Scribd
Upload
49 views

The Normal Distribution1

The document discusses the normal distribution and its properties. It describes why the normal distribution is commonly used, defines its probability density function, and outlines key properties including that the distribution is symmetric and characterized by its mean and variance. It also introduces the standard normal distribution and provides a table of its values.

Uploaded by

Sherifa
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
49 views

The Normal Distribution1

The document discusses the normal distribution and its properties. It describes why the normal distribution is commonly used, defines its probability density function, and outlines key properties including that the distribution is symmetric and characterized by its mean and variance. It also introduces the standard normal distribution and provides a table of its values.

Uploaded by

Sherifa
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 11

THE NORMAL

DISTRIBUTION
Reasons for Using the Normal
Distribution
1. The normal distribution closely approximates the
probability distributions of a wide range of random
variables.
2. Distributions of sample means approach a normal
distribution given a large sample size.
3. Computations of probabilities are direct and
elegant.
4. The normal probability distribution has led to good
business decisions for a number of applications.
Probability Density Function of
the Normal Distribution
The probability density function for a normally
distributed random variable X is

1 ( x ) 2 / 2 2
f ( x) e for - x
2 2

Where and 2 are any number such that - <


< and - < 2 < and where e and are
physical constants, e = 2.71828. . . and =
3.14159. . .
Probability Density Function for a
Normal Distribution

0.4

0.3

0.2

0.1

0.0
x
Properties of the Normal
Distribution
Suppose that the random variable X follows a normal distribution
with parameters and 2. Then the following properties hold:
i. The mean of the random variable is ,
E( X )
ii. The variance of the random variable is 2,
E[( X X ) 2 ] 2
iii. The shape of the probability density function is a symmetric
bell-shaped curve centered on the mean.
iii. By knowing the mean and variance we can define the normal
distribution by using the notation

X ~ N ( , ) 2
Effects of on the Probability Density
Function of a Normal Random Variable

0.4

0.3 Mean = 5 Mean = 6

0.2

0.1

0.0

1.5 2.5 3.5 4.5 5.5 6.5 7.5 8.5 x


Effects of 2 on the Probability Density
Function of a Normal Random Variable

0.4 Variance = 0.0625

0.3

0.2
Variance = 1
0.1

0.0

1.5 2.5 3.5 4.5 5.5 6.5 7.5 8.5


x
Shaded Area is the Probability That
X is Between a and b

0 a b x
Linear Functions of Variable

An important special case of the previous results


is the standardized random variable

X X
Z
X
which has a mean 0 and variance 1.
The Standard Normal Distribution

Let Z be a normal random variable with mean 0 and


variance 1; that is
Z ~ N (0,1)
We say that Z follows the standard normal
distribution. Denote the cumulative distribution
function as F(z), and a and b as two numbers with a
< b, then
P(a Z b) F (b) F (a)
THE STANDARD NORMAL
DISTRIBUTION TABLE
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990

You might also like