 𝒁 ≤ 𝒃 = ∅ 𝒃 − ∅ −𝒂
= ∅ 1.77 − 1 − ∅ 1.56
= 0.9616 − (1 − 0.9406)
= 0.9022
(vi) P Z ≤ 1.36 … … … . . 𝑃 −𝑎 ≤ 𝑍 ≤ 𝑎
= 𝑃 −1.36 ≤ 𝑍 ≤ 1.36
= ∅ 1.36 − ∅ −1.36
= ∅ 1.36 − {1 − ∅ 1.36 }
= 0.9131 – (1 − 0.9131)
= 0.8262
 Standardized Any Normal Variable X
❑ The normal random variable X satisfies X ~ N (100, 52). Calculate:
(i) 𝑃(𝑋 < 110) (ii) P(X ≥ 90)
Solution
𝑋−𝜇
(i) 𝑃(𝑋 < 110) = 𝑃 𝑍 < 𝜎
110 − 100
= 𝑃 𝑍<
5
10
= 𝑃 𝑍< 5
= 𝑃 𝑍 < 2.0
= ∅ 2.0 …………… 𝑃 𝑍 ≤ 𝑎 = ∅ 𝑎
= 0.9772
X−μ
(ii) P(X ≥ 90) = P Z ≥ σ
90−100
=P 𝑍 ≥ 5
−10
=P 𝑍 ≥ 5
= P 𝑍 ≥ −2.0
= P 𝑍 ≤ 2.0
= ∅ 2.0 …………… 𝑃 𝑍 ≤ 𝑎 = ∅ 𝑎
= 0.9772
 Some Example of Standard Variable
1. Metal strips are produced by a machine. The lengths of strips follow a
normal distribution with mean 150 cm and standard deviation 10cm. Find
the probability that a randomly chosen strip from the production line has a
length
a) less than 165cm,
b) between 127.5 and 139.2cm,
c) that deviates from the mean by more than 28cm.
Answer (a) 0.993 (b) 0.128 (c) 0.0052
2. Every day Bruno jogs around the park. The times he takes, in minutes
follows a normal distribution with mean 12 and variance 2.
a) Find the probability that he takes longer than 14 minutes.
b) Find the probability that he takes less than 9 minutes.
c) Estimate the number of days during a year that he takes between 10 and
13 minutes.
Answer (a) 0.0787 (b) 0.0170 (c) 0.6814
3. A normal distribution has mean 𝝁 and standard deviation 𝝈 . If 800
observations are taken from this distribution, how many would you expect to
be between 𝝁 − 𝝈 and 𝝁 + 𝝈.
Answer = 546
4. The lengths of fish of a certain type have a
normal distribution with mean 38 cm. It is found
that 5% of the fish are longer than 50 cm.
a) Find the standard deviation.
b) When fish are chosen for sale, those shorter
than 30 cm are rejected. Find the proportion
of fish rejected.
c) 9 fish are chosen at random. Find the
probability that at least one of them is longer
than 50 cm.
Answers (a) 7.29 (b) 0.136 (c) 0.370
 Finding ‘z’ when 𝝓 𝒛 is known
❑Given Z ~ N(0,1), Find ‘a’ where
a. P(Z < a ) = 0.9693
∅ 𝑎 = 0.9693 ……. ( Probability > 0.5)
a = ∅−1 0.9693
a = 1.87
b. P(Z < a ) = 0.0793
∅ 𝑎 = 0.0793 ……( Probability < 0.5)
1 − ∅ 𝑎 = 1− 0.0793
∅ −𝑎 = … … .
- a = ∅−1 0.9693
a = - 1.41
c. P(Z > a ) = 0.7367
1 − ∅ 𝑎 = 0.7367 ……. ( Probability > 0.5)
∅ −𝑎 = 0.7367
− 𝑎 = ∅−1 0.7367
𝒂 = − 𝟎. 𝟔𝟑𝟑
d. P(Z > a ) = 0.3802 ……( Probability < 0.5)
1 − ∅ 𝑎 = 0.3802
1 − 0.3802 = ∅ 𝑎
∅ 𝑎 = 0.6198
a = ∅−1 0.6198
𝒂 = 𝟎. 𝟑𝟎𝟓
Some Examples
❑ The time, X minutes taken by pupils in a particular class to do their
mathematics homework follows a normal distribution with mean 25
and standard deviation 7. 85% of the pupils take less than x
minutes. Find the value of X.
Solution,
We have, X minutes taken by pupils in a particular class to do their
mathematics homework.
𝑋~𝑁 25, 72
𝑃 𝑋 < 𝑎 = 0.85
Now,
We, Convert ‘X’ in to ‘Z’
𝑃 𝑋 < 𝑎 = 0.85
𝑎 −25
P 𝑧< = 0.85
7
𝑎−25
∅ = 0.85
7
𝑎−25
= ∅−1 0.85
7
𝑎−25
= 1.036
7
𝑎 = 32.3 (3 𝑠. 𝑓)
2. The mass in kg of boxes of oranges is normally distributed
such that 30% of them have a mass greater than 4.00kg and 20%
have a mass greater than 4.53kg. Find the mean (𝜇) and standard
deviation (𝜎) of the masses.
Solution
𝑋 be the mass in kg of a box of oranges.
𝑋~𝑁 𝜇, 𝜎 2
𝑃 𝑋 > 4 = 30% ………. 𝑖
𝑃 𝑋 > 4.53 = 20% ……… 𝑖𝑖
From equation 𝑖
𝑃 𝑋 > 4 = 0.30
4−𝜇
𝑃(𝑍 > ) = 0.30 ("Convert ‘X’ in to ‘Z’ " )
𝜎
4−𝜇
Let, =a
𝜎
𝑃(𝑍 > 𝑎) = 0.30
1 − ∅ 𝑎 = 0.30……( Probability < 0.5)
 1 − ∅ 𝑎 = 0.30
1 − 1 − ∅ 𝑎 = 1 − 0.30
∅ 𝑎 = 0.70
𝑎 = ∅−1 0.70
𝑎 = 0.524
4−𝜇
We have, 𝑎 =
𝜎
4−𝜇
= 0.524
𝜎
4 = 𝜇 + 0.524𝜎 … … … 𝑖𝑖𝑖
Again, from question
4.53−𝜇
𝑃(𝑍 > ) = 0.20
𝜎
4.53−𝜇
Let, =b
𝜎
𝑃(𝑍 > 𝑏) = 0.20
 1 − ∅ 𝑏 = 0.20……( Probability < 0.5)
1 − 1 − ∅ 𝑏 = 1 − 0.20
∅ 𝑏 = 0.80
𝑏 = ∅−1 0.80
𝑏 = 0.842
4.53−𝜇
we have, b = ,
𝜎
4.53−𝜇
= 0.842
𝜎
4.53 = 𝜇 + 0.842𝜎 … … … 𝑖𝑣
Solving equations 𝑖𝑖𝑖 and 𝑖𝑣 then
4 = 𝜇 + 0.524𝜎 … … … 𝑖𝑖𝑖
4.53 = 𝜇 + 0.842𝜎 … … … 𝑖𝑣
So, 𝜇 = 3.13 𝑎𝑛𝑑 𝜎 = 1.67
 To find the mean 𝝁 and S.D 𝝈
1. The time, X minutes taken by pupils in a particular class to do their
mathematics homework follows a normal distribution with mean 25 and
standard deviation 7. 85% of the pupils take less than x minutes. Find the
value of x. Answers = 32.3
2. Ada sells apples from her orchard at a roadside stall. The mass, in grams of
an apple from her orchard is a random variable with distribution N (104.8, 70).
She describes the heaviest 5% of the apples as ‘extra-large’. Find the least
mass of one of Ada’s ‘extra larges’ apples. Answer = 119g
3. Tyre pressures on a certain type of car independently follow a normal
distribution with mean 1.9 bars and standard deviation 0.15 bars.
a) Find the probability that all four tyres on a car of this type have pressures
between 1.82 bars and 1.92 bars.
b) Safety regulations state that the pressures must be between 1.9 − b bars
and 1.9 + b bars. It is known that 80% of tyres are within these safety
limits. Find the safety limits.
Answer (a) 0.00428 (b) 1.71 and 2.09
4. Bags of flour packed by a particular machine have masses that are
normally distributed with mean 508g and standard 4g. It is found that
2% of the bags rejected for being underweight.
a) Find the minimum mass for a bag to be accepted.
b) Six bags of flour are selected at random from the production line.
Find the probability that at most one of these bags is underweight.
Answers (a) 499.8g (b) 0.994
5. The times for a certain car journey have a normal distribution with
mean 100 minutes and standard deviation 7 minutes. Journey times are
classified as follows:
‘short’ (the shortest 33% of times),
‘long’ (the longest 33% of times),
‘standard’ (the remaining 34% of times).
a) Find the probability that a randomly chosen car journey takes
between 85 and 100 minutes.
b) Find the least and greatest times for ‘standard’ journeys.
Answers (a) 0.4839 (b) 96.92, 103.08
6. The length of Paulo’s lunch break follows a normal
distribution with mean 𝝁 minutes and standard deviation 5
minutes. On one day in four, on average, his lunch break lasts
for more than 52 minutes.
a) Find the value of μ.
b) Find the probability that Paulo’s lunch break lasts for
between 40 and 46 minutes on every one of the next four
days.
Answer (a) 48.6 (b) 0.00438
7. The random variable X is normally distributed with mean
110 and 𝑷 𝒙 < 𝟏𝟎𝟔 = 𝟎. 𝟖𝟖𝟒𝟗. Find the standard
deviation. 8. The random variable X is normally
distributed. The mean is twice the standard deviation. It is
given that P(X > 5.2) = 0.9. Find the standard deviation.
𝑨𝒏𝒔𝒘𝒆𝒓 𝝈 = 𝟓
8. The random variable X is normally distributed with mean
𝜇 and 𝜎 2 . It is given that 𝑃 𝑋 > 200 = 0.0166 and
𝑃 𝑋 > 170 = 0.8461. Find 𝜇 and 𝜎.
Answers 𝝁 = 𝟏𝟖𝟎, 𝝈 = 𝟗. 𝟓𝟐
9. A continuous random variable X follows a normal
distribution with mean μ and variance 9. Given that P(X <
30) = 0.9525, find the value of μ.
Answer 𝝁 = 𝟐𝟓. 𝟎
10. Given that X ~ N (–10, σ2) and P(X > 0) = 0.0778, find the
value of σ.
Answer 𝝈 = 𝟕. 𝟎𝟒
11. A continuous random variable X follows a normal
distribution with mean μ and variance σ2. Given that P(X
< 225) = 0.8212 and P(X < 200) = 0.4052, find the values
of μ and σ.
Answers 𝝁 = 𝟐𝟎𝟓 𝒂𝒏𝒅 𝝈 = 𝟐𝟏. 𝟔
 The Normal Approximation to the
Binomial Distribution
❑ Key Term: By Using For Suitable Approximation
➢ Binomial Distribution Normal Distribution
❖ Notation
➢ X ~ B (n, p) X ~ 𝑁 ( μ,𝜎 2 )
❖ Conditions:
𝑛𝑝 > 5 𝑎𝑛𝑑
𝑛𝑞 > 5,
where q = 1 - p
➢ For Continuity Correction Must be Required ± 0.5
➢ X ~ B (n, p), E(X)= 𝜇 = 𝑛𝑝, Var (X) = 𝜎 2 = npq
 For Continuity Correlation (± 𝟎. 𝟓)

❖P(X ≥ a) = P(X > a - 0.5)

❖P(X > a) = P(X > a + 0.5)
❖P(X ≤ a) = P(X < a + 0.5)
❖P(X < a) = P(X < a - 0.5)
❖P(X = a) = P(a – 0.5 ≤ X ≤ a +0.5)
❖𝑃(𝑎 < 𝑋 < 𝑏) = 𝑃(𝑎 + 0.5 < 𝑋 < 𝑏 − 0.5)
❖𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝑃(𝑎 − 0.5 < 𝑋 < 𝑏 + 0.5)
Some Examples
❖ Given that X ~ B (70, 0.3), by using a suitable approximation,
calculate approximate values for P(X > 30).
Solution- Given that,
X ~ B (70, 0.3), then
𝑛𝑝 = 21 > 5 and 𝑛𝑞 = 49 > 5.
Both condition are satistfy then we approximation to normal.
Now we find 𝜇 = 𝑛𝑝 = 70 × 0.3 = 21 𝑎𝑛𝑑 𝜎 2 = 𝑛𝑝𝑞 = 70 × 0.3 ×
0.7 = 14.7
X ~ N (𝜇, 𝜎 2 ) then X ~ N (21, 14.7)
Now, we find the P(X > 30)
= P(X > 30)
=P 𝑋 > 30.5 Using Continuity Correlation
𝑋−𝜇
=P 𝑍 >
𝜎
30.5−21
=𝑃 𝑍 >
14.7
= P 𝑍 > 0.655 …. 𝑃 𝑍 > 𝑎 = 1 − ∅ 𝑎
= 1 − ∅ 0.655
= 0.7438
 Some example the Normal Approximation to
the Binomial Distribution
1 Given that X ~ B (70, 0.3), by using a suitable
approximation, calculate approximate values for:
(i) P(10 ≤ X ≤ 20) (ii) P(22 < X < 30) (iii) P(X > 30)
Answers (i) 0.4469, (ii) 0.3345 (iii) 0.0066
2. Find the probability of obtaining 4,5,6 or 7 heads
when a fair coin is tossed 12 times
a) Using a binomial distribution,
b) Using a normal approximation to the binomial
distribution.
Answers (a) 0.733 (b) 0.732
3. In a sack of mixed grass seeds, the probability that a seed is
ryegrass is 0.35. Find the probability that in a random sample of 400
seeds from the sack
a) fewer than 120 are ryegrass seeds,
b) at least 125 but at most 132 are ryegrass seeds,
c) more than 160 are ryegrass seeds.
Answers (a) 0.0158 (b) 0.164 (c) 0.0158
4. A manufacturer of biscuits produces 3 times as many cream ones
as chocolate ones. A large box of randomly chosen biscuits
contains 120 biscuits. Using a suitable approximation, find the
probability that it contains fewer than 35 chocolate biscuits.
Answer = 0.829
5. Kamal has 30 hens. The probability that any hen lays an egg on any
day is 0.7. Hens do not lay more than one egg per day, and the days on
which a hen lays an egg are independent. Use a suitable approximation
to calculate the probability that Kamal’s hens lay fewer than 20 eggs on
a particular day.
Answer = 0.275
6. (a) A garden shop sells polyanthus plants in boxes,
each box containing the same number of plants. The
number of plants per box which produce yellow flowers
has a binomial distribution with mean 11 and variance
4.95.
i. Find the number of plants per box.
ii. Find the probability that a box contains exactly 12
plants which produce yellow flowers.
(b) Another garden shop sells polyanthus plants in
boxes of 100. The shop’s advertisement states that the
probability of any polyanthus plant producing a pink
flower is 0.3. Use a suitable approximation to find the
probability that a box contains fewer than 35 plants which
produces pink flowers.
Answers (a) (i) 𝑛 = 20 (ii) 0.162 (b) 0.837