Normal Probability Distribution

 The normal probability distribution is the most

important distribution for describing a continuous
random variable.
 It is widely used in statistical inference.
 It has been used in a wide variety of applications
including:
•Heights of people
•Test scores
•Rainfall amounts
•Scientific measurements

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 Important term/idea for normal distribution
(Variance & Standard deviation)
 The variance is the average of the squared
deviations taken from mean.
 The standard deviation  is the average amount of 
variability in your dataset. It tells you, on average,
how far each value lies from the mean.
 A high standard deviation means that values are
generally far from the mean, while a low standard
deviation indicates that values are clustered close to
the mean.
 Both the variance and standard deviation shows the
same thing i.e “variation from the standard value”or
“how far the data values are lying from the standard
value e.g mean , it can also be some targeted value

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 Continue…

 Variance is denoted by ²(for

population) and by “s²” (for sample).
While
 Standard deviation is denoted by (for
population) and by “s” (for sample).
 Standard deviation is calculated as the
square root of variance by figuring out
the variation between each data point
relative to the mean.

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 Continue…

 If the points are further from the mean, there

is a higher deviation within the data; if they
are closer to the mean, there is a lower
deviation.
 So the more spread out the group of numbers
are, the higher the standard deviation.
 Low values of variance and standard
deviation are preferred over higher values so
low values are considered good for analysis
and decision making.

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 Formulas

 1. Variance(²) for population:



 X   
2


2

N
 OR

²= ∑ x²/N – (∑x/N)²

 2. Standard dev.() = √

OR
() =√ ∑ x²/N – (∑x/N)²

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 Example

 The duration of time from x x²

first exposure to HIV
infection to AIDS diagnosis
is called the incubation period. 12.0 144
The incubation periods of a
random sample of 5 HIV 10.5 110.25
infected individuals is given
below (in years): 9.5 90.25
 12.0 10.5 9.5 6.3
13.5
6.3 39.69
Find the variance and
standard deviation of the
disease. 13.5 182.25
Solution:
∑ x= 51.8 ∑ x²= 566.44

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 Continue…

 Now put the values in the formula….

²= ∑ x²/N – (∑x/N)²

 N=5 ∑ x= 51.8 ∑ x²= 566.44

²= 566.44/5 – (51.8/5)²
= 113.28 – ( 10.36)²
= 113.28 – 107.3
= 5.96 (variance)
Now for std.deviation , we will take square root of variance so
=√ 5.96 = 1.34 answer.
NOTE: You can also do it with the other formula i.e

 X   
2


2

N

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 Practice Qs. From book

 Pg.121…. Qs. 4.9(b)

 Pg.122…. Qs. 4.11(b)

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 Probability distribution

 A probability distribution is listing of all the

possible values that a random variable can take
along with their probabilities.
 In discrete random variable distributions, there
is always a gap between the points of a
distribution.
 In a continuous distribution, there are no gaps
between values.

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 Discrete Continuous

0.3
0.3 0.25
0.25 0.2
0.2 0.15
f(x)
p(x) 0.15 0.1
0.1 0.05
0.05 0
0 1 2 3 4 5 6 7 8 9 10
0 -0.05
0 1 2 3 4 5 6 7 8 9 10 X
X

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 Normal Probability distribution

 The most important continuous probability

distribution is the normal distribution.

 There are several characteristics that make the

normal distribution very important for
statisticians.
 It is an excellent approximation to many
populations. E.g Adult human heights and
weights.

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 Normal Probability Distribution

 Characteristics

The distribution is symmetric; its skewness

measure is zero.

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 Normal Probability Distribution

 Characteristics

The entire family of normal probability

distributions is defined by its mean  and its
standard deviation  .

Standard Deviation 

x
Mean 

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 Normal Probability Distribution

 Characteristics
The highest point on the normal curve is at the
mean, which is also the median and mode.
Mean=Median=Mode

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 Normal Probability Distribution

 Characteristics

The mean can be any numerical value: negative,

zero, or positive.

x
-10 0 25

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 Normal Probability Distribution

 Characteristics

The standard deviation determines the width of the

curve: larger values result in wider, flatter curves.

 = 15

 = 25

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 Normal Probability Distribution

 Characteristics

Probabilities for the normal random variable are

given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).

.5 .5
x

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 Normal Probability Distribution

 Characteristics

68.26% of values of a normal random variable

are within +/- 1 standard deviation of its mean.

95.44% of values of a normal random variable

are within +/- 2 standard deviations of its mean.

99.72% of values of a normal random variable

are within +/- 3 standard deviations of its mean.

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 Brief summary

1. A Normal Distribution is a curve that is

symmetrical and bell shaped.
2. Most observations in the distribution are close
to the mean, with gradually fewer
observations further away.

3. A Normal Distribution can be determined

entirely by the values of  and .

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 Normal Probability Distribution

 Characteristics
99.72%
95.44%
68.26%


x
 – 3  – 1  + 1  + 3
 – 2  + 2
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 Standard Normal Probability Distribution

 Characteristics

A
A random
random variable
variable having
having aa normal
normal distribution
distribution
with
with aa mean
mean of
of 00 and
and aa standard
standard deviation
deviation of
of 11 is
is
said
said to
to have
have aa standard
standard normal
normal probability
probability
distribution
distribution..

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 Standard Normal Probability Distribution

 Characteristics

The letter z is used to designate the standard

normal random variable.



z
0

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 Standard Normal Probability Distribution

 Converting to the Standard Normal Distribution

 Finding probability(P) when X is known

x
z

We can think of z as a measure of the number of
standard deviations x is from .

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 Example

Q: Assume blood-glucose levels in a population of

adult women are normally distributed with mean 90
mg/dL and standard deviation 38 mg/dL. What is
the probability that glucose level in women …
 Exceeds 95
 Less than 80
 Between 85 and 105.

Solution: i) Data….. mean(μ) = 90 , standard

deviation() = 38
x = 95(part 1) , x=80(part 2) x1=85 and
x2=105(part 3)

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 Standard Normal Probability Distribution

 Solving for the glucose level Probability

Step 1: Convert x to the standard normal distribution.

z = (x - )/
= (95 - 90)/38
= 0.13

Step 2: Find the area under the standard normal

curve (z table)

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 Continue…
 It will be written as:
 (part 1) P(x>95) =?
P( x> 95) = P( z> 0.13)
= 0.5517 i.e 55%
 For the z value of 0.13 we get the probability as P=0.5517 i.e 55% .
 It means that the adult women glucose level will exceed 95 , its
probability (chance) is app.55%.

Similarly for part 2 we will write as:

P ( x< 80) =?
Find z value for it as: z= x- μ/= 80- 90 /38
= -10/38 = - 0.26
( Look this z value in the table)…….we get 0.3974 i.e 39 %
It means that the adult women glucose level will be less than 80 , its
probability (chance) is app.39%.

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 Continue…
 (part 3)…. P ( 85<x<105) =?
 It has 2 parts.. As x is between 95 and 105 so it means
that variable x will be less than 105 and more than 85.
 (i)…z1= 85-90/38 = -5/38 = -0.13 its table value is
0.4483
 (ii)….z2= 105-90/38 = 15/38 = 0.394

By finding z value 0.394 in the z table, we get

0.6517
Now the combined probabilty will be..
P ( 85<x<105)= P(-0.13<z<0.39)
= 0.6517-0.4483
= 0.2034 i.e 20% Ans

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 Practice question
 A distributor account receivable show an average of $200 and
standard deviation of $50.Assume the distribution to be
normal, find the probability that
1. Receivable amount exceeds $300
2. Is between $ 50 and 150
3. Is less than $50.
Data: x= 300 μ=200 =50
i) P(x>300)=? ii) P(50>x>150)=? iii) P(x<50)=?
Formula.. Z=x-μ/
i) = 300-200/50 = 100/50 = 2
z=2
Look z value =2 in the z table and as 2 is greater than 1 so we
subtract the table value from 1.
z=2 = 0.9772 and so P(x>300) =P(Z>2) = 1-0.9772
= 0.0228

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 Continue…

 ii) a. z=50-200/50 = -150/50 = -3 so z= -3

Table value of -3= 0.00135 now
b) z= 150-200/50 = -1 and its table value = 0.1587 so
P(50< x< 150) = p(-3<z< -1)
= 0.1587-0.00135 = 0.157 = 15%
iii) z= 50-200/50 = -3 (same as in (ii) part i.e= 0.00135)
ANSWER

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 Finding x value when probability is known

 For this we will interchange the z formula as:

 x= z.+μ
Where we know the standard deviation()
and mean(μ) and probability as 53%, 75% etc
Steps to find the X value for a known
probability:
 1. Find the Z value for the known probability
 2. Convert to X units using the above
formula.

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 Example

 Suppose Xis normal with mean 8.0 and standard

deviation 5.0.•Now find the X value so that only 20%
of all values are below this X .
 Sol: P= 20% i.e 0.2 =5 μ=8
 P(X < ? ) = 0.2
We will find out the value 0.20 or the nearest
value (if exact 0.20) isn’t in table.
20% area in the lower tail is consistent with a Z
value of -0.84
so x= z+μ
= -0.84(5)+8
= - 4.2+8 = 3.8 so x=3.8 ans.

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 Self practice questions

 Given that the random variable X is normally distributed with a

mean of 80 and a standard deviation of 10, Find P ( 75 < X <
90 ) .
 A statistical analysis of long distance calls made from the
headquarters indicates that length of these calls is normally
distributed with a mean of 240 sec and a standard deviation of
40 sec.
What is the probability that a call will last less than 180 sec?
 The average tuition fee in community colleges is $2550 with a
standard deviation of $350.Assuming the tuition to be normally
distributed, determine the tuition level above which 80% of the
students will pay. (find value of x)

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